Home > Beacon Bank > Securities
Beacon Bank, Securities
| 2015-12-31 | Rank | |
| Total securities | $114,437,000 | 1,241 |
| U.S. Government securities | $106,584,000 | 886 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $106,584,000 | 850 |
| Securities issued by states & political subdivisions | $7,853,000 | 3,108 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| 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 | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,352,000 | 1,288 |
| Mortgage-backed securities | $106,584,000 | 617 |
| Certificates of participation in pools of residential mortgages | $84,229,000 | 494 |
| Issued or guaranteed by U.S. | $84,229,000 | 494 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $22,355,000 | 727 |
| CMOs issued by government agencies or sponsored agencies | $22,355,000 | 689 |
| Privately issued | $0 | 704 |
| 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) | $43,858,000 | 474 |
| Available-for-sale securities (fair market value) | $70,579,000 | 1,745 |
| Total debt securities | $114,439,000 | 1,223 |
| 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 | $121,061,000 | 1,187 |
| U.S. Government securities | $113,271,000 | 857 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $113,271,000 | 821 |
| Securities issued by states & political subdivisions | $7,790,000 | 3,144 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| 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 | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,061,000 | 1,236 |
| Mortgage-backed securities | $113,271,000 | 586 |
| Certificates of participation in pools of residential mortgages | $89,348,000 | 470 |
| Issued or guaranteed by U.S. | $89,348,000 | 470 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $23,923,000 | 712 |
| CMOs issued by government agencies or sponsored agencies | $23,923,000 | 676 |
| Privately issued | $0 | 721 |
| 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) | $46,228,000 | 460 |
| Available-for-sale securities (fair market value) | $74,833,000 | 1,645 |
| Total debt securities | $121,061,000 | 1,177 |
| 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 | $105,963,000 | 1,362 |
| U.S. Government securities | $100,735,000 | 971 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $100,735,000 | 923 |
| Securities issued by states & political subdivisions | $5,228,000 | 3,574 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| 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 | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,722,000 | 1,236 |
| Mortgage-backed securities | $100,735,000 | 656 |
| Certificates of participation in pools of residential mortgages | $88,190,000 | 477 |
| Issued or guaranteed by U.S. | $88,190,000 | 477 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,545,000 | 1,103 |
| CMOs issued by government agencies or sponsored agencies | $12,545,000 | 1,054 |
| Privately issued | $0 | 741 |
| 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) | $37,452,000 | 533 |
| Available-for-sale securities (fair market value) | $68,511,000 | 1,812 |
| Total debt securities | $105,963,000 | 1,338 |
| 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 | $102,138,000 | 1,409 |
| U.S. Government securities | $98,168,000 | 1,004 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $98,168,000 | 952 |
| Securities issued by states & political subdivisions | $3,970,000 | 3,825 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| 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 | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,101,000 | 1,205 |
| Mortgage-backed securities | $98,168,000 | 670 |
| Certificates of participation in pools of residential mortgages | $86,279,000 | 502 |
| Issued or guaranteed by U.S. | $86,279,000 | 500 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $11,889,000 | 1,171 |
| CMOs issued by government agencies or sponsored agencies | $11,889,000 | 1,119 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $34,617,000 | 567 |
| Available-for-sale securities (fair market value) | $67,521,000 | 1,863 |
| Total debt securities | $102,138,000 | 1,386 |
| 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 | $111,847,000 | 1,287 |
| U.S. Government securities | $108,397,000 | 917 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $108,397,000 | 882 |
| Securities issued by states & political subdivisions | $3,450,000 | 4,001 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| 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 | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,184,000 | 1,298 |
| Mortgage-backed securities | $108,397,000 | 626 |
| Certificates of participation in pools of residential mortgages | $93,463,000 | 468 |
| Issued or guaranteed by U.S. | $93,463,000 | 466 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $14,934,000 | 1,050 |
| CMOs issued by government agencies or sponsored agencies | $14,934,000 | 1,001 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $36,283,000 | 541 |
| Available-for-sale securities (fair market value) | $75,564,000 | 1,684 |
| Total debt securities | $111,847,000 | 1,269 |
| 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 | $110,858,000 | 1,312 |
| U.S. Government securities | $110,804,000 | 908 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $110,804,000 | 875 |
| Securities issued by states & political subdivisions | $54,000 | 5,296 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| 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 | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,815,000 | 1,338 |
| Mortgage-backed securities | $110,804,000 | 617 |
| Certificates of participation in pools of residential mortgages | $94,566,000 | 477 |
| Issued or guaranteed by U.S. | $94,566,000 | 476 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $16,238,000 | 1,020 |
| CMOs issued by government agencies or sponsored agencies | $16,238,000 | 971 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $37,199,000 | 537 |
| Available-for-sale securities (fair market value) | $73,659,000 | 1,760 |
| Total debt securities | $110,858,000 | 1,295 |
| 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 | $108,295,000 | 1,371 |
| U.S. Government securities | $108,241,000 | 937 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $108,241,000 | 904 |
| Securities issued by states & political subdivisions | $54,000 | 5,361 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| 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 | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,053,000 | 1,281 |
| Mortgage-backed securities | $108,241,000 | 635 |
| Certificates of participation in pools of residential mortgages | $92,188,000 | 491 |
| Issued or guaranteed by U.S. | $92,188,000 | 490 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $16,053,000 | 1,042 |
| CMOs issued by government agencies or sponsored agencies | $16,053,000 | 986 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $38,940,000 | 516 |
| Available-for-sale securities (fair market value) | $69,355,000 | 1,858 |
| Total debt securities | $108,295,000 | 1,355 |
| 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 | $115,710,000 | 1,288 |
| U.S. Government securities | $115,655,000 | 893 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $115,655,000 | 860 |
| Securities issued by states & political subdivisions | $55,000 | 5,405 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,818,000 | 1,190 |
| Mortgage-backed securities | $115,655,000 | 608 |
| Certificates of participation in pools of residential mortgages | $97,258,000 | 472 |
| Issued or guaranteed by U.S. | $97,258,000 | 470 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $18,397,000 | 964 |
| CMOs issued by government agencies or sponsored agencies | $18,397,000 | 913 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $40,721,000 | 485 |
| Available-for-sale securities (fair market value) | $74,989,000 | 1,744 |
| Total debt securities | $115,710,000 | 1,272 |
| 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 | $125,251,000 | 1,198 |
| U.S. Government securities | $125,183,000 | 822 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $125,183,000 | 792 |
| Securities issued by states & political subdivisions | $68,000 | 5,465 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,640,000 | 1,158 |
| Mortgage-backed securities | $125,183,000 | 568 |
| Certificates of participation in pools of residential mortgages | $104,900,000 | 418 |
| Issued or guaranteed by U.S. | $104,900,000 | 418 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $20,283,000 | 904 |
| CMOs issued by government agencies or sponsored agencies | $20,283,000 | 849 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $38,577,000 | 487 |
| Available-for-sale securities (fair market value) | $86,674,000 | 1,514 |
| Total debt securities | $125,252,000 | 1,186 |
| 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 | $120,640,000 | 1,257 |
| U.S. Government securities | $120,572,000 | 846 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $120,572,000 | 822 |
| Securities issued by states & political subdivisions | $68,000 | 5,502 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,225,000 | 1,244 |
| Mortgage-backed securities | $120,572,000 | 578 |
| Certificates of participation in pools of residential mortgages | $98,858,000 | 453 |
| Issued or guaranteed by U.S. | $98,858,000 | 453 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $21,714,000 | 881 |
| CMOs issued by government agencies or sponsored agencies | $21,714,000 | 832 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $29,241,000 | 588 |
| Available-for-sale securities (fair market value) | $91,399,000 | 1,453 |
| Total debt securities | $120,641,000 | 1,240 |
| 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 | $97,961,000 | 1,525 |
| U.S. Government securities | $97,892,000 | 1,045 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $97,892,000 | 1,005 |
| Securities issued by states & political subdivisions | $69,000 | 5,500 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,354,000 | 1,221 |
| Mortgage-backed securities | $97,892,000 | 707 |
| Certificates of participation in pools of residential mortgages | $76,647,000 | 592 |
| Issued or guaranteed by U.S. | $76,647,000 | 590 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $21,245,000 | 917 |
| CMOs issued by government agencies or sponsored agencies | $21,245,000 | 866 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $97,961,000 | 1,365 |
| Total debt securities | $97,961,000 | 1,511 |
| 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 | $106,898,000 | 1,423 |
| U.S. Government securities | $106,828,000 | 974 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $106,828,000 | 941 |
| Securities issued by states & political subdivisions | $70,000 | 5,533 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,615,000 | 1,278 |
| Mortgage-backed securities | $106,828,000 | 682 |
| Certificates of participation in pools of residential mortgages | $83,431,000 | 551 |
| Issued or guaranteed by U.S. | $83,431,000 | 550 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $23,397,000 | 899 |
| CMOs issued by government agencies or sponsored agencies | $23,397,000 | 850 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $106,898,000 | 1,289 |
| Total debt securities | $106,898,000 | 1,407 |
| 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 | $104,805,000 | 1,417 |
| U.S. Government securities | $104,722,000 | 964 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $104,722,000 | 924 |
| Securities issued by states & political subdivisions | $83,000 | 5,581 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,743,000 | 1,257 |
| Mortgage-backed securities | $104,722,000 | 671 |
| Certificates of participation in pools of residential mortgages | $66,997,000 | 652 |
| Issued or guaranteed by U.S. | $66,997,000 | 650 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $37,725,000 | 635 |
| CMOs issued by government agencies or sponsored agencies | $37,725,000 | 587 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $104,805,000 | 1,277 |
| Total debt securities | $104,804,000 | 1,399 |
| 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 | $101,721,000 | 1,465 |
| U.S. Government securities | $101,646,000 | 1,016 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $101,646,000 | 977 |
| Securities issued by states & political subdivisions | $75,000 | 5,631 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,285,000 | 1,410 |
| Mortgage-backed securities | $101,646,000 | 730 |
| Certificates of participation in pools of residential mortgages | $42,941,000 | 1,033 |
| Issued or guaranteed by U.S. | $42,941,000 | 1,032 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $58,705,000 | 481 |
| CMOs issued by government agencies or sponsored agencies | $58,705,000 | 452 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $55,373,000 | 323 |
| Available-for-sale securities (fair market value) | $46,348,000 | 2,608 |
| Total debt securities | $101,721,000 | 1,446 |
| 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 | $97,162,000 | 1,526 |
| U.S. Government securities | $97,087,000 | 1,067 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $97,087,000 | 1,033 |
| Securities issued by states & political subdivisions | $75,000 | 5,659 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,083,000 | 1,611 |
| Mortgage-backed securities | $97,087,000 | 782 |
| Certificates of participation in pools of residential mortgages | $35,721,000 | 1,226 |
| Issued or guaranteed by U.S. | $35,721,000 | 1,226 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $61,366,000 | 478 |
| CMOs issued by government agencies or sponsored agencies | $61,366,000 | 448 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $59,107,000 | 303 |
| Available-for-sale securities (fair market value) | $38,055,000 | 2,992 |
| Total debt securities | $97,161,000 | 1,504 |
| 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 | $111,901,000 | 1,367 |
| U.S. Government securities | $111,826,000 | 965 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $111,826,000 | 940 |
| Securities issued by states & political subdivisions | $75,000 | 5,655 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,186,000 | 1,496 |
| Mortgage-backed securities | $111,826,000 | 711 |
| Certificates of participation in pools of residential mortgages | $40,109,000 | 1,109 |
| Issued or guaranteed by U.S. | $40,109,000 | 1,109 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $71,717,000 | 454 |
| CMOs issued by government agencies or sponsored agencies | $71,717,000 | 420 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $62,213,000 | 295 |
| Available-for-sale securities (fair market value) | $49,688,000 | 2,457 |
| Total debt securities | $111,901,000 | 1,350 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $103,930,000 | 1,410 |
| U.S. Government securities | $103,842,000 | 980 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $103,842,000 | 950 |
| Securities issued by states & political subdivisions | $88,000 | 5,643 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,716,000 | 1,614 |
| Mortgage-backed securities | $103,842,000 | 720 |
| Certificates of participation in pools of residential mortgages | $27,352,000 | 1,429 |
| Issued or guaranteed by U.S. | $27,352,000 | 1,427 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $76,490,000 | 435 |
| CMOs issued by government agencies or sponsored agencies | $76,490,000 | 384 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $65,069,000 | 279 |
| Available-for-sale securities (fair market value) | $38,861,000 | 2,874 |
| Total debt securities | $103,925,000 | 1,396 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $88,140,000 | 1,581 |
| U.S. Government securities | $88,052,000 | 1,115 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $88,052,000 | 1,082 |
| Securities issued by states & political subdivisions | $88,000 | 5,667 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,669,000 | 1,770 |
| Mortgage-backed securities | $88,052,000 | 817 |
| Certificates of participation in pools of residential mortgages | $23,437,000 | 1,509 |
| Issued or guaranteed by U.S. | $23,437,000 | 1,505 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $64,615,000 | 493 |
| CMOs issued by government agencies or sponsored agencies | $64,615,000 | 431 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $52,218,000 | 329 |
| Available-for-sale securities (fair market value) | $35,922,000 | 2,958 |
| Total debt securities | $88,140,000 | 1,563 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $87,592,000 | 1,591 |
| U.S. Government securities | $87,504,000 | 1,147 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $87,504,000 | 1,098 |
| Securities issued by states & political subdivisions | $88,000 | 5,670 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,694,000 | 1,751 |
| Mortgage-backed securities | $87,504,000 | 798 |
| Certificates of participation in pools of residential mortgages | $23,242,000 | 1,497 |
| Issued or guaranteed by U.S. | $23,242,000 | 1,492 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $64,262,000 | 480 |
| CMOs issued by government agencies or sponsored agencies | $64,262,000 | 419 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $49,489,000 | 336 |
| Available-for-sale securities (fair market value) | $38,103,000 | 2,854 |
| Total debt securities | $87,591,000 | 1,570 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $95,595,000 | 1,464 |
| U.S. Government securities | $95,507,000 | 1,049 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $95,507,000 | 1,005 |
| Securities issued by states & political subdivisions | $88,000 | 5,700 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,396,000 | 2,089 |
| Mortgage-backed securities | $95,507,000 | 727 |
| Certificates of participation in pools of residential mortgages | $26,992,000 | 1,293 |
| Issued or guaranteed by U.S. | $26,992,000 | 1,286 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $68,515,000 | 441 |
| CMOs issued by government agencies or sponsored agencies | $68,515,000 | 381 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $50,846,000 | 338 |
| Available-for-sale securities (fair market value) | $44,749,000 | 2,490 |
| Total debt securities | $95,596,000 | 1,444 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $86,500,000 | 1,532 |
| U.S. Government securities | $86,400,000 | 1,091 |
| U.S. Treasury securities | $15,140,000 | 255 |
| U.S. Government agency obligations | $71,260,000 | 1,255 |
| Securities issued by states & political subdivisions | $100,000 | 5,705 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,680,000 | 1,957 |
| Mortgage-backed securities | $71,260,000 | 864 |
| Certificates of participation in pools of residential mortgages | $25,922,000 | 1,293 |
| Issued or guaranteed by U.S. | $25,922,000 | 1,282 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $45,338,000 | 585 |
| CMOs issued by government agencies or sponsored agencies | $45,338,000 | 491 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $32,096,000 | 474 |
| Available-for-sale securities (fair market value) | $54,404,000 | 2,044 |
| Total debt securities | $86,500,000 | 1,514 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $61,869,000 | 2,000 |
| U.S. Government securities | $61,769,000 | 1,448 |
| U.S. Treasury securities | $15,179,000 | 230 |
| U.S. Government agency obligations | $46,590,000 | 1,776 |
| Securities issued by states & political subdivisions | $100,000 | 5,696 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,203,000 | 2,456 |
| Mortgage-backed securities | $46,590,000 | 1,211 |
| Certificates of participation in pools of residential mortgages | $16,551,000 | 1,751 |
| Issued or guaranteed by U.S. | $16,551,000 | 1,746 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $30,039,000 | 775 |
| CMOs issued by government agencies or sponsored agencies | $30,039,000 | 656 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $4,140,000 | 1,553 |
| Available-for-sale securities (fair market value) | $57,729,000 | 1,891 |
| Total debt securities | $61,869,000 | 1,981 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $48,620,000 | 2,420 |
| U.S. Government securities | $48,520,000 | 1,806 |
| U.S. Treasury securities | $15,175,000 | 229 |
| U.S. Government agency obligations | $33,345,000 | 2,391 |
| Securities issued by states & political subdivisions | $100,000 | 5,681 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,697,000 | 2,339 |
| Mortgage-backed securities | $33,345,000 | 1,560 |
| Certificates of participation in pools of residential mortgages | $12,612,000 | 2,145 |
| Issued or guaranteed by U.S. | $12,612,000 | 2,137 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $20,733,000 | 939 |
| CMOs issued by government agencies or sponsored agencies | $20,733,000 | 793 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $2,130,000 | 1,975 |
| Available-for-sale securities (fair market value) | $46,490,000 | 2,256 |
| Total debt securities | $48,620,000 | 2,397 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $46,379,000 | 2,545 |
| U.S. Government securities | $46,279,000 | 1,920 |
| U.S. Treasury securities | $6,025,000 | 385 |
| U.S. Government agency obligations | $40,254,000 | 2,070 |
| Securities issued by states & political subdivisions | $100,000 | 5,710 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,169,000 | 2,451 |
| Mortgage-backed securities | $40,254,000 | 1,385 |
| Certificates of participation in pools of residential mortgages | $10,983,000 | 2,392 |
| Issued or guaranteed by U.S. | $10,983,000 | 2,388 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $29,271,000 | 760 |
| CMOs issued by government agencies or sponsored agencies | $29,271,000 | 628 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $2,162,000 | 1,986 |
| Available-for-sale securities (fair market value) | $44,217,000 | 2,373 |
| Total debt securities | $46,379,000 | 2,519 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $33,207,000 | 3,261 |
| U.S. Government securities | $33,094,000 | 2,483 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $33,094,000 | 2,417 |
| Securities issued by states & political subdivisions | $113,000 | 5,722 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,847,000 | 2,499 |
| Mortgage-backed securities | $33,094,000 | 1,626 |
| Certificates of participation in pools of residential mortgages | $10,517,000 | 2,518 |
| Issued or guaranteed by U.S. | $10,517,000 | 2,511 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $22,577,000 | 871 |
| CMOs issued by government agencies or sponsored agencies | $22,577,000 | 698 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $113,000 | 3,022 |
| Available-for-sale securities (fair market value) | $33,094,000 | 2,949 |
| Total debt securities | $33,207,000 | 3,228 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $35,042,000 | 3,149 |
| U.S. Government securities | $34,929,000 | 2,364 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $34,929,000 | 2,301 |
| Securities issued by states & political subdivisions | $113,000 | 5,757 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,486,000 | 2,438 |
| Mortgage-backed securities | $34,929,000 | 1,604 |
| Certificates of participation in pools of residential mortgages | $11,066,000 | 2,530 |
| Issued or guaranteed by U.S. | $11,066,000 | 2,521 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $23,863,000 | 826 |
| CMOs issued by government agencies or sponsored agencies | $23,863,000 | 649 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $113,000 | 3,111 |
| Available-for-sale securities (fair market value) | $34,929,000 | 2,830 |
| Total debt securities | $35,042,000 | 3,115 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $35,608,000 | 3,061 |
| U.S. Government securities | $34,852,000 | 2,306 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $34,852,000 | 2,254 |
| Securities issued by states & political subdivisions | $113,000 | 5,806 |
| Other domestic debt securities | $643,000 | 2,683 |
| Privately issued residential mortgage-backed securities | $643,000 | 1,300 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,566,000 | 2,445 |
| Mortgage-backed securities | $35,495,000 | 1,603 |
| Certificates of participation in pools of residential mortgages | $14,993,000 | 2,162 |
| Issued or guaranteed by U.S. | $14,993,000 | 2,151 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $20,502,000 | 893 |
| CMOs issued by government agencies or sponsored agencies | $19,859,000 | 706 |
| Privately issued | $643,000 | 1,236 |
| 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) | $31,685,000 | 541 |
| Available-for-sale securities (fair market value) | $3,923,000 | 6,493 |
| Total debt securities | $35,608,000 | 3,029 |
| 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 | $32,148,000 | 3,298 |
| U.S. Government securities | $31,320,000 | 2,579 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $31,320,000 | 2,519 |
| Securities issued by states & political subdivisions | $112,000 | 5,751 |
| Other domestic debt securities | $716,000 | 2,555 |
| Privately issued residential mortgage-backed securities | $716,000 | 1,307 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,090,000 | 2,179 |
| Mortgage-backed securities | $31,036,000 | 1,766 |
| Certificates of participation in pools of residential mortgages | $15,912,000 | 2,122 |
| Issued or guaranteed by U.S. | $15,912,000 | 2,110 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $15,124,000 | 1,070 |
| CMOs issued by government agencies or sponsored agencies | $14,408,000 | 863 |
| Privately issued | $716,000 | 1,247 |
| 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) | $27,836,000 | 593 |
| Available-for-sale securities (fair market value) | $4,312,000 | 6,436 |
| Total debt securities | $32,148,000 | 3,259 |
| 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 | $24,442,000 | 3,957 |
| U.S. Government securities | $23,572,000 | 3,146 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $23,572,000 | 3,083 |
| Securities issued by states & political subdivisions | $125,000 | 5,706 |
| Other domestic debt securities | $745,000 | 2,487 |
| Privately issued residential mortgage-backed securities | $745,000 | 1,238 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,960,000 | 2,079 |
| Mortgage-backed securities | $23,317,000 | 2,127 |
| Certificates of participation in pools of residential mortgages | $7,930,000 | 3,061 |
| Issued or guaranteed by U.S. | $7,930,000 | 3,049 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $15,387,000 | 1,025 |
| CMOs issued by government agencies or sponsored agencies | $14,642,000 | 833 |
| Privately issued | $745,000 | 1,183 |
| 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) | $19,990,000 | 751 |
| Available-for-sale securities (fair market value) | $4,452,000 | 6,463 |
| Total debt securities | $24,442,000 | 3,914 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $23,749,000 | 3,939 |
| U.S. Government securities | $22,869,000 | 3,175 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $22,869,000 | 3,110 |
| Securities issued by states & political subdivisions | $125,000 | 5,725 |
| Other domestic debt securities | $755,000 | 2,422 |
| Privately issued residential mortgage-backed securities | $755,000 | 1,211 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,027,000 | 2,113 |
| Mortgage-backed securities | $20,828,000 | 2,180 |
| Certificates of participation in pools of residential mortgages | $6,285,000 | 3,326 |
| Issued or guaranteed by U.S. | $6,285,000 | 3,314 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $14,543,000 | 1,018 |
| CMOs issued by government agencies or sponsored agencies | $13,788,000 | 819 |
| Privately issued | $755,000 | 1,158 |
| 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) | $20,155,000 | 747 |
| Available-for-sale securities (fair market value) | $3,594,000 | 6,650 |
| Total debt securities | $23,749,000 | 3,905 |
| Structured notes | ||
| Amortized cost | $982,000 | 1,077 |
| Fair value | $1,012,000 | 931 |
| 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 | $24,351,000 | 3,940 |
| U.S. Government securities | $23,461,000 | 3,168 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $23,461,000 | 3,108 |
| Securities issued by states & political subdivisions | $125,000 | 5,783 |
| Other domestic debt securities | $765,000 | 2,430 |
| Privately issued residential mortgage-backed securities | $765,000 | 1,201 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,120,000 | 2,015 |
| Mortgage-backed securities | $21,468,000 | 2,146 |
| Certificates of participation in pools of residential mortgages | $6,699,000 | 3,222 |
| Issued or guaranteed by U.S. | $6,699,000 | 3,206 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $14,769,000 | 993 |
| CMOs issued by government agencies or sponsored agencies | $14,004,000 | 802 |
| Privately issued | $765,000 | 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) | $20,533,000 | 726 |
| Available-for-sale securities (fair market value) | $3,818,000 | 6,652 |
| Total debt securities | $24,351,000 | 3,894 |
| Structured notes | ||
| Amortized cost | $1,945,000 | 727 |
| Fair value | $2,007,000 | 644 |
| 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 | $25,291,000 | 3,850 |
| U.S. Government securities | $24,370,000 | 3,064 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $24,370,000 | 3,016 |
| Securities issued by states & political subdivisions | $125,000 | 5,779 |
| Other domestic debt securities | $796,000 | 2,341 |
| Privately issued residential mortgage-backed securities | $796,000 | 1,176 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,696,000 | 1,899 |
| Mortgage-backed securities | $22,410,000 | 1,999 |
| Certificates of participation in pools of residential mortgages | $7,242,000 | 2,999 |
| Issued or guaranteed by U.S. | $7,242,000 | 2,987 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $15,168,000 | 945 |
| CMOs issued by government agencies or sponsored agencies | $14,372,000 | 769 |
| Privately issued | $796,000 | 1,118 |
| 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) | $20,623,000 | 706 |
| Available-for-sale securities (fair market value) | $4,668,000 | 6,493 |
| Total debt securities | $25,291,000 | 3,798 |
| Structured notes | ||
| Amortized cost | $1,943,000 | 796 |
| Fair value | $2,025,000 | 701 |
| 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 | $24,436,000 | 3,941 |
| U.S. Government securities | $23,483,000 | 3,214 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $23,483,000 | 3,144 |
| Securities issued by states & political subdivisions | $138,000 | 5,804 |
| Other domestic debt securities | $815,000 | 2,152 |
| Privately issued residential mortgage-backed securities | $815,000 | 1,075 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,249,000 | 2,037 |
| Mortgage-backed securities | $21,544,000 | 1,824 |
| Certificates of participation in pools of residential mortgages | $7,680,000 | 2,641 |
| Issued or guaranteed by U.S. | $7,680,000 | 2,628 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $13,864,000 | 944 |
| CMOs issued by government agencies or sponsored agencies | $13,049,000 | 768 |
| Privately issued | $815,000 | 1,023 |
| 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) | $20,148,000 | 752 |
| Available-for-sale securities (fair market value) | $4,288,000 | 6,618 |
| Total debt securities | $24,436,000 | 3,895 |
| Structured notes | ||
| Amortized cost | $1,941,000 | 1,137 |
| Fair value | $2,005,000 | 1,029 |
| 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 | $22,618,000 | 4,156 |
| U.S. Government securities | $21,635,000 | 3,428 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $21,635,000 | 3,359 |
| Securities issued by states & political subdivisions | $138,000 | 5,840 |
| Other domestic debt securities | $845,000 | 2,098 |
| Privately issued residential mortgage-backed securities | $845,000 | 1,032 |
| 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 | $19,167,000 | 2,257 |
| Mortgage-backed securities | $19,728,000 | 1,818 |
| Certificates of participation in pools of residential mortgages | $6,622,000 | 2,682 |
| Issued or guaranteed by U.S. | $6,622,000 | 2,669 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $13,106,000 | 924 |
| CMOs issued by government agencies or sponsored agencies | $12,261,000 | 759 |
| Privately issued | $845,000 | 980 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,105,000 | 854 |
| Available-for-sale securities (fair market value) | $4,513,000 | 6,590 |
| Total debt securities | $22,618,000 | 4,105 |
| Structured notes | ||
| Amortized cost | $1,939,000 | 1,322 |
| Fair value | $1,962,000 | 1,312 |
| 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 | $20,327,000 | 4,445 |
| U.S. Government securities | $19,319,000 | 3,734 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $19,319,000 | 3,644 |
| Securities issued by states & political subdivisions | $138,000 | 5,894 |
| Other domestic debt securities | $870,000 | 2,031 |
| Privately issued residential mortgage-backed securities | $870,000 | 974 |
| 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 | $16,315,000 | 2,531 |
| Mortgage-backed securities | $17,439,000 | 1,911 |
| Certificates of participation in pools of residential mortgages | $5,009,000 | 3,002 |
| Issued or guaranteed by U.S. | $5,009,000 | 2,987 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $12,430,000 | 936 |
| CMOs issued by government agencies or sponsored agencies | $11,560,000 | 772 |
| Privately issued | $870,000 | 919 |
| 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) | $15,586,000 | 967 |
| Available-for-sale securities (fair market value) | $4,741,000 | 6,568 |
| Total debt securities | $20,327,000 | 4,394 |
| Structured notes | ||
| Amortized cost | $1,938,000 | 1,403 |
| Fair value | $1,906,000 | 1,394 |
| 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 | $18,367,000 | 4,730 |
| U.S. Government securities | $17,316,000 | 4,048 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $17,316,000 | 3,946 |
| Securities issued by states & political subdivisions | $138,000 | 5,955 |
| Other domestic debt securities | $913,000 | 2,013 |
| Privately issued residential mortgage-backed securities | $913,000 | 927 |
| 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 | $15,791,000 | 2,592 |
| Mortgage-backed securities | $15,460,000 | 2,070 |
| Certificates of participation in pools of residential mortgages | $5,336,000 | 2,914 |
| Issued or guaranteed by U.S. | $5,336,000 | 2,899 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $10,124,000 | 1,058 |
| CMOs issued by government agencies or sponsored agencies | $9,211,000 | 896 |
| Privately issued | $913,000 | 869 |
| 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) | $12,303,000 | 1,135 |
| Available-for-sale securities (fair market value) | $6,064,000 | 6,314 |
| Total debt securities | $18,367,000 | 4,681 |
| Structured notes | ||
| Amortized cost | $959,000 | 2,084 |
| Fair value | $968,000 | 2,073 |
| 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 | $18,246,000 | 4,800 |
| U.S. Government securities | $17,151,000 | 4,125 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $17,151,000 | 4,021 |
| Securities issued by states & political subdivisions | $150,000 | 5,980 |
| Other domestic debt securities | $945,000 | 2,001 |
| Privately issued residential mortgage-backed securities | $945,000 | 897 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,728,000 | 2,483 |
| Mortgage-backed securities | $16,146,000 | 2,014 |
| Certificates of participation in pools of residential mortgages | $5,669,000 | 2,848 |
| Issued or guaranteed by U.S. | $5,669,000 | 2,835 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $10,477,000 | 1,025 |
| CMOs issued by government agencies or sponsored agencies | $9,532,000 | 878 |
| Privately issued | $945,000 | 848 |
| 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) | $11,939,000 | 1,187 |
| Available-for-sale securities (fair market value) | $6,307,000 | 6,278 |
| Total debt securities | $18,245,000 | 4,752 |
| Structured notes | ||
| Amortized cost | $958,000 | 2,180 |
| Fair value | $960,000 | 2,176 |
| 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 | $18,916,000 | 4,736 |
| U.S. Government securities | $17,777,000 | 4,072 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $17,777,000 | 3,961 |
| Securities issued by states & political subdivisions | $150,000 | 6,045 |
| Other domestic debt securities | $989,000 | 1,974 |
| Privately issued residential mortgage-backed securities | $989,000 | 869 |
| 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 | $12,134,000 | 3,062 |
| Mortgage-backed securities | $16,822,000 | 1,975 |
| Certificates of participation in pools of residential mortgages | $5,970,000 | 2,776 |
| Issued or guaranteed by U.S. | $5,970,000 | 2,763 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $10,852,000 | 985 |
| CMOs issued by government agencies or sponsored agencies | $9,863,000 | 847 |
| Privately issued | $989,000 | 810 |
| 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) | $12,350,000 | 1,202 |
| Available-for-sale securities (fair market value) | $6,566,000 | 6,256 |
| Total debt securities | $18,916,000 | 4,689 |
| Structured notes | ||
| Amortized cost | $957,000 | 2,301 |
| Fair value | $957,000 | 2,297 |
| 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 | $16,789,000 | 5,045 |
| U.S. Government securities | $15,609,000 | 4,407 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $15,609,000 | 4,281 |
| Securities issued by states & political subdivisions | $150,000 | 6,079 |
| Other domestic debt securities | $1,030,000 | 1,924 |
| Privately issued residential mortgage-backed securities | $1,030,000 | 833 |
| 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 | $14,833,000 | 2,714 |
| Mortgage-backed securities | $15,660,000 | 2,055 |
| Certificates of participation in pools of residential mortgages | $5,421,000 | 2,905 |
| Issued or guaranteed by U.S. | $5,421,000 | 2,894 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $10,239,000 | 1,002 |
| CMOs issued by government agencies or sponsored agencies | $9,209,000 | 883 |
| Privately issued | $1,030,000 | 778 |
| 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) | $9,803,000 | 1,384 |
| Available-for-sale securities (fair market value) | $6,986,000 | 6,175 |
| Total debt securities | $16,789,000 | 4,991 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $16,617,000 | 5,112 |
| U.S. Government securities | $15,397,000 | 4,486 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $15,397,000 | 4,355 |
| Securities issued by states & political subdivisions | $150,000 | 6,101 |
| Other domestic debt securities | $1,070,000 | 1,939 |
| Privately issued residential mortgage-backed securities | $1,070,000 | 825 |
| 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 | $14,606,000 | 2,727 |
| Mortgage-backed securities | $14,492,000 | 2,178 |
| Certificates of participation in pools of residential mortgages | $4,908,000 | 3,091 |
| Issued or guaranteed by U.S. | $4,908,000 | 3,078 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,584,000 | 1,047 |
| CMOs issued by government agencies or sponsored agencies | $8,514,000 | 933 |
| Privately issued | $1,070,000 | 769 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,064,000 | 1,563 |
| Available-for-sale securities (fair market value) | $8,553,000 | 5,895 |
| Total debt securities | $16,617,000 | 5,058 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $17,432,000 | 4,991 |
| U.S. Government securities | $16,144,000 | 4,351 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $16,144,000 | 4,216 |
| Securities issued by states & political subdivisions | $163,000 | 6,114 |
| Other domestic debt securities | $1,125,000 | 1,991 |
| Privately issued residential mortgage-backed securities | $1,125,000 | 789 |
| 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 | $16,027,000 | 2,526 |
| Mortgage-backed securities | $15,299,000 | 2,129 |
| Certificates of participation in pools of residential mortgages | $5,195,000 | 3,059 |
| Issued or guaranteed by U.S. | $5,195,000 | 3,047 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $10,104,000 | 1,017 |
| CMOs issued by government agencies or sponsored agencies | $8,979,000 | 900 |
| Privately issued | $1,125,000 | 737 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,514,000 | 1,554 |
| Available-for-sale securities (fair market value) | $8,918,000 | 5,837 |
| Total debt securities | $17,431,000 | 4,939 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $16,418,000 | 5,139 |
| U.S. Government securities | $15,075,000 | 4,479 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $15,075,000 | 4,350 |
| Securities issued by states & political subdivisions | $163,000 | 6,151 |
| Other domestic debt securities | $1,180,000 | 1,998 |
| Privately issued residential mortgage-backed securities | $1,180,000 | 769 |
| 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 | $16,125,000 | 2,473 |
| Mortgage-backed securities | $14,281,000 | 2,222 |
| Certificates of participation in pools of residential mortgages | $5,742,000 | 2,944 |
| Issued or guaranteed by U.S. | $5,742,000 | 2,932 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,539,000 | 1,117 |
| CMOs issued by government agencies or sponsored agencies | $7,359,000 | 1,039 |
| Privately issued | $1,180,000 | 718 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,740,000 | 1,734 |
| Available-for-sale securities (fair market value) | $9,678,000 | 5,672 |
| Total debt securities | $16,418,000 | 5,088 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $18,873,000 | 4,802 |
| U.S. Government securities | $17,405,000 | 4,171 |
| U.S. Treasury securities | $998,000 | 1,181 |
| U.S. Government agency obligations | $16,407,000 | 4,200 |
| Securities issued by states & political subdivisions | $163,000 | 6,165 |
| Other domestic debt securities | $1,305,000 | 1,985 |
| Privately issued residential mortgage-backed securities | $1,305,000 | 734 |
| 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 | $16,917,000 | 2,385 |
| Mortgage-backed securities | $15,735,000 | 2,155 |
| Certificates of participation in pools of residential mortgages | $6,452,000 | 2,850 |
| Issued or guaranteed by U.S. | $6,452,000 | 2,839 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $9,283,000 | 1,100 |
| CMOs issued by government agencies or sponsored agencies | $7,978,000 | 1,030 |
| Privately issued | $1,305,000 | 688 |
| 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) | $7,178,000 | 1,717 |
| Available-for-sale securities (fair market value) | $11,695,000 | 5,294 |
| Total debt securities | $18,873,000 | 4,745 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $18,298,000 | 4,951 |
| U.S. Government securities | $16,710,000 | 4,335 |
| U.S. Treasury securities | $995,000 | 1,280 |
| U.S. Government agency obligations | $15,715,000 | 4,372 |
| Securities issued by states & political subdivisions | $163,000 | 6,203 |
| Other domestic debt securities | $1,425,000 | 1,987 |
| Privately issued residential mortgage-backed securities | $1,425,000 | 692 |
| 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 | $14,745,000 | 2,623 |
| Mortgage-backed securities | $15,174,000 | 2,286 |
| Certificates of participation in pools of residential mortgages | $6,985,000 | 2,815 |
| Issued or guaranteed by U.S. | $6,985,000 | 2,805 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,189,000 | 1,207 |
| CMOs issued by government agencies or sponsored agencies | $6,764,000 | 1,151 |
| Privately issued | $1,425,000 | 646 |
| 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) | $5,885,000 | 1,887 |
| Available-for-sale securities (fair market value) | $12,413,000 | 5,222 |
| Total debt securities | $18,298,000 | 4,902 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $15,465,000 | 5,411 |
| U.S. Government securities | $15,290,000 | 4,588 |
| U.S. Treasury securities | $994,000 | 1,341 |
| U.S. Government agency obligations | $14,296,000 | 4,635 |
| Securities issued by states & political subdivisions | $175,000 | 6,210 |
| 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 | $13,309,000 | 2,787 |
| Mortgage-backed securities | $12,309,000 | 2,627 |
| Certificates of participation in pools of residential mortgages | $7,703,000 | 2,699 |
| Issued or guaranteed by U.S. | $7,703,000 | 2,692 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $4,606,000 | 1,616 |
| CMOs issued by government agencies or sponsored agencies | $4,606,000 | 1,425 |
| 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) | $2,067,000 | 2,752 |
| Available-for-sale securities (fair market value) | $13,398,000 | 5,078 |
| Total debt securities | $15,465,000 | 5,346 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $16,369,000 | 5,282 |
| U.S. Government securities | $16,194,000 | 4,394 |
| U.S. Treasury securities | $996,000 | 1,365 |
| U.S. Government agency obligations | $15,198,000 | 4,440 |
| Securities issued by states & political subdivisions | $175,000 | 6,258 |
| 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 | $13,542,000 | 2,729 |
| Mortgage-backed securities | $13,194,000 | 2,521 |
| Certificates of participation in pools of residential mortgages | $8,210,000 | 2,645 |
| Issued or guaranteed by U.S. | $8,210,000 | 2,636 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,984,000 | 1,548 |
| CMOs issued by government agencies or sponsored agencies | $4,984,000 | 1,374 |
| 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) | $2,131,000 | 2,770 |
| Available-for-sale securities (fair market value) | $14,238,000 | 4,946 |
| Total debt securities | $16,369,000 | 5,209 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $15,697,000 | 5,439 |
| U.S. Government securities | $15,522,000 | 4,596 |
| U.S. Treasury securities | $993,000 | 1,441 |
| U.S. Government agency obligations | $14,529,000 | 4,635 |
| Securities issued by states & political subdivisions | $175,000 | 6,295 |
| 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 | $9,841,000 | 3,323 |
| Mortgage-backed securities | $12,051,000 | 2,692 |
| Certificates of participation in pools of residential mortgages | $8,616,000 | 2,598 |
| Issued or guaranteed by U.S. | $8,616,000 | 2,590 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,435,000 | 1,842 |
| CMOs issued by government agencies or sponsored agencies | $3,435,000 | 1,630 |
| 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) | $175,000 | 4,128 |
| Available-for-sale securities (fair market value) | $15,522,000 | 4,805 |
| Total debt securities | $15,697,000 | 5,370 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $14,874,000 | 5,581 |
| U.S. Government securities | $14,699,000 | 4,716 |
| U.S. Treasury securities | $1,004,000 | 1,392 |
| U.S. Government agency obligations | $13,695,000 | 4,754 |
| Securities issued by states & political subdivisions | $175,000 | 6,298 |
| 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 | $14,427,000 | 2,577 |
| Mortgage-backed securities | $13,188,000 | 2,618 |
| Certificates of participation in pools of residential mortgages | $8,687,000 | 2,626 |
| Issued or guaranteed by U.S. | $8,687,000 | 2,615 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,501,000 | 1,691 |
| CMOs issued by government agencies or sponsored agencies | $4,501,000 | 1,493 |
| 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) | $175,000 | 4,171 |
| Available-for-sale securities (fair market value) | $14,699,000 | 4,934 |
| Total debt securities | $14,874,000 | 5,498 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $15,611,000 | 5,517 |
| U.S. Government securities | $15,365,000 | 4,618 |
| U.S. Treasury securities | $999,000 | 1,524 |
| U.S. Government agency obligations | $14,366,000 | 4,656 |
| Securities issued by states & political subdivisions | $246,000 | 6,226 |
| 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 | $12,578,000 | 2,732 |
| Mortgage-backed securities | $13,853,000 | 2,537 |
| Certificates of participation in pools of residential mortgages | $9,079,000 | 2,564 |
| Issued or guaranteed by U.S. | $9,079,000 | 2,552 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,774,000 | 1,643 |
| CMOs issued by government agencies or sponsored agencies | $4,774,000 | 1,534 |
| 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) | $246,000 | 4,131 |
| Available-for-sale securities (fair market value) | $15,365,000 | 4,843 |
| Total debt securities | $15,611,000 | 5,422 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $15,797,000 | 5,390 |
| U.S. Government securities | $15,551,000 | 4,453 |
| U.S. Treasury securities | $1,001,000 | 1,555 |
| U.S. Government agency obligations | $14,550,000 | 4,467 |
| Securities issued by states & political subdivisions | $246,000 | 6,267 |
| 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 | $8,433,000 | 3,417 |
| Mortgage-backed securities | $14,032,000 | 2,499 |
| Certificates of participation in pools of residential mortgages | $9,823,000 | 2,418 |
| Issued or guaranteed by U.S. | $9,823,000 | 2,409 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,209,000 | 1,751 |
| CMOs issued by government agencies or sponsored agencies | $4,209,000 | 1,625 |
| 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) | $246,000 | 4,155 |
| Available-for-sale securities (fair market value) | $15,551,000 | 4,761 |
| Total debt securities | $15,797,000 | 5,304 |
| 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 | $9,265,000 | 6,666 |
| U.S. Government securities | $9,019,000 | 5,804 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,019,000 | 5,620 |
| Securities issued by states & political subdivisions | $246,000 | 6,279 |
| 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 | $6,424,000 | 3,904 |
| Mortgage-backed securities | $8,494,000 | 3,312 |
| Certificates of participation in pools of residential mortgages | $7,620,000 | 2,793 |
| Issued or guaranteed by U.S. | $7,620,000 | 2,781 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $874,000 | 3,135 |
| CMOs issued by government agencies or sponsored agencies | $874,000 | 2,983 |
| 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) | $246,000 | 4,211 |
| Available-for-sale securities (fair market value) | $9,019,000 | 5,959 |
| Total debt securities | $9,265,000 | 6,561 |
| 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 | $8,842,000 | 6,753 |
| U.S. Government securities | $8,596,000 | 5,962 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $8,596,000 | 5,782 |
| Securities issued by states & political subdivisions | $246,000 | 6,276 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,484,000 | 3,624 |
| Mortgage-backed securities | $7,065,000 | 3,603 |
| Certificates of participation in pools of residential mortgages | $6,220,000 | 3,073 |
| Issued or guaranteed by U.S. | $6,220,000 | 3,060 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $845,000 | 3,247 |
| CMOs issued by government agencies or sponsored agencies | $845,000 | 3,094 |
| 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) | $259,000 | 4,249 |
| Available-for-sale securities (fair market value) | $8,583,000 | 6,037 |
| Total debt securities | $8,843,000 | 6,656 |
| 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 | $7,192,000 | 7,239 |
| U.S. Government securities | $6,880,000 | 6,515 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $6,880,000 | 6,322 |
| Securities issued by states & political subdivisions | $312,000 | 6,130 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,476,000 | 4,241 |
| Mortgage-backed securities | $5,332,000 | 4,044 |
| Certificates of participation in pools of residential mortgages | $3,801,000 | 3,801 |
| Issued or guaranteed by U.S. | $3,801,000 | 3,788 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,531,000 | 2,852 |
| CMOs issued by government agencies or sponsored agencies | $1,531,000 | 2,716 |
| 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) | $336,000 | 4,220 |
| Available-for-sale securities (fair market value) | $6,856,000 | 6,485 |
| Total debt securities | $7,192,000 | 7,153 |
| 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 | $8,458,000 | 6,901 |
| U.S. Government securities | $8,083,000 | 6,084 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,083,000 | 5,849 |
| Securities issued by states & political subdivisions | $375,000 | 6,149 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,710,000 | 4,128 |
| Mortgage-backed securities | $6,505,000 | 3,589 |
| Certificates of participation in pools of residential mortgages | $4,920,000 | 3,165 |
| Issued or guaranteed by U.S. | $4,920,000 | 3,151 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,585,000 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $1,585,000 | 2,764 |
| 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) | $451,000 | 4,346 |
| Available-for-sale securities (fair market value) | $8,007,000 | 6,143 |
| Total debt securities | $8,458,000 | 6,794 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $12,142,000 | 6,208 |
| U.S. Government securities | $11,284,000 | 5,453 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $11,284,000 | 5,124 |
| Securities issued by states & political subdivisions | $433,000 | 6,200 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $425,000 | 4,185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,709,000 | 3,036 |
| Mortgage-backed securities | $4,792,000 | 3,462 |
| Certificates of participation in pools of residential mortgages | $2,360,000 | 3,725 |
| Issued or guaranteed by U.S. | $2,360,000 | 3,709 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,432,000 | 2,126 |
| CMOs issued by government agencies or sponsored agencies | $2,432,000 | 1,979 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $630,000 | 4,778 |
| Available-for-sale securities (fair market value) | $11,512,000 | 5,352 |
| Total debt securities | $11,717,000 | 6,178 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $10,547,000 | 6,902 |
| U.S. Government securities | $9,723,000 | 6,185 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $9,723,000 | 5,684 |
| Securities issued by states & political subdivisions | $489,000 | 6,413 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $335,000 | 4,604 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,754,000 | 3,998 |
| Mortgage-backed securities | $3,884,000 | 4,025 |
| Certificates of participation in pools of residential mortgages | $1,211,000 | 4,826 |
| Issued or guaranteed by U.S. | $1,211,000 | 4,810 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,673,000 | 2,183 |
| CMOs issued by government agencies or sponsored agencies | $2,673,000 | 2,040 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $916,000 | 4,942 |
| Available-for-sale securities (fair market value) | $9,631,000 | 5,970 |
| Total debt securities | $10,212,000 | 6,892 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $11,565,000 | 6,646 |
| U.S. Government securities | $10,750,000 | 5,860 |
| U.S. Treasury securities | $502,000 | 5,989 |
| U.S. Government agency obligations | $10,248,000 | 5,219 |
| Securities issued by states & political subdivisions | $615,000 | 6,366 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $200,000 | 5,434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,972,000 | 6,209 |
| Mortgage-backed securities | $4,639,000 | 3,976 |
| Certificates of participation in pools of residential mortgages | $1,684,000 | 4,616 |
| Issued or guaranteed by U.S. | $1,684,000 | 4,595 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,955,000 | 2,240 |
| CMOs issued by government agencies or sponsored agencies | $2,955,000 | 2,114 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,822,000 | 4,876 |
| Available-for-sale securities (fair market value) | $9,743,000 | 5,845 |
| Total debt securities | $11,365,000 | 6,565 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $8,323,000 | 7,986 |
| U.S. Government securities | $7,371,000 | 7,501 |
| U.S. Treasury securities | $1,502,000 | 5,717 |
| U.S. Government agency obligations | $5,869,000 | 6,889 |
| Securities issued by states & political subdivisions | $667,000 | 6,421 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $285,000 | 4,748 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,745,000 | 4,169 |
| Mortgage-backed securities | $3,111,000 | 4,718 |
| Certificates of participation in pools of residential mortgages | $2,631,000 | 3,964 |
| Issued or guaranteed by U.S. | $2,631,000 | 3,947 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $480,000 | 4,069 |
| CMOs issued by government agencies or sponsored agencies | $480,000 | 3,927 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,587,000 | 5,270 |
| Available-for-sale securities (fair market value) | $5,736,000 | 7,172 |
| Total debt securities | $8,037,000 | 7,961 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $9,507,000 | 8,108 |
| U.S. Government securities | $8,757,000 | 7,500 |
| U.S. Treasury securities | $1,502,000 | 6,558 |
| U.S. Government agency obligations | $7,255,000 | 6,581 |
| Securities issued by states & political subdivisions | $465,000 | 7,160 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $285,000 | 4,624 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,322,000 | 4,051 |
| Mortgage-backed securities | $3,490,000 | 4,939 |
| Certificates of participation in pools of residential mortgages | $3,008,000 | 4,088 |
| Issued or guaranteed by U.S. | $3,008,000 | 4,067 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $482,000 | 4,517 |
| CMOs issued by government agencies or sponsored agencies | $482,000 | 4,358 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,654,000 | 5,857 |
| Available-for-sale securities (fair market value) | $6,853,000 | 7,038 |
| Total debt securities | $9,222,000 | 8,079 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $10,477,000 | 8,116 |
| U.S. Government securities | $9,228,000 | 7,620 |
| U.S. Treasury securities | $4,262,000 | 5,035 |
| U.S. Government agency obligations | $4,966,000 | 7,731 |
| Securities issued by states & political subdivisions | $512,000 | 7,304 |
| Other domestic debt securities | $480,000 | 3,288 |
| Privately issued residential mortgage-backed securities | $480,000 | 1,204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $257,000 | 4,553 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,648,000 | 3,941 |
| Mortgage-backed securities | $2,642,000 | 5,766 |
| Certificates of participation in pools of residential mortgages | $2,162,000 | 4,775 |
| Issued or guaranteed by U.S. | $2,162,000 | 4,748 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $480,000 | 4,982 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $480,000 | 948 |
| 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) | $4,024,000 | 5,458 |
| Available-for-sale securities (fair market value) | $6,453,000 | 7,364 |
| Total debt securities | $10,220,000 | 8,079 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $7,025,000 | 9,922 |
| U.S. Government securities | $6,409,000 | 9,442 |
| U.S. Treasury securities | $4,282,000 | 6,040 |
| U.S. Government agency obligations | $2,127,000 | 9,796 |
| Securities issued by states & political subdivisions | $517,000 | 7,638 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $99,000 | 5,997 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,717,000 | 7,392 |
| Mortgage-backed securities | $1,877,000 | 6,780 |
| Certificates of participation in pools of residential mortgages | $1,419,000 | 5,845 |
| Issued or guaranteed by U.S. | $1,419,000 | 5,819 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $458,000 | 5,364 |
| CMOs issued by government agencies or sponsored agencies | $458,000 | 5,138 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,919,000 | 7,492 |
| Available-for-sale securities (fair market value) | $1,106,000 | 9,564 |
| Total debt securities | $6,926,000 | 9,861 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $3,650,000 | 11,882 |
| U.S. Government securities | $3,574,000 | 11,351 |
| U.S. Treasury securities | $3,009,000 | 7,349 |
| U.S. Government agency obligations | $565,000 | 11,613 |
| Securities issued by states & political subdivisions | $55,000 | 9,535 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $21,000 | 7,741 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,174,000 | 8,243 |
| Mortgage-backed securities | $565,000 | 9,104 |
| Certificates of participation in pools of residential mortgages | $65,000 | 9,559 |
| Issued or guaranteed by U.S. | $65,000 | 9,509 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $500,000 | 5,704 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 5,452 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,629,000 | 11,762 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $5,956,000 | 11,090 |
| U.S. Government securities | $5,511,000 | 10,461 |
| U.S. Treasury securities | $3,504,000 | 7,054 |
| U.S. Government agency obligations | $2,007,000 | 10,511 |
| Securities issued by states & political subdivisions | $345,000 | 8,174 |
| Other domestic debt securities | $100,000 | 6,649 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 5,148 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $746,000 | 9,235 |
| Mortgage-backed securities | $1,194,000 | 8,649 |
| Certificates of participation in pools of residential mortgages | $196,000 | 9,477 |
| Issued or guaranteed by U.S. | $196,000 | 9,404 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $998,000 | 5,083 |
| CMOs issued by government agencies or sponsored agencies | $998,000 | 4,709 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,956,000 | 10,948 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |