Home > Delta Trust & Bank > Securities
Delta Trust & Bank, Securities
| 2014-09-30 | Rank | |
| Total securities | $45,539,000 | 2,815 |
| U.S. Government securities | $25,661,000 | 2,966 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $25,661,000 | 2,869 |
| Securities issued by states & political subdivisions | $18,118,000 | 1,997 |
| Other domestic debt securities | $1,671,000 | 1,493 |
| 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 | $1,671,000 | 1,148 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $89,000 | 907 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,265,000 | 1,761 |
| Mortgage-backed securities | $1,667,000 | 4,584 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,667,000 | 2,573 |
| CMOs issued by government agencies or sponsored agencies | $1,667,000 | 2,487 |
| 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) | $18,118,000 | 826 |
| Available-for-sale securities (fair market value) | $27,421,000 | 3,463 |
| Total debt securities | $45,450,000 | 2,791 |
| Structured notes | ||
| Amortized cost | $19,486,000 | 199 |
| Fair value | $19,494,000 | 194 |
| 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 | $63,126,000 | 2,211 |
| U.S. Government securities | $42,869,000 | 2,139 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $42,869,000 | 2,065 |
| Securities issued by states & political subdivisions | $18,217,000 | 2,003 |
| Other domestic debt securities | $1,970,000 | 1,467 |
| 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 | $1,970,000 | 1,136 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $70,000 | 970 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,112,000 | 1,434 |
| Mortgage-backed securities | $13,193,000 | 2,823 |
| Certificates of participation in pools of residential mortgages | $6,842,000 | 3,096 |
| Issued or guaranteed by U.S. | $6,842,000 | 3,095 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,351,000 | 1,666 |
| CMOs issued by government agencies or sponsored agencies | $6,351,000 | 1,593 |
| 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) | $16,226,000 | 881 |
| Available-for-sale securities (fair market value) | $46,900,000 | 2,549 |
| Total debt securities | $63,056,000 | 2,198 |
| Structured notes | ||
| Amortized cost | $25,485,000 | 167 |
| Fair value | $25,225,000 | 161 |
| 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 | $65,347,000 | 2,180 |
| U.S. Government securities | $44,004,000 | 2,104 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $44,004,000 | 2,041 |
| Securities issued by states & political subdivisions | $18,948,000 | 1,932 |
| Other domestic debt securities | $2,325,000 | 1,372 |
| 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 | $2,325,000 | 1,050 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $70,000 | 982 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,351,000 | 1,423 |
| Mortgage-backed securities | $13,975,000 | 2,782 |
| Certificates of participation in pools of residential mortgages | $7,299,000 | 3,047 |
| Issued or guaranteed by U.S. | $7,299,000 | 3,047 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $6,676,000 | 1,644 |
| CMOs issued by government agencies or sponsored agencies | $6,676,000 | 1,572 |
| 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) | $16,956,000 | 856 |
| Available-for-sale securities (fair market value) | $48,391,000 | 2,498 |
| Total debt securities | $65,277,000 | 2,163 |
| Structured notes | ||
| Amortized cost | $25,984,000 | 172 |
| Fair value | $25,607,000 | 164 |
| 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 | $65,535,000 | 2,163 |
| U.S. Government securities | $43,240,000 | 2,123 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $43,240,000 | 2,062 |
| Securities issued by states & political subdivisions | $19,348,000 | 1,895 |
| Other domestic debt securities | $2,878,000 | 1,298 |
| 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 | $2,878,000 | 975 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $69,000 | 987 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,747,000 | 1,417 |
| Mortgage-backed securities | $14,277,000 | 2,743 |
| Certificates of participation in pools of residential mortgages | $7,585,000 | 2,999 |
| Issued or guaranteed by U.S. | $7,585,000 | 2,997 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $6,692,000 | 1,658 |
| CMOs issued by government agencies or sponsored agencies | $6,692,000 | 1,570 |
| 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) | $17,365,000 | 830 |
| Available-for-sale securities (fair market value) | $48,170,000 | 2,519 |
| Total debt securities | $65,466,000 | 2,142 |
| Structured notes | ||
| Amortized cost | $24,983,000 | 173 |
| Fair value | $24,548,000 | 157 |
| 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 | $67,075,000 | 2,141 |
| U.S. Government securities | $44,188,000 | 2,106 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $44,188,000 | 2,048 |
| Securities issued by states & political subdivisions | $19,920,000 | 1,859 |
| Other domestic debt securities | $2,898,000 | 1,330 |
| 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 | $2,898,000 | 1,007 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $69,000 | 990 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,424,000 | 1,384 |
| Mortgage-backed securities | $15,238,000 | 2,695 |
| Certificates of participation in pools of residential mortgages | $8,006,000 | 2,941 |
| Issued or guaranteed by U.S. | $8,006,000 | 2,938 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,232,000 | 1,616 |
| CMOs issued by government agencies or sponsored agencies | $7,232,000 | 1,531 |
| 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) | $17,924,000 | 800 |
| Available-for-sale securities (fair market value) | $49,151,000 | 2,485 |
| Total debt securities | $67,006,000 | 2,121 |
| Structured notes | ||
| Amortized cost | $24,495,000 | 171 |
| Fair value | $24,044,000 | 163 |
| 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 | $69,335,000 | 2,078 |
| U.S. Government securities | $46,043,000 | 2,003 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $46,043,000 | 1,948 |
| Securities issued by states & political subdivisions | $20,177,000 | 1,821 |
| Other domestic debt securities | $3,046,000 | 1,316 |
| 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 | $3,046,000 | 984 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $69,000 | 1,002 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,249,000 | 1,342 |
| Mortgage-backed securities | $16,984,000 | 2,570 |
| Certificates of participation in pools of residential mortgages | $8,860,000 | 2,781 |
| Issued or guaranteed by U.S. | $8,860,000 | 2,779 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,124,000 | 1,549 |
| CMOs issued by government agencies or sponsored agencies | $8,124,000 | 1,465 |
| 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) | $18,159,000 | 746 |
| Available-for-sale securities (fair market value) | $51,176,000 | 2,398 |
| Total debt securities | $69,266,000 | 2,047 |
| Structured notes | ||
| Amortized cost | $24,495,000 | 165 |
| Fair value | $24,128,000 | 160 |
| 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 | $73,420,000 | 1,999 |
| U.S. Government securities | $50,182,000 | 1,902 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $50,182,000 | 1,849 |
| Securities issued by states & political subdivisions | $20,329,000 | 1,797 |
| Other domestic debt securities | $2,837,000 | 1,370 |
| 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 | $2,837,000 | 1,008 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $72,000 | 1,012 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,888,000 | 1,344 |
| Mortgage-backed securities | $18,185,000 | 2,521 |
| Certificates of participation in pools of residential mortgages | $9,009,000 | 2,803 |
| Issued or guaranteed by U.S. | $9,009,000 | 2,802 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,176,000 | 1,500 |
| CMOs issued by government agencies or sponsored agencies | $9,176,000 | 1,412 |
| 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) | $18,295,000 | 697 |
| Available-for-sale securities (fair market value) | $55,125,000 | 2,301 |
| Total debt securities | $73,348,000 | 1,976 |
| Structured notes | ||
| Amortized cost | $26,494,000 | 153 |
| Fair value | $26,482,000 | 152 |
| 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 | $65,425,000 | 2,139 |
| U.S. Government securities | $43,159,000 | 2,101 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $43,159,000 | 2,044 |
| Securities issued by states & political subdivisions | $19,125,000 | 1,865 |
| Other domestic debt securities | $3,070,000 | 1,293 |
| 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 | $3,070,000 | 931 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $71,000 | 995 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,932,000 | 1,309 |
| Mortgage-backed securities | $18,160,000 | 2,524 |
| Certificates of participation in pools of residential mortgages | $8,460,000 | 2,879 |
| Issued or guaranteed by U.S. | $8,460,000 | 2,877 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $9,700,000 | 1,527 |
| CMOs issued by government agencies or sponsored agencies | $9,700,000 | 1,431 |
| 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) | $17,597,000 | 710 |
| Available-for-sale securities (fair market value) | $47,828,000 | 2,515 |
| Total debt securities | $65,354,000 | 2,119 |
| Structured notes | ||
| Amortized cost | $19,496,000 | 233 |
| Fair value | $19,484,000 | 233 |
| 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 | $62,167,000 | 2,260 |
| U.S. Government securities | $42,492,000 | 2,175 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $42,492,000 | 2,124 |
| Securities issued by states & political subdivisions | $16,783,000 | 2,025 |
| Other domestic debt securities | $2,821,000 | 1,394 |
| 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 | $2,821,000 | 1,030 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $71,000 | 991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,101,000 | 1,289 |
| Mortgage-backed securities | $15,223,000 | 2,894 |
| Certificates of participation in pools of residential mortgages | $9,227,000 | 2,907 |
| Issued or guaranteed by U.S. | $9,227,000 | 2,906 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $5,996,000 | 1,963 |
| CMOs issued by government agencies or sponsored agencies | $5,996,000 | 1,869 |
| 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) | $16,390,000 | 759 |
| Available-for-sale securities (fair market value) | $45,777,000 | 2,639 |
| Total debt securities | $62,096,000 | 2,239 |
| Structured notes | ||
| Amortized cost | $18,244,000 | 254 |
| Fair value | $18,257,000 | 253 |
| 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 | $61,550,000 | 2,263 |
| U.S. Government securities | $43,420,000 | 2,146 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $43,420,000 | 2,098 |
| Securities issued by states & political subdivisions | $15,294,000 | 2,114 |
| Other domestic debt securities | $2,764,000 | 1,416 |
| 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 | $2,764,000 | 1,046 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $72,000 | 1,013 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,144,000 | 1,307 |
| Mortgage-backed securities | $13,513,000 | 3,092 |
| Certificates of participation in pools of residential mortgages | $8,844,000 | 2,997 |
| Issued or guaranteed by U.S. | $8,844,000 | 2,997 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,669,000 | 2,180 |
| CMOs issued by government agencies or sponsored agencies | $4,669,000 | 2,083 |
| 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) | $15,057,000 | 793 |
| Available-for-sale securities (fair market value) | $46,493,000 | 2,622 |
| Total debt securities | $61,478,000 | 2,246 |
| Structured notes | ||
| Amortized cost | $20,844,000 | 236 |
| Fair value | $20,883,000 | 236 |
| 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 | $63,082,000 | 2,222 |
| U.S. Government securities | $46,693,000 | 2,068 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $46,693,000 | 2,022 |
| Securities issued by states & political subdivisions | $13,859,000 | 2,201 |
| Other domestic debt securities | $2,460,000 | 1,468 |
| 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 | $2,460,000 | 1,077 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $70,000 | 992 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,979,000 | 1,316 |
| Mortgage-backed securities | $12,439,000 | 3,209 |
| Certificates of participation in pools of residential mortgages | $7,639,000 | 3,170 |
| Issued or guaranteed by U.S. | $7,639,000 | 3,168 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,800,000 | 2,174 |
| CMOs issued by government agencies or sponsored agencies | $4,800,000 | 2,066 |
| 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) | $13,621,000 | 850 |
| Available-for-sale securities (fair market value) | $49,461,000 | 2,467 |
| Total debt securities | $63,012,000 | 2,207 |
| Structured notes | ||
| Amortized cost | $25,855,000 | 221 |
| Fair value | $25,783,000 | 220 |
| 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 | $66,335,000 | 2,079 |
| U.S. Government securities | $50,183,000 | 1,892 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $50,183,000 | 1,841 |
| Securities issued by states & political subdivisions | $13,698,000 | 2,177 |
| Other domestic debt securities | $2,382,000 | 1,476 |
| 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 | $2,382,000 | 1,026 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $72,000 | 994 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,243,000 | 1,222 |
| Mortgage-backed securities | $7,115,000 | 3,847 |
| Certificates of participation in pools of residential mortgages | $7,115,000 | 3,171 |
| Issued or guaranteed by U.S. | $7,115,000 | 3,170 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| 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) | $13,461,000 | 862 |
| Available-for-sale securities (fair market value) | $52,874,000 | 2,264 |
| Total debt securities | $66,263,000 | 2,059 |
| Structured notes | ||
| Amortized cost | $32,644,000 | 154 |
| Fair value | $32,706,000 | 153 |
| 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 | $68,091,000 | 1,979 |
| U.S. Government securities | $54,364,000 | 1,719 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $54,364,000 | 1,672 |
| Securities issued by states & political subdivisions | $11,345,000 | 2,389 |
| Other domestic debt securities | $2,306,000 | 1,503 |
| 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 | $2,306,000 | 1,016 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $76,000 | 1,033 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,014,000 | 1,212 |
| Mortgage-backed securities | $4,696,000 | 4,254 |
| Certificates of participation in pools of residential mortgages | $4,696,000 | 3,639 |
| Issued or guaranteed by U.S. | $4,696,000 | 3,627 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $11,080,000 | 961 |
| Available-for-sale securities (fair market value) | $57,011,000 | 2,069 |
| Total debt securities | $68,015,000 | 1,966 |
| Structured notes | ||
| Amortized cost | $41,295,000 | 113 |
| Fair value | $41,393,000 | 113 |
| 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 | $75,730,000 | 1,789 |
| U.S. Government securities | $64,255,000 | 1,531 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $64,255,000 | 1,485 |
| Securities issued by states & political subdivisions | $9,791,000 | 2,542 |
| Other domestic debt securities | $1,609,000 | 1,662 |
| 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 | $1,609,000 | 1,118 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $75,000 | 1,051 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,060,000 | 1,248 |
| Mortgage-backed securities | $1,185,000 | 5,138 |
| Certificates of participation in pools of residential mortgages | $1,185,000 | 4,718 |
| Issued or guaranteed by U.S. | $1,185,000 | 4,710 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $9,525,000 | 1,045 |
| Available-for-sale securities (fair market value) | $66,205,000 | 1,820 |
| Total debt securities | $75,655,000 | 1,773 |
| Structured notes | ||
| Amortized cost | $53,363,000 | 97 |
| Fair value | $53,113,000 | 97 |
| 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 | $91,016,000 | 1,525 |
| U.S. Government securities | $79,290,000 | 1,254 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $79,290,000 | 1,208 |
| Securities issued by states & political subdivisions | $9,856,000 | 2,500 |
| Other domestic debt securities | $1,796,000 | 1,659 |
| 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 | $1,796,000 | 1,109 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $74,000 | 1,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,932,000 | 1,354 |
| Mortgage-backed securities | $1,227,000 | 5,091 |
| Certificates of participation in pools of residential mortgages | $1,227,000 | 4,663 |
| Issued or guaranteed by U.S. | $1,227,000 | 4,655 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $9,591,000 | 1,052 |
| Available-for-sale securities (fair market value) | $81,425,000 | 1,512 |
| Total debt securities | $90,942,000 | 1,505 |
| Structured notes | ||
| Amortized cost | $65,612,000 | 80 |
| Fair value | $64,334,000 | 81 |
| 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 | $92,007,000 | 1,449 |
| U.S. Government securities | $80,733,000 | 1,159 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $80,733,000 | 1,106 |
| Securities issued by states & political subdivisions | $9,458,000 | 2,538 |
| Other domestic debt securities | $1,737,000 | 1,771 |
| 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 | $1,737,000 | 1,109 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $79,000 | 1,040 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,932,000 | 1,214 |
| Mortgage-backed securities | $1,272,000 | 5,054 |
| Certificates of participation in pools of residential mortgages | $1,272,000 | 4,561 |
| Issued or guaranteed by U.S. | $1,272,000 | 4,554 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $9,192,000 | 1,069 |
| Available-for-sale securities (fair market value) | $82,815,000 | 1,424 |
| Total debt securities | $91,928,000 | 1,432 |
| Structured notes | ||
| Amortized cost | $64,662,000 | 70 |
| Fair value | $63,203,000 | 70 |
| 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 | $80,219,000 | 1,596 |
| U.S. Government securities | $71,277,000 | 1,272 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $71,277,000 | 1,219 |
| Securities issued by states & political subdivisions | $6,881,000 | 2,922 |
| Other domestic debt securities | $1,982,000 | 1,759 |
| 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 | $1,982,000 | 1,064 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $79,000 | 1,079 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,659,000 | 1,752 |
| Mortgage-backed securities | $1,279,000 | 5,088 |
| Certificates of participation in pools of residential mortgages | $1,279,000 | 4,562 |
| Issued or guaranteed by U.S. | $1,279,000 | 4,555 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $80,219,000 | 1,430 |
| Total debt securities | $80,140,000 | 1,579 |
| Structured notes | ||
| Amortized cost | $48,240,000 | 89 |
| Fair value | $48,491,000 | 88 |
| 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 | $63,241,000 | 1,947 |
| U.S. Government securities | $58,167,000 | 1,543 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $58,167,000 | 1,486 |
| Securities issued by states & political subdivisions | $3,462,000 | 3,726 |
| Other domestic debt securities | $1,533,000 | 1,875 |
| 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 | $1,533,000 | 1,113 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $79,000 | 1,119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,725,000 | 1,712 |
| Mortgage-backed securities | $1,484,000 | 5,017 |
| Certificates of participation in pools of residential mortgages | $1,484,000 | 4,518 |
| Issued or guaranteed by U.S. | $1,484,000 | 4,511 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $63,241,000 | 1,739 |
| Total debt securities | $63,162,000 | 1,927 |
| Structured notes | ||
| Amortized cost | $27,637,000 | 209 |
| Fair value | $27,702,000 | 210 |
| 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 | $52,581,000 | 2,294 |
| U.S. Government securities | $48,817,000 | 1,831 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $48,817,000 | 1,774 |
| Securities issued by states & political subdivisions | $2,268,000 | 4,173 |
| Other domestic debt securities | $1,417,000 | 1,989 |
| 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 | $1,417,000 | 1,183 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $79,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,129,000 | 1,735 |
| Mortgage-backed securities | $1,522,000 | 5,097 |
| Certificates of participation in pools of residential mortgages | $1,522,000 | 4,633 |
| Issued or guaranteed by U.S. | $1,522,000 | 4,623 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $52,581,000 | 2,048 |
| Total debt securities | $52,502,000 | 2,268 |
| Structured notes | ||
| Amortized cost | $15,780,000 | 348 |
| Fair value | $15,730,000 | 348 |
| 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 | $43,016,000 | 2,702 |
| U.S. Government securities | $39,431,000 | 2,133 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $39,431,000 | 2,071 |
| Securities issued by states & political subdivisions | $2,164,000 | 4,256 |
| Other domestic debt securities | $1,343,000 | 2,082 |
| 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 | $1,343,000 | 1,238 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $78,000 | 1,212 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,869,000 | 1,769 |
| Mortgage-backed securities | $1,563,000 | 5,160 |
| Certificates of participation in pools of residential mortgages | $1,563,000 | 4,695 |
| Issued or guaranteed by U.S. | $1,563,000 | 4,686 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $43,016,000 | 2,409 |
| Total debt securities | $42,938,000 | 2,684 |
| Structured notes | ||
| Amortized cost | $10,987,000 | 393 |
| Fair value | $10,742,000 | 396 |
| 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 | $37,346,000 | 3,001 |
| U.S. Government securities | $33,804,000 | 2,446 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $33,804,000 | 2,385 |
| Securities issued by states & political subdivisions | $2,012,000 | 4,359 |
| Other domestic debt securities | $1,454,000 | 2,151 |
| 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 | $1,454,000 | 1,290 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $76,000 | 1,308 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,262,000 | 1,506 |
| Mortgage-backed securities | $1,625,000 | 5,233 |
| Certificates of participation in pools of residential mortgages | $1,625,000 | 4,768 |
| Issued or guaranteed by U.S. | $1,625,000 | 4,758 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $37,346,000 | 2,680 |
| Total debt securities | $37,270,000 | 2,980 |
| Structured notes | ||
| Amortized cost | $6,691,000 | 413 |
| Fair value | $6,578,000 | 416 |
| 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 | $28,461,000 | 3,566 |
| U.S. Government securities | $24,733,000 | 3,024 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $24,733,000 | 2,959 |
| Securities issued by states & political subdivisions | $1,949,000 | 4,372 |
| Other domestic debt securities | $1,707,000 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,707,000 | 1,226 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $72,000 | 1,306 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,765,000 | 3,082 |
| Mortgage-backed securities | $1,731,000 | 5,239 |
| Certificates of participation in pools of residential mortgages | $1,731,000 | 4,780 |
| Issued or guaranteed by U.S. | $1,731,000 | 4,766 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $28,461,000 | 3,203 |
| Total debt securities | $28,389,000 | 3,532 |
| Structured notes | ||
| Amortized cost | $3,750,000 | 463 |
| Fair value | $3,525,000 | 481 |
| 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 | $29,920,000 | 3,483 |
| U.S. Government securities | $27,387,000 | 2,850 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $27,387,000 | 2,784 |
| Securities issued by states & political subdivisions | $1,549,000 | 4,499 |
| Other domestic debt securities | $915,000 | 2,427 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $915,000 | 1,633 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $69,000 | 1,321 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,680,000 | 3,137 |
| Mortgage-backed securities | $1,934,000 | 5,245 |
| Certificates of participation in pools of residential mortgages | $1,934,000 | 4,783 |
| Issued or guaranteed by U.S. | $1,934,000 | 4,768 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $29,920,000 | 3,107 |
| Total debt securities | $29,851,000 | 3,464 |
| Structured notes | ||
| Amortized cost | $748,000 | 1,155 |
| Fair value | $749,000 | 1,142 |
| 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 | $30,027,000 | 3,454 |
| U.S. Government securities | $27,602,000 | 2,838 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $27,602,000 | 2,782 |
| Securities issued by states & political subdivisions | $1,524,000 | 4,472 |
| Other domestic debt securities | $836,000 | 2,429 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $836,000 | 1,652 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $65,000 | 1,321 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,741,000 | 3,022 |
| Mortgage-backed securities | $1,979,000 | 5,210 |
| Certificates of participation in pools of residential mortgages | $1,979,000 | 4,748 |
| Issued or guaranteed by U.S. | $1,979,000 | 4,733 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $30,027,000 | 3,082 |
| Total debt securities | $29,962,000 | 3,424 |
| Structured notes | ||
| Amortized cost | $748,000 | 1,205 |
| Fair value | $749,000 | 1,201 |
| 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 | $29,128,000 | 3,469 |
| U.S. Government securities | $26,869,000 | 2,820 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $26,869,000 | 2,768 |
| Securities issued by states & political subdivisions | $1,419,000 | 4,515 |
| Other domestic debt securities | $770,000 | 2,413 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $770,000 | 1,653 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $70,000 | 1,455 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,151,000 | 3,765 |
| Mortgage-backed securities | $2,046,000 | 5,138 |
| Certificates of participation in pools of residential mortgages | $2,046,000 | 4,675 |
| Issued or guaranteed by U.S. | $2,046,000 | 4,660 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $29,128,000 | 3,071 |
| Total debt securities | $29,058,000 | 3,438 |
| Structured notes | ||
| Amortized cost | $1,014,000 | 918 |
| Fair value | $1,001,000 | 961 |
| 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 | $29,248,000 | 3,513 |
| U.S. Government securities | $26,296,000 | 2,905 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $26,296,000 | 2,856 |
| Securities issued by states & political subdivisions | $1,537,000 | 4,495 |
| Other domestic debt securities | $1,346,000 | 2,086 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,346,000 | 1,406 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $69,000 | 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 | $6,573,000 | 4,103 |
| Mortgage-backed securities | $2,158,000 | 5,101 |
| Certificates of participation in pools of residential mortgages | $2,158,000 | 4,635 |
| Issued or guaranteed by U.S. | $2,158,000 | 4,616 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $29,248,000 | 3,117 |
| Total debt securities | $29,179,000 | 3,479 |
| Structured notes | ||
| Amortized cost | $1,263,000 | 895 |
| Fair value | $1,250,000 | 894 |
| 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 | $27,946,000 | 3,597 |
| U.S. Government securities | $24,885,000 | 3,033 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $24,885,000 | 2,980 |
| Securities issued by states & political subdivisions | $1,506,000 | 4,533 |
| Other domestic debt securities | $1,483,000 | 1,955 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,483,000 | 1,312 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $72,000 | 1,706 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,429,000 | 2,990 |
| Mortgage-backed securities | $2,408,000 | 4,931 |
| Certificates of participation in pools of residential mortgages | $2,408,000 | 4,432 |
| Issued or guaranteed by U.S. | $2,408,000 | 4,414 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $27,946,000 | 3,216 |
| Total debt securities | $27,874,000 | 3,556 |
| Structured notes | ||
| Amortized cost | $3,835,000 | 400 |
| Fair value | $3,853,000 | 405 |
| 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 | $29,644,000 | 3,485 |
| U.S. Government securities | $26,874,000 | 2,902 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $26,874,000 | 2,845 |
| Securities issued by states & political subdivisions | $1,350,000 | 4,637 |
| Other domestic debt securities | $1,350,000 | 1,856 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,350,000 | 1,269 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $70,000 | 1,659 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,168,000 | 3,213 |
| Mortgage-backed securities | $2,646,000 | 4,617 |
| Certificates of participation in pools of residential mortgages | $2,646,000 | 4,058 |
| Issued or guaranteed by U.S. | $2,646,000 | 4,042 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $29,644,000 | 3,085 |
| Total debt securities | $29,565,000 | 3,442 |
| Structured notes | ||
| Amortized cost | $9,321,000 | 250 |
| Fair value | $9,275,000 | 251 |
| 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 | $28,627,000 | 3,558 |
| U.S. Government securities | $26,125,000 | 3,004 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $26,125,000 | 2,942 |
| Securities issued by states & political subdivisions | $1,356,000 | 4,626 |
| Other domestic debt securities | $1,077,000 | 1,902 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,077,000 | 1,312 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $69,000 | 1,600 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,021,000 | 2,791 |
| Mortgage-backed securities | $2,853,000 | 4,415 |
| Certificates of participation in pools of residential mortgages | $2,852,000 | 3,826 |
| Issued or guaranteed by U.S. | $2,852,000 | 3,810 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,000 | 3,665 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,301 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $28,627,000 | 3,135 |
| Total debt securities | $28,558,000 | 3,521 |
| Structured notes | ||
| Amortized cost | $9,671,000 | 303 |
| Fair value | $9,468,000 | 309 |
| 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 | $27,512,000 | 3,646 |
| U.S. Government securities | $24,974,000 | 3,111 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $24,974,000 | 3,037 |
| Securities issued by states & political subdivisions | $1,352,000 | 4,643 |
| Other domestic debt securities | $1,119,000 | 1,830 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,119,000 | 1,264 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $67,000 | 1,631 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,478,000 | 3,332 |
| Mortgage-backed securities | $3,198,000 | 4,239 |
| Certificates of participation in pools of residential mortgages | $3,193,000 | 3,630 |
| Issued or guaranteed by U.S. | $3,193,000 | 3,617 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,000 | 3,607 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,258 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $27,512,000 | 3,199 |
| Total debt securities | $27,444,000 | 3,613 |
| Structured notes | ||
| Amortized cost | $9,870,000 | 315 |
| Fair value | $9,539,000 | 323 |
| 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 | $28,520,000 | 3,556 |
| U.S. Government securities | $26,095,000 | 3,012 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $26,095,000 | 2,934 |
| Securities issued by states & political subdivisions | $1,198,000 | 4,793 |
| Other domestic debt securities | $1,158,000 | 1,825 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,158,000 | 1,273 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $69,000 | 1,647 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,981,000 | 3,098 |
| Mortgage-backed securities | $3,673,000 | 4,040 |
| Certificates of participation in pools of residential mortgages | $3,665,000 | 3,423 |
| Issued or guaranteed by U.S. | $3,665,000 | 3,403 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $8,000 | 3,565 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,239 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $28,520,000 | 3,103 |
| Total debt securities | $28,452,000 | 3,528 |
| Structured notes | ||
| Amortized cost | $9,869,000 | 341 |
| Fair value | $9,680,000 | 344 |
| 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 | $27,465,000 | 3,679 |
| U.S. Government securities | $25,720,000 | 3,098 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $25,720,000 | 3,011 |
| Securities issued by states & political subdivisions | $450,000 | 5,517 |
| Other domestic debt securities | $1,180,000 | 1,827 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,180,000 | 1,289 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $115,000 | 1,611 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,480,000 | 3,025 |
| Mortgage-backed securities | $3,938,000 | 3,952 |
| Certificates of participation in pools of residential mortgages | $3,925,000 | 3,344 |
| Issued or guaranteed by U.S. | $3,925,000 | 3,329 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $13,000 | 3,554 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,234 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $27,465,000 | 3,223 |
| Total debt securities | $27,350,000 | 3,640 |
| Structured notes | ||
| Amortized cost | $10,118,000 | 351 |
| Fair value | $9,852,000 | 367 |
| 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 | $27,386,000 | 3,731 |
| U.S. Government securities | $25,623,000 | 3,130 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $25,623,000 | 3,047 |
| Securities issued by states & political subdivisions | $459,000 | 5,560 |
| Other domestic debt securities | $1,191,000 | 1,836 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,191,000 | 1,310 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $113,000 | 1,659 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,116,000 | 4,016 |
| Mortgage-backed securities | $4,245,000 | 3,841 |
| Certificates of participation in pools of residential mortgages | $4,226,000 | 3,246 |
| Issued or guaranteed by U.S. | $4,226,000 | 3,230 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $19,000 | 3,517 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,198 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $27,386,000 | 3,250 |
| Total debt securities | $27,273,000 | 3,683 |
| Structured notes | ||
| Amortized cost | $10,611,000 | 371 |
| Fair value | $10,260,000 | 382 |
| 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 | $27,147,000 | 3,743 |
| U.S. Government securities | $25,473,000 | 3,140 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $25,473,000 | 3,049 |
| Securities issued by states & political subdivisions | $190,000 | 6,015 |
| Other domestic debt securities | $1,372,000 | 1,791 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,372,000 | 1,285 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $112,000 | 1,684 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,483,000 | 3,699 |
| Mortgage-backed securities | $4,637,000 | 3,714 |
| Certificates of participation in pools of residential mortgages | $4,610,000 | 3,145 |
| Issued or guaranteed by U.S. | $4,610,000 | 3,134 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $27,000 | 3,503 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 3,170 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $27,147,000 | 3,268 |
| Total debt securities | $27,035,000 | 3,698 |
| Structured notes | ||
| Amortized cost | $10,610,000 | 393 |
| Fair value | $10,045,000 | 405 |
| 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 | $27,792,000 | 3,738 |
| U.S. Government securities | $26,081,000 | 3,111 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $26,081,000 | 3,016 |
| Securities issued by states & political subdivisions | $190,000 | 6,041 |
| Other domestic debt securities | $1,393,000 | 1,820 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,393,000 | 1,332 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $128,000 | 1,698 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,184,000 | 3,557 |
| Mortgage-backed securities | $5,048,000 | 3,641 |
| Certificates of participation in pools of residential mortgages | $5,016,000 | 3,059 |
| Issued or guaranteed by U.S. | $5,016,000 | 3,047 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $32,000 | 3,492 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,158 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $27,792,000 | 3,249 |
| Total debt securities | $27,664,000 | 3,697 |
| Structured notes | ||
| Amortized cost | $10,609,000 | 414 |
| Fair value | $10,234,000 | 422 |
| 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 | $24,881,000 | 4,054 |
| U.S. Government securities | $23,245,000 | 3,410 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $23,245,000 | 3,300 |
| Securities issued by states & political subdivisions | $190,000 | 6,072 |
| Other domestic debt securities | $1,377,000 | 1,886 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,377,000 | 1,409 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $69,000 | 1,815 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,507,000 | 3,888 |
| Mortgage-backed securities | $5,339,000 | 3,603 |
| Certificates of participation in pools of residential mortgages | $5,300,000 | 3,034 |
| Issued or guaranteed by U.S. | $5,300,000 | 3,022 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $39,000 | 3,482 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 3,151 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $24,881,000 | 3,515 |
| Total debt securities | $24,812,000 | 4,000 |
| Structured notes | ||
| Amortized cost | $10,363,000 | 427 |
| Fair value | $10,054,000 | 430 |
| 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 | $25,593,000 | 3,946 |
| U.S. Government securities | $23,890,000 | 3,305 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $23,890,000 | 3,183 |
| Securities issued by states & political subdivisions | $200,000 | 6,092 |
| Other domestic debt securities | $1,433,000 | 1,894 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,433,000 | 1,445 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $70,000 | 1,822 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,040,000 | 3,555 |
| Mortgage-backed securities | $5,779,000 | 3,522 |
| Certificates of participation in pools of residential mortgages | $5,728,000 | 2,947 |
| Issued or guaranteed by U.S. | $5,728,000 | 2,935 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $51,000 | 3,464 |
| CMOs issued by government agencies or sponsored agencies | $51,000 | 3,138 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $25,593,000 | 3,414 |
| Total debt securities | $25,523,000 | 3,895 |
| Structured notes | ||
| Amortized cost | $10,861,000 | 401 |
| Fair value | $10,675,000 | 402 |
| 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 | $26,957,000 | 3,846 |
| U.S. Government securities | $25,256,000 | 3,207 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $25,256,000 | 3,088 |
| Securities issued by states & political subdivisions | $201,000 | 6,097 |
| Other domestic debt securities | $1,430,000 | 1,941 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,430,000 | 1,520 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $70,000 | 1,846 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,592,000 | 2,038 |
| Mortgage-backed securities | $6,751,000 | 3,387 |
| Certificates of participation in pools of residential mortgages | $6,694,000 | 2,791 |
| Issued or guaranteed by U.S. | $6,694,000 | 2,780 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $57,000 | 3,484 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 3,166 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $26,957,000 | 3,335 |
| Total debt securities | $26,887,000 | 3,791 |
| Structured notes | ||
| Amortized cost | $10,860,000 | 405 |
| Fair value | $10,740,000 | 405 |
| 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 | $27,107,000 | 3,884 |
| U.S. Government securities | $25,403,000 | 3,245 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $25,403,000 | 3,114 |
| Securities issued by states & political subdivisions | $200,000 | 6,134 |
| Other domestic debt securities | $1,434,000 | 1,982 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,434,000 | 1,591 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $70,000 | 1,880 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,930,000 | 3,027 |
| Mortgage-backed securities | $6,001,000 | 3,647 |
| Certificates of participation in pools of residential mortgages | $5,930,000 | 3,059 |
| Issued or guaranteed by U.S. | $5,930,000 | 3,048 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $71,000 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $71,000 | 3,186 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $27,107,000 | 3,359 |
| Total debt securities | $27,037,000 | 3,837 |
| Structured notes | ||
| Amortized cost | $11,340,000 | 374 |
| Fair value | $11,026,000 | 376 |
| 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 | $28,035,000 | 3,811 |
| U.S. Government securities | $26,294,000 | 3,147 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $26,294,000 | 3,021 |
| Securities issued by states & political subdivisions | $211,000 | 6,136 |
| Other domestic debt securities | $1,460,000 | 2,038 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,460,000 | 1,655 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $70,000 | 1,927 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,007,000 | 2,833 |
| Mortgage-backed securities | $5,264,000 | 3,861 |
| Certificates of participation in pools of residential mortgages | $5,161,000 | 3,250 |
| Issued or guaranteed by U.S. | $5,161,000 | 3,240 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $103,000 | 3,469 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 3,161 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $28,035,000 | 3,288 |
| Total debt securities | $27,965,000 | 3,753 |
| Structured notes | ||
| Amortized cost | $10,726,000 | 395 |
| Fair value | $10,617,000 | 393 |
| 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 | $29,597,000 | 3,658 |
| U.S. Government securities | $28,101,000 | 2,991 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $28,101,000 | 2,877 |
| Securities issued by states & political subdivisions | $210,000 | 6,188 |
| Other domestic debt securities | $1,216,000 | 2,178 |
| 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 | $1,216,000 | 1,804 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $70,000 | 1,952 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,985,000 | 3,310 |
| Mortgage-backed securities | $4,210,000 | 4,200 |
| Certificates of participation in pools of residential mortgages | $4,094,000 | 3,626 |
| Issued or guaranteed by U.S. | $4,094,000 | 3,618 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $116,000 | 3,466 |
| CMOs issued by government agencies or sponsored agencies | $116,000 | 3,162 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $29,597,000 | 3,166 |
| Total debt securities | $29,527,000 | 3,604 |
| Structured notes | ||
| Amortized cost | $12,479,000 | 337 |
| Fair value | $12,434,000 | 338 |
| 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 | $29,209,000 | 3,724 |
| U.S. Government securities | $26,951,000 | 3,132 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $26,951,000 | 3,005 |
| Securities issued by states & political subdivisions | $210,000 | 6,224 |
| Other domestic debt securities | $1,979,000 | 1,905 |
| 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 | $1,979,000 | 1,568 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $69,000 | 2,003 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,093,000 | 2,203 |
| Mortgage-backed securities | $3,039,000 | 4,667 |
| Certificates of participation in pools of residential mortgages | $2,916,000 | 4,112 |
| Issued or guaranteed by U.S. | $2,916,000 | 4,103 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $123,000 | 3,521 |
| CMOs issued by government agencies or sponsored agencies | $123,000 | 3,221 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $29,209,000 | 3,218 |
| Total debt securities | $29,140,000 | 3,671 |
| Structured notes | ||
| Amortized cost | $13,737,000 | 293 |
| Fair value | $13,296,000 | 294 |
| 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 | $29,561,000 | 3,702 |
| U.S. Government securities | $27,980,000 | 2,981 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $27,980,000 | 2,875 |
| Securities issued by states & political subdivisions | $210,000 | 6,229 |
| Other domestic debt securities | $1,300,000 | 2,317 |
| 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 | $1,300,000 | 1,946 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $71,000 | 2,023 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,257,000 | 3,403 |
| Mortgage-backed securities | $3,141,000 | 4,709 |
| Certificates of participation in pools of residential mortgages | $3,017,000 | 4,128 |
| Issued or guaranteed by U.S. | $3,017,000 | 4,118 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $124,000 | 3,597 |
| CMOs issued by government agencies or sponsored agencies | $124,000 | 3,281 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $29,561,000 | 3,203 |
| Total debt securities | $29,490,000 | 3,632 |
| Structured notes | ||
| Amortized cost | $2,617,000 | 1,159 |
| Fair value | $2,608,000 | 1,163 |
| 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 | $29,406,000 | 3,774 |
| U.S. Government securities | $27,841,000 | 3,076 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $27,841,000 | 2,966 |
| Securities issued by states & political subdivisions | $211,000 | 6,297 |
| Other domestic debt securities | $1,284,000 | 2,360 |
| 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 | $1,284,000 | 2,062 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $70,000 | 2,068 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,966,000 | 3,608 |
| Mortgage-backed securities | $4,588,000 | 4,174 |
| Certificates of participation in pools of residential mortgages | $4,465,000 | 3,587 |
| Issued or guaranteed by U.S. | $4,465,000 | 3,576 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $123,000 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $123,000 | 3,472 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $29,406,000 | 3,252 |
| Total debt securities | $29,336,000 | 3,714 |
| Structured notes | ||
| Amortized cost | $13,508,000 | 207 |
| Fair value | $13,375,000 | 204 |
| 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 | $23,438,000 | 4,324 |
| U.S. Government securities | $23,148,000 | 3,441 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $23,148,000 | 3,316 |
| Securities issued by states & political subdivisions | $220,000 | 6,309 |
| 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 | $70,000 | 2,117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,508,000 | 2,816 |
| Mortgage-backed securities | $5,194,000 | 3,990 |
| Certificates of participation in pools of residential mortgages | $5,049,000 | 3,398 |
| Issued or guaranteed by U.S. | $5,049,000 | 3,383 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $145,000 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $145,000 | 3,518 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $23,438,000 | 3,728 |
| Total debt securities | $23,368,000 | 4,250 |
| Structured notes | ||
| Amortized cost | $10,290,000 | 232 |
| Fair value | $10,152,000 | 235 |
| 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 | $22,489,000 | 4,350 |
| U.S. Government securities | $21,933,000 | 3,466 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $21,933,000 | 3,330 |
| Securities issued by states & political subdivisions | $221,000 | 6,327 |
| Other domestic debt securities | $263,000 | 3,529 |
| 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 | $263,000 | 3,140 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $72,000 | 2,127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,996,000 | 3,041 |
| Mortgage-backed securities | $7,027,000 | 3,607 |
| Certificates of participation in pools of residential mortgages | $6,860,000 | 2,960 |
| Issued or guaranteed by U.S. | $6,860,000 | 2,948 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $167,000 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $167,000 | 3,659 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $22,489,000 | 3,771 |
| Total debt securities | $22,417,000 | 4,276 |
| Structured notes | ||
| Amortized cost | $5,538,000 | 341 |
| Fair value | $5,568,000 | 344 |
| 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 | $22,334,000 | 4,341 |
| U.S. Government securities | $21,031,000 | 3,569 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $21,031,000 | 3,419 |
| Securities issued by states & political subdivisions | $221,000 | 6,321 |
| Other domestic debt securities | $1,011,000 | 2,788 |
| 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 | $1,011,000 | 2,454 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $71,000 | 2,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,888,000 | 2,332 |
| Mortgage-backed securities | $8,623,000 | 3,304 |
| Certificates of participation in pools of residential mortgages | $8,344,000 | 2,636 |
| Issued or guaranteed by U.S. | $8,344,000 | 2,621 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $279,000 | 3,793 |
| CMOs issued by government agencies or sponsored agencies | $279,000 | 3,624 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $22,334,000 | 3,746 |
| Total debt securities | $22,263,000 | 4,265 |
| Structured notes | ||
| Amortized cost | $4,493,000 | 323 |
| Fair value | $4,500,000 | 324 |
| 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 | $23,395,000 | 4,178 |
| U.S. Government securities | $22,095,000 | 3,427 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $22,095,000 | 3,276 |
| Securities issued by states & political subdivisions | $221,000 | 6,333 |
| Other domestic debt securities | $1,010,000 | 2,808 |
| 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 | $1,010,000 | 2,478 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $69,000 | 2,130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,680,000 | 1,959 |
| Mortgage-backed securities | $10,088,000 | 3,002 |
| Certificates of participation in pools of residential mortgages | $9,548,000 | 2,403 |
| Issued or guaranteed by U.S. | $9,548,000 | 2,386 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $540,000 | 3,546 |
| CMOs issued by government agencies or sponsored agencies | $540,000 | 3,392 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $23,395,000 | 3,588 |
| Total debt securities | $23,326,000 | 4,110 |
| Structured notes | ||
| Amortized cost | $6,099,000 | 160 |
| Fair value | $6,103,000 | 164 |
| 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 | $13,979,000 | 5,584 |
| U.S. Government securities | $13,242,000 | 4,720 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $13,242,000 | 4,513 |
| Securities issued by states & political subdivisions | $225,000 | 6,452 |
| Other domestic debt securities | $444,000 | 3,491 |
| 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 | $444,000 | 3,021 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $68,000 | 2,078 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,845,000 | 3,236 |
| Mortgage-backed securities | $4,071,000 | 4,280 |
| Certificates of participation in pools of residential mortgages | $2,336,000 | 4,275 |
| Issued or guaranteed by U.S. | $2,336,000 | 4,258 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,735,000 | 2,851 |
| CMOs issued by government agencies or sponsored agencies | $1,735,000 | 2,691 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $13,979,000 | 4,767 |
| Total debt securities | $13,911,000 | 5,508 |
| 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 | $17,083,000 | 5,155 |
| U.S. Government securities | $16,188,000 | 4,275 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $16,188,000 | 3,987 |
| Securities issued by states & political subdivisions | $618,000 | 5,894 |
| 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 | $277,000 | 5,141 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,877,000 | 4,703 |
| Mortgage-backed securities | $1,106,000 | 5,434 |
| Certificates of participation in pools of residential mortgages | $267,000 | 5,900 |
| Issued or guaranteed by U.S. | $267,000 | 5,879 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $839,000 | 3,011 |
| CMOs issued by government agencies or sponsored agencies | $839,000 | 2,854 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $17,083,000 | 4,232 |
| Total debt securities | $16,806,000 | 5,081 |
| Structured notes | ||
| Amortized cost | $686,000 | 493 |
| Fair value | $638,000 | 498 |
| 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 | $21,776,000 | 4,565 |
| U.S. Government securities | $19,715,000 | 3,896 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $19,715,000 | 3,526 |
| Securities issued by states & political subdivisions | $1,802,000 | 4,787 |
| 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 | $259,000 | 5,169 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,329,000 | 6,132 |
| Mortgage-backed securities | $1,213,000 | 5,664 |
| Certificates of participation in pools of residential mortgages | $311,000 | 6,101 |
| Issued or guaranteed by U.S. | $311,000 | 6,085 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $902,000 | 3,139 |
| CMOs issued by government agencies or sponsored agencies | $902,000 | 2,994 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $21,776,000 | 3,650 |
| Total debt securities | $21,517,000 | 4,468 |
| Structured notes | ||
| Amortized cost | $726,000 | 688 |
| Fair value | $696,000 | 686 |
| 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 | $20,739,000 | 4,724 |
| U.S. Government securities | $18,441,000 | 4,150 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $18,441,000 | 3,545 |
| Securities issued by states & political subdivisions | $2,063,000 | 4,656 |
| 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 | $235,000 | 5,133 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,418,000 | 5,828 |
| Mortgage-backed securities | $1,727,000 | 5,503 |
| Certificates of participation in pools of residential mortgages | $478,000 | 6,017 |
| Issued or guaranteed by U.S. | $478,000 | 6,002 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,249,000 | 3,068 |
| CMOs issued by government agencies or sponsored agencies | $1,249,000 | 2,929 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $20,739,000 | 3,684 |
| Total debt securities | $20,504,000 | 4,651 |
| Structured notes | ||
| Amortized cost | $1,028,000 | 579 |
| Fair value | $1,001,000 | 611 |
| 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 | $13,681,000 | 6,336 |
| U.S. Government securities | $12,094,000 | 5,788 |
| U.S. Treasury securities | $3,970,000 | 3,746 |
| U.S. Government agency obligations | $8,124,000 | 5,909 |
| Securities issued by states & political subdivisions | $1,521,000 | 5,103 |
| 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 | $66,000 | 6,815 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,835,000 | 5,773 |
| Mortgage-backed securities | $2,148,000 | 5,302 |
| Certificates of participation in pools of residential mortgages | $817,000 | 5,642 |
| Issued or guaranteed by U.S. | $817,000 | 5,624 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,331,000 | 3,136 |
| CMOs issued by government agencies or sponsored agencies | $1,331,000 | 3,015 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $13,681,000 | 4,770 |
| Total debt securities | $13,615,000 | 6,221 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,560 |
| Fair value | $791,000 | 1,576 |
| 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 | $8,561,000 | 8,419 |
| U.S. Government securities | $7,765,000 | 7,950 |
| U.S. Treasury securities | $500,000 | 8,061 |
| U.S. Government agency obligations | $7,265,000 | 6,577 |
| Securities issued by states & political subdivisions | $731,000 | 6,589 |
| 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 | $65,000 | 6,833 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,980,000 | 6,782 |
| Mortgage-backed securities | $2,429,000 | 5,594 |
| Certificates of participation in pools of residential mortgages | $1,062,000 | 5,731 |
| Issued or guaranteed by U.S. | $1,062,000 | 5,716 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,367,000 | 3,501 |
| CMOs issued by government agencies or sponsored agencies | $1,367,000 | 3,366 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $8,561,000 | 6,438 |
| Total debt securities | $8,496,000 | 8,327 |
| Structured notes | ||
| Amortized cost | $900,000 | 2,055 |
| Fair value | $887,000 | 2,071 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $7,879,000 | 9,041 |
| U.S. Government securities | $6,958,000 | 8,650 |
| U.S. Treasury securities | $2,140,000 | 6,843 |
| U.S. Government agency obligations | $4,818,000 | 7,801 |
| Securities issued by states & political subdivisions | $921,000 | 6,479 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,361,000 | 7,624 |
| Mortgage-backed securities | $3,304,000 | 5,332 |
| Certificates of participation in pools of residential mortgages | $1,859,000 | 5,049 |
| Issued or guaranteed by U.S. | $1,859,000 | 5,016 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,445,000 | 3,867 |
| CMOs issued by government agencies or sponsored agencies | $1,445,000 | 3,696 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $7,879,000 | 6,826 |
| Total debt securities | $7,879,000 | 8,932 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 2,425 |
| Fair value | $1,065,000 | 2,457 |
| 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 | $7,833,000 | 9,604 |
| U.S. Government securities | $6,979,000 | 9,142 |
| U.S. Treasury securities | $876,000 | 9,943 |
| U.S. Government agency obligations | $6,103,000 | 7,090 |
| Securities issued by states & political subdivisions | $854,000 | 6,935 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,881,000 | 3,917 |
| Mortgage-backed securities | $4,717,000 | 4,833 |
| Certificates of participation in pools of residential mortgages | $3,283,000 | 4,187 |
| Issued or guaranteed by U.S. | $3,283,000 | 4,160 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,434,000 | 4,090 |
| CMOs issued by government agencies or sponsored agencies | $1,434,000 | 3,912 |
| 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) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $7,833,000 | 5,513 |
| Total debt securities | $7,833,000 | 9,497 |
| 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 | $9,103,000 | 9,427 |
| U.S. Government securities | $7,930,000 | 8,931 |
| U.S. Treasury securities | $2,418,000 | 7,995 |
| U.S. Government agency obligations | $5,512,000 | 7,571 |
| Securities issued by states & political subdivisions | $1,126,000 | 6,570 |
| Other domestic debt securities | $47,000 | 6,184 |
| 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 | $47,000 | 4,844 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,505,000 | 3,864 |
| Mortgage-backed securities | $4,409,000 | 5,589 |
| Certificates of participation in pools of residential mortgages | $4,173,000 | 4,179 |
| Issued or guaranteed by U.S. | $4,173,000 | 4,139 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $236,000 | 6,271 |
| CMOs issued by government agencies or sponsored agencies | $236,000 | 5,995 |
| 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 | $9,103,000 | 9,288 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $7,993,000 | 10,039 |
| U.S. Government securities | $7,406,000 | 9,313 |
| U.S. Treasury securities | $1,850,000 | 9,030 |
| U.S. Government agency obligations | $5,556,000 | 7,650 |
| Securities issued by states & political subdivisions | $523,000 | 7,635 |
| Other domestic debt securities | $64,000 | 6,970 |
| 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 | $64,000 | 5,428 |
| 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 | $6,415,000 | 3,787 |
| Mortgage-backed securities | $5,556,000 | 5,198 |
| Certificates of participation in pools of residential mortgages | $5,556,000 | 3,732 |
| Issued or guaranteed by U.S. | $5,556,000 | 3,684 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,993,000 | 9,907 |
| 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 |