Home > American Founders Bank, Inc. > Securities
American Founders Bank, Inc., Securities
| 2018-09-30 | Rank | |
| Total securities | $3,128,000 | 4,969 |
| U.S. Government securities | $2,610,000 | 4,622 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,610,000 | 4,462 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $518,000 | 1,651 |
| Privately issued residential mortgage-backed securities | $518,000 | 356 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $904,000 | 4,360 |
| Mortgage-backed securities | $3,128,000 | 3,503 |
| Certificates of participation in pools of residential mortgages | $869,000 | 3,714 |
| Issued or guaranteed by U.S. | $869,000 | 3,685 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,259,000 | 2,020 |
| CMOs issued by government agencies or sponsored agencies | $1,741,000 | 2,102 |
| Privately issued | $518,000 | 287 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $3,128,000 | 4,699 |
| Total debt securities | $3,128,000 | 4,948 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $3,340,000 | 5,008 |
| U.S. Government securities | $2,639,000 | 4,657 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,639,000 | 4,488 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $701,000 | 1,779 |
| Privately issued residential mortgage-backed securities | $701,000 | 548 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $546,000 | 4,489 |
| Mortgage-backed securities | $3,340,000 | 3,504 |
| Certificates of participation in pools of residential mortgages | $976,000 | 3,723 |
| Issued or guaranteed by U.S. | $815,000 | 3,627 |
| Privately issued | $161,000 | 378 |
| Collaterized mortgage obligations | $2,364,000 | 2,004 |
| CMOs issued by government agencies or sponsored agencies | $1,824,000 | 2,088 |
| Privately issued | $540,000 | 296 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $3,340,000 | 4,741 |
| Total debt securities | $3,340,000 | 4,986 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $3,677,000 | 5,040 |
| U.S. Government securities | $2,975,000 | 4,677 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,975,000 | 4,521 |
| Securities issued by states & political subdivisions | $180,000 | 4,575 |
| Other domestic debt securities | $522,000 | 1,665 |
| Privately issued residential mortgage-backed securities | $522,000 | 333 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,026,000 | 4,391 |
| Mortgage-backed securities | $3,497,000 | 3,509 |
| Certificates of participation in pools of residential mortgages | $1,078,000 | 3,738 |
| Issued or guaranteed by U.S. | $1,078,000 | 3,731 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,419,000 | 1,995 |
| CMOs issued by government agencies or sponsored agencies | $1,897,000 | 2,051 |
| Privately issued | $522,000 | 310 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $3,677,000 | 4,765 |
| Total debt securities | $3,677,000 | 5,021 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $8,837,000 | 4,620 |
| U.S. Government securities | $5,274,000 | 4,367 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $5,274,000 | 4,228 |
| Securities issued by states & political subdivisions | $1,156,000 | 4,236 |
| Other domestic debt securities | $2,173,000 | 1,156 |
| Privately issued residential mortgage-backed securities | $2,173,000 | 209 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $234,000 | 681 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,259,000 | 4,397 |
| Mortgage-backed securities | $7,447,000 | 2,947 |
| Certificates of participation in pools of residential mortgages | $3,358,000 | 3,122 |
| Issued or guaranteed by U.S. | $1,779,000 | 3,521 |
| Privately issued | $1,579,000 | 25 |
| Collaterized mortgage obligations | $4,089,000 | 1,691 |
| CMOs issued by government agencies or sponsored agencies | $3,495,000 | 1,720 |
| Privately issued | $594,000 | 309 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $8,837,000 | 4,345 |
| Total debt securities | $8,604,000 | 4,618 |
| 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 | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $11,678,000 | 4,403 |
| U.S. Government securities | $6,592,000 | 4,221 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $6,592,000 | 4,078 |
| Securities issued by states & political subdivisions | $2,540,000 | 3,906 |
| Other domestic debt securities | $2,345,000 | 1,155 |
| Privately issued residential mortgage-backed securities | $2,345,000 | 211 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $201,000 | 714 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,324,000 | 4,453 |
| Mortgage-backed securities | $7,942,000 | 2,932 |
| Certificates of participation in pools of residential mortgages | $3,554,000 | 3,131 |
| Issued or guaranteed by U.S. | $1,865,000 | 3,553 |
| Privately issued | $1,689,000 | 25 |
| Collaterized mortgage obligations | $4,388,000 | 1,652 |
| CMOs issued by government agencies or sponsored agencies | $3,732,000 | 1,698 |
| Privately issued | $656,000 | 306 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $11,678,000 | 4,121 |
| Total debt securities | $11,477,000 | 4,394 |
| 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 | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $12,082,000 | 4,413 |
| U.S. Government securities | $6,910,000 | 4,224 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $6,910,000 | 4,094 |
| Securities issued by states & political subdivisions | $2,633,000 | 3,914 |
| Other domestic debt securities | $2,379,000 | 1,169 |
| Privately issued residential mortgage-backed securities | $2,379,000 | 218 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $160,000 | 744 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,145,000 | 4,528 |
| Mortgage-backed securities | $8,269,000 | 2,928 |
| Certificates of participation in pools of residential mortgages | $3,663,000 | 3,149 |
| Issued or guaranteed by U.S. | $1,975,000 | 3,569 |
| Privately issued | $1,688,000 | 25 |
| Collaterized mortgage obligations | $4,606,000 | 1,645 |
| CMOs issued by government agencies or sponsored agencies | $3,915,000 | 1,700 |
| Privately issued | $691,000 | 314 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $12,082,000 | 4,122 |
| Total debt securities | $11,922,000 | 4,409 |
| 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 | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $12,339,000 | 4,442 |
| U.S. Government securities | $7,223,000 | 4,234 |
| U.S. Treasury securities | $1,010,000 | 1,050 |
| U.S. Government agency obligations | $6,213,000 | 4,263 |
| Securities issued by states & political subdivisions | $2,566,000 | 3,973 |
| Other domestic debt securities | $2,360,000 | 1,210 |
| Privately issued residential mortgage-backed securities | $2,360,000 | 225 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $190,000 | 740 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,026,000 | 4,616 |
| Mortgage-backed securities | $8,573,000 | 2,932 |
| Certificates of participation in pools of residential mortgages | $3,824,000 | 3,180 |
| Issued or guaranteed by U.S. | $2,150,000 | 3,571 |
| Privately issued | $1,674,000 | 25 |
| Collaterized mortgage obligations | $4,749,000 | 1,631 |
| CMOs issued by government agencies or sponsored agencies | $4,063,000 | 1,691 |
| Privately issued | $686,000 | 338 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $12,339,000 | 4,132 |
| Total debt securities | $12,149,000 | 4,442 |
| 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 | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $11,619,000 | 4,514 |
| U.S. Government securities | $8,205,000 | 4,075 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,205,000 | 3,939 |
| Securities issued by states & political subdivisions | $2,513,000 | 4,025 |
| Other domestic debt securities | $685,000 | 1,740 |
| Privately issued residential mortgage-backed securities | $685,000 | 374 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $216,000 | 733 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,473,000 | 4,552 |
| Mortgage-backed securities | $8,890,000 | 2,894 |
| Certificates of participation in pools of residential mortgages | $2,310,000 | 3,542 |
| Issued or guaranteed by U.S. | $2,310,000 | 3,536 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,904,000 | 1,581 |
| CMOs issued by government agencies or sponsored agencies | $4,219,000 | 1,630 |
| Privately issued | $685,000 | 352 |
| Commercial mortgage-backed securities | $1,676,000 | 974 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $1,676,000 | 622 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $11,619,000 | 4,196 |
| Total debt securities | $11,403,000 | 4,513 |
| 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 | $10,800,000 | 4,615 |
| U.S. Government securities | $8,778,000 | 4,016 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $8,778,000 | 3,895 |
| Securities issued by states & political subdivisions | $1,248,000 | 4,398 |
| Other domestic debt securities | $684,000 | 1,735 |
| Privately issued residential mortgage-backed securities | $684,000 | 380 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $90,000 | 808 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,247,000 | 4,666 |
| Mortgage-backed securities | $9,462,000 | 2,853 |
| Certificates of participation in pools of residential mortgages | $2,507,000 | 3,536 |
| Issued or guaranteed by U.S. | $2,507,000 | 3,532 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,247,000 | 1,565 |
| CMOs issued by government agencies or sponsored agencies | $4,563,000 | 1,599 |
| Privately issued | $684,000 | 361 |
| Commercial mortgage-backed securities | $1,708,000 | 925 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $1,708,000 | 601 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $10,800,000 | 4,289 |
| Total debt securities | $10,711,000 | 4,604 |
| 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 | $9,528,000 | 4,808 |
| U.S. Government securities | $7,424,000 | 4,324 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $7,424,000 | 4,201 |
| Securities issued by states & political subdivisions | $1,231,000 | 4,442 |
| Other domestic debt securities | $754,000 | 1,725 |
| Privately issued residential mortgage-backed securities | $754,000 | 385 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $119,000 | 799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $768,000 | 4,922 |
| Mortgage-backed securities | $8,178,000 | 3,023 |
| Certificates of participation in pools of residential mortgages | $2,646,000 | 3,545 |
| Issued or guaranteed by U.S. | $2,646,000 | 3,539 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,532,000 | 1,560 |
| CMOs issued by government agencies or sponsored agencies | $4,778,000 | 1,590 |
| Privately issued | $754,000 | 362 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $9,528,000 | 4,465 |
| Total debt securities | $9,409,000 | 4,794 |
| 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 | $9,053,000 | 4,934 |
| U.S. Government securities | $7,975,000 | 4,338 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,975,000 | 4,217 |
| Securities issued by states & political subdivisions | $226,000 | 4,930 |
| Other domestic debt securities | $773,000 | 1,739 |
| Privately issued residential mortgage-backed securities | $773,000 | 386 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $79,000 | 831 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,987,000 | 3,875 |
| Mortgage-backed securities | $8,748,000 | 2,977 |
| Certificates of participation in pools of residential mortgages | $3,006,000 | 3,487 |
| Issued or guaranteed by U.S. | $3,006,000 | 3,484 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,742,000 | 1,540 |
| CMOs issued by government agencies or sponsored agencies | $4,969,000 | 1,560 |
| Privately issued | $773,000 | 366 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $9,053,000 | 4,577 |
| Total debt securities | $8,973,000 | 4,923 |
| 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 | $9,397,000 | 4,963 |
| U.S. Government securities | $8,294,000 | 4,337 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,294,000 | 4,209 |
| Securities issued by states & political subdivisions | $224,000 | 4,971 |
| Other domestic debt securities | $789,000 | 1,728 |
| Privately issued residential mortgage-backed securities | $789,000 | 379 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $90,000 | 830 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,547,000 | 3,821 |
| Mortgage-backed securities | $9,083,000 | 2,946 |
| Certificates of participation in pools of residential mortgages | $3,212,000 | 3,442 |
| Issued or guaranteed by U.S. | $3,212,000 | 3,439 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,871,000 | 1,541 |
| CMOs issued by government agencies or sponsored agencies | $5,082,000 | 1,565 |
| Privately issued | $789,000 | 362 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $9,397,000 | 4,611 |
| Total debt securities | $9,306,000 | 4,955 |
| 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 | $33,241,000 | 3,223 |
| U.S. Government securities | $32,043,000 | 2,391 |
| U.S. Treasury securities | $9,000,000 | 411 |
| U.S. Government agency obligations | $23,043,000 | 2,805 |
| Securities issued by states & political subdivisions | $246,000 | 5,016 |
| Other domestic debt securities | $824,000 | 1,722 |
| Privately issued residential mortgage-backed securities | $824,000 | 375 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $128,000 | 831 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,793,000 | 3,619 |
| Mortgage-backed securities | $19,874,000 | 2,100 |
| Certificates of participation in pools of residential mortgages | $11,802,000 | 2,176 |
| Issued or guaranteed by U.S. | $11,802,000 | 2,175 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $8,072,000 | 1,332 |
| CMOs issued by government agencies or sponsored agencies | $7,248,000 | 1,351 |
| Privately issued | $824,000 | 357 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $33,241,000 | 2,945 |
| Total debt securities | $33,112,000 | 3,202 |
| 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 | $41,880,000 | 2,823 |
| U.S. Government securities | $40,619,000 | 2,085 |
| U.S. Treasury securities | $12,500,000 | 317 |
| U.S. Government agency obligations | $28,119,000 | 2,570 |
| Securities issued by states & political subdivisions | $246,000 | 5,051 |
| Other domestic debt securities | $900,000 | 1,713 |
| Privately issued residential mortgage-backed securities | $900,000 | 379 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $115,000 | 846 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,330,000 | 3,262 |
| Mortgage-backed securities | $21,075,000 | 2,083 |
| Certificates of participation in pools of residential mortgages | $12,551,000 | 2,157 |
| Issued or guaranteed by U.S. | $12,551,000 | 2,156 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,524,000 | 1,361 |
| CMOs issued by government agencies or sponsored agencies | $7,624,000 | 1,372 |
| Privately issued | $900,000 | 360 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $41,880,000 | 2,585 |
| Total debt securities | $41,764,000 | 2,810 |
| 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 | $44,305,000 | 2,769 |
| U.S. Government securities | $43,021,000 | 2,034 |
| U.S. Treasury securities | $13,500,000 | 310 |
| U.S. Government agency obligations | $29,521,000 | 2,536 |
| Securities issued by states & political subdivisions | $247,000 | 5,059 |
| Other domestic debt securities | $902,000 | 1,756 |
| Privately issued residential mortgage-backed securities | $902,000 | 405 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $135,000 | 841 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,836,000 | 2,742 |
| Mortgage-backed securities | $22,491,000 | 2,065 |
| Certificates of participation in pools of residential mortgages | $13,491,000 | 2,084 |
| Issued or guaranteed by U.S. | $13,491,000 | 2,084 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $9,000,000 | 1,372 |
| CMOs issued by government agencies or sponsored agencies | $8,098,000 | 1,375 |
| Privately issued | $902,000 | 382 |
| 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) | $44,305,000 | 2,537 |
| Total debt securities | $44,170,000 | 2,753 |
| 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 | $39,620,000 | 3,006 |
| U.S. Government securities | $38,299,000 | 2,239 |
| U.S. Treasury securities | $1,750,000 | 885 |
| U.S. Government agency obligations | $36,549,000 | 2,237 |
| Securities issued by states & political subdivisions | $243,000 | 5,142 |
| Other domestic debt securities | $975,000 | 1,735 |
| Privately issued residential mortgage-backed securities | $975,000 | 397 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $103,000 | 871 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,898,000 | 3,228 |
| Mortgage-backed securities | $23,523,000 | 2,042 |
| Certificates of participation in pools of residential mortgages | $14,144,000 | 2,086 |
| Issued or guaranteed by U.S. | $14,144,000 | 2,084 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,379,000 | 1,369 |
| CMOs issued by government agencies or sponsored agencies | $8,404,000 | 1,368 |
| Privately issued | $975,000 | 373 |
| 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) | $39,620,000 | 2,752 |
| Total debt securities | $39,517,000 | 2,989 |
| 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 | $43,265,000 | 2,900 |
| U.S. Government securities | $41,718,000 | 2,174 |
| U.S. Treasury securities | $5,500,000 | 517 |
| U.S. Government agency obligations | $36,218,000 | 2,306 |
| Securities issued by states & political subdivisions | $264,000 | 5,178 |
| Other domestic debt securities | $984,000 | 1,786 |
| Privately issued residential mortgage-backed securities | $984,000 | 420 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $299,000 | 790 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,520,000 | 3,042 |
| Mortgage-backed securities | $25,319,000 | 1,990 |
| Certificates of participation in pools of residential mortgages | $15,638,000 | 2,042 |
| Issued or guaranteed by U.S. | $15,638,000 | 2,039 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $9,681,000 | 1,373 |
| CMOs issued by government agencies or sponsored agencies | $8,697,000 | 1,369 |
| Privately issued | $984,000 | 400 |
| 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) | $43,265,000 | 2,648 |
| Total debt securities | $42,966,000 | 2,889 |
| 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 | $49,484,000 | 2,687 |
| U.S. Government securities | $47,334,000 | 1,956 |
| U.S. Treasury securities | $13,700,000 | 284 |
| U.S. Government agency obligations | $33,634,000 | 2,469 |
| Securities issued by states & political subdivisions | $263,000 | 5,234 |
| Other domestic debt securities | $987,000 | 1,836 |
| Privately issued residential mortgage-backed securities | $987,000 | 428 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $900,000 | 629 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,338,000 | 3,712 |
| Mortgage-backed securities | $24,470,000 | 2,084 |
| Certificates of participation in pools of residential mortgages | $14,398,000 | 2,180 |
| Issued or guaranteed by U.S. | $14,398,000 | 2,178 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $10,072,000 | 1,354 |
| CMOs issued by government agencies or sponsored agencies | $9,085,000 | 1,350 |
| Privately issued | $987,000 | 411 |
| 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) | $49,484,000 | 2,443 |
| Total debt securities | $48,584,000 | 2,701 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $41,126,000 | 3,070 |
| U.S. Government securities | $39,461,000 | 2,299 |
| U.S. Treasury securities | $5,000,000 | 464 |
| U.S. Government agency obligations | $34,461,000 | 2,462 |
| Securities issued by states & political subdivisions | $273,000 | 5,266 |
| Other domestic debt securities | $1,074,000 | 1,774 |
| Privately issued residential mortgage-backed securities | $1,074,000 | 437 |
| 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 | $318,000 | 816 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,565,000 | 3,199 |
| Mortgage-backed securities | $25,580,000 | 2,040 |
| Certificates of participation in pools of residential mortgages | $15,130,000 | 2,133 |
| Issued or guaranteed by U.S. | $15,130,000 | 2,130 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $10,450,000 | 1,324 |
| CMOs issued by government agencies or sponsored agencies | $9,376,000 | 1,336 |
| Privately issued | $1,074,000 | 418 |
| 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) | $41,126,000 | 2,792 |
| Total debt securities | $40,808,000 | 3,052 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $59,879,000 | 2,318 |
| U.S. Government securities | $58,273,000 | 1,642 |
| U.S. Treasury securities | $22,800,000 | 171 |
| U.S. Government agency obligations | $35,473,000 | 2,393 |
| Securities issued by states & political subdivisions | $272,000 | 5,319 |
| Other domestic debt securities | $1,075,000 | 1,818 |
| Privately issued residential mortgage-backed securities | $1,075,000 | 474 |
| 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 | $259,000 | 845 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,914,000 | 4,259 |
| Mortgage-backed securities | $26,437,000 | 2,016 |
| Certificates of participation in pools of residential mortgages | $15,839,000 | 2,082 |
| Issued or guaranteed by U.S. | $15,839,000 | 2,080 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $10,598,000 | 1,328 |
| CMOs issued by government agencies or sponsored agencies | $9,523,000 | 1,334 |
| Privately issued | $1,075,000 | 451 |
| 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) | $59,879,000 | 2,101 |
| Total debt securities | $59,620,000 | 2,310 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $62,237,000 | 2,260 |
| U.S. Government securities | $60,617,000 | 1,592 |
| U.S. Treasury securities | $15,000,000 | 217 |
| U.S. Government agency obligations | $45,617,000 | 1,987 |
| Securities issued by states & political subdivisions | $295,000 | 5,349 |
| Other domestic debt securities | $1,194,000 | 1,827 |
| Privately issued residential mortgage-backed securities | $1,194,000 | 480 |
| 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 | $131,000 | 932 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,129,000 | 3,420 |
| Mortgage-backed securities | $34,681,000 | 1,679 |
| Certificates of participation in pools of residential mortgages | $22,266,000 | 1,647 |
| Issued or guaranteed by U.S. | $22,266,000 | 1,644 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $12,415,000 | 1,234 |
| CMOs issued by government agencies or sponsored agencies | $11,221,000 | 1,230 |
| Privately issued | $1,194,000 | 459 |
| 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) | $62,237,000 | 2,043 |
| Total debt securities | $62,106,000 | 2,240 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $63,756,000 | 2,227 |
| U.S. Government securities | $61,301,000 | 1,574 |
| U.S. Treasury securities | $5,000,000 | 434 |
| U.S. Government agency obligations | $56,301,000 | 1,643 |
| Securities issued by states & political subdivisions | $322,000 | 5,327 |
| Other domestic debt securities | $1,323,000 | 1,823 |
| Privately issued residential mortgage-backed securities | $1,323,000 | 481 |
| 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 | $810,000 | 659 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,319,000 | 3,965 |
| Mortgage-backed securities | $45,130,000 | 1,381 |
| Certificates of participation in pools of residential mortgages | $32,159,000 | 1,230 |
| Issued or guaranteed by U.S. | $32,159,000 | 1,229 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $12,971,000 | 1,223 |
| CMOs issued by government agencies or sponsored agencies | $11,648,000 | 1,216 |
| Privately issued | $1,323,000 | 460 |
| 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) | $63,756,000 | 2,023 |
| Total debt securities | $62,946,000 | 2,217 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $63,407,000 | 2,244 |
| U.S. Government securities | $61,318,000 | 1,613 |
| U.S. Treasury securities | $10,000,000 | 294 |
| U.S. Government agency obligations | $51,318,000 | 1,807 |
| Securities issued by states & political subdivisions | $322,000 | 5,338 |
| Other domestic debt securities | $1,567,000 | 1,742 |
| Privately issued residential mortgage-backed securities | $1,567,000 | 476 |
| 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 | $200,000 | 910 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,018,000 | 3,164 |
| Mortgage-backed securities | $41,780,000 | 1,501 |
| Certificates of participation in pools of residential mortgages | $36,392,000 | 1,130 |
| Issued or guaranteed by U.S. | $36,392,000 | 1,130 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,388,000 | 1,921 |
| CMOs issued by government agencies or sponsored agencies | $3,821,000 | 2,069 |
| Privately issued | $1,567,000 | 459 |
| 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) | $63,407,000 | 2,058 |
| Total debt securities | $63,207,000 | 2,230 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $89,629,000 | 1,643 |
| U.S. Government securities | $87,315,000 | 1,150 |
| U.S. Treasury securities | $24,000,000 | 158 |
| U.S. Government agency obligations | $63,315,000 | 1,488 |
| Securities issued by states & political subdivisions | $323,000 | 5,388 |
| Other domestic debt securities | $1,625,000 | 1,697 |
| Privately issued residential mortgage-backed securities | $1,625,000 | 485 |
| 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 | $366,000 | 810 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,884,000 | 854 |
| Mortgage-backed securities | $64,868,000 | 1,028 |
| Certificates of participation in pools of residential mortgages | $54,647,000 | 796 |
| Issued or guaranteed by U.S. | $54,647,000 | 795 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $10,221,000 | 1,490 |
| CMOs issued by government agencies or sponsored agencies | $8,596,000 | 1,525 |
| Privately issued | $1,625,000 | 471 |
| 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) | $89,629,000 | 1,494 |
| Total debt securities | $89,263,000 | 1,625 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $83,499,000 | 1,768 |
| U.S. Government securities | $81,356,000 | 1,247 |
| U.S. Treasury securities | $13,000,000 | 210 |
| U.S. Government agency obligations | $68,356,000 | 1,434 |
| Securities issued by states & political subdivisions | $318,000 | 5,439 |
| Other domestic debt securities | $1,779,000 | 1,702 |
| Privately issued residential mortgage-backed securities | $1,779,000 | 506 |
| 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 | $46,000 | 1,034 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,053,000 | 1,394 |
| Mortgage-backed securities | $70,063,000 | 1,019 |
| Certificates of participation in pools of residential mortgages | $58,206,000 | 781 |
| Issued or guaranteed by U.S. | $58,206,000 | 781 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $11,857,000 | 1,439 |
| CMOs issued by government agencies or sponsored agencies | $10,078,000 | 1,470 |
| Privately issued | $1,779,000 | 487 |
| 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) | $83,499,000 | 1,613 |
| Total debt securities | $83,453,000 | 1,743 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $85,486,000 | 1,719 |
| U.S. Government securities | $83,483,000 | 1,240 |
| U.S. Treasury securities | $20,000,000 | 166 |
| U.S. Government agency obligations | $63,483,000 | 1,557 |
| Securities issued by states & political subdivisions | $308,000 | 5,457 |
| Other domestic debt securities | $1,593,000 | 1,764 |
| Privately issued residential mortgage-backed securities | $1,593,000 | 562 |
| 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 | $102,000 | 970 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,427,000 | 1,399 |
| Mortgage-backed securities | $64,876,000 | 1,113 |
| Certificates of participation in pools of residential mortgages | $52,596,000 | 879 |
| Issued or guaranteed by U.S. | $52,596,000 | 877 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $12,280,000 | 1,448 |
| CMOs issued by government agencies or sponsored agencies | $10,687,000 | 1,440 |
| Privately issued | $1,593,000 | 541 |
| 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) | $85,486,000 | 1,566 |
| Total debt securities | $85,384,000 | 1,697 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $74,737,000 | 1,925 |
| U.S. Government securities | $72,555,000 | 1,453 |
| U.S. Treasury securities | $8,000,000 | 329 |
| U.S. Government agency obligations | $64,555,000 | 1,560 |
| Securities issued by states & political subdivisions | $307,000 | 5,456 |
| Other domestic debt securities | $1,824,000 | 1,681 |
| Privately issued residential mortgage-backed securities | $1,824,000 | 564 |
| 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 | $51,000 | 1,022 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,063,000 | 1,269 |
| Mortgage-backed securities | $57,828,000 | 1,245 |
| Certificates of participation in pools of residential mortgages | $24,432,000 | 1,626 |
| Issued or guaranteed by U.S. | $24,432,000 | 1,623 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $33,396,000 | 785 |
| CMOs issued by government agencies or sponsored agencies | $31,572,000 | 754 |
| Privately issued | $1,824,000 | 544 |
| 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) | $74,737,000 | 1,757 |
| Total debt securities | $74,687,000 | 1,910 |
| Structured notes | ||
| Amortized cost | $4,868,000 | 1,078 |
| Fair value | $4,834,000 | 1,073 |
| 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 | $79,916,000 | 1,747 |
| U.S. Government securities | $77,620,000 | 1,310 |
| U.S. Treasury securities | $8,000,000 | 303 |
| U.S. Government agency obligations | $69,620,000 | 1,393 |
| Securities issued by states & political subdivisions | $307,000 | 5,457 |
| Other domestic debt securities | $1,701,000 | 1,700 |
| Privately issued residential mortgage-backed securities | $1,701,000 | 647 |
| 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 | $288,000 | 806 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,187,000 | 1,117 |
| Mortgage-backed securities | $57,637,000 | 1,187 |
| Certificates of participation in pools of residential mortgages | $30,165,000 | 1,320 |
| Issued or guaranteed by U.S. | $30,165,000 | 1,318 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $27,472,000 | 876 |
| CMOs issued by government agencies or sponsored agencies | $25,771,000 | 817 |
| Privately issued | $1,701,000 | 617 |
| 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) | $79,916,000 | 1,594 |
| Total debt securities | $79,628,000 | 1,738 |
| Structured notes | ||
| Amortized cost | $9,980,000 | 570 |
| Fair value | $9,949,000 | 571 |
| 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 | $85,873,000 | 1,617 |
| U.S. Government securities | $83,337,000 | 1,191 |
| U.S. Treasury securities | $15,000,000 | 214 |
| U.S. Government agency obligations | $68,337,000 | 1,375 |
| Securities issued by states & political subdivisions | $331,000 | 5,437 |
| Other domestic debt securities | $1,903,000 | 1,646 |
| Privately issued residential mortgage-backed securities | $1,903,000 | 660 |
| 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 | $302,000 | 836 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,232,000 | 1,068 |
| Mortgage-backed securities | $57,192,000 | 1,162 |
| Certificates of participation in pools of residential mortgages | $28,145,000 | 1,345 |
| Issued or guaranteed by U.S. | $28,145,000 | 1,341 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $29,047,000 | 820 |
| CMOs issued by government agencies or sponsored agencies | $27,144,000 | 753 |
| Privately issued | $1,903,000 | 623 |
| 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) | $85,873,000 | 1,466 |
| Total debt securities | $85,570,000 | 1,598 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 696 |
| Fair value | $8,013,000 | 710 |
| 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 | $89,593,000 | 1,558 |
| U.S. Government securities | $86,856,000 | 1,157 |
| U.S. Treasury securities | $15,000,000 | 238 |
| U.S. Government agency obligations | $71,856,000 | 1,323 |
| Securities issued by states & political subdivisions | $327,000 | 5,425 |
| Other domestic debt securities | $2,142,000 | 1,501 |
| Privately issued residential mortgage-backed securities | $2,142,000 | 640 |
| 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 | $268,000 | 849 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,300,000 | 1,046 |
| Mortgage-backed securities | $58,149,000 | 1,120 |
| Certificates of participation in pools of residential mortgages | $28,740,000 | 1,281 |
| Issued or guaranteed by U.S. | $28,740,000 | 1,275 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $29,409,000 | 810 |
| CMOs issued by government agencies or sponsored agencies | $27,267,000 | 740 |
| Privately issued | $2,142,000 | 605 |
| 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) | $89,593,000 | 1,404 |
| Total debt securities | $89,325,000 | 1,540 |
| Structured notes | ||
| Amortized cost | $10,500,000 | 663 |
| Fair value | $10,353,000 | 674 |
| 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 | $70,049,000 | 1,910 |
| U.S. Government securities | $67,108,000 | 1,459 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $67,108,000 | 1,401 |
| Securities issued by states & political subdivisions | $319,000 | 5,443 |
| Other domestic debt securities | $2,372,000 | 1,470 |
| Privately issued residential mortgage-backed securities | $2,372,000 | 645 |
| 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 | $250,000 | 874 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,638,000 | 985 |
| Mortgage-backed securities | $54,163,000 | 1,155 |
| Certificates of participation in pools of residential mortgages | $24,019,000 | 1,422 |
| Issued or guaranteed by U.S. | $24,019,000 | 1,415 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $30,144,000 | 785 |
| CMOs issued by government agencies or sponsored agencies | $27,772,000 | 706 |
| Privately issued | $2,372,000 | 616 |
| 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) | $70,049,000 | 1,723 |
| Total debt securities | $69,799,000 | 1,899 |
| Structured notes | ||
| Amortized cost | $10,500,000 | 687 |
| Fair value | $9,985,000 | 719 |
| 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 | $94,809,000 | 1,419 |
| U.S. Government securities | $91,784,000 | 1,033 |
| U.S. Treasury securities | $20,000,000 | 211 |
| U.S. Government agency obligations | $71,784,000 | 1,249 |
| Securities issued by states & political subdivisions | $315,000 | 5,459 |
| Other domestic debt securities | $2,664,000 | 1,486 |
| Privately issued residential mortgage-backed securities | $2,664,000 | 651 |
| 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 | $46,000 | 1,108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,197,000 | 973 |
| Mortgage-backed securities | $59,183,000 | 1,017 |
| Certificates of participation in pools of residential mortgages | $25,742,000 | 1,303 |
| Issued or guaranteed by U.S. | $25,742,000 | 1,292 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $33,441,000 | 716 |
| CMOs issued by government agencies or sponsored agencies | $30,777,000 | 652 |
| Privately issued | $2,664,000 | 622 |
| 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) | $94,809,000 | 1,268 |
| Total debt securities | $94,763,000 | 1,396 |
| Structured notes | ||
| Amortized cost | $10,500,000 | 629 |
| Fair value | $9,950,000 | 657 |
| 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 | $73,827,000 | 1,706 |
| U.S. Government securities | $70,598,000 | 1,288 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $70,598,000 | 1,238 |
| Securities issued by states & political subdivisions | $360,000 | 5,407 |
| Other domestic debt securities | $2,799,000 | 1,493 |
| Privately issued residential mortgage-backed securities | $2,799,000 | 703 |
| 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 | $70,000 | 1,092 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,173,000 | 976 |
| Mortgage-backed securities | $58,472,000 | 1,006 |
| Certificates of participation in pools of residential mortgages | $24,961,000 | 1,303 |
| Issued or guaranteed by U.S. | $24,961,000 | 1,297 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $33,511,000 | 715 |
| CMOs issued by government agencies or sponsored agencies | $30,712,000 | 641 |
| Privately issued | $2,799,000 | 671 |
| 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) | $73,827,000 | 1,512 |
| Total debt securities | $73,757,000 | 1,693 |
| Structured notes | ||
| Amortized cost | $12,500,000 | 485 |
| Fair value | $12,427,000 | 495 |
| 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 | $84,721,000 | 1,530 |
| U.S. Government securities | $81,483,000 | 1,149 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $81,483,000 | 1,104 |
| Securities issued by states & political subdivisions | $339,000 | 5,396 |
| Other domestic debt securities | $2,823,000 | 1,503 |
| Privately issued residential mortgage-backed securities | $2,823,000 | 736 |
| 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 | $76,000 | 1,124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,420,000 | 852 |
| Mortgage-backed securities | $49,381,000 | 1,140 |
| Certificates of participation in pools of residential mortgages | $18,768,000 | 1,622 |
| Issued or guaranteed by U.S. | $18,768,000 | 1,615 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $30,613,000 | 749 |
| CMOs issued by government agencies or sponsored agencies | $27,790,000 | 655 |
| Privately issued | $2,823,000 | 708 |
| 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) | $84,721,000 | 1,359 |
| Total debt securities | $84,644,000 | 1,515 |
| Structured notes | ||
| Amortized cost | $17,988,000 | 364 |
| Fair value | $18,120,000 | 363 |
| 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 | $100,756,000 | 1,305 |
| U.S. Government securities | $97,447,000 | 957 |
| U.S. Treasury securities | $12,000,000 | 259 |
| U.S. Government agency obligations | $85,447,000 | 1,057 |
| Securities issued by states & political subdivisions | $341,000 | 5,417 |
| Other domestic debt securities | $2,788,000 | 1,558 |
| Privately issued residential mortgage-backed securities | $2,788,000 | 771 |
| 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 | $180,000 | 1,049 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,744,000 | 740 |
| Mortgage-backed securities | $53,769,000 | 1,095 |
| Certificates of participation in pools of residential mortgages | $22,826,000 | 1,468 |
| Issued or guaranteed by U.S. | $22,826,000 | 1,464 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $30,943,000 | 738 |
| CMOs issued by government agencies or sponsored agencies | $28,155,000 | 637 |
| Privately issued | $2,788,000 | 738 |
| 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) | $100,756,000 | 1,157 |
| Total debt securities | $100,576,000 | 1,285 |
| Structured notes | ||
| Amortized cost | $15,988,000 | 345 |
| Fair value | $15,943,000 | 345 |
| 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 | $106,832,000 | 1,208 |
| U.S. Government securities | $103,827,000 | 878 |
| U.S. Treasury securities | $20,000,000 | 162 |
| U.S. Government agency obligations | $83,827,000 | 1,048 |
| Securities issued by states & political subdivisions | $428,000 | 5,351 |
| Other domestic debt securities | $2,425,000 | 1,691 |
| Privately issued residential mortgage-backed securities | $2,425,000 | 831 |
| 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 | $152,000 | 1,099 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,355,000 | 805 |
| Mortgage-backed securities | $47,817,000 | 1,233 |
| Certificates of participation in pools of residential mortgages | $25,145,000 | 1,416 |
| Issued or guaranteed by U.S. | $25,145,000 | 1,409 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $22,672,000 | 868 |
| CMOs issued by government agencies or sponsored agencies | $20,247,000 | 761 |
| Privately issued | $2,425,000 | 795 |
| 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) | $106,832,000 | 1,062 |
| Total debt securities | $106,683,000 | 1,194 |
| Structured notes | ||
| Amortized cost | $19,488,000 | 188 |
| Fair value | $19,173,000 | 188 |
| 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 | $69,126,000 | 1,805 |
| U.S. Government securities | $65,820,000 | 1,340 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $65,820,000 | 1,298 |
| Securities issued by states & political subdivisions | $454,000 | 5,368 |
| Other domestic debt securities | $2,532,000 | 1,759 |
| Privately issued residential mortgage-backed securities | $2,532,000 | 890 |
| 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 | $320,000 | 1,030 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,181,000 | 1,083 |
| Mortgage-backed securities | $40,811,000 | 1,432 |
| Certificates of participation in pools of residential mortgages | $24,072,000 | 1,513 |
| Issued or guaranteed by U.S. | $24,072,000 | 1,506 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $16,739,000 | 1,034 |
| CMOs issued by government agencies or sponsored agencies | $14,207,000 | 913 |
| Privately issued | $2,532,000 | 851 |
| 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) | $69,126,000 | 1,587 |
| Total debt securities | $68,806,000 | 1,789 |
| Structured notes | ||
| Amortized cost | $7,992,000 | 336 |
| Fair value | $7,935,000 | 342 |
| 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 | $94,917,000 | 1,328 |
| U.S. Government securities | $91,816,000 | 930 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $91,816,000 | 894 |
| Securities issued by states & political subdivisions | $424,000 | 5,413 |
| Other domestic debt securities | $2,585,000 | 1,770 |
| Privately issued residential mortgage-backed securities | $2,585,000 | 898 |
| 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 | $92,000 | 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 | $76,271,000 | 738 |
| Mortgage-backed securities | $78,416,000 | 811 |
| Certificates of participation in pools of residential mortgages | $55,282,000 | 751 |
| Issued or guaranteed by U.S. | $55,282,000 | 741 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $23,134,000 | 825 |
| CMOs issued by government agencies or sponsored agencies | $20,549,000 | 688 |
| Privately issued | $2,585,000 | 860 |
| 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) | $94,917,000 | 1,151 |
| Total debt securities | $94,826,000 | 1,308 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $106,707,000 | 1,170 |
| U.S. Government securities | $103,948,000 | 828 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $103,948,000 | 806 |
| Securities issued by states & political subdivisions | $415,000 | 5,363 |
| Other domestic debt securities | $2,272,000 | 1,781 |
| Privately issued residential mortgage-backed securities | $2,272,000 | 965 |
| 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 | $72,000 | 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 | $86,551,000 | 677 |
| Mortgage-backed securities | $85,821,000 | 768 |
| Certificates of participation in pools of residential mortgages | $61,564,000 | 700 |
| Issued or guaranteed by U.S. | $61,564,000 | 687 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $24,257,000 | 801 |
| CMOs issued by government agencies or sponsored agencies | $21,985,000 | 651 |
| Privately issued | $2,272,000 | 927 |
| 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) | $106,707,000 | 1,012 |
| Total debt securities | $106,635,000 | 1,141 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $94,557,000 | 1,302 |
| U.S. Government securities | $91,223,000 | 934 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $91,223,000 | 911 |
| Securities issued by states & political subdivisions | $391,000 | 5,355 |
| Other domestic debt securities | $2,943,000 | 1,561 |
| Privately issued residential mortgage-backed securities | $2,882,000 | 862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $61,000 | 2,387 |
| 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 | $89,708,000 | 652 |
| Mortgage-backed securities | $84,674,000 | 757 |
| Certificates of participation in pools of residential mortgages | $63,730,000 | 664 |
| Issued or guaranteed by U.S. | $63,730,000 | 654 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $20,944,000 | 851 |
| CMOs issued by government agencies or sponsored agencies | $18,062,000 | 711 |
| Privately issued | $2,882,000 | 824 |
| 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) | $94,557,000 | 1,127 |
| Total debt securities | $94,557,000 | 1,279 |
| Structured notes | ||
| Amortized cost | $61,000 | 1,731 |
| Fair value | $61,000 | 1,730 |
| 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 | $94,466,000 | 1,268 |
| U.S. Government securities | $90,050,000 | 916 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $90,050,000 | 895 |
| Securities issued by states & political subdivisions | $416,000 | 5,325 |
| Other domestic debt securities | $4,000,000 | 1,329 |
| Privately issued residential mortgage-backed securities | $3,802,000 | 774 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $198,000 | 2,209 |
| 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 | $81,804,000 | 705 |
| Mortgage-backed securities | $83,390,000 | 725 |
| Certificates of participation in pools of residential mortgages | $60,532,000 | 670 |
| Issued or guaranteed by U.S. | $60,532,000 | 663 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $22,858,000 | 766 |
| CMOs issued by government agencies or sponsored agencies | $19,056,000 | 644 |
| Privately issued | $3,802,000 | 739 |
| 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) | $94,466,000 | 1,089 |
| Total debt securities | $94,466,000 | 1,244 |
| Structured notes | ||
| Amortized cost | $198,000 | 1,678 |
| Fair value | $198,000 | 1,667 |
| 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 | $103,473,000 | 1,172 |
| U.S. Government securities | $93,647,000 | 898 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $93,647,000 | 876 |
| Securities issued by states & political subdivisions | $418,000 | 5,373 |
| Other domestic debt securities | $4,408,000 | 1,316 |
| Privately issued residential mortgage-backed securities | $4,396,000 | 734 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,000 | 2,386 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $5,000,000 | 470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,844,000 | 686 |
| Mortgage-backed securities | $84,295,000 | 705 |
| Certificates of participation in pools of residential mortgages | $55,047,000 | 726 |
| Issued or guaranteed by U.S. | $55,047,000 | 717 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $29,248,000 | 637 |
| CMOs issued by government agencies or sponsored agencies | $24,852,000 | 513 |
| Privately issued | $4,396,000 | 699 |
| 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) | $103,473,000 | 1,009 |
| Total debt securities | $98,473,000 | 1,197 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 275 |
| Fair value | $5,000,000 | 274 |
| 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 | $126,741,000 | 959 |
| U.S. Government securities | $111,368,000 | 749 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $111,368,000 | 732 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $10,373,000 | 826 |
| Privately issued residential mortgage-backed securities | $4,893,000 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,480,000 | 663 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $5,000,000 | 518 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,316,000 | 671 |
| Mortgage-backed securities | $90,679,000 | 653 |
| Certificates of participation in pools of residential mortgages | $59,034,000 | 642 |
| Issued or guaranteed by U.S. | $59,034,000 | 632 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $31,645,000 | 592 |
| CMOs issued by government agencies or sponsored agencies | $26,752,000 | 481 |
| Privately issued | $4,893,000 | 634 |
| 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) | $126,741,000 | 835 |
| Total debt securities | $121,740,000 | 987 |
| Structured notes | ||
| Amortized cost | $5,250,000 | 268 |
| Fair value | $5,250,000 | 267 |
| 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 | $125,513,000 | 951 |
| U.S. Government securities | $109,552,000 | 765 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $109,552,000 | 745 |
| Securities issued by states & political subdivisions | $10,961,000 | 1,916 |
| 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 | $5,000,000 | 484 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,584,000 | 950 |
| Mortgage-backed securities | $60,921,000 | 839 |
| Certificates of participation in pools of residential mortgages | $50,271,000 | 678 |
| Issued or guaranteed by U.S. | $50,271,000 | 669 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $10,650,000 | 1,111 |
| CMOs issued by government agencies or sponsored agencies | $10,650,000 | 886 |
| 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) | $125,513,000 | 817 |
| Total debt securities | $120,512,000 | 978 |
| Structured notes | ||
| Amortized cost | $3,236,000 | 730 |
| Fair value | $3,252,000 | 731 |
| 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 | $72,371,000 | 1,642 |
| U.S. Government securities | $61,502,000 | 1,382 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $61,502,000 | 1,355 |
| Securities issued by states & political subdivisions | $10,869,000 | 1,882 |
| 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 | $50,933,000 | 976 |
| Mortgage-backed securities | $10,875,000 | 2,614 |
| Certificates of participation in pools of residential mortgages | $10,285,000 | 2,094 |
| Issued or guaranteed by U.S. | $10,285,000 | 2,085 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $590,000 | 2,859 |
| CMOs issued by government agencies or sponsored agencies | $590,000 | 2,545 |
| 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) | $9,686,000 | 1,275 |
| Available-for-sale securities (fair market value) | $62,685,000 | 1,596 |
| Total debt securities | $72,372,000 | 1,603 |
| Structured notes | ||
| Amortized cost | $10,643,000 | 260 |
| Fair value | $10,723,000 | 256 |
| 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 | $147,228,000 | 803 |
| U.S. Government securities | $136,435,000 | 632 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $136,435,000 | 623 |
| Securities issued by states & political subdivisions | $10,793,000 | 1,867 |
| 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 | $113,763,000 | 474 |
| Mortgage-backed securities | $11,379,000 | 2,492 |
| Certificates of participation in pools of residential mortgages | $10,750,000 | 1,983 |
| Issued or guaranteed by U.S. | $10,750,000 | 1,977 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $629,000 | 2,809 |
| CMOs issued by government agencies or sponsored agencies | $629,000 | 2,503 |
| 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) | $9,790,000 | 1,268 |
| Available-for-sale securities (fair market value) | $137,438,000 | 728 |
| Total debt securities | $147,228,000 | 786 |
| Structured notes | ||
| Amortized cost | $11,640,000 | 261 |
| Fair value | $11,592,000 | 257 |
| 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 | $163,521,000 | 737 |
| U.S. Government securities | $152,686,000 | 580 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $152,686,000 | 565 |
| Securities issued by states & political subdivisions | $10,835,000 | 1,868 |
| 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 | $130,644,000 | 414 |
| Mortgage-backed securities | $12,208,000 | 2,376 |
| Certificates of participation in pools of residential mortgages | $11,569,000 | 1,889 |
| Issued or guaranteed by U.S. | $11,569,000 | 1,883 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $639,000 | 2,777 |
| CMOs issued by government agencies or sponsored agencies | $639,000 | 2,488 |
| 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) | $9,864,000 | 1,289 |
| Available-for-sale securities (fair market value) | $153,657,000 | 656 |
| Total debt securities | $163,521,000 | 724 |
| Structured notes | ||
| Amortized cost | $11,887,000 | 277 |
| Fair value | $11,895,000 | 273 |
| 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 | $119,389,000 | 1,033 |
| U.S. Government securities | $104,527,000 | 844 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $104,527,000 | 817 |
| Securities issued by states & political subdivisions | $10,849,000 | 1,863 |
| Other domestic debt securities | $4,013,000 | 1,138 |
| 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 | $4,013,000 | 726 |
| 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 | $89,905,000 | 602 |
| Mortgage-backed securities | $12,602,000 | 2,338 |
| Certificates of participation in pools of residential mortgages | $11,941,000 | 1,868 |
| Issued or guaranteed by U.S. | $11,941,000 | 1,858 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $661,000 | 2,747 |
| CMOs issued by government agencies or sponsored agencies | $661,000 | 2,468 |
| 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) | $9,885,000 | 1,317 |
| Available-for-sale securities (fair market value) | $109,504,000 | 978 |
| Total debt securities | $119,389,000 | 1,003 |
| Structured notes | ||
| Amortized cost | $11,884,000 | 299 |
| Fair value | $11,839,000 | 293 |
| 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 | $95,059,000 | 1,290 |
| U.S. Government securities | $84,798,000 | 1,066 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $84,798,000 | 1,036 |
| Securities issued by states & political subdivisions | $10,261,000 | 1,966 |
| 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 | $67,889,000 | 766 |
| Mortgage-backed securities | $15,522,000 | 2,062 |
| Certificates of participation in pools of residential mortgages | $14,854,000 | 1,634 |
| Issued or guaranteed by U.S. | $14,854,000 | 1,624 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $668,000 | 2,717 |
| CMOs issued by government agencies or sponsored agencies | $668,000 | 2,438 |
| 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) | $9,293,000 | 1,409 |
| Available-for-sale securities (fair market value) | $85,766,000 | 1,235 |
| Total debt securities | $95,059,000 | 1,260 |
| Structured notes | ||
| Amortized cost | $9,032,000 | 445 |
| Fair value | $8,942,000 | 443 |
| 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 | $94,793,000 | 1,297 |
| U.S. Government securities | $86,102,000 | 1,059 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $86,102,000 | 1,018 |
| Securities issued by states & political subdivisions | $8,691,000 | 2,205 |
| 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 | $64,628,000 | 805 |
| Mortgage-backed securities | $15,959,000 | 2,034 |
| Certificates of participation in pools of residential mortgages | $15,286,000 | 1,613 |
| Issued or guaranteed by U.S. | $15,286,000 | 1,604 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $673,000 | 2,708 |
| CMOs issued by government agencies or sponsored agencies | $673,000 | 2,427 |
| 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) | $7,842,000 | 1,563 |
| Available-for-sale securities (fair market value) | $86,951,000 | 1,201 |
| Total debt securities | $94,792,000 | 1,268 |
| Structured notes | ||
| Amortized cost | $9,580,000 | 442 |
| Fair value | $9,350,000 | 444 |
| 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 | $62,838,000 | 1,929 |
| U.S. Government securities | $59,264,000 | 1,549 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $59,264,000 | 1,497 |
| Securities issued by states & political subdivisions | $3,574,000 | 3,573 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,046,000 | 1,065 |
| Mortgage-backed securities | $2,153,000 | 4,667 |
| Certificates of participation in pools of residential mortgages | $1,653,000 | 4,416 |
| Issued or guaranteed by U.S. | $1,653,000 | 4,401 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $500,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 2,536 |
| 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) | $5,474,000 | 1,859 |
| Available-for-sale securities (fair market value) | $57,364,000 | 1,777 |
| Total debt securities | $62,838,000 | 1,879 |
| Structured notes | ||
| Amortized cost | $9,579,000 | 467 |
| Fair value | $9,429,000 | 468 |
| 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 | $66,118,000 | 1,831 |
| U.S. Government securities | $62,539,000 | 1,466 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $62,539,000 | 1,411 |
| Securities issued by states & political subdivisions | $3,579,000 | 3,596 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,984,000 | 1,057 |
| Mortgage-backed securities | $2,229,000 | 4,671 |
| Certificates of participation in pools of residential mortgages | $1,726,000 | 4,414 |
| Issued or guaranteed by U.S. | $1,726,000 | 4,396 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $503,000 | 2,828 |
| CMOs issued by government agencies or sponsored agencies | $503,000 | 2,548 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,482,000 | 1,893 |
| Available-for-sale securities (fair market value) | $60,636,000 | 1,704 |
| Total debt securities | $66,118,000 | 1,792 |
| Structured notes | ||
| Amortized cost | $10,081,000 | 435 |
| Fair value | $10,009,000 | 431 |
| 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 | $58,238,000 | 2,058 |
| U.S. Government securities | $54,638,000 | 1,631 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $54,638,000 | 1,567 |
| Securities issued by states & political subdivisions | $3,600,000 | 3,583 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,501,000 | 1,120 |
| Mortgage-backed securities | $1,844,000 | 4,927 |
| Certificates of participation in pools of residential mortgages | $1,844,000 | 4,377 |
| Issued or guaranteed by U.S. | $1,844,000 | 4,362 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,303,000 | 1,922 |
| Available-for-sale securities (fair market value) | $52,935,000 | 1,861 |
| Total debt securities | $58,238,000 | 2,003 |
| Structured notes | ||
| Amortized cost | $9,577,000 | 473 |
| Fair value | $9,517,000 | 471 |
| 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 | $49,440,000 | 2,389 |
| U.S. Government securities | $43,926,000 | 2,019 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $43,926,000 | 1,944 |
| Securities issued by states & political subdivisions | $3,605,000 | 3,556 |
| Other domestic debt securities | $1,909,000 | 1,728 |
| Privately issued residential mortgage-backed securities | $1,909,000 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,526,000 | 1,491 |
| Mortgage-backed securities | $1,970,000 | 4,955 |
| Certificates of participation in pools of residential mortgages | $1,970,000 | 4,384 |
| Issued or guaranteed by U.S. | $61,000 | 6,214 |
| Privately issued | $1,909,000 | 94 |
| 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) | $5,329,000 | 1,941 |
| Available-for-sale securities (fair market value) | $44,111,000 | 2,224 |
| Total debt securities | $49,440,000 | 2,338 |
| Structured notes | ||
| Amortized cost | $9,588,000 | 455 |
| Fair value | $9,562,000 | 453 |
| 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 | $47,500,000 | 2,485 |
| U.S. Government securities | $44,456,000 | 2,044 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $44,456,000 | 1,960 |
| Securities issued by states & political subdivisions | $3,044,000 | 3,766 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,044,000 | 1,490 |
| Mortgage-backed securities | $156,000 | 6,426 |
| Certificates of participation in pools of residential mortgages | $156,000 | 6,060 |
| Issued or guaranteed by U.S. | $156,000 | 6,036 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,772,000 | 2,055 |
| Available-for-sale securities (fair market value) | $42,728,000 | 2,319 |
| Total debt securities | $47,500,000 | 2,450 |
| Structured notes | ||
| Amortized cost | $9,585,000 | 450 |
| Fair value | $9,467,000 | 448 |
| 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 | $48,334,000 | 2,476 |
| U.S. Government securities | $45,783,000 | 2,003 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $45,783,000 | 1,922 |
| Securities issued by states & political subdivisions | $2,551,000 | 4,030 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,042,000 | 1,515 |
| Mortgage-backed securities | $189,000 | 6,410 |
| Certificates of participation in pools of residential mortgages | $189,000 | 6,026 |
| Issued or guaranteed by U.S. | $189,000 | 6,008 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,273,000 | 2,163 |
| Available-for-sale securities (fair market value) | $44,061,000 | 2,283 |
| Total debt securities | $48,334,000 | 2,438 |
| Structured notes | ||
| Amortized cost | $8,537,000 | 491 |
| Fair value | $8,520,000 | 491 |
| 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 | $46,683,000 | 2,556 |
| U.S. Government securities | $44,996,000 | 1,993 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $44,996,000 | 1,922 |
| Securities issued by states & political subdivisions | $1,687,000 | 4,578 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,174,000 | 1,566 |
| Mortgage-backed securities | $212,000 | 6,429 |
| Certificates of participation in pools of residential mortgages | $212,000 | 6,023 |
| Issued or guaranteed by U.S. | $212,000 | 6,009 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,399,000 | 2,372 |
| Available-for-sale securities (fair market value) | $43,284,000 | 2,319 |
| Total debt securities | $46,683,000 | 2,499 |
| Structured notes | ||
| Amortized cost | $5,285,000 | 785 |
| Fair value | $5,304,000 | 781 |
| 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 | $27,750,000 | 3,891 |
| U.S. Government securities | $26,718,000 | 3,154 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $26,718,000 | 3,033 |
| Securities issued by states & political subdivisions | $1,032,000 | 5,134 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,192,000 | 2,195 |
| Mortgage-backed securities | $240,000 | 6,459 |
| Certificates of participation in pools of residential mortgages | $240,000 | 6,045 |
| Issued or guaranteed by U.S. | $240,000 | 6,030 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,232,000 | 3,181 |
| Available-for-sale securities (fair market value) | $26,518,000 | 3,464 |
| Total debt securities | $27,750,000 | 3,819 |
| Structured notes | ||
| Amortized cost | $2,283,000 | 1,408 |
| Fair value | $2,277,000 | 1,398 |
| 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 | $13,734,000 | 5,794 |
| U.S. Government securities | $12,837,000 | 5,052 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $12,837,000 | 4,919 |
| Securities issued by states & political subdivisions | $897,000 | 5,280 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,152,000 | 5,272 |
| Mortgage-backed securities | $293,000 | 6,411 |
| Certificates of participation in pools of residential mortgages | $293,000 | 5,981 |
| Issued or guaranteed by U.S. | $293,000 | 5,962 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,097,000 | 3,262 |
| Available-for-sale securities (fair market value) | $12,637,000 | 5,273 |
| Total debt securities | $13,733,000 | 5,705 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,406 |
| Fair value | $302,000 | 2,418 |
| 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 | $12,448,000 | 6,117 |
| U.S. Government securities | $11,873,000 | 5,334 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $11,873,000 | 5,177 |
| Securities issued by states & political subdivisions | $575,000 | 5,687 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,506,000 | 5,577 |
| Mortgage-backed securities | $549,000 | 6,150 |
| Certificates of participation in pools of residential mortgages | $329,000 | 5,984 |
| Issued or guaranteed by U.S. | $329,000 | 5,961 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $220,000 | 3,505 |
| CMOs issued by government agencies or sponsored agencies | $220,000 | 3,336 |
| 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) | $775,000 | 3,562 |
| Available-for-sale securities (fair market value) | $11,673,000 | 5,550 |
| Total debt securities | $12,449,000 | 6,025 |
| Structured notes | ||
| Amortized cost | $875,000 | 1,879 |
| Fair value | $874,000 | 1,879 |
| 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 | $12,477,000 | 6,020 |
| U.S. Government securities | $12,477,000 | 5,051 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $12,477,000 | 4,897 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,398,000 | 6,251 |
| Mortgage-backed securities | $758,000 | 6,017 |
| Certificates of participation in pools of residential mortgages | $383,000 | 5,957 |
| Issued or guaranteed by U.S. | $383,000 | 5,931 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $375,000 | 3,389 |
| CMOs issued by government agencies or sponsored agencies | $375,000 | 3,219 |
| 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) | $200,000 | 4,220 |
| Available-for-sale securities (fair market value) | $12,277,000 | 5,349 |
| Total debt securities | $12,475,000 | 5,933 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $9,218,000 | 6,675 |
| U.S. Government securities | $9,218,000 | 5,749 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,218,000 | 5,568 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $301,000 | 7,123 |
| Mortgage-backed securities | $893,000 | 6,013 |
| Certificates of participation in pools of residential mortgages | $501,000 | 5,855 |
| Issued or guaranteed by U.S. | $501,000 | 5,837 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $392,000 | 3,565 |
| CMOs issued by government agencies or sponsored agencies | $392,000 | 3,396 |
| 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) | $9,218,000 | 5,910 |
| Total debt securities | $9,217,000 | 6,570 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $6,830,000 | 7,325 |
| U.S. Government securities | $6,827,000 | 6,509 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,827,000 | 6,321 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $3,000 | 2,354 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $609,000 | 6,246 |
| Certificates of participation in pools of residential mortgages | $609,000 | 5,739 |
| Issued or guaranteed by U.S. | $609,000 | 5,724 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $6,830,000 | 6,509 |
| Total debt securities | $6,827,000 | 7,227 |
| 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 | $13,733,000 | 5,693 |
| U.S. Government securities | $13,731,000 | 4,720 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $13,731,000 | 4,541 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,000 | 2,368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $728,000 | 6,147 |
| Certificates of participation in pools of residential mortgages | $728,000 | 5,606 |
| Issued or guaranteed by U.S. | $728,000 | 5,589 |
| 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) | $13,733,000 | 4,941 |
| Total debt securities | $13,731,000 | 5,600 |
| 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 | $408,000 | 9,307 |
| U.S. Government securities | $405,000 | 9,125 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $405,000 | 8,973 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $3,000 | 2,321 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $408,000 | 8,437 |
| Total debt securities | $405,000 | 9,238 |
| 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 |