Home > First American International Bank > Securities
First American International Bank, Securities
| 2018-09-30 | Rank | |
| Total securities | $39,106,000 | 2,607 |
| U.S. Government securities | $12,467,000 | 3,358 |
| U.S. Treasury securities | $1,000,000 | 1,142 |
| U.S. Government agency obligations | $11,467,000 | 3,313 |
| Securities issued by states & political subdivisions | $714,000 | 4,232 |
| Other domestic debt securities | $25,925,000 | 324 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $25,925,000 | 197 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 4,290 |
| Mortgage-backed securities | $10,467,000 | 2,579 |
| Certificates of participation in pools of residential mortgages | $3,960,000 | 2,877 |
| Issued or guaranteed by U.S. | $3,960,000 | 2,857 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,006,000 | 1,882 |
| CMOs issued by government agencies or sponsored agencies | $3,006,000 | 1,832 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $3,501,000 | 986 |
| Commercial mortgage pass-through securities | $872,000 | 1,098 |
| Other commercial mortgage-backed securities | $2,629,000 | 633 |
| Held to maturity securities (book value) | $24,406,000 | 559 |
| Available-for-sale securities (fair market value) | $14,700,000 | 3,674 |
| Total debt securities | $39,106,000 | 2,586 |
| Structured notes | ||
| Amortized cost | $375,000 | 839 |
| Fair value | $378,000 | 838 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $41,781,000 | 2,534 |
| U.S. Government securities | $13,560,000 | 3,239 |
| U.S. Treasury securities | $999,000 | 1,127 |
| U.S. Government agency obligations | $12,561,000 | 3,193 |
| Securities issued by states & political subdivisions | $1,291,000 | 4,075 |
| Other domestic debt securities | $26,930,000 | 350 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $26,930,000 | 192 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $999,000 | 4,351 |
| Mortgage-backed securities | $11,561,000 | 2,530 |
| Certificates of participation in pools of residential mortgages | $4,258,000 | 2,860 |
| Issued or guaranteed by U.S. | $4,258,000 | 2,716 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $3,187,000 | 1,854 |
| CMOs issued by government agencies or sponsored agencies | $3,187,000 | 1,805 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $4,116,000 | 906 |
| Commercial mortgage pass-through securities | $879,000 | 1,073 |
| Other commercial mortgage-backed securities | $3,237,000 | 563 |
| Held to maturity securities (book value) | $26,177,000 | 544 |
| Available-for-sale securities (fair market value) | $15,604,000 | 3,655 |
| Total debt securities | $41,781,000 | 2,517 |
| Structured notes | ||
| Amortized cost | $375,000 | 846 |
| Fair value | $371,000 | 846 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $42,770,000 | 2,532 |
| U.S. Government securities | $14,520,000 | 3,229 |
| U.S. Treasury securities | $999,000 | 1,089 |
| U.S. Government agency obligations | $13,521,000 | 3,173 |
| Securities issued by states & political subdivisions | $1,293,000 | 4,116 |
| Other domestic debt securities | $26,957,000 | 316 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $26,957,000 | 199 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $999,000 | 4,417 |
| Mortgage-backed securities | $12,521,000 | 2,457 |
| Certificates of participation in pools of residential mortgages | $4,509,000 | 2,865 |
| Issued or guaranteed by U.S. | $4,509,000 | 2,858 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,457,000 | 1,801 |
| CMOs issued by government agencies or sponsored agencies | $3,457,000 | 1,749 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $4,555,000 | 759 |
| Commercial mortgage pass-through securities | $886,000 | 882 |
| Other commercial mortgage-backed securities | $3,669,000 | 541 |
| Held to maturity securities (book value) | $26,565,000 | 559 |
| Available-for-sale securities (fair market value) | $16,205,000 | 3,649 |
| Total debt securities | $42,769,000 | 2,513 |
| Structured notes | ||
| Amortized cost | $375,000 | 811 |
| Fair value | $371,000 | 811 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $43,833,000 | 2,507 |
| U.S. Government securities | $15,476,000 | 3,174 |
| U.S. Treasury securities | $998,000 | 1,046 |
| U.S. Government agency obligations | $14,478,000 | 3,117 |
| Securities issued by states & political subdivisions | $1,295,000 | 4,191 |
| Other domestic debt securities | $27,062,000 | 304 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $27,062,000 | 195 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $998,000 | 4,494 |
| Mortgage-backed securities | $13,478,000 | 2,400 |
| Certificates of participation in pools of residential mortgages | $4,800,000 | 2,842 |
| Issued or guaranteed by U.S. | $4,800,000 | 2,837 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,705,000 | 1,746 |
| CMOs issued by government agencies or sponsored agencies | $3,705,000 | 1,692 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $4,973,000 | 722 |
| Commercial mortgage pass-through securities | $894,000 | 880 |
| Other commercial mortgage-backed securities | $4,079,000 | 496 |
| Held to maturity securities (book value) | $26,931,000 | 558 |
| Available-for-sale securities (fair market value) | $16,902,000 | 3,668 |
| Total debt securities | $43,833,000 | 2,491 |
| Structured notes | ||
| Amortized cost | $375,000 | 822 |
| Fair value | $373,000 | 823 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $51,274,000 | 2,284 |
| U.S. Government securities | $18,373,000 | 2,931 |
| U.S. Treasury securities | $998,000 | 1,066 |
| U.S. Government agency obligations | $17,375,000 | 2,908 |
| Securities issued by states & political subdivisions | $3,530,000 | 3,686 |
| Other domestic debt securities | $29,371,000 | 299 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $29,371,000 | 193 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $998,000 | 4,558 |
| Mortgage-backed securities | $16,375,000 | 2,219 |
| Certificates of participation in pools of residential mortgages | $5,143,000 | 2,827 |
| Issued or guaranteed by U.S. | $5,143,000 | 2,824 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $4,604,000 | 1,626 |
| CMOs issued by government agencies or sponsored agencies | $4,604,000 | 1,570 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $6,628,000 | 628 |
| Commercial mortgage pass-through securities | $901,000 | 878 |
| Other commercial mortgage-backed securities | $5,727,000 | 416 |
| Held to maturity securities (book value) | $27,467,000 | 578 |
| Available-for-sale securities (fair market value) | $23,807,000 | 3,230 |
| Total debt securities | $51,269,000 | 2,260 |
| Structured notes | ||
| Amortized cost | $375,000 | 855 |
| Fair value | $375,000 | 856 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $52,650,000 | 2,270 |
| U.S. Government securities | $19,709,000 | 2,895 |
| U.S. Treasury securities | $997,000 | 1,094 |
| U.S. Government agency obligations | $18,712,000 | 2,848 |
| Securities issued by states & political subdivisions | $3,541,000 | 3,724 |
| Other domestic debt securities | $29,400,000 | 309 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $29,400,000 | 204 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $997,000 | 4,592 |
| Mortgage-backed securities | $17,712,000 | 2,130 |
| Certificates of participation in pools of residential mortgages | $5,501,000 | 2,800 |
| Issued or guaranteed by U.S. | $5,501,000 | 2,799 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,935,000 | 1,606 |
| CMOs issued by government agencies or sponsored agencies | $4,935,000 | 1,549 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $7,276,000 | 592 |
| Commercial mortgage pass-through securities | $908,000 | 856 |
| Other commercial mortgage-backed securities | $6,368,000 | 389 |
| Held to maturity securities (book value) | $28,086,000 | 577 |
| Available-for-sale securities (fair market value) | $24,564,000 | 3,234 |
| Total debt securities | $52,650,000 | 2,250 |
| Structured notes | ||
| Amortized cost | $375,000 | 918 |
| Fair value | $377,000 | 920 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $54,739,000 | 2,235 |
| U.S. Government securities | $21,781,000 | 2,778 |
| U.S. Treasury securities | $997,000 | 1,120 |
| U.S. Government agency obligations | $20,784,000 | 2,733 |
| Securities issued by states & political subdivisions | $3,554,000 | 3,756 |
| Other domestic debt securities | $29,404,000 | 315 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $29,404,000 | 201 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $997,000 | 4,648 |
| Mortgage-backed securities | $19,784,000 | 2,021 |
| Certificates of participation in pools of residential mortgages | $5,783,000 | 2,799 |
| Issued or guaranteed by U.S. | $5,783,000 | 2,796 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,515,000 | 1,663 |
| CMOs issued by government agencies or sponsored agencies | $4,515,000 | 1,607 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $9,486,000 | 507 |
| Commercial mortgage pass-through securities | $2,671,000 | 558 |
| Other commercial mortgage-backed securities | $6,815,000 | 365 |
| Held to maturity securities (book value) | $28,352,000 | 584 |
| Available-for-sale securities (fair market value) | $26,387,000 | 3,164 |
| Total debt securities | $54,739,000 | 2,212 |
| Structured notes | ||
| Amortized cost | $375,000 | 972 |
| Fair value | $379,000 | 972 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $56,646,000 | 2,172 |
| U.S. Government securities | $23,678,000 | 2,643 |
| U.S. Treasury securities | $1,997,000 | 893 |
| U.S. Government agency obligations | $21,681,000 | 2,658 |
| Securities issued by states & political subdivisions | $3,567,000 | 3,797 |
| Other domestic debt securities | $29,401,000 | 313 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $29,401,000 | 203 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,997,000 | 4,406 |
| Mortgage-backed securities | $20,681,000 | 1,973 |
| Certificates of participation in pools of residential mortgages | $6,095,000 | 2,776 |
| Issued or guaranteed by U.S. | $6,095,000 | 2,771 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,877,000 | 1,586 |
| CMOs issued by government agencies or sponsored agencies | $4,877,000 | 1,525 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $9,709,000 | 482 |
| Commercial mortgage pass-through securities | $2,684,000 | 530 |
| Other commercial mortgage-backed securities | $7,025,000 | 347 |
| Held to maturity securities (book value) | $28,578,000 | 584 |
| Available-for-sale securities (fair market value) | $28,068,000 | 3,044 |
| Total debt securities | $56,645,000 | 2,149 |
| Structured notes | ||
| Amortized cost | $375,000 | 967 |
| Fair value | $378,000 | 966 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $60,474,000 | 2,068 |
| U.S. Government securities | $26,179,000 | 2,503 |
| U.S. Treasury securities | $2,999,000 | 661 |
| U.S. Government agency obligations | $23,180,000 | 2,558 |
| Securities issued by states & political subdivisions | $3,580,000 | 3,801 |
| Other domestic debt securities | $30,715,000 | 298 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $30,715,000 | 197 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,999,000 | 4,193 |
| Mortgage-backed securities | $22,180,000 | 1,924 |
| Certificates of participation in pools of residential mortgages | $6,390,000 | 2,738 |
| Issued or guaranteed by U.S. | $6,390,000 | 2,735 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,334,000 | 1,549 |
| CMOs issued by government agencies or sponsored agencies | $5,334,000 | 1,486 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $10,456,000 | 442 |
| Commercial mortgage pass-through securities | $2,698,000 | 496 |
| Other commercial mortgage-backed securities | $7,758,000 | 321 |
| Held to maturity securities (book value) | $28,852,000 | 580 |
| Available-for-sale securities (fair market value) | $31,622,000 | 2,865 |
| Total debt securities | $60,474,000 | 2,049 |
| Structured notes | ||
| Amortized cost | $375,000 | 942 |
| Fair value | $375,000 | 942 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $73,462,000 | 1,807 |
| U.S. Government securities | $27,696,000 | 2,486 |
| U.S. Treasury securities | $3,001,000 | 689 |
| U.S. Government agency obligations | $24,695,000 | 2,540 |
| Securities issued by states & political subdivisions | $3,598,000 | 3,835 |
| Other domestic debt securities | $42,168,000 | 254 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $42,168,000 | 159 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 4,278 |
| Mortgage-backed securities | $23,696,000 | 1,865 |
| Certificates of participation in pools of residential mortgages | $7,116,000 | 2,680 |
| Issued or guaranteed by U.S. | $7,116,000 | 2,675 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,839,000 | 1,505 |
| CMOs issued by government agencies or sponsored agencies | $5,839,000 | 1,433 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $10,741,000 | 412 |
| Commercial mortgage pass-through securities | $2,712,000 | 445 |
| Other commercial mortgage-backed securities | $8,029,000 | 302 |
| Held to maturity securities (book value) | $28,888,000 | 598 |
| Available-for-sale securities (fair market value) | $44,574,000 | 2,378 |
| Total debt securities | $73,458,000 | 1,782 |
| Structured notes | ||
| Amortized cost | $1,124,000 | 704 |
| Fair value | $1,236,000 | 689 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $75,652,000 | 1,783 |
| U.S. Government securities | $29,793,000 | 2,435 |
| U.S. Treasury securities | $3,000,000 | 682 |
| U.S. Government agency obligations | $26,793,000 | 2,498 |
| Securities issued by states & political subdivisions | $3,615,000 | 3,826 |
| Other domestic debt securities | $42,244,000 | 244 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $42,244,000 | 159 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 4,316 |
| Mortgage-backed securities | $25,093,000 | 1,806 |
| Certificates of participation in pools of residential mortgages | $7,403,000 | 2,642 |
| Issued or guaranteed by U.S. | $7,403,000 | 2,639 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,356,000 | 1,476 |
| CMOs issued by government agencies or sponsored agencies | $6,356,000 | 1,411 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $11,334,000 | 389 |
| Commercial mortgage pass-through securities | $2,724,000 | 433 |
| Other commercial mortgage-backed securities | $8,610,000 | 277 |
| Held to maturity securities (book value) | $27,776,000 | 626 |
| Available-for-sale securities (fair market value) | $47,876,000 | 2,294 |
| Total debt securities | $75,651,000 | 1,767 |
| Structured notes | ||
| Amortized cost | $1,124,000 | 842 |
| Fair value | $1,212,000 | 827 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $72,824,000 | 1,871 |
| U.S. Government securities | $33,149,000 | 2,294 |
| U.S. Treasury securities | $5,001,000 | 568 |
| U.S. Government agency obligations | $28,148,000 | 2,449 |
| Securities issued by states & political subdivisions | $3,618,000 | 3,869 |
| Other domestic debt securities | $36,057,000 | 277 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $36,057,000 | 178 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,001,000 | 3,907 |
| Mortgage-backed securities | $26,449,000 | 1,755 |
| Certificates of participation in pools of residential mortgages | $7,636,000 | 2,635 |
| Issued or guaranteed by U.S. | $7,636,000 | 2,631 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,133,000 | 1,404 |
| CMOs issued by government agencies or sponsored agencies | $7,133,000 | 1,348 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $11,680,000 | 363 |
| Commercial mortgage pass-through securities | $2,736,000 | 411 |
| Other commercial mortgage-backed securities | $8,944,000 | 246 |
| Held to maturity securities (book value) | $22,278,000 | 729 |
| Available-for-sale securities (fair market value) | $50,546,000 | 2,219 |
| Total debt securities | $72,824,000 | 1,845 |
| Structured notes | ||
| Amortized cost | $1,124,000 | 964 |
| Fair value | $1,192,000 | 949 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $90,166,000 | 1,547 |
| U.S. Government securities | $34,749,000 | 2,265 |
| U.S. Treasury securities | $5,022,000 | 538 |
| U.S. Government agency obligations | $29,727,000 | 2,412 |
| Securities issued by states & political subdivisions | $10,404,000 | 2,784 |
| Other domestic debt securities | $45,013,000 | 225 |
| Privately issued residential mortgage-backed securities | $956,000 | 360 |
| Commercial mortgage-backed securities - Total | $5,549,000 | 74 |
| Asset backed securities | $4,581,000 | 181 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $33,927,000 | 181 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,021,000 | 3,953 |
| Mortgage-backed securities | $34,533,000 | 1,479 |
| Certificates of participation in pools of residential mortgages | $7,957,000 | 2,624 |
| Issued or guaranteed by U.S. | $7,957,000 | 2,621 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $8,802,000 | 1,285 |
| CMOs issued by government agencies or sponsored agencies | $7,846,000 | 1,296 |
| Privately issued | $956,000 | 342 |
| Commercial mortgage-backed securities | $17,774,000 | 268 |
| Commercial mortgage pass-through securities | $2,750,000 | 396 |
| Other commercial mortgage-backed securities | $15,024,000 | 176 |
| Held to maturity securities (book value) | $20,579,000 | 766 |
| Available-for-sale securities (fair market value) | $69,587,000 | 1,761 |
| Total debt securities | $90,166,000 | 1,528 |
| Structured notes | ||
| Amortized cost | $1,124,000 | 1,103 |
| Fair value | $1,184,000 | 1,094 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $91,481,000 | 1,541 |
| U.S. Government securities | $36,092,000 | 2,266 |
| U.S. Treasury securities | $5,031,000 | 544 |
| U.S. Government agency obligations | $31,061,000 | 2,414 |
| Securities issued by states & political subdivisions | $14,872,000 | 2,287 |
| Other domestic debt securities | $40,517,000 | 244 |
| Privately issued residential mortgage-backed securities | $1,088,000 | 355 |
| Commercial mortgage-backed securities - Total | $5,537,000 | 67 |
| Asset backed securities | $5,337,000 | 169 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $28,555,000 | 201 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,031,000 | 3,994 |
| Mortgage-backed securities | $35,987,000 | 1,480 |
| Certificates of participation in pools of residential mortgages | $8,198,000 | 2,662 |
| Issued or guaranteed by U.S. | $8,198,000 | 2,658 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,643,000 | 1,276 |
| CMOs issued by government agencies or sponsored agencies | $8,555,000 | 1,297 |
| Privately issued | $1,088,000 | 336 |
| Commercial mortgage-backed securities | $18,146,000 | 248 |
| Commercial mortgage pass-through securities | $2,763,000 | 376 |
| Other commercial mortgage-backed securities | $15,383,000 | 164 |
| Held to maturity securities (book value) | $18,816,000 | 807 |
| Available-for-sale securities (fair market value) | $72,665,000 | 1,721 |
| Total debt securities | $91,480,000 | 1,526 |
| Structured notes | ||
| Amortized cost | $1,124,000 | 1,233 |
| Fair value | $1,188,000 | 1,220 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $99,399,000 | 1,449 |
| U.S. Government securities | $38,675,000 | 2,198 |
| U.S. Treasury securities | $5,041,000 | 534 |
| U.S. Government agency obligations | $33,634,000 | 2,355 |
| Securities issued by states & political subdivisions | $27,360,000 | 1,401 |
| Other domestic debt securities | $33,364,000 | 276 |
| Privately issued residential mortgage-backed securities | $1,469,000 | 343 |
| Commercial mortgage-backed securities - Total | $5,585,000 | 66 |
| Asset backed securities | $5,964,000 | 167 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $20,346,000 | 263 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,004,000 | 3,652 |
| Mortgage-backed securities | $37,026,000 | 1,482 |
| Certificates of participation in pools of residential mortgages | $7,533,000 | 2,804 |
| Issued or guaranteed by U.S. | $7,533,000 | 2,803 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $10,914,000 | 1,227 |
| CMOs issued by government agencies or sponsored agencies | $9,445,000 | 1,274 |
| Privately issued | $1,469,000 | 326 |
| Commercial mortgage-backed securities | $18,579,000 | 237 |
| Commercial mortgage pass-through securities | $2,774,000 | 363 |
| Other commercial mortgage-backed securities | $15,805,000 | 154 |
| Held to maturity securities (book value) | $19,110,000 | 802 |
| Available-for-sale securities (fair market value) | $80,289,000 | 1,590 |
| Total debt securities | $99,399,000 | 1,435 |
| Structured notes | ||
| Amortized cost | $2,224,000 | 960 |
| Fair value | $2,319,000 | 954 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $104,846,000 | 1,362 |
| U.S. Government securities | $40,159,000 | 2,176 |
| U.S. Treasury securities | $5,041,000 | 548 |
| U.S. Government agency obligations | $35,118,000 | 2,310 |
| Securities issued by states & political subdivisions | $36,245,000 | 1,057 |
| Other domestic debt securities | $28,442,000 | 310 |
| Privately issued residential mortgage-backed securities | $1,577,000 | 332 |
| Commercial mortgage-backed securities - Total | $5,521,000 | 68 |
| Asset backed securities | $6,957,000 | 161 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $14,387,000 | 337 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,957,000 | 3,706 |
| Mortgage-backed securities | $38,554,000 | 1,475 |
| Certificates of participation in pools of residential mortgages | $7,766,000 | 2,816 |
| Issued or guaranteed by U.S. | $7,766,000 | 2,814 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $11,749,000 | 1,212 |
| CMOs issued by government agencies or sponsored agencies | $10,172,000 | 1,253 |
| Privately issued | $1,577,000 | 314 |
| Commercial mortgage-backed securities | $19,039,000 | 228 |
| Commercial mortgage pass-through securities | $2,781,000 | 360 |
| Other commercial mortgage-backed securities | $16,258,000 | 151 |
| Held to maturity securities (book value) | $19,339,000 | 799 |
| Available-for-sale securities (fair market value) | $85,507,000 | 1,487 |
| Total debt securities | $104,847,000 | 1,334 |
| Structured notes | ||
| Amortized cost | $2,224,000 | 1,035 |
| Fair value | $2,321,000 | 1,013 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $103,020,000 | 1,420 |
| U.S. Government securities | $41,806,000 | 2,168 |
| U.S. Treasury securities | $5,048,000 | 532 |
| U.S. Government agency obligations | $36,758,000 | 2,280 |
| Securities issued by states & political subdivisions | $30,800,000 | 1,256 |
| Other domestic debt securities | $30,414,000 | 292 |
| Privately issued residential mortgage-backed securities | $1,785,000 | 340 |
| Commercial mortgage-backed securities - Total | $5,501,000 | 71 |
| Asset backed securities | $8,161,000 | 158 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $14,967,000 | 331 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,047,000 | 3,749 |
| Mortgage-backed securities | $40,381,000 | 1,464 |
| Certificates of participation in pools of residential mortgages | $7,978,000 | 2,873 |
| Issued or guaranteed by U.S. | $7,978,000 | 2,871 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $12,888,000 | 1,168 |
| CMOs issued by government agencies or sponsored agencies | $11,103,000 | 1,204 |
| Privately issued | $1,785,000 | 325 |
| Commercial mortgage-backed securities | $19,515,000 | 217 |
| Commercial mortgage pass-through securities | $2,788,000 | 359 |
| Other commercial mortgage-backed securities | $16,727,000 | 141 |
| Held to maturity securities (book value) | $4,198,000 | 1,493 |
| Available-for-sale securities (fair market value) | $98,822,000 | 1,313 |
| Total debt securities | $103,020,000 | 1,401 |
| Structured notes | ||
| Amortized cost | $2,223,000 | 1,113 |
| Fair value | $2,316,000 | 1,093 |
| 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 | $103,416,000 | 1,436 |
| U.S. Government securities | $43,470,000 | 2,110 |
| U.S. Treasury securities | $5,068,000 | 491 |
| U.S. Government agency obligations | $38,402,000 | 2,241 |
| Securities issued by states & political subdivisions | $29,225,000 | 1,332 |
| Other domestic debt securities | $30,721,000 | 310 |
| Privately issued residential mortgage-backed securities | $1,929,000 | 329 |
| Commercial mortgage-backed securities - Total | $5,561,000 | 77 |
| Asset backed securities | $9,482,000 | 153 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $13,749,000 | 351 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,068,000 | 3,770 |
| Mortgage-backed securities | $42,225,000 | 1,443 |
| Certificates of participation in pools of residential mortgages | $8,265,000 | 2,885 |
| Issued or guaranteed by U.S. | $8,265,000 | 2,885 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $14,141,000 | 1,120 |
| CMOs issued by government agencies or sponsored agencies | $12,212,000 | 1,162 |
| Privately issued | $1,929,000 | 316 |
| Commercial mortgage-backed securities | $19,819,000 | 208 |
| Commercial mortgage pass-through securities | $2,786,000 | 366 |
| Other commercial mortgage-backed securities | $17,033,000 | 133 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $103,416,000 | 1,267 |
| Total debt securities | $103,416,000 | 1,417 |
| Structured notes | ||
| Amortized cost | $2,972,000 | 1,046 |
| Fair value | $3,096,000 | 972 |
| 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 | $98,209,000 | 1,518 |
| U.S. Government securities | $45,015,000 | 2,064 |
| U.S. Treasury securities | $5,060,000 | 453 |
| U.S. Government agency obligations | $39,955,000 | 2,200 |
| Securities issued by states & political subdivisions | $19,977,000 | 1,846 |
| Other domestic debt securities | $33,217,000 | 303 |
| Privately issued residential mortgage-backed securities | $4,082,000 | 240 |
| Commercial mortgage-backed securities - Total | $1,036,000 | 102 |
| Asset backed securities | $11,176,000 | 140 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $16,923,000 | 310 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,059,000 | 3,811 |
| Mortgage-backed securities | $41,434,000 | 1,463 |
| Certificates of participation in pools of residential mortgages | $8,542,000 | 2,861 |
| Issued or guaranteed by U.S. | $8,542,000 | 2,861 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $17,211,000 | 996 |
| CMOs issued by government agencies or sponsored agencies | $13,129,000 | 1,118 |
| Privately issued | $4,082,000 | 233 |
| Commercial mortgage-backed securities | $15,681,000 | 224 |
| Commercial mortgage pass-through securities | $2,816,000 | 349 |
| Other commercial mortgage-backed securities | $12,865,000 | 142 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $98,209,000 | 1,346 |
| Total debt securities | $98,209,000 | 1,500 |
| Structured notes | ||
| Amortized cost | $2,791,000 | 1,081 |
| Fair value | $3,058,000 | 984 |
| 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 | $93,545,000 | 1,581 |
| U.S. Government securities | $45,657,000 | 2,006 |
| U.S. Treasury securities | $8,069,000 | 347 |
| U.S. Government agency obligations | $37,588,000 | 2,287 |
| Securities issued by states & political subdivisions | $17,279,000 | 2,064 |
| Other domestic debt securities | $30,609,000 | 332 |
| Privately issued residential mortgage-backed securities | $4,359,000 | 254 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $11,715,000 | 138 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $14,535,000 | 358 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $38,322,000 | 1,547 |
| Certificates of participation in pools of residential mortgages | $9,801,000 | 2,682 |
| Issued or guaranteed by U.S. | $9,801,000 | 2,681 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $18,391,000 | 970 |
| CMOs issued by government agencies or sponsored agencies | $14,032,000 | 1,083 |
| Privately issued | $4,359,000 | 244 |
| Commercial mortgage-backed securities | $10,130,000 | 283 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $10,130,000 | 159 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $93,545,000 | 1,407 |
| Total debt securities | $93,545,000 | 1,562 |
| Structured notes | ||
| Amortized cost | $2,971,000 | 1,041 |
| Fair value | $3,036,000 | 954 |
| 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 | $95,345,000 | 1,572 |
| U.S. Government securities | $45,808,000 | 2,038 |
| U.S. Treasury securities | $8,099,000 | 340 |
| U.S. Government agency obligations | $37,709,000 | 2,294 |
| Securities issued by states & political subdivisions | $19,253,000 | 1,913 |
| Other domestic debt securities | $30,284,000 | 342 |
| Privately issued residential mortgage-backed securities | $4,686,000 | 255 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $12,321,000 | 140 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $13,277,000 | 387 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $38,885,000 | 1,542 |
| Certificates of participation in pools of residential mortgages | $10,349,000 | 2,619 |
| Issued or guaranteed by U.S. | $10,349,000 | 2,616 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $20,076,000 | 937 |
| CMOs issued by government agencies or sponsored agencies | $15,390,000 | 1,039 |
| Privately issued | $4,686,000 | 242 |
| Commercial mortgage-backed securities | $8,460,000 | 302 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $8,460,000 | 172 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $95,345,000 | 1,403 |
| Total debt securities | $95,345,000 | 1,550 |
| Structured notes | ||
| Amortized cost | $3,303,000 | 940 |
| Fair value | $3,332,000 | 917 |
| 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 | $75,591,000 | 1,928 |
| U.S. Government securities | $31,275,000 | 2,684 |
| U.S. Treasury securities | $8,098,000 | 333 |
| U.S. Government agency obligations | $23,177,000 | 3,150 |
| Securities issued by states & political subdivisions | $15,442,000 | 2,227 |
| Other domestic debt securities | $28,874,000 | 352 |
| Privately issued residential mortgage-backed securities | $6,746,000 | 222 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $12,750,000 | 130 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $9,378,000 | 484 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $28,283,000 | 1,922 |
| Certificates of participation in pools of residential mortgages | $10,148,000 | 2,618 |
| Issued or guaranteed by U.S. | $10,148,000 | 2,616 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $18,135,000 | 1,008 |
| CMOs issued by government agencies or sponsored agencies | $11,389,000 | 1,230 |
| Privately issued | $6,746,000 | 211 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $75,591,000 | 1,742 |
| Total debt securities | $75,591,000 | 1,903 |
| Structured notes | ||
| Amortized cost | $3,753,000 | 870 |
| Fair value | $3,750,000 | 859 |
| 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 | $73,539,000 | 1,995 |
| U.S. Government securities | $34,070,000 | 2,572 |
| U.S. Treasury securities | $8,185,000 | 345 |
| U.S. Government agency obligations | $25,885,000 | 2,994 |
| Securities issued by states & political subdivisions | $9,451,000 | 2,951 |
| Other domestic debt securities | $30,018,000 | 349 |
| Privately issued residential mortgage-backed securities | $7,914,000 | 219 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $12,078,000 | 121 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $10,026,000 | 463 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,133,000 | 4,274 |
| Mortgage-backed securities | $32,101,000 | 1,808 |
| Certificates of participation in pools of residential mortgages | $10,838,000 | 2,566 |
| Issued or guaranteed by U.S. | $10,838,000 | 2,565 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $21,263,000 | 954 |
| CMOs issued by government agencies or sponsored agencies | $13,349,000 | 1,170 |
| Privately issued | $7,914,000 | 212 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $73,539,000 | 1,815 |
| Total debt securities | $73,539,000 | 1,970 |
| Structured notes | ||
| Amortized cost | $4,019,000 | 799 |
| Fair value | $4,081,000 | 797 |
| 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 | $73,268,000 | 1,973 |
| U.S. Government securities | $33,689,000 | 2,543 |
| U.S. Treasury securities | $8,200,000 | 341 |
| U.S. Government agency obligations | $25,489,000 | 2,965 |
| Securities issued by states & political subdivisions | $6,835,000 | 3,371 |
| Other domestic debt securities | $32,744,000 | 323 |
| Privately issued residential mortgage-backed securities | $9,275,000 | 211 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $12,202,000 | 112 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $11,267,000 | 417 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,146,000 | 4,252 |
| Mortgage-backed securities | $33,064,000 | 1,767 |
| Certificates of participation in pools of residential mortgages | $9,356,000 | 2,747 |
| Issued or guaranteed by U.S. | $9,356,000 | 2,745 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $23,708,000 | 897 |
| CMOs issued by government agencies or sponsored agencies | $14,433,000 | 1,148 |
| Privately issued | $9,275,000 | 203 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $73,268,000 | 1,797 |
| Total debt securities | $73,268,000 | 1,954 |
| Structured notes | ||
| Amortized cost | $5,299,000 | 705 |
| Fair value | $5,316,000 | 701 |
| 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 | $69,559,000 | 2,064 |
| U.S. Government securities | $33,832,000 | 2,594 |
| U.S. Treasury securities | $8,226,000 | 302 |
| U.S. Government agency obligations | $25,606,000 | 3,027 |
| Securities issued by states & political subdivisions | $1,143,000 | 4,918 |
| Other domestic debt securities | $34,584,000 | 323 |
| Privately issued residential mortgage-backed securities | $11,253,000 | 202 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $12,804,000 | 107 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $10,527,000 | 458 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,164,000 | 4,300 |
| Mortgage-backed securities | $36,859,000 | 1,726 |
| Certificates of participation in pools of residential mortgages | $9,619,000 | 2,838 |
| Issued or guaranteed by U.S. | $9,619,000 | 2,836 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $27,240,000 | 875 |
| CMOs issued by government agencies or sponsored agencies | $15,987,000 | 1,141 |
| Privately issued | $11,253,000 | 197 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $69,559,000 | 1,869 |
| Total debt securities | $69,559,000 | 2,039 |
| Structured notes | ||
| Amortized cost | $5,573,000 | 713 |
| Fair value | $5,502,000 | 728 |
| 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 | $64,189,000 | 2,188 |
| U.S. Government securities | $29,138,000 | 2,899 |
| U.S. Treasury securities | $8,204,000 | 307 |
| U.S. Government agency obligations | $20,934,000 | 3,474 |
| Securities issued by states & political subdivisions | $1,386,000 | 4,792 |
| Other domestic debt securities | $33,665,000 | 333 |
| Privately issued residential mortgage-backed securities | $12,378,000 | 210 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $12,728,000 | 100 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $8,559,000 | 534 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,162,000 | 4,338 |
| Mortgage-backed securities | $33,312,000 | 1,870 |
| Certificates of participation in pools of residential mortgages | $7,389,000 | 3,225 |
| Issued or guaranteed by U.S. | $7,389,000 | 3,225 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $25,923,000 | 907 |
| CMOs issued by government agencies or sponsored agencies | $13,545,000 | 1,267 |
| Privately issued | $12,378,000 | 203 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $64,189,000 | 1,999 |
| Total debt securities | $64,189,000 | 2,169 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $64,712,000 | 2,166 |
| U.S. Government securities | $23,879,000 | 3,338 |
| U.S. Treasury securities | $8,138,000 | 322 |
| U.S. Government agency obligations | $15,741,000 | 4,092 |
| Securities issued by states & political subdivisions | $1,363,000 | 4,765 |
| Other domestic debt securities | $38,191,000 | 292 |
| Privately issued residential mortgage-backed securities | $15,190,000 | 187 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $12,082,000 | 90 |
| Structured financial products - Total | $230,000 | 279 |
| Other domestic debt securities - All other | $10,689,000 | 455 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $1,279,000 | 516 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,157,000 | 4,359 |
| Mortgage-backed securities | $30,931,000 | 1,968 |
| Certificates of participation in pools of residential mortgages | $6,231,000 | 3,441 |
| Issued or guaranteed by U.S. | $6,231,000 | 3,439 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $24,700,000 | 954 |
| CMOs issued by government agencies or sponsored agencies | $9,510,000 | 1,548 |
| Privately issued | $15,190,000 | 181 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $64,712,000 | 1,982 |
| Total debt securities | $63,434,000 | 2,197 |
| Structured notes | ||
| Amortized cost | $2,269,000 | 1,618 |
| Fair value | $2,248,000 | 1,625 |
| 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 | $44,311,000 | 2,858 |
| U.S. Government securities | $12,687,000 | 4,534 |
| U.S. Treasury securities | $7,192,000 | 319 |
| U.S. Government agency obligations | $5,495,000 | 5,650 |
| Securities issued by states & political subdivisions | $1,351,000 | 4,773 |
| Other domestic debt securities | $27,280,000 | 381 |
| Privately issued residential mortgage-backed securities | $13,013,000 | 267 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $3,486,000 | 109 |
| Structured financial products - Total | $226,000 | 257 |
| Other domestic debt securities - All other | $10,555,000 | 428 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $2,993,000 | 332 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,185,000 | 4,139 |
| Mortgage-backed securities | $18,508,000 | 2,582 |
| Certificates of participation in pools of residential mortgages | $454,000 | 5,111 |
| Issued or guaranteed by U.S. | $454,000 | 5,097 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $18,054,000 | 1,142 |
| CMOs issued by government agencies or sponsored agencies | $5,041,000 | 1,936 |
| Privately issued | $13,013,000 | 257 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $44,311,000 | 2,606 |
| Total debt securities | $41,317,000 | 2,991 |
| Structured notes | ||
| Amortized cost | $2,623,000 | 1,485 |
| Fair value | $2,560,000 | 1,500 |
| 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 | $36,222,000 | 3,212 |
| U.S. Government securities | $9,468,000 | 4,991 |
| U.S. Treasury securities | $5,179,000 | 397 |
| U.S. Government agency obligations | $4,289,000 | 5,923 |
| Securities issued by states & political subdivisions | $1,334,000 | 4,752 |
| Other domestic debt securities | $25,420,000 | 397 |
| Privately issued residential mortgage-backed securities | $15,183,000 | 252 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $217,000 | 263 |
| Other domestic debt securities - All other | $10,020,000 | 429 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,179,000 | 4,144 |
| Mortgage-backed securities | $18,972,000 | 2,508 |
| Certificates of participation in pools of residential mortgages | $18,972,000 | 1,801 |
| Issued or guaranteed by U.S. | $3,789,000 | 3,829 |
| Privately issued | $15,183,000 | 17 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $36,222,000 | 2,939 |
| Total debt securities | $36,222,000 | 3,188 |
| Structured notes | ||
| Amortized cost | $247,000 | 2,969 |
| Fair value | $217,000 | 2,972 |
| 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 | $34,853,000 | 3,316 |
| U.S. Government securities | $7,721,000 | 5,449 |
| U.S. Treasury securities | $5,091,000 | 457 |
| U.S. Government agency obligations | $2,630,000 | 6,404 |
| Securities issued by states & political subdivisions | $1,261,000 | 4,765 |
| Other domestic debt securities | $25,871,000 | 384 |
| Privately issued residential mortgage-backed securities | $11,181,000 | 313 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $7,511,000 | 65 |
| Other domestic debt securities - All other | $7,179,000 | 484 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,091,000 | 4,219 |
| Mortgage-backed securities | $12,812,000 | 2,987 |
| Certificates of participation in pools of residential mortgages | $12,812,000 | 2,270 |
| Issued or guaranteed by U.S. | $1,631,000 | 4,522 |
| Privately issued | $11,181,000 | 25 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $34,853,000 | 3,027 |
| Total debt securities | $34,853,000 | 3,290 |
| Structured notes | ||
| Amortized cost | $6,732,000 | 950 |
| Fair value | $7,271,000 | 875 |
| 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 | $28,978,000 | 3,705 |
| U.S. Government securities | $6,704,000 | 5,672 |
| U.S. Treasury securities | $5,010,000 | 502 |
| U.S. Government agency obligations | $1,694,000 | 6,659 |
| Securities issued by states & political subdivisions | $250,000 | 5,526 |
| Other domestic debt securities | $22,024,000 | 442 |
| Privately issued residential mortgage-backed securities | $7,713,000 | 405 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $7,398,000 | 67 |
| Other domestic debt securities - All other | $6,913,000 | 498 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $8,919,000 | 3,415 |
| Certificates of participation in pools of residential mortgages | $8,919,000 | 2,725 |
| Issued or guaranteed by U.S. | $1,206,000 | 4,667 |
| Privately issued | $7,713,000 | 36 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $28,978,000 | 3,410 |
| Total debt securities | $28,978,000 | 3,673 |
| Structured notes | ||
| Amortized cost | $9,065,000 | 774 |
| Fair value | $9,658,000 | 744 |
| 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 | $21,359,000 | 4,250 |
| U.S. Government securities | $753,000 | 7,010 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $753,000 | 6,899 |
| Securities issued by states & political subdivisions | $249,000 | 5,543 |
| Other domestic debt securities | $20,357,000 | 495 |
| Privately issued residential mortgage-backed securities | $7,991,000 | 421 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $8,674,000 | 60 |
| Other domestic debt securities - All other | $3,692,000 | 742 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $8,744,000 | 3,334 |
| Certificates of participation in pools of residential mortgages | $8,744,000 | 2,627 |
| Issued or guaranteed by U.S. | $753,000 | 4,839 |
| Privately issued | $7,991,000 | 38 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $21,359,000 | 3,909 |
| Total debt securities | $21,359,000 | 4,218 |
| Structured notes | ||
| Amortized cost | $7,434,000 | 848 |
| Fair value | $8,674,000 | 740 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $17,345,000 | 4,663 |
| U.S. Government securities | $950,000 | 7,024 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $950,000 | 6,914 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $16,395,000 | 558 |
| Privately issued residential mortgage-backed securities | $8,161,000 | 440 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $2,406,000 | 117 |
| Other domestic debt securities - All other | $5,828,000 | 547 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $9,111,000 | 3,274 |
| Certificates of participation in pools of residential mortgages | $9,111,000 | 2,547 |
| Issued or guaranteed by U.S. | $950,000 | 4,745 |
| Privately issued | $8,161,000 | 40 |
| 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) | $17,345,000 | 4,268 |
| Total debt securities | $17,344,000 | 4,623 |
| Structured notes | ||
| Amortized cost | $2,401,000 | 1,762 |
| Fair value | $2,406,000 | 1,767 |
| 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 | $23,489,000 | 4,019 |
| U.S. Government securities | $1,095,000 | 7,076 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,095,000 | 6,967 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $22,394,000 | 454 |
| Privately issued residential mortgage-backed securities | $6,913,000 | 509 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $513,000 | 250 |
| Other domestic debt securities - All other | $14,968,000 | 264 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $8,008,000 | 3,442 |
| Certificates of participation in pools of residential mortgages | $8,008,000 | 2,741 |
| Issued or guaranteed by U.S. | $1,095,000 | 4,682 |
| Privately issued | $6,913,000 | 39 |
| 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) | $23,489,000 | 3,679 |
| Total debt securities | $23,489,000 | 3,987 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,996 |
| Fair value | $513,000 | 2,866 |
| 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 | $25,860,000 | 3,841 |
| U.S. Government securities | $4,393,000 | 6,281 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,393,000 | 6,166 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $21,467,000 | 487 |
| Privately issued residential mortgage-backed securities | $3,831,000 | 687 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $461,000 | 266 |
| Other domestic debt securities - All other | $17,175,000 | 233 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,093,000 | 4,642 |
| Mortgage-backed securities | $3,831,000 | 4,387 |
| Certificates of participation in pools of residential mortgages | $3,831,000 | 3,775 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $3,831,000 | 54 |
| 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) | $25,860,000 | 3,496 |
| Total debt securities | $25,860,000 | 3,805 |
| Structured notes | ||
| Amortized cost | $451,000 | 2,837 |
| Fair value | $461,000 | 2,831 |
| 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 | $29,242,000 | 3,534 |
| U.S. Government securities | $5,770,000 | 5,913 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $5,770,000 | 5,806 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $23,472,000 | 472 |
| 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 | $23,472,000 | 181 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,218,000 | 4,631 |
| Mortgage-backed securities | $1,252,000 | 5,279 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,252,000 | 2,757 |
| CMOs issued by government agencies or sponsored agencies | $1,252,000 | 2,425 |
| 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) | $8,582,000 | 1,168 |
| Available-for-sale securities (fair market value) | $20,660,000 | 3,933 |
| Total debt securities | $29,242,000 | 3,504 |
| Structured notes | ||
| Amortized cost | $4,475,000 | 885 |
| Fair value | $3,837,000 | 1,017 |
| 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 | $15,627,000 | 4,977 |
| U.S. Government securities | $4,487,000 | 6,299 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,487,000 | 6,207 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $11,140,000 | 828 |
| 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 | $1,484,000 | 203 |
| Other domestic debt securities - All other | $9,656,000 | 389 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,187,000 | 4,646 |
| Mortgage-backed securities | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| 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) | $8,404,000 | 1,243 |
| Available-for-sale securities (fair market value) | $7,223,000 | 5,825 |
| Total debt securities | $13,097,000 | 5,280 |
| Structured notes | ||
| Amortized cost | $5,629,000 | 493 |
| Fair value | $4,091,000 | 664 |
| 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 | $14,781,000 | 5,073 |
| U.S. Government securities | $4,835,000 | 6,207 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,835,000 | 6,116 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $9,946,000 | 915 |
| 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 | $4,126,000 | 121 |
| Other domestic debt securities - All other | $5,820,000 | 586 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,535,000 | 4,531 |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| 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) | $6,782,000 | 1,405 |
| Available-for-sale securities (fair market value) | $7,999,000 | 5,683 |
| Total debt securities | $14,654,000 | 5,048 |
| Structured notes | ||
| Amortized cost | $16,068,000 | 87 |
| Fair value | $14,530,000 | 98 |
| 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 | $16,978,000 | 4,805 |
| U.S. Government securities | $7,036,000 | 5,768 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $7,036,000 | 5,683 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $9,942,000 | 879 |
| 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 | $9,942,000 | 389 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,808,000 | 4,022 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| 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) | $8,983,000 | 1,235 |
| Available-for-sale securities (fair market value) | $7,995,000 | 5,739 |
| Total debt securities | $16,852,000 | 4,779 |
| Structured notes | ||
| Amortized cost | $18,266,000 | 58 |
| Fair value | $16,728,000 | 62 |
| 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 | $19,870,000 | 4,464 |
| U.S. Government securities | $9,640,000 | 5,220 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,640,000 | 5,139 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $10,230,000 | 818 |
| 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 | $10,230,000 | 372 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,340,000 | 3,558 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| 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) | $11,587,000 | 1,061 |
| Available-for-sale securities (fair market value) | $8,283,000 | 5,717 |
| Total debt securities | $19,744,000 | 4,444 |
| Structured notes | ||
| Amortized cost | $21,158,000 | 56 |
| Fair value | $19,651,000 | 63 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $23,302,000 | 3,997 |
| U.S. Government securities | $12,340,000 | 4,649 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $12,340,000 | 4,559 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $10,962,000 | 786 |
| 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 | $10,962,000 | 344 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,062,000 | 3,126 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| 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) | $14,287,000 | 938 |
| Available-for-sale securities (fair market value) | $9,015,000 | 5,525 |
| Total debt securities | $23,302,000 | 3,960 |
| Structured notes | ||
| Amortized cost | $24,143,000 | 44 |
| Fair value | $22,919,000 | 47 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $24,466,000 | 3,928 |
| U.S. Government securities | $11,435,000 | 4,846 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $11,435,000 | 4,761 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $13,031,000 | 747 |
| 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 | $13,031,000 | 350 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,136,000 | 3,217 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| 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) | $14,159,000 | 930 |
| Available-for-sale securities (fair market value) | $10,307,000 | 5,351 |
| Total debt securities | $24,466,000 | 3,879 |
| Structured notes | ||
| Amortized cost | $24,695,000 | 42 |
| Fair value | $24,265,000 | 43 |
| 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 | $33,158,000 | 3,193 |
| U.S. Government securities | $15,890,000 | 4,094 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $15,890,000 | 4,017 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $17,268,000 | 593 |
| 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 | $17,268,000 | 282 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,180,000 | 2,621 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| 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) | $18,614,000 | 761 |
| Available-for-sale securities (fair market value) | $14,544,000 | 4,691 |
| Total debt securities | $33,158,000 | 3,150 |
| Structured notes | ||
| Amortized cost | $33,385,000 | 36 |
| Fair value | $33,224,000 | 37 |
| 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 | $49,930,000 | 2,305 |
| U.S. Government securities | $32,437,000 | 2,505 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $32,437,000 | 2,448 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $17,493,000 | 555 |
| 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 | $17,493,000 | 275 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,035,000 | 1,808 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| 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) | $35,125,000 | 483 |
| Available-for-sale securities (fair market value) | $14,805,000 | 4,639 |
| Total debt securities | $49,930,000 | 2,253 |
| Structured notes | ||
| Amortized cost | $50,289,000 | 28 |
| Fair value | $49,792,000 | 28 |
| 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 | $51,326,000 | 2,246 |
| U.S. Government securities | $38,391,000 | 2,142 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $38,391,000 | 2,097 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $12,935,000 | 640 |
| 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 | $12,935,000 | 338 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,435,000 | 1,542 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $41,115,000 | 447 |
| Available-for-sale securities (fair market value) | $10,211,000 | 5,432 |
| Total debt securities | $51,326,000 | 2,198 |
| Structured notes | ||
| Amortized cost | $51,685,000 | 33 |
| Fair value | $50,953,000 | 34 |
| 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 | $51,425,000 | 2,242 |
| U.S. Government securities | $38,452,000 | 2,151 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $38,452,000 | 2,090 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $12,973,000 | 608 |
| 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 | $12,973,000 | 313 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,025,000 | 1,701 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $41,177,000 | 454 |
| Available-for-sale securities (fair market value) | $10,248,000 | 5,444 |
| Total debt securities | $51,425,000 | 2,199 |
| Structured notes | ||
| Amortized cost | $51,543,000 | 34 |
| Fair value | $50,521,000 | 34 |
| 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 | $51,477,000 | 2,251 |
| U.S. Government securities | $38,475,000 | 2,177 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $38,475,000 | 2,115 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $13,002,000 | 628 |
| 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 | $13,002,000 | 332 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,500,000 | 1,696 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $41,200,000 | 468 |
| Available-for-sale securities (fair market value) | $10,277,000 | 5,430 |
| Total debt securities | $51,478,000 | 2,216 |
| Structured notes | ||
| Amortized cost | $51,563,000 | 33 |
| Fair value | $50,755,000 | 33 |
| 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 | $54,812,000 | 2,142 |
| U.S. Government securities | $41,823,000 | 2,050 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $41,823,000 | 1,995 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $12,989,000 | 611 |
| 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 | $12,989,000 | 336 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,500,000 | 1,809 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $44,539,000 | 446 |
| Available-for-sale securities (fair market value) | $10,273,000 | 5,480 |
| Total debt securities | $54,812,000 | 2,100 |
| Structured notes | ||
| Amortized cost | $54,697,000 | 35 |
| Fair value | $53,779,000 | 35 |
| 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 | $55,057,000 | 2,155 |
| U.S. Government securities | $41,898,000 | 2,072 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $41,898,000 | 2,016 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $13,159,000 | 611 |
| 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 | $13,159,000 | 330 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,288,000 | 1,730 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $44,623,000 | 471 |
| Available-for-sale securities (fair market value) | $10,434,000 | 5,454 |
| Total debt securities | $55,057,000 | 2,113 |
| Structured notes | ||
| Amortized cost | $54,677,000 | 44 |
| Fair value | $53,703,000 | 44 |
| 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 | $54,893,000 | 2,142 |
| U.S. Government securities | $42,195,000 | 2,066 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $42,195,000 | 1,995 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $12,698,000 | 617 |
| 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 | $12,698,000 | 346 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,138,000 | 2,240 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $44,463,000 | 473 |
| Available-for-sale securities (fair market value) | $10,430,000 | 5,471 |
| Total debt securities | $54,893,000 | 2,102 |
| Structured notes | ||
| Amortized cost | $54,512,000 | 49 |
| Fair value | $52,816,000 | 49 |
| 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 | $55,190,000 | 2,156 |
| U.S. Government securities | $42,319,000 | 2,107 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $42,319,000 | 2,027 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $12,871,000 | 621 |
| 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 | $12,871,000 | 361 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,800,000 | 2,172 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $44,693,000 | 481 |
| Available-for-sale securities (fair market value) | $10,497,000 | 5,479 |
| Total debt securities | $55,190,000 | 2,117 |
| Structured notes | ||
| Amortized cost | $54,629,000 | 49 |
| Fair value | $53,652,000 | 49 |
| 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 | $49,986,000 | 2,376 |
| U.S. Government securities | $37,014,000 | 2,345 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $37,014,000 | 2,274 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $12,972,000 | 644 |
| 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 | $12,972,000 | 373 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,985,000 | 2,122 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,493,000 | 542 |
| Available-for-sale securities (fair market value) | $10,493,000 | 5,509 |
| Total debt securities | $49,986,000 | 2,330 |
| Structured notes | ||
| Amortized cost | $49,425,000 | 57 |
| Fair value | $48,570,000 | 58 |
| 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 | $47,943,000 | 2,435 |
| U.S. Government securities | $35,934,000 | 2,375 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $35,934,000 | 2,311 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $12,009,000 | 674 |
| 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 | $12,009,000 | 404 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,398,000 | 2,053 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,463,000 | 570 |
| Available-for-sale securities (fair market value) | $9,480,000 | 5,716 |
| Total debt securities | $47,943,000 | 2,386 |
| Structured notes | ||
| Amortized cost | $47,154,000 | 51 |
| Fair value | $46,726,000 | 50 |
| 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 | $37,231,000 | 3,022 |
| U.S. Government securities | $33,997,000 | 2,519 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $33,997,000 | 2,433 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $3,234,000 | 1,347 |
| 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 | $3,234,000 | 973 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,231,000 | 2,154 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,231,000 | 601 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $37,231,000 | 2,971 |
| Structured notes | ||
| Amortized cost | $36,827,000 | 76 |
| Fair value | $36,709,000 | 76 |
| 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 | $26,227,000 | 3,965 |
| U.S. Government securities | $24,914,000 | 3,297 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $24,914,000 | 3,167 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,313,000 | 2,023 |
| 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 | $1,313,000 | 1,622 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,206,000 | 3,154 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,227,000 | 795 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $26,227,000 | 3,912 |
| Structured notes | ||
| Amortized cost | $24,914,000 | 130 |
| Fair value | $24,439,000 | 130 |
| 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 | $17,557,000 | 5,093 |
| U.S. Government securities | $15,824,000 | 4,498 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $15,824,000 | 4,362 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,733,000 | 1,900 |
| 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 | $1,733,000 | 1,529 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,660,000 | 3,043 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,557,000 | 1,037 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $17,557,000 | 5,026 |
| Structured notes | ||
| Amortized cost | $15,824,000 | 261 |
| Fair value | $15,822,000 | 255 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $16,540,000 | 5,242 |
| U.S. Government securities | $14,574,000 | 4,702 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $14,574,000 | 4,558 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,966,000 | 1,835 |
| 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 | $1,966,000 | 1,499 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,300,000 | 3,467 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,540,000 | 1,078 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $16,540,000 | 5,169 |
| Structured notes | ||
| Amortized cost | $14,574,000 | 284 |
| Fair value | $14,574,000 | 284 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $15,496,000 | 5,480 |
| U.S. Government securities | $13,159,000 | 5,060 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $13,159,000 | 4,904 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $2,337,000 | 1,752 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,337,000 | 1,408 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,300,000 | 3,454 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,496,000 | 1,131 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $15,496,000 | 5,407 |
| Structured notes | ||
| Amortized cost | $13,159,000 | 300 |
| Fair value | $12,905,000 | 299 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $13,106,000 | 5,911 |
| U.S. Government securities | $10,656,000 | 5,581 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $10,656,000 | 5,435 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $2,450,000 | 1,820 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,450,000 | 1,471 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,800,000 | 5,009 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,106,000 | 1,249 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $13,106,000 | 5,825 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $14,217,000 | 5,752 |
| U.S. Government securities | $10,941,000 | 5,538 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,941,000 | 5,370 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $3,276,000 | 1,600 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,276,000 | 1,332 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,217,000 | 1,191 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $14,217,000 | 5,666 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $12,402,000 | 6,033 |
| U.S. Government securities | $9,080,000 | 5,860 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $9,080,000 | 5,686 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $3,322,000 | 1,675 |
| 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 | $3,322,000 | 1,404 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,402,000 | 1,279 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $12,402,000 | 5,947 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $9,798,000 | 6,545 |
| U.S. Government securities | $5,886,000 | 6,774 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,886,000 | 6,592 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $3,912,000 | 1,610 |
| 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 | $3,912,000 | 1,343 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,798,000 | 1,469 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $9,798,000 | 6,441 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $4,430,000 | 7,977 |
| U.S. Government securities | $602,000 | 8,749 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $602,000 | 8,610 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $3,828,000 | 1,636 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,828,000 | 1,369 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,430,000 | 2,241 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $4,430,000 | 7,896 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $3,265,000 | 8,357 |
| U.S. Government securities | $0 | 9,056 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $0 | 8,949 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $3,265,000 | 1,757 |
| 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 | $3,265,000 | 1,497 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,265,000 | 2,575 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $3,265,000 | 8,270 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $0 | 9,430 |
| U.S. Government securities | $0 | 9,306 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $0 | 9,193 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $0 | 9,380 |
| 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 | $349,000 | 9,672 |
| U.S. Government securities | $0 | 9,633 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $0 | 9,486 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $349,000 | 3,190 |
| 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 | $349,000 | 2,790 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $349,000 | 5,099 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $349,000 | 9,574 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $474,000 | 9,983 |
| U.S. Government securities | $0 | 9,980 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $0 | 9,793 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $474,000 | 2,928 |
| 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 | $474,000 | 2,503 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $474,000 | 5,390 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $474,000 | 9,901 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |