Home > Albina Community Bank > Securities
Albina Community Bank, Securities
| 2017-12-31 | Rank | |
| Total securities | $35,570,000 | 2,840 |
| U.S. Government securities | $32,447,000 | 2,106 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $32,447,000 | 2,017 |
| Securities issued by states & political subdivisions | $2,392,000 | 3,892 |
| Other domestic debt securities | $731,000 | 1,612 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $731,000 | 288 |
| 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 | $7,320,000 | 3,212 |
| Mortgage-backed securities | $26,758,000 | 1,625 |
| Certificates of participation in pools of residential mortgages | $13,226,000 | 1,860 |
| Issued or guaranteed by U.S. | $13,226,000 | 1,859 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $11,881,000 | 1,037 |
| CMOs issued by government agencies or sponsored agencies | $11,881,000 | 998 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $1,651,000 | 1,087 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $1,651,000 | 695 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $35,570,000 | 2,623 |
| Total debt securities | $35,569,000 | 2,823 |
| 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 | $35,509,000 | 2,883 |
| U.S. Government securities | $32,321,000 | 2,142 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $32,321,000 | 2,039 |
| Securities issued by states & political subdivisions | $2,420,000 | 3,941 |
| Other domestic debt securities | $768,000 | 1,606 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $768,000 | 275 |
| 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 | $7,188,000 | 3,281 |
| Mortgage-backed securities | $28,618,000 | 1,566 |
| Certificates of participation in pools of residential mortgages | $14,205,000 | 1,816 |
| Issued or guaranteed by U.S. | $14,205,000 | 1,815 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $12,731,000 | 995 |
| CMOs issued by government agencies or sponsored agencies | $12,731,000 | 958 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $1,682,000 | 1,079 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $1,682,000 | 687 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $35,509,000 | 2,653 |
| Total debt securities | $35,509,000 | 2,861 |
| 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 | $36,460,000 | 2,885 |
| U.S. Government securities | $33,221,000 | 2,140 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $33,221,000 | 2,039 |
| Securities issued by states & political subdivisions | $2,427,000 | 3,965 |
| Other domestic debt securities | $812,000 | 1,616 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $812,000 | 260 |
| 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 | $7,047,000 | 3,323 |
| Mortgage-backed securities | $30,464,000 | 1,531 |
| Certificates of participation in pools of residential mortgages | $15,201,000 | 1,777 |
| Issued or guaranteed by U.S. | $15,201,000 | 1,776 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,547,000 | 951 |
| CMOs issued by government agencies or sponsored agencies | $13,547,000 | 912 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $1,716,000 | 1,042 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $1,716,000 | 658 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $36,460,000 | 2,657 |
| Total debt securities | $36,461,000 | 2,865 |
| 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 | $35,392,000 | 2,961 |
| U.S. Government securities | $32,154,000 | 2,210 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $32,154,000 | 2,110 |
| Securities issued by states & political subdivisions | $2,372,000 | 4,022 |
| Other domestic debt securities | $866,000 | 1,649 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $866,000 | 264 |
| 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 | $8,368,000 | 3,167 |
| Mortgage-backed securities | $31,240,000 | 1,531 |
| Certificates of participation in pools of residential mortgages | $16,276,000 | 1,754 |
| Issued or guaranteed by U.S. | $16,276,000 | 1,754 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,256,000 | 966 |
| CMOs issued by government agencies or sponsored agencies | $13,256,000 | 923 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $1,708,000 | 1,009 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $1,708,000 | 651 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $35,392,000 | 2,717 |
| Total debt securities | $35,391,000 | 2,941 |
| 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 | $32,866,000 | 3,069 |
| U.S. Government securities | $30,059,000 | 2,296 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $30,059,000 | 2,199 |
| Securities issued by states & political subdivisions | $1,892,000 | 4,173 |
| Other domestic debt securities | $915,000 | 1,644 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $915,000 | 263 |
| 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 | $9,163,000 | 3,066 |
| Mortgage-backed securities | $29,108,000 | 1,608 |
| Certificates of participation in pools of residential mortgages | $17,281,000 | 1,714 |
| Issued or guaranteed by U.S. | $17,281,000 | 1,713 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $10,103,000 | 1,127 |
| CMOs issued by government agencies or sponsored agencies | $10,103,000 | 1,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,724,000 | 964 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $1,724,000 | 615 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $32,866,000 | 2,820 |
| Total debt securities | $32,865,000 | 3,050 |
| 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 | $32,452,000 | 3,078 |
| U.S. Government securities | $29,489,000 | 2,316 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $29,489,000 | 2,231 |
| Securities issued by states & political subdivisions | $1,998,000 | 4,160 |
| Other domestic debt securities | $965,000 | 1,622 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $965,000 | 259 |
| 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 | $8,444,000 | 3,196 |
| Mortgage-backed securities | $28,511,000 | 1,644 |
| Certificates of participation in pools of residential mortgages | $17,726,000 | 1,674 |
| Issued or guaranteed by U.S. | $17,726,000 | 1,674 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,986,000 | 1,215 |
| CMOs issued by government agencies or sponsored agencies | $8,986,000 | 1,162 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $1,799,000 | 913 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $1,799,000 | 590 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $32,452,000 | 2,819 |
| Total debt securities | $32,455,000 | 3,060 |
| 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 | $27,592,000 | 3,423 |
| U.S. Government securities | $25,960,000 | 2,568 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $25,960,000 | 2,471 |
| Securities issued by states & political subdivisions | $601,000 | 4,685 |
| Other domestic debt securities | $1,031,000 | 1,567 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $1,031,000 | 253 |
| 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 | $7,516,000 | 3,382 |
| Mortgage-backed securities | $25,960,000 | 1,760 |
| Certificates of participation in pools of residential mortgages | $17,570,000 | 1,684 |
| Issued or guaranteed by U.S. | $17,570,000 | 1,679 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,586,000 | 1,432 |
| CMOs issued by government agencies or sponsored agencies | $6,586,000 | 1,365 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $1,804,000 | 859 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $1,804,000 | 586 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $27,592,000 | 3,137 |
| Total debt securities | $27,591,000 | 3,397 |
| 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 | $26,471,000 | 3,548 |
| U.S. Government securities | $25,398,000 | 2,670 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $25,398,000 | 2,578 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $1,073,000 | 1,564 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $1,073,000 | 246 |
| 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 | $6,607,000 | 3,587 |
| Mortgage-backed securities | $25,398,000 | 1,792 |
| Certificates of participation in pools of residential mortgages | $18,151,000 | 1,654 |
| Issued or guaranteed by U.S. | $18,151,000 | 1,653 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,471,000 | 1,561 |
| CMOs issued by government agencies or sponsored agencies | $5,471,000 | 1,492 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $1,776,000 | 846 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $1,776,000 | 568 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $26,471,000 | 3,256 |
| Total debt securities | $26,472,000 | 3,523 |
| 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 | $27,714,000 | 3,513 |
| U.S. Government securities | $26,576,000 | 2,626 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $26,576,000 | 2,534 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $1,138,000 | 1,537 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $1,138,000 | 256 |
| 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 | $7,035,000 | 3,533 |
| Mortgage-backed securities | $26,576,000 | 1,748 |
| Certificates of participation in pools of residential mortgages | $18,973,000 | 1,616 |
| Issued or guaranteed by U.S. | $18,973,000 | 1,615 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,851,000 | 1,542 |
| CMOs issued by government agencies or sponsored agencies | $5,851,000 | 1,476 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $1,752,000 | 814 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $1,752,000 | 533 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $27,714,000 | 3,216 |
| Total debt securities | $27,712,000 | 3,490 |
| 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 | $29,897,000 | 3,423 |
| U.S. Government securities | $28,712,000 | 2,548 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $28,712,000 | 2,461 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $1,185,000 | 1,525 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $1,185,000 | 262 |
| 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 | $6,619,000 | 3,657 |
| Mortgage-backed securities | $28,712,000 | 1,678 |
| Certificates of participation in pools of residential mortgages | $20,514,000 | 1,553 |
| Issued or guaranteed by U.S. | $20,514,000 | 1,553 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $6,378,000 | 1,490 |
| CMOs issued by government agencies or sponsored agencies | $6,378,000 | 1,426 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $1,820,000 | 777 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $1,820,000 | 513 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $29,897,000 | 3,132 |
| Total debt securities | $29,898,000 | 3,397 |
| 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 | $28,994,000 | 3,542 |
| U.S. Government securities | $27,724,000 | 2,685 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $27,724,000 | 2,594 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $1,270,000 | 1,508 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $1,270,000 | 261 |
| 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 | $6,572,000 | 3,704 |
| Mortgage-backed securities | $27,724,000 | 1,768 |
| Certificates of participation in pools of residential mortgages | $20,688,000 | 1,587 |
| Issued or guaranteed by U.S. | $20,688,000 | 1,587 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,233,000 | 1,682 |
| CMOs issued by government agencies or sponsored agencies | $5,233,000 | 1,617 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $1,803,000 | 740 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $1,803,000 | 490 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $28,994,000 | 3,234 |
| Total debt securities | $28,993,000 | 3,516 |
| 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 | $30,964,000 | 3,466 |
| U.S. Government securities | $29,636,000 | 2,615 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $29,636,000 | 2,526 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $1,328,000 | 1,533 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $1,328,000 | 267 |
| 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 | $6,699,000 | 3,723 |
| Mortgage-backed securities | $22,040,000 | 2,083 |
| Certificates of participation in pools of residential mortgages | $17,818,000 | 1,771 |
| Issued or guaranteed by U.S. | $17,818,000 | 1,771 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $4,222,000 | 1,889 |
| CMOs issued by government agencies or sponsored agencies | $4,222,000 | 1,820 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $30,964,000 | 3,166 |
| Total debt securities | $30,964,000 | 3,440 |
| 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 | $31,054,000 | 3,488 |
| U.S. Government securities | $29,673,000 | 2,641 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $29,673,000 | 2,555 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $1,381,000 | 1,531 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $1,381,000 | 263 |
| 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 | $6,760,000 | 3,752 |
| Mortgage-backed securities | $22,146,000 | 2,119 |
| Certificates of participation in pools of residential mortgages | $18,640,000 | 1,754 |
| Issued or guaranteed by U.S. | $18,640,000 | 1,751 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,506,000 | 2,051 |
| CMOs issued by government agencies or sponsored agencies | $3,506,000 | 1,977 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $31,054,000 | 3,184 |
| Total debt securities | $31,054,000 | 3,461 |
| 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 | $32,083,000 | 3,506 |
| U.S. Government securities | $30,680,000 | 2,659 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $30,680,000 | 2,579 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $1,403,000 | 1,572 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $1,403,000 | 266 |
| 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 | $4,821,000 | 4,200 |
| Mortgage-backed securities | $23,683,000 | 2,088 |
| Certificates of participation in pools of residential mortgages | $18,084,000 | 1,862 |
| Issued or guaranteed by U.S. | $18,084,000 | 1,860 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,599,000 | 1,742 |
| CMOs issued by government agencies or sponsored agencies | $5,599,000 | 1,668 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $32,083,000 | 3,201 |
| Total debt securities | $32,083,000 | 3,481 |
| 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 | $33,243,000 | 3,488 |
| U.S. Government securities | $31,840,000 | 2,634 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $31,840,000 | 2,550 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $1,403,000 | 1,613 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $1,403,000 | 280 |
| 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 | $8,524,000 | 3,490 |
| Mortgage-backed securities | $23,421,000 | 2,127 |
| Certificates of participation in pools of residential mortgages | $15,335,000 | 2,101 |
| Issued or guaranteed by U.S. | $15,335,000 | 2,099 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,086,000 | 1,493 |
| CMOs issued by government agencies or sponsored agencies | $8,086,000 | 1,425 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $33,243,000 | 3,175 |
| Total debt securities | $33,244,000 | 3,459 |
| Structured notes | ||
| Amortized cost | $365,000 | 2,104 |
| Fair value | $366,000 | 2,108 |
| 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 | $30,404,000 | 3,684 |
| U.S. Government securities | $30,404,000 | 2,736 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $30,404,000 | 2,661 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,877,000 | 3,456 |
| Mortgage-backed securities | $21,012,000 | 2,283 |
| Certificates of participation in pools of residential mortgages | $12,267,000 | 2,397 |
| Issued or guaranteed by U.S. | $12,267,000 | 2,396 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $8,745,000 | 1,452 |
| CMOs issued by government agencies or sponsored agencies | $8,745,000 | 1,388 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $30,404,000 | 3,372 |
| Total debt securities | $30,403,000 | 3,656 |
| Structured notes | ||
| Amortized cost | $387,000 | 2,144 |
| Fair value | $391,000 | 2,136 |
| 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 | $21,138,000 | 4,372 |
| U.S. Government securities | $21,138,000 | 3,379 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $21,138,000 | 3,286 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,762,000 | 3,660 |
| Mortgage-backed securities | $15,228,000 | 2,667 |
| Certificates of participation in pools of residential mortgages | $6,865,000 | 3,120 |
| Issued or guaranteed by U.S. | $6,865,000 | 3,118 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $8,363,000 | 1,487 |
| CMOs issued by government agencies or sponsored agencies | $8,363,000 | 1,421 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $21,138,000 | 4,004 |
| Total debt securities | $21,138,000 | 4,349 |
| Structured notes | ||
| Amortized cost | $410,000 | 2,122 |
| Fair value | $417,000 | 2,116 |
| 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 | $19,218,000 | 4,570 |
| U.S. Government securities | $19,218,000 | 3,586 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $19,218,000 | 3,494 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,809,000 | 3,662 |
| Mortgage-backed securities | $16,777,000 | 2,581 |
| Certificates of participation in pools of residential mortgages | $7,383,000 | 3,044 |
| Issued or guaranteed by U.S. | $7,383,000 | 3,041 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $9,394,000 | 1,420 |
| CMOs issued by government agencies or sponsored agencies | $9,394,000 | 1,354 |
| 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) | $19,218,000 | 4,199 |
| Total debt securities | $19,219,000 | 4,539 |
| Structured notes | ||
| Amortized cost | $444,000 | 2,106 |
| Fair value | $455,000 | 2,083 |
| 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 | $20,532,000 | 4,451 |
| U.S. Government securities | $20,532,000 | 3,463 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $20,532,000 | 3,374 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,419,000 | 3,735 |
| Mortgage-backed securities | $19,048,000 | 2,431 |
| Certificates of participation in pools of residential mortgages | $8,074,000 | 2,912 |
| Issued or guaranteed by U.S. | $8,074,000 | 2,910 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $10,974,000 | 1,324 |
| CMOs issued by government agencies or sponsored agencies | $10,974,000 | 1,255 |
| 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) | $20,532,000 | 4,104 |
| Total debt securities | $20,531,000 | 4,422 |
| Structured notes | ||
| Amortized cost | $494,000 | 2,068 |
| Fair value | $507,000 | 1,920 |
| 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 | $23,806,000 | 4,186 |
| U.S. Government securities | $23,806,000 | 3,202 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $23,806,000 | 3,122 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,042,000 | 3,660 |
| Mortgage-backed securities | $20,737,000 | 2,352 |
| Certificates of participation in pools of residential mortgages | $7,656,000 | 3,015 |
| Issued or guaranteed by U.S. | $7,656,000 | 3,014 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $13,081,000 | 1,260 |
| CMOs issued by government agencies or sponsored agencies | $13,081,000 | 1,184 |
| 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) | $23,806,000 | 3,869 |
| Total debt securities | $23,806,000 | 4,161 |
| Structured notes | ||
| Amortized cost | $560,000 | 1,928 |
| Fair value | $575,000 | 1,922 |
| 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 | $27,687,000 | 3,841 |
| U.S. Government securities | $27,687,000 | 2,887 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $27,687,000 | 2,820 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,340,000 | 3,994 |
| Mortgage-backed securities | $24,531,000 | 2,144 |
| Certificates of participation in pools of residential mortgages | $8,298,000 | 2,902 |
| Issued or guaranteed by U.S. | $8,298,000 | 2,900 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $16,233,000 | 1,148 |
| CMOs issued by government agencies or sponsored agencies | $16,233,000 | 1,078 |
| 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) | $27,687,000 | 3,547 |
| Total debt securities | $27,686,000 | 3,811 |
| Structured notes | ||
| Amortized cost | $635,000 | 1,948 |
| Fair value | $650,000 | 1,944 |
| 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 | $30,798,000 | 3,671 |
| U.S. Government securities | $30,798,000 | 2,757 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $30,798,000 | 2,701 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| 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 | $4,541,000 | 4,453 |
| Mortgage-backed securities | $29,073,000 | 2,025 |
| Certificates of participation in pools of residential mortgages | $9,264,000 | 2,899 |
| Issued or guaranteed by U.S. | $9,264,000 | 2,898 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $19,809,000 | 1,060 |
| CMOs issued by government agencies or sponsored agencies | $19,809,000 | 992 |
| 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) | $30,798,000 | 3,386 |
| Total debt securities | $30,798,000 | 3,645 |
| Structured notes | ||
| Amortized cost | $1,711,000 | 1,495 |
| Fair value | $1,725,000 | 1,494 |
| 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 | $19,417,000 | 4,616 |
| U.S. Government securities | $19,417,000 | 3,695 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $19,417,000 | 3,624 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| 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 | $4,657,000 | 4,463 |
| Mortgage-backed securities | $17,241,000 | 2,749 |
| Certificates of participation in pools of residential mortgages | $3,298,000 | 4,118 |
| Issued or guaranteed by U.S. | $3,298,000 | 4,116 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $13,943,000 | 1,342 |
| CMOs issued by government agencies or sponsored agencies | $13,943,000 | 1,243 |
| 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) | $19,417,000 | 4,263 |
| Total debt securities | $19,418,000 | 4,588 |
| Structured notes | ||
| Amortized cost | $2,161,000 | 1,441 |
| Fair value | $2,176,000 | 1,440 |
| 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 | $22,205,000 | 4,417 |
| U.S. Government securities | $22,205,000 | 3,498 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $22,205,000 | 3,431 |
| 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 | $4,091,000 | 4,622 |
| Mortgage-backed securities | $19,885,000 | 2,559 |
| Certificates of participation in pools of residential mortgages | $3,624,000 | 4,030 |
| Issued or guaranteed by U.S. | $3,624,000 | 4,026 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $16,261,000 | 1,252 |
| CMOs issued by government agencies or sponsored agencies | $16,261,000 | 1,172 |
| 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) | $22,205,000 | 4,066 |
| Total debt securities | $22,205,000 | 4,388 |
| Structured notes | ||
| Amortized cost | $2,296,000 | 1,608 |
| Fair value | $2,320,000 | 1,605 |
| 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 | $19,069,000 | 4,635 |
| U.S. Government securities | $19,069,000 | 3,735 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $19,069,000 | 3,666 |
| 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 | $4,243,000 | 4,390 |
| Mortgage-backed securities | $16,618,000 | 2,739 |
| Certificates of participation in pools of residential mortgages | $816,000 | 4,908 |
| Issued or guaranteed by U.S. | $816,000 | 4,901 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $15,802,000 | 1,248 |
| CMOs issued by government agencies or sponsored agencies | $15,802,000 | 1,111 |
| 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) | $19,069,000 | 4,254 |
| Total debt securities | $19,070,000 | 4,605 |
| Structured notes | ||
| Amortized cost | $2,418,000 | 1,564 |
| Fair value | $2,451,000 | 1,558 |
| 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 | $19,344,000 | 4,581 |
| U.S. Government securities | $19,344,000 | 3,649 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $19,344,000 | 3,568 |
| 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 | $0 | 5,942 |
| Mortgage-backed securities | $17,270,000 | 2,635 |
| Certificates of participation in pools of residential mortgages | $914,000 | 4,861 |
| Issued or guaranteed by U.S. | $914,000 | 4,852 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $16,356,000 | 1,211 |
| CMOs issued by government agencies or sponsored agencies | $16,356,000 | 1,074 |
| 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) | $19,344,000 | 4,198 |
| Total debt securities | $19,344,000 | 4,546 |
| Structured notes | ||
| Amortized cost | $1,540,000 | 1,975 |
| Fair value | $1,574,000 | 1,970 |
| 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 | $17,909,000 | 4,794 |
| U.S. Government securities | $17,909,000 | 3,909 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $17,909,000 | 3,810 |
| 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 | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,185,000 | 4,443 |
| Mortgage-backed securities | $15,746,000 | 2,710 |
| Certificates of participation in pools of residential mortgages | $1,017,000 | 4,807 |
| Issued or guaranteed by U.S. | $1,017,000 | 4,799 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $14,729,000 | 1,270 |
| CMOs issued by government agencies or sponsored agencies | $14,729,000 | 1,110 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $17,909,000 | 4,393 |
| Total debt securities | $17,909,000 | 4,755 |
| Structured notes | ||
| Amortized cost | $1,640,000 | 2,149 |
| Fair value | $1,663,000 | 2,148 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $13,858,000 | 5,262 |
| U.S. Government securities | $13,858,000 | 4,403 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $13,858,000 | 4,278 |
| 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 | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,698,000 | 4,309 |
| Mortgage-backed securities | $13,266,000 | 2,854 |
| Certificates of participation in pools of residential mortgages | $1,121,000 | 4,717 |
| Issued or guaranteed by U.S. | $1,121,000 | 4,710 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $12,145,000 | 1,373 |
| CMOs issued by government agencies or sponsored agencies | $12,145,000 | 1,191 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $13,858,000 | 4,841 |
| Total debt securities | $13,858,000 | 5,227 |
| Structured notes | ||
| Amortized cost | $569,000 | 2,833 |
| Fair value | $592,000 | 2,827 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $15,821,000 | 4,920 |
| U.S. Government securities | $15,821,000 | 3,957 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $15,821,000 | 3,839 |
| 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 | $10,531,000 | 3,084 |
| Mortgage-backed securities | $15,172,000 | 2,598 |
| Certificates of participation in pools of residential mortgages | $1,728,000 | 4,360 |
| Issued or guaranteed by U.S. | $1,728,000 | 4,355 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $13,444,000 | 1,264 |
| CMOs issued by government agencies or sponsored agencies | $13,444,000 | 1,089 |
| 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) | $15,821,000 | 4,500 |
| Total debt securities | $15,819,000 | 4,889 |
| Structured notes | ||
| Amortized cost | $626,000 | 2,688 |
| Fair value | $649,000 | 2,679 |
| 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 | $17,244,000 | 4,675 |
| U.S. Government securities | $17,244,000 | 3,745 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $17,244,000 | 3,641 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| 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 | $13,253,000 | 2,756 |
| Mortgage-backed securities | $16,501,000 | 2,453 |
| Certificates of participation in pools of residential mortgages | $1,966,000 | 4,248 |
| Issued or guaranteed by U.S. | $1,966,000 | 4,241 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $14,535,000 | 1,207 |
| CMOs issued by government agencies or sponsored agencies | $14,535,000 | 1,035 |
| 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) | $17,244,000 | 4,279 |
| Total debt securities | $17,245,000 | 4,633 |
| Structured notes | ||
| Amortized cost | $714,000 | 2,707 |
| Fair value | $743,000 | 2,699 |
| 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 | $19,228,000 | 4,493 |
| U.S. Government securities | $19,228,000 | 3,573 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $19,228,000 | 3,486 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| 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 | $15,794,000 | 2,510 |
| Mortgage-backed securities | $18,439,000 | 2,304 |
| Certificates of participation in pools of residential mortgages | $2,709,000 | 4,014 |
| Issued or guaranteed by U.S. | $2,709,000 | 4,005 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $15,730,000 | 1,110 |
| CMOs issued by government agencies or sponsored agencies | $15,730,000 | 930 |
| 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) | $19,228,000 | 4,075 |
| Total debt securities | $19,227,000 | 4,452 |
| Structured notes | ||
| Amortized cost | $769,000 | 2,740 |
| Fair value | $789,000 | 2,740 |
| 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 | $28,753,000 | 3,581 |
| U.S. Government securities | $28,753,000 | 2,797 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $28,753,000 | 2,729 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| 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 | $23,478,000 | 1,997 |
| Mortgage-backed securities | $18,872,000 | 2,329 |
| Certificates of participation in pools of residential mortgages | $3,245,000 | 3,970 |
| Issued or guaranteed by U.S. | $3,245,000 | 3,961 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $15,627,000 | 1,099 |
| CMOs issued by government agencies or sponsored agencies | $15,627,000 | 911 |
| 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) | $28,753,000 | 3,250 |
| Total debt securities | $28,754,000 | 3,551 |
| Structured notes | ||
| Amortized cost | $9,802,000 | 561 |
| Fair value | $9,881,000 | 559 |
| 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 | $37,612,000 | 2,991 |
| U.S. Government securities | $37,612,000 | 2,226 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $37,612,000 | 2,161 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| 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 | $28,156,000 | 1,749 |
| Mortgage-backed securities | $24,685,000 | 2,009 |
| Certificates of participation in pools of residential mortgages | $3,555,000 | 3,948 |
| Issued or guaranteed by U.S. | $3,555,000 | 3,940 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $21,130,000 | 905 |
| CMOs issued by government agencies or sponsored agencies | $21,130,000 | 735 |
| 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) | $37,612,000 | 2,665 |
| Total debt securities | $37,612,000 | 2,966 |
| Structured notes | ||
| Amortized cost | $8,849,000 | 483 |
| Fair value | $8,924,000 | 471 |
| 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 | $40,713,000 | 2,823 |
| U.S. Government securities | $40,713,000 | 2,065 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $40,713,000 | 2,005 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| 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 | $28,728,000 | 1,716 |
| Mortgage-backed securities | $19,825,000 | 2,351 |
| Certificates of participation in pools of residential mortgages | $3,940,000 | 3,912 |
| Issued or guaranteed by U.S. | $3,940,000 | 3,903 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $15,885,000 | 1,065 |
| CMOs issued by government agencies or sponsored agencies | $15,885,000 | 853 |
| 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) | $40,713,000 | 2,506 |
| Total debt securities | $40,713,000 | 2,793 |
| Structured notes | ||
| Amortized cost | $10,886,000 | 232 |
| Fair value | $10,949,000 | 229 |
| 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 | $47,119,000 | 2,444 |
| U.S. Government securities | $47,119,000 | 1,754 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $47,119,000 | 1,715 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| 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 | $30,646,000 | 1,626 |
| Mortgage-backed securities | $22,352,000 | 2,206 |
| Certificates of participation in pools of residential mortgages | $4,370,000 | 3,838 |
| Issued or guaranteed by U.S. | $4,370,000 | 3,828 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $17,982,000 | 975 |
| CMOs issued by government agencies or sponsored agencies | $17,982,000 | 764 |
| 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) | $47,119,000 | 2,149 |
| Total debt securities | $47,119,000 | 2,411 |
| Structured notes | ||
| Amortized cost | $11,935,000 | 125 |
| Fair value | $11,888,000 | 123 |
| 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 | $39,887,000 | 2,793 |
| U.S. Government securities | $39,887,000 | 2,096 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $39,887,000 | 2,045 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| 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 | $35,064,000 | 1,481 |
| Mortgage-backed securities | $21,925,000 | 2,261 |
| Certificates of participation in pools of residential mortgages | $4,818,000 | 3,819 |
| Issued or guaranteed by U.S. | $4,818,000 | 3,806 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $17,107,000 | 993 |
| CMOs issued by government agencies or sponsored agencies | $17,107,000 | 762 |
| 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) | $39,887,000 | 2,500 |
| Total debt securities | $39,882,000 | 2,768 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 407 |
| Fair value | $2,983,000 | 437 |
| 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 | $17,684,000 | 4,732 |
| U.S. Government securities | $15,910,000 | 4,105 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $15,910,000 | 4,031 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,774,000 | 1,911 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $820,000 | 215 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $954,000 | 1,574 |
| 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 | $16,730,000 | 2,591 |
| Mortgage-backed securities | $6,816,000 | 3,898 |
| Certificates of participation in pools of residential mortgages | $3,142,000 | 4,302 |
| Issued or guaranteed by U.S. | $3,142,000 | 4,290 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,674,000 | 2,017 |
| CMOs issued by government agencies or sponsored agencies | $3,674,000 | 1,712 |
| 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) | $17,684,000 | 4,254 |
| Total debt securities | $17,685,000 | 4,692 |
| 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 | $17,863,000 | 4,647 |
| U.S. Government securities | $16,098,000 | 4,032 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $16,098,000 | 3,952 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,765,000 | 1,877 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $867,000 | 204 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $898,000 | 1,580 |
| 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 | $16,875,000 | 2,539 |
| Mortgage-backed securities | $7,097,000 | 3,736 |
| Certificates of participation in pools of residential mortgages | $3,350,000 | 4,164 |
| Issued or guaranteed by U.S. | $3,350,000 | 4,153 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,747,000 | 1,940 |
| CMOs issued by government agencies or sponsored agencies | $3,747,000 | 1,618 |
| 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) | $17,863,000 | 4,161 |
| Total debt securities | $17,863,000 | 4,608 |
| 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 | $18,765,000 | 4,600 |
| U.S. Government securities | $17,756,000 | 3,838 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $17,756,000 | 3,772 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,009,000 | 2,222 |
| 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 | $1,009,000 | 1,514 |
| 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 | $17,757,000 | 2,413 |
| Mortgage-backed securities | $8,828,000 | 3,433 |
| Certificates of participation in pools of residential mortgages | $5,045,000 | 3,630 |
| Issued or guaranteed by U.S. | $5,045,000 | 3,615 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,783,000 | 1,925 |
| CMOs issued by government agencies or sponsored agencies | $3,783,000 | 1,614 |
| 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) | $18,765,000 | 4,130 |
| Total debt securities | $18,765,000 | 4,551 |
| 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 | $10,744,000 | 5,795 |
| U.S. Government securities | $10,744,000 | 4,990 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $10,744,000 | 4,891 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $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 | $10,079,000 | 3,352 |
| Mortgage-backed securities | $5,625,000 | 3,963 |
| Certificates of participation in pools of residential mortgages | $3,055,000 | 4,160 |
| Issued or guaranteed by U.S. | $3,055,000 | 4,145 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,570,000 | 2,165 |
| CMOs issued by government agencies or sponsored agencies | $2,570,000 | 1,839 |
| 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) | $10,744,000 | 5,272 |
| Total debt securities | $10,743,000 | 5,724 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $10,733,000 | 5,892 |
| U.S. Government securities | $10,733,000 | 5,101 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $10,733,000 | 5,000 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $10,011,000 | 3,403 |
| Mortgage-backed securities | $5,700,000 | 3,682 |
| Certificates of participation in pools of residential mortgages | $3,199,000 | 3,824 |
| Issued or guaranteed by U.S. | $3,199,000 | 3,809 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,501,000 | 2,087 |
| CMOs issued by government agencies or sponsored agencies | $2,501,000 | 1,785 |
| 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) | $10,733,000 | 5,319 |
| Total debt securities | $10,733,000 | 5,825 |
| 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 | $11,536,000 | 5,813 |
| U.S. Government securities | $11,536,000 | 5,046 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,536,000 | 4,953 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,535,000 | 3,336 |
| Mortgage-backed securities | $4,577,000 | 3,804 |
| Certificates of participation in pools of residential mortgages | $2,589,000 | 3,928 |
| Issued or guaranteed by U.S. | $2,589,000 | 3,911 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,988,000 | 2,191 |
| CMOs issued by government agencies or sponsored agencies | $1,988,000 | 1,898 |
| 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) | $11,536,000 | 5,217 |
| Total debt securities | $11,536,000 | 5,750 |
| 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 | $11,508,000 | 5,820 |
| U.S. Government securities | $11,508,000 | 5,084 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,508,000 | 4,977 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,517,000 | 3,325 |
| Mortgage-backed securities | $4,673,000 | 3,731 |
| Certificates of participation in pools of residential mortgages | $2,718,000 | 3,829 |
| Issued or guaranteed by U.S. | $2,718,000 | 3,817 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,955,000 | 2,167 |
| CMOs issued by government agencies or sponsored agencies | $1,955,000 | 1,887 |
| 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) | $11,508,000 | 5,227 |
| Total debt securities | $11,508,000 | 5,762 |
| 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 | $9,806,000 | 6,172 |
| U.S. Government securities | $9,806,000 | 5,475 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,806,000 | 5,355 |
| 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 | $9,806,000 | 3,469 |
| Mortgage-backed securities | $3,893,000 | 3,961 |
| Certificates of participation in pools of residential mortgages | $2,905,000 | 3,734 |
| Issued or guaranteed by U.S. | $2,905,000 | 3,719 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $988,000 | 2,534 |
| CMOs issued by government agencies or sponsored agencies | $988,000 | 2,269 |
| 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) | $9,806,000 | 5,530 |
| Total debt securities | $9,806,000 | 6,119 |
| 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 | $22,150,000 | 4,264 |
| U.S. Government securities | $22,150,000 | 3,461 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $22,150,000 | 3,363 |
| 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 | $22,150,000 | 2,028 |
| Mortgage-backed securities | $4,024,000 | 3,921 |
| Certificates of participation in pools of residential mortgages | $3,042,000 | 3,672 |
| Issued or guaranteed by U.S. | $3,042,000 | 3,661 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $982,000 | 2,533 |
| CMOs issued by government agencies or sponsored agencies | $982,000 | 2,264 |
| 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) | $22,150,000 | 3,724 |
| Total debt securities | $22,150,000 | 4,211 |
| Structured notes | ||
| Amortized cost | $1,990,000 | 1,529 |
| Fair value | $1,993,000 | 1,426 |
| 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 | $23,193,000 | 4,175 |
| U.S. Government securities | $23,193,000 | 3,358 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $23,193,000 | 3,262 |
| 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 | $23,193,000 | 1,938 |
| Mortgage-backed securities | $4,153,000 | 3,875 |
| Certificates of participation in pools of residential mortgages | $3,175,000 | 3,621 |
| Issued or guaranteed by U.S. | $3,175,000 | 3,601 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $978,000 | 2,510 |
| CMOs issued by government agencies or sponsored agencies | $978,000 | 2,232 |
| 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) | $23,193,000 | 3,635 |
| Total debt securities | $23,193,000 | 4,118 |
| Structured notes | ||
| Amortized cost | $1,985,000 | 1,630 |
| Fair value | $1,988,000 | 1,517 |
| 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 | $20,206,000 | 4,546 |
| U.S. Government securities | $20,206,000 | 3,741 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $20,206,000 | 3,628 |
| 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 | $20,206,000 | 2,142 |
| Mortgage-backed securities | $4,260,000 | 3,822 |
| Certificates of participation in pools of residential mortgages | $3,311,000 | 3,559 |
| Issued or guaranteed by U.S. | $3,311,000 | 3,547 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $949,000 | 2,527 |
| CMOs issued by government agencies or sponsored agencies | $949,000 | 2,254 |
| 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) | $20,206,000 | 3,960 |
| Total debt securities | $20,205,000 | 4,486 |
| Structured notes | ||
| Amortized cost | $2,981,000 | 1,296 |
| Fair value | $2,955,000 | 1,243 |
| 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 | $17,900,000 | 4,917 |
| U.S. Government securities | $17,594,000 | 4,153 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $17,594,000 | 4,023 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $306,000 | 2,699 |
| 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 | $306,000 | 2,137 |
| 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 | $17,900,000 | 2,344 |
| Mortgage-backed securities | $3,512,000 | 4,114 |
| Certificates of participation in pools of residential mortgages | $3,512,000 | 3,524 |
| Issued or guaranteed by U.S. | $3,512,000 | 3,508 |
| 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) | $17,900,000 | 4,283 |
| Total debt securities | $17,899,000 | 4,859 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,107 |
| Fair value | $988,000 | 2,179 |
| 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 | $19,490,000 | 4,695 |
| U.S. Government securities | $18,751,000 | 3,985 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $18,751,000 | 3,857 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $739,000 | 2,308 |
| Privately issued residential mortgage-backed securities | $181,000 | 1,086 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $558,000 | 1,911 |
| 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 | $19,490,000 | 2,172 |
| Mortgage-backed securities | $3,860,000 | 4,008 |
| Certificates of participation in pools of residential mortgages | $3,679,000 | 3,490 |
| Issued or guaranteed by U.S. | $3,679,000 | 3,474 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $181,000 | 3,205 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $181,000 | 1,000 |
| 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) | $19,490,000 | 4,049 |
| Total debt securities | $19,490,000 | 4,635 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,098 |
| Fair value | $988,000 | 2,188 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $13,499,000 | 5,617 |
| U.S. Government securities | $11,785,000 | 5,144 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $11,785,000 | 4,992 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $1,714,000 | 1,776 |
| Privately issued residential mortgage-backed securities | $1,152,000 | 774 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $562,000 | 1,976 |
| 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 | $13,499,000 | 2,795 |
| Mortgage-backed securities | $5,044,000 | 3,715 |
| Certificates of participation in pools of residential mortgages | $3,892,000 | 3,465 |
| Issued or guaranteed by U.S. | $3,892,000 | 3,450 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,152,000 | 2,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $1,152,000 | 723 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $13,499,000 | 4,944 |
| Total debt securities | $13,500,000 | 5,562 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,039 |
| Fair value | $992,000 | 2,143 |
| 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 | $12,611,000 | 5,836 |
| U.S. Government securities | $12,044,000 | 5,121 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $12,044,000 | 4,985 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $567,000 | 2,531 |
| 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 | $567,000 | 2,058 |
| 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 | $12,611,000 | 2,923 |
| Mortgage-backed securities | $3,153,000 | 4,414 |
| Certificates of participation in pools of residential mortgages | $3,153,000 | 3,826 |
| Issued or guaranteed by U.S. | $3,153,000 | 3,812 |
| 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) | $12,611,000 | 5,128 |
| Total debt securities | $12,610,000 | 5,770 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $994,000 | 2,165 |
| 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 | $13,963,000 | 5,661 |
| U.S. Government securities | $12,390,000 | 5,126 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,390,000 | 4,983 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,573,000 | 1,911 |
| 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 | $1,573,000 | 1,516 |
| 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 | $13,963,000 | 2,726 |
| Mortgage-backed securities | $3,539,000 | 4,365 |
| Certificates of participation in pools of residential mortgages | $3,319,000 | 3,853 |
| Issued or guaranteed by U.S. | $3,319,000 | 3,844 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $220,000 | 3,258 |
| CMOs issued by government agencies or sponsored agencies | $220,000 | 2,976 |
| 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) | $13,963,000 | 4,964 |
| Total debt securities | $13,962,000 | 5,591 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $989,000 | 2,124 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $14,793,000 | 5,546 |
| U.S. Government securities | $12,928,000 | 5,030 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,928,000 | 4,872 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,865,000 | 1,860 |
| 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 | $1,865,000 | 1,484 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,793,000 | 2,602 |
| Mortgage-backed securities | $4,004,000 | 4,247 |
| Certificates of participation in pools of residential mortgages | $3,547,000 | 3,802 |
| Issued or guaranteed by U.S. | $3,547,000 | 3,793 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $457,000 | 3,057 |
| CMOs issued by government agencies or sponsored agencies | $457,000 | 2,784 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $14,793,000 | 4,858 |
| Total debt securities | $14,803,000 | 5,477 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $998,000 | 2,047 |
| 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 | $15,106,000 | 5,494 |
| U.S. Government securities | $12,436,000 | 5,159 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $12,436,000 | 5,007 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $2,670,000 | 1,598 |
| 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 | $2,670,000 | 1,260 |
| 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 | $15,106,000 | 2,517 |
| Mortgage-backed securities | $3,449,000 | 4,481 |
| Certificates of participation in pools of residential mortgages | $2,723,000 | 4,145 |
| Issued or guaranteed by U.S. | $2,723,000 | 4,133 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $726,000 | 2,857 |
| CMOs issued by government agencies or sponsored agencies | $726,000 | 2,607 |
| 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) | $15,106,000 | 4,815 |
| Total debt securities | $15,108,000 | 5,425 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,975 |
| Fair value | $1,001,000 | 2,039 |
| 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 | $15,239,000 | 5,526 |
| U.S. Government securities | $12,547,000 | 5,179 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $12,547,000 | 5,025 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $2,692,000 | 1,652 |
| 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 | $2,692,000 | 1,314 |
| 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 | $15,239,000 | 2,492 |
| Mortgage-backed securities | $3,668,000 | 4,469 |
| Certificates of participation in pools of residential mortgages | $2,813,000 | 4,159 |
| Issued or guaranteed by U.S. | $2,813,000 | 4,150 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $855,000 | 2,833 |
| CMOs issued by government agencies or sponsored agencies | $855,000 | 2,587 |
| 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) | $15,239,000 | 4,850 |
| Total debt securities | $15,239,000 | 5,455 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,961 |
| Fair value | $992,000 | 2,025 |
| 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 | $13,329,000 | 5,874 |
| U.S. Government securities | $10,573,000 | 5,600 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $10,573,000 | 5,454 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $2,756,000 | 1,726 |
| 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 | $2,756,000 | 1,379 |
| 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 | $13,329,000 | 2,705 |
| Mortgage-backed securities | $3,513,000 | 4,554 |
| Certificates of participation in pools of residential mortgages | $2,076,000 | 4,561 |
| Issued or guaranteed by U.S. | $2,076,000 | 4,542 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,437,000 | 2,562 |
| CMOs issued by government agencies or sponsored agencies | $1,437,000 | 2,317 |
| 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) | $13,329,000 | 5,157 |
| Total debt securities | $13,329,000 | 5,789 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,759 |
| Fair value | $1,001,000 | 1,923 |
| 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 | $12,880,000 | 6,022 |
| U.S. Government securities | $9,012,000 | 6,041 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,012,000 | 5,869 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $3,868,000 | 1,471 |
| 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 | $3,868,000 | 1,213 |
| 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 | $12,880,000 | 2,695 |
| Mortgage-backed securities | $2,985,000 | 4,739 |
| Certificates of participation in pools of residential mortgages | $2,129,000 | 4,522 |
| Issued or guaranteed by U.S. | $2,129,000 | 4,501 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $856,000 | 2,903 |
| CMOs issued by government agencies or sponsored agencies | $856,000 | 2,762 |
| 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) | $12,880,000 | 5,275 |
| Total debt securities | $12,881,000 | 5,933 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,606 |
| Fair value | $1,000,000 | 1,733 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $11,644,000 | 6,197 |
| U.S. Government securities | $7,256,000 | 6,394 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $7,256,000 | 6,211 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $4,388,000 | 1,448 |
| 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 | $4,388,000 | 1,190 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,644,000 | 2,790 |
| Mortgage-backed securities | $2,227,000 | 5,071 |
| Certificates of participation in pools of residential mortgages | $1,185,000 | 5,133 |
| Issued or guaranteed by U.S. | $1,185,000 | 5,112 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,042,000 | 2,769 |
| CMOs issued by government agencies or sponsored agencies | $1,042,000 | 2,621 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $11,644,000 | 5,475 |
| Total debt securities | $11,645,000 | 6,108 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,378 |
| Fair value | $1,002,000 | 1,455 |
| 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 | $7,952,000 | 6,965 |
| U.S. Government securities | $3,529,000 | 7,612 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $3,529,000 | 7,423 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $4,423,000 | 1,491 |
| 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 | $4,423,000 | 1,222 |
| 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 | $7,952,000 | 3,513 |
| Mortgage-backed securities | $509,000 | 6,317 |
| Certificates of participation in pools of residential mortgages | $216,000 | 6,234 |
| Issued or guaranteed by U.S. | $216,000 | 6,213 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $293,000 | 3,679 |
| CMOs issued by government agencies or sponsored agencies | $293,000 | 3,506 |
| 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) | $7,952,000 | 6,193 |
| Total debt securities | $7,952,000 | 6,864 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,191 |
| Fair value | $1,001,000 | 1,331 |
| 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 | $5,508,000 | 7,666 |
| U.S. Government securities | $2,215,000 | 8,195 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,215,000 | 8,023 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $3,293,000 | 1,768 |
| 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 | $3,293,000 | 1,489 |
| 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 | $5,508,000 | 4,239 |
| Mortgage-backed securities | $711,000 | 6,165 |
| Certificates of participation in pools of residential mortgages | $246,000 | 6,193 |
| Issued or guaranteed by U.S. | $246,000 | 6,174 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $465,000 | 3,610 |
| CMOs issued by government agencies or sponsored agencies | $465,000 | 3,442 |
| 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) | $5,508,000 | 6,820 |
| Total debt securities | $5,506,000 | 7,583 |
| 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 | $6,741,000 | 7,343 |
| U.S. Government securities | $292,000 | 8,922 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $292,000 | 8,788 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $6,449,000 | 1,202 |
| 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 | $6,449,000 | 970 |
| 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 | $1,135,000 | 6,483 |
| Mortgage-backed securities | $292,000 | 6,591 |
| Certificates of participation in pools of residential mortgages | $292,000 | 6,091 |
| Issued or guaranteed by U.S. | $292,000 | 6,073 |
| 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) | $6,741,000 | 6,514 |
| Total debt securities | $6,740,000 | 7,258 |
| 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 | $2,599,000 | 8,698 |
| U.S. Government securities | $1,453,000 | 8,717 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,453,000 | 8,528 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $1,146,000 | 2,764 |
| 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 | $1,146,000 | 2,373 |
| 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 | $1,779,000 | 6,110 |
| Mortgage-backed securities | $955,000 | 5,948 |
| Certificates of participation in pools of residential mortgages | $955,000 | 5,248 |
| Issued or guaranteed by U.S. | $955,000 | 5,226 |
| 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) | $2,599,000 | 7,743 |
| Total debt securities | $2,599,000 | 8,604 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $2,904,000 | 9,032 |
| U.S. Government securities | $2,764,000 | 8,695 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $2,764,000 | 8,368 |
| 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 | $140,000 | 6,383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,764,000 | 5,821 |
| Mortgage-backed securities | $1,288,000 | 5,284 |
| Certificates of participation in pools of residential mortgages | $1,288,000 | 4,506 |
| Issued or guaranteed by U.S. | $1,288,000 | 4,490 |
| 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) | $2,904,000 | 7,896 |
| Total debt securities | $2,764,000 | 8,952 |
| 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 | $3,189,000 | 9,273 |
| U.S. Government securities | $3,058,000 | 8,897 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $3,058,000 | 8,433 |
| 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 | $131,000 | 6,394 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,058,000 | 5,647 |
| Mortgage-backed securities | $1,617,000 | 5,346 |
| Certificates of participation in pools of residential mortgages | $1,617,000 | 4,483 |
| Issued or guaranteed by U.S. | $1,617,000 | 4,469 |
| 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) | $3,189,000 | 8,019 |
| Total debt securities | $3,058,000 | 9,199 |
| 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 | $4,820,000 | 8,822 |
| U.S. Government securities | $4,705,000 | 8,185 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $4,705,000 | 7,360 |
| 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 | $115,000 | 6,320 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,486,000 | 5,098 |
| Mortgage-backed securities | $2,202,000 | 5,173 |
| Certificates of participation in pools of residential mortgages | $2,202,000 | 4,235 |
| Issued or guaranteed by U.S. | $2,202,000 | 4,216 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $4,820,000 | 7,427 |
| Total debt securities | $4,705,000 | 8,740 |
| 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 | $4,564,000 | 9,393 |
| U.S. Government securities | $4,474,000 | 8,864 |
| U.S. Treasury securities | $701,000 | 6,879 |
| U.S. Government agency obligations | $3,773,000 | 7,955 |
| 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 | $90,000 | 6,514 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,202,000 | 7,277 |
| Mortgage-backed securities | $2,272,000 | 5,213 |
| Certificates of participation in pools of residential mortgages | $2,272,000 | 4,193 |
| Issued or guaranteed by U.S. | $2,272,000 | 4,179 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $4,564,000 | 7,645 |
| Total debt securities | $4,474,000 | 9,328 |
| 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 | $6,090,000 | 9,336 |
| U.S. Government securities | $6,090,000 | 8,632 |
| U.S. Treasury securities | $1,547,000 | 6,457 |
| U.S. Government agency obligations | $4,543,000 | 7,918 |
| 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 | $1,051,000 | 7,739 |
| Mortgage-backed securities | $3,044,000 | 5,181 |
| Certificates of participation in pools of residential mortgages | $3,044,000 | 4,062 |
| Issued or guaranteed by U.S. | $3,044,000 | 4,041 |
| 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) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $6,090,000 | 7,312 |
| Total debt securities | $6,090,000 | 9,228 |
| 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 | $3,380,000 | 10,875 |
| U.S. Government securities | $3,380,000 | 10,379 |
| U.S. Treasury securities | $3,380,000 | 5,725 |
| U.S. Government agency obligations | $0 | 11,259 |
| 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 | $0 | 9,636 |
| 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) | $3,380,000 | 5,803 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $3,380,000 | 10,767 |
| 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 |