Home > First Personal Bank > Securities
First Personal Bank, Securities
| 2018-06-30 | Rank | |
| Total securities | $20,965,000 | 3,570 |
| U.S. Government securities | $20,965,000 | 2,648 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $20,965,000 | 2,506 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| 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 | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $1,454,000 | 3,866 |
| Certificates of participation in pools of residential mortgages | $1,207,000 | 3,627 |
| Issued or guaranteed by U.S. | $1,207,000 | 3,458 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $247,000 | 2,774 |
| CMOs issued by government agencies or sponsored agencies | $247,000 | 2,711 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $20,965,000 | 3,299 |
| Total debt securities | $20,964,000 | 3,546 |
| Structured notes | ||
| Amortized cost | $18,547,000 | 76 |
| Fair value | $18,026,000 | 76 |
| 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 | $21,109,000 | 3,592 |
| U.S. Government securities | $21,109,000 | 2,710 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $21,109,000 | 2,583 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| 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 | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $512,000 | 4,570 |
| Mortgage-backed securities | $1,572,000 | 3,870 |
| Certificates of participation in pools of residential mortgages | $1,274,000 | 3,651 |
| Issued or guaranteed by U.S. | $1,274,000 | 3,644 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $298,000 | 2,742 |
| CMOs issued by government agencies or sponsored agencies | $298,000 | 2,677 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $21,109,000 | 3,312 |
| Total debt securities | $21,109,000 | 3,570 |
| Structured notes | ||
| Amortized cost | $18,547,000 | 76 |
| Fair value | $18,054,000 | 75 |
| 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 | $21,408,000 | 3,636 |
| U.S. Government securities | $21,408,000 | 2,695 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $21,408,000 | 2,574 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| 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 | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $553,000 | 4,631 |
| Mortgage-backed securities | $1,694,000 | 3,884 |
| Certificates of participation in pools of residential mortgages | $1,372,000 | 3,663 |
| Issued or guaranteed by U.S. | $1,372,000 | 3,657 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $322,000 | 2,725 |
| CMOs issued by government agencies or sponsored agencies | $322,000 | 2,658 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $21,408,000 | 3,352 |
| Total debt securities | $21,408,000 | 3,611 |
| Structured notes | ||
| Amortized cost | $18,547,000 | 72 |
| Fair value | $18,228,000 | 72 |
| 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 | $21,748,000 | 3,659 |
| U.S. Government securities | $21,748,000 | 2,694 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $21,748,000 | 2,588 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| 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 | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $655,000 | 4,665 |
| Mortgage-backed securities | $1,885,000 | 3,889 |
| Certificates of participation in pools of residential mortgages | $1,535,000 | 3,667 |
| Issued or guaranteed by U.S. | $1,535,000 | 3,660 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $350,000 | 2,729 |
| CMOs issued by government agencies or sponsored agencies | $350,000 | 2,663 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $21,748,000 | 3,365 |
| Total debt securities | $21,748,000 | 3,634 |
| Structured notes | ||
| Amortized cost | $18,546,000 | 76 |
| Fair value | $18,370,000 | 76 |
| 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 | $22,920,000 | 3,628 |
| U.S. Government securities | $22,920,000 | 2,671 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $22,920,000 | 2,567 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| 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 | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $697,000 | 4,691 |
| Mortgage-backed securities | $2,032,000 | 3,895 |
| Certificates of participation in pools of residential mortgages | $1,640,000 | 3,671 |
| Issued or guaranteed by U.S. | $1,640,000 | 3,665 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $392,000 | 2,736 |
| CMOs issued by government agencies or sponsored agencies | $392,000 | 2,662 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $22,920,000 | 3,334 |
| Total debt securities | $22,920,000 | 3,605 |
| Structured notes | ||
| Amortized cost | $19,546,000 | 81 |
| Fair value | $19,394,000 | 81 |
| 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 | $22,942,000 | 3,664 |
| U.S. Government securities | $22,942,000 | 2,706 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $22,942,000 | 2,595 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| 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 | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $740,000 | 4,738 |
| Mortgage-backed securities | $2,200,000 | 3,908 |
| Certificates of participation in pools of residential mortgages | $1,746,000 | 3,699 |
| Issued or guaranteed by U.S. | $1,746,000 | 3,694 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $454,000 | 2,744 |
| CMOs issued by government agencies or sponsored agencies | $454,000 | 2,674 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $22,942,000 | 3,371 |
| Total debt securities | $22,942,000 | 3,639 |
| Structured notes | ||
| Amortized cost | $19,546,000 | 80 |
| Fair value | $19,250,000 | 79 |
| 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 | $23,126,000 | 3,659 |
| U.S. Government securities | $23,126,000 | 2,673 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $23,126,000 | 2,552 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| 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 | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $2,389,000 | 3,897 |
| Certificates of participation in pools of residential mortgages | $1,860,000 | 3,692 |
| Issued or guaranteed by U.S. | $1,860,000 | 3,686 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $529,000 | 2,712 |
| CMOs issued by government agencies or sponsored agencies | $529,000 | 2,627 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $23,126,000 | 3,362 |
| Total debt securities | $23,126,000 | 3,630 |
| Structured notes | ||
| Amortized cost | $19,545,000 | 75 |
| Fair value | $19,245,000 | 72 |
| 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 | $19,685,000 | 3,889 |
| U.S. Government securities | $19,685,000 | 2,922 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $19,685,000 | 2,812 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| 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 | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $801,000 | 4,830 |
| Mortgage-backed securities | $2,653,000 | 3,883 |
| Certificates of participation in pools of residential mortgages | $1,989,000 | 3,687 |
| Issued or guaranteed by U.S. | $1,989,000 | 3,683 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $664,000 | 2,674 |
| CMOs issued by government agencies or sponsored agencies | $664,000 | 2,595 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $19,685,000 | 3,577 |
| Total debt securities | $19,685,000 | 3,864 |
| Structured notes | ||
| Amortized cost | $15,550,000 | 89 |
| Fair value | $15,533,000 | 88 |
| 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 | $21,029,000 | 3,862 |
| U.S. Government securities | $21,029,000 | 2,881 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $21,029,000 | 2,767 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| 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 | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $876,000 | 4,889 |
| Mortgage-backed securities | $2,961,000 | 3,850 |
| Certificates of participation in pools of residential mortgages | $2,147,000 | 3,671 |
| Issued or guaranteed by U.S. | $2,147,000 | 3,666 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $814,000 | 2,627 |
| CMOs issued by government agencies or sponsored agencies | $814,000 | 2,544 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $21,029,000 | 3,551 |
| Total debt securities | $21,029,000 | 3,833 |
| Structured notes | ||
| Amortized cost | $15,050,000 | 103 |
| Fair value | $15,066,000 | 102 |
| 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 | $18,276,000 | 4,116 |
| U.S. Government securities | $18,276,000 | 3,179 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $18,276,000 | 3,069 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| 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 | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $917,000 | 4,933 |
| Mortgage-backed securities | $3,300,000 | 3,803 |
| Certificates of participation in pools of residential mortgages | $2,284,000 | 3,670 |
| Issued or guaranteed by U.S. | $2,284,000 | 3,667 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,016,000 | 2,548 |
| CMOs issued by government agencies or sponsored agencies | $1,016,000 | 2,472 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $18,276,000 | 3,781 |
| Total debt securities | $18,276,000 | 4,094 |
| Structured notes | ||
| Amortized cost | $11,979,000 | 151 |
| Fair value | $11,985,000 | 150 |
| 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 | $16,477,000 | 4,303 |
| U.S. Government securities | $16,477,000 | 3,388 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $16,477,000 | 3,271 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $985,000 | 4,964 |
| Mortgage-backed securities | $3,594,000 | 3,774 |
| Certificates of participation in pools of residential mortgages | $2,438,000 | 3,651 |
| Issued or guaranteed by U.S. | $2,438,000 | 3,649 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,156,000 | 2,525 |
| CMOs issued by government agencies or sponsored agencies | $1,156,000 | 2,457 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $16,477,000 | 3,955 |
| Total debt securities | $16,477,000 | 4,277 |
| Structured notes | ||
| Amortized cost | $9,477,000 | 231 |
| Fair value | $9,416,000 | 229 |
| 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 | $18,895,000 | 4,189 |
| U.S. Government securities | $18,895,000 | 3,227 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $18,895,000 | 3,118 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,021,000 | 4,984 |
| Mortgage-backed securities | $3,922,000 | 3,755 |
| Certificates of participation in pools of residential mortgages | $2,580,000 | 3,662 |
| Issued or guaranteed by U.S. | $2,580,000 | 3,660 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,342,000 | 2,475 |
| CMOs issued by government agencies or sponsored agencies | $1,342,000 | 2,411 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $18,895,000 | 3,833 |
| Total debt securities | $18,895,000 | 4,158 |
| Structured notes | ||
| Amortized cost | $10,967,000 | 238 |
| Fair value | $10,999,000 | 233 |
| 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 | $23,685,000 | 3,919 |
| U.S. Government securities | $23,685,000 | 2,958 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $23,685,000 | 2,870 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,088,000 | 5,003 |
| Mortgage-backed securities | $4,322,000 | 3,758 |
| Certificates of participation in pools of residential mortgages | $2,778,000 | 3,687 |
| Issued or guaranteed by U.S. | $2,778,000 | 3,683 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,544,000 | 2,476 |
| CMOs issued by government agencies or sponsored agencies | $1,544,000 | 2,407 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $23,685,000 | 3,588 |
| Total debt securities | $23,685,000 | 3,894 |
| Structured notes | ||
| Amortized cost | $15,464,000 | 197 |
| Fair value | $15,425,000 | 196 |
| 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 | $24,890,000 | 3,864 |
| U.S. Government securities | $24,890,000 | 2,909 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $24,890,000 | 2,828 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,194,000 | 5,036 |
| Mortgage-backed securities | $4,936,000 | 3,713 |
| Certificates of participation in pools of residential mortgages | $3,011,000 | 3,693 |
| Issued or guaranteed by U.S. | $3,011,000 | 3,690 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,925,000 | 2,386 |
| CMOs issued by government agencies or sponsored agencies | $1,925,000 | 2,305 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $24,890,000 | 3,517 |
| Total debt securities | $24,890,000 | 3,840 |
| Structured notes | ||
| Amortized cost | $15,961,000 | 218 |
| Fair value | $15,983,000 | 215 |
| 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 | $22,135,000 | 4,121 |
| U.S. Government securities | $22,135,000 | 3,172 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $22,135,000 | 3,070 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,230,000 | 5,093 |
| Mortgage-backed securities | $5,334,000 | 3,710 |
| Certificates of participation in pools of residential mortgages | $3,160,000 | 3,724 |
| Issued or guaranteed by U.S. | $3,160,000 | 3,720 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,174,000 | 2,346 |
| CMOs issued by government agencies or sponsored agencies | $2,174,000 | 2,269 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $22,135,000 | 3,769 |
| Total debt securities | $22,135,000 | 4,097 |
| Structured notes | ||
| Amortized cost | $12,457,000 | 274 |
| Fair value | $12,388,000 | 275 |
| 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 | $21,144,000 | 4,277 |
| U.S. Government securities | $21,144,000 | 3,338 |
| U.S. Treasury securities | $622,000 | 1,159 |
| U.S. Government agency obligations | $20,522,000 | 3,278 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,288,000 | 5,138 |
| Mortgage-backed securities | $5,768,000 | 3,718 |
| Certificates of participation in pools of residential mortgages | $3,337,000 | 3,762 |
| Issued or guaranteed by U.S. | $3,337,000 | 3,761 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,431,000 | 2,320 |
| CMOs issued by government agencies or sponsored agencies | $2,431,000 | 2,235 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $21,144,000 | 3,922 |
| Total debt securities | $21,144,000 | 4,255 |
| Structured notes | ||
| Amortized cost | $10,964,000 | 361 |
| Fair value | $10,863,000 | 358 |
| 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 | $22,123,000 | 4,262 |
| U.S. Government securities | $22,123,000 | 3,296 |
| U.S. Treasury securities | $630,000 | 1,115 |
| U.S. Government agency obligations | $21,493,000 | 3,254 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,372,000 | 5,174 |
| Mortgage-backed securities | $6,275,000 | 3,694 |
| Certificates of participation in pools of residential mortgages | $3,578,000 | 3,772 |
| Issued or guaranteed by U.S. | $3,578,000 | 3,772 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,697,000 | 2,287 |
| CMOs issued by government agencies or sponsored agencies | $2,697,000 | 2,208 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $22,123,000 | 3,899 |
| Total debt securities | $22,123,000 | 4,240 |
| Structured notes | ||
| Amortized cost | $11,465,000 | 363 |
| Fair value | $11,336,000 | 360 |
| 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 | $20,056,000 | 4,450 |
| U.S. Government securities | $20,056,000 | 3,480 |
| U.S. Treasury securities | $625,000 | 985 |
| U.S. Government agency obligations | $19,431,000 | 3,443 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,454,000 | 5,185 |
| Mortgage-backed securities | $6,792,000 | 3,640 |
| Certificates of participation in pools of residential mortgages | $3,738,000 | 3,754 |
| Issued or guaranteed by U.S. | $3,738,000 | 3,754 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,054,000 | 2,192 |
| CMOs issued by government agencies or sponsored agencies | $3,054,000 | 2,121 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $20,056,000 | 4,082 |
| Total debt securities | $20,056,000 | 4,430 |
| Structured notes | ||
| Amortized cost | $8,977,000 | 481 |
| Fair value | $8,810,000 | 471 |
| 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 | $19,969,000 | 4,458 |
| U.S. Government securities | $19,969,000 | 3,498 |
| U.S. Treasury securities | $1,259,000 | 778 |
| U.S. Government agency obligations | $18,710,000 | 3,513 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,495,000 | 5,224 |
| Mortgage-backed securities | $7,183,000 | 3,575 |
| Certificates of participation in pools of residential mortgages | $3,900,000 | 3,720 |
| Issued or guaranteed by U.S. | $3,900,000 | 3,717 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,283,000 | 2,135 |
| CMOs issued by government agencies or sponsored agencies | $3,283,000 | 2,061 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $19,969,000 | 4,091 |
| Total debt securities | $19,969,000 | 4,436 |
| Structured notes | ||
| Amortized cost | $7,976,000 | 525 |
| Fair value | $7,754,000 | 502 |
| 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 | $20,204,000 | 4,471 |
| U.S. Government securities | $20,204,000 | 3,495 |
| U.S. Treasury securities | $1,265,000 | 755 |
| U.S. Government agency obligations | $18,939,000 | 3,517 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,570,000 | 5,239 |
| Mortgage-backed securities | $7,828,000 | 3,505 |
| Certificates of participation in pools of residential mortgages | $4,191,000 | 3,664 |
| Issued or guaranteed by U.S. | $4,191,000 | 3,660 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,637,000 | 2,100 |
| CMOs issued by government agencies or sponsored agencies | $3,637,000 | 2,019 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $20,204,000 | 4,112 |
| Total debt securities | $20,204,000 | 4,442 |
| Structured notes | ||
| Amortized cost | $7,475,000 | 538 |
| Fair value | $7,307,000 | 526 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $20,122,000 | 4,492 |
| U.S. Government securities | $20,122,000 | 3,505 |
| U.S. Treasury securities | $1,267,000 | 771 |
| U.S. Government agency obligations | $18,855,000 | 3,526 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,691,000 | 5,228 |
| Mortgage-backed securities | $9,074,000 | 3,343 |
| Certificates of participation in pools of residential mortgages | $4,702,000 | 3,544 |
| Issued or guaranteed by U.S. | $4,702,000 | 3,540 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,372,000 | 2,020 |
| CMOs issued by government agencies or sponsored agencies | $4,372,000 | 1,931 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $20,122,000 | 4,143 |
| Total debt securities | $20,122,000 | 4,460 |
| Structured notes | ||
| Amortized cost | $6,474,000 | 580 |
| Fair value | $6,377,000 | 563 |
| 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 | $17,527,000 | 4,746 |
| U.S. Government securities | $17,527,000 | 3,783 |
| U.S. Treasury securities | $1,292,000 | 787 |
| U.S. Government agency obligations | $16,235,000 | 3,826 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,852,000 | 5,243 |
| Mortgage-backed securities | $10,731,000 | 3,198 |
| Certificates of participation in pools of residential mortgages | $5,318,000 | 3,453 |
| Issued or guaranteed by U.S. | $5,318,000 | 3,449 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,413,000 | 1,920 |
| CMOs issued by government agencies or sponsored agencies | $5,413,000 | 1,831 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $17,527,000 | 4,376 |
| Total debt securities | $17,527,000 | 4,715 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,074 |
| Fair value | $2,501,000 | 1,097 |
| 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 | $17,204,000 | 4,735 |
| U.S. Government securities | $17,204,000 | 3,789 |
| U.S. Treasury securities | $1,292,000 | 768 |
| U.S. Government agency obligations | $15,912,000 | 3,814 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,945,000 | 5,239 |
| Mortgage-backed securities | $12,408,000 | 3,049 |
| Certificates of participation in pools of residential mortgages | $5,886,000 | 3,339 |
| Issued or guaranteed by U.S. | $5,886,000 | 3,337 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $6,522,000 | 1,826 |
| CMOs issued by government agencies or sponsored agencies | $6,522,000 | 1,733 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $17,204,000 | 4,370 |
| Total debt securities | $17,204,000 | 4,704 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,223 |
| Fair value | $2,003,000 | 1,262 |
| 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 | $15,070,000 | 5,047 |
| U.S. Government securities | $15,070,000 | 4,103 |
| U.S. Treasury securities | $1,296,000 | 727 |
| U.S. Government agency obligations | $13,774,000 | 4,177 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,052,000 | 5,238 |
| Mortgage-backed securities | $13,261,000 | 3,084 |
| Certificates of participation in pools of residential mortgages | $5,914,000 | 3,485 |
| Issued or guaranteed by U.S. | $5,914,000 | 3,485 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $7,347,000 | 1,794 |
| CMOs issued by government agencies or sponsored agencies | $7,347,000 | 1,700 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $15,070,000 | 4,660 |
| Total debt securities | $15,070,000 | 5,014 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $14,920,000 | 5,068 |
| U.S. Government securities | $14,619,000 | 4,210 |
| U.S. Treasury securities | $1,293,000 | 714 |
| U.S. Government agency obligations | $13,326,000 | 4,287 |
| Securities issued by states & political subdivisions | $301,000 | 5,465 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,541,000 | 5,115 |
| Mortgage-backed securities | $12,807,000 | 3,160 |
| Certificates of participation in pools of residential mortgages | $5,275,000 | 3,628 |
| Issued or guaranteed by U.S. | $5,275,000 | 3,625 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,532,000 | 1,795 |
| CMOs issued by government agencies or sponsored agencies | $7,532,000 | 1,702 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $14,920,000 | 4,697 |
| Total debt securities | $14,920,000 | 5,037 |
| 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 | $13,716,000 | 5,280 |
| U.S. Government securities | $13,410,000 | 4,471 |
| U.S. Treasury securities | $1,301,000 | 770 |
| U.S. Government agency obligations | $12,109,000 | 4,559 |
| Securities issued by states & political subdivisions | $306,000 | 5,457 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,734,000 | 5,095 |
| Mortgage-backed securities | $10,580,000 | 3,424 |
| Certificates of participation in pools of residential mortgages | $5,778,000 | 3,531 |
| Issued or guaranteed by U.S. | $5,778,000 | 3,527 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,802,000 | 2,173 |
| CMOs issued by government agencies or sponsored agencies | $4,802,000 | 2,065 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $13,716,000 | 4,877 |
| Total debt securities | $13,716,000 | 5,253 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,683 |
| Fair value | $501,000 | 2,716 |
| 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 | $12,405,000 | 5,430 |
| U.S. Government securities | $12,096,000 | 4,607 |
| U.S. Treasury securities | $1,287,000 | 720 |
| U.S. Government agency obligations | $10,809,000 | 4,710 |
| Securities issued by states & political subdivisions | $309,000 | 5,452 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,931,000 | 4,804 |
| Mortgage-backed securities | $9,271,000 | 3,521 |
| Certificates of participation in pools of residential mortgages | $5,164,000 | 3,567 |
| Issued or guaranteed by U.S. | $5,164,000 | 3,564 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,107,000 | 2,269 |
| CMOs issued by government agencies or sponsored agencies | $4,107,000 | 2,088 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $12,405,000 | 5,010 |
| Total debt securities | $12,405,000 | 5,401 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,578 |
| Fair value | $501,000 | 2,629 |
| 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 | $12,117,000 | 5,430 |
| U.S. Government securities | $11,805,000 | 4,626 |
| U.S. Treasury securities | $1,290,000 | 748 |
| U.S. Government agency obligations | $10,515,000 | 4,722 |
| Securities issued by states & political subdivisions | $312,000 | 5,452 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,030,000 | 4,775 |
| Mortgage-backed securities | $9,465,000 | 3,445 |
| Certificates of participation in pools of residential mortgages | $5,513,000 | 3,436 |
| Issued or guaranteed by U.S. | $5,513,000 | 3,431 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,952,000 | 2,260 |
| CMOs issued by government agencies or sponsored agencies | $3,952,000 | 2,072 |
| 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) | $12,117,000 | 5,000 |
| Total debt securities | $12,117,000 | 5,393 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $13,141,000 | 5,363 |
| U.S. Government securities | $12,521,000 | 4,647 |
| U.S. Treasury securities | $1,288,000 | 829 |
| U.S. Government agency obligations | $11,233,000 | 4,728 |
| Securities issued by states & political subdivisions | $567,000 | 5,207 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $53,000 | 1,092 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,391,000 | 4,716 |
| Mortgage-backed securities | $10,173,000 | 3,293 |
| Certificates of participation in pools of residential mortgages | $6,011,000 | 3,307 |
| Issued or guaranteed by U.S. | $6,011,000 | 3,299 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,162,000 | 2,187 |
| CMOs issued by government agencies or sponsored agencies | $4,162,000 | 1,997 |
| 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) | $13,141,000 | 4,931 |
| Total debt securities | $13,088,000 | 5,338 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $12,344,000 | 5,474 |
| U.S. Government securities | $11,468,000 | 4,778 |
| U.S. Treasury securities | $1,267,000 | 862 |
| U.S. Government agency obligations | $10,201,000 | 4,875 |
| Securities issued by states & political subdivisions | $823,000 | 5,036 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $53,000 | 1,111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,673,000 | 4,615 |
| Mortgage-backed securities | $10,201,000 | 3,225 |
| Certificates of participation in pools of residential mortgages | $6,454,000 | 3,148 |
| Issued or guaranteed by U.S. | $6,454,000 | 3,141 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,747,000 | 2,212 |
| CMOs issued by government agencies or sponsored agencies | $3,747,000 | 2,012 |
| 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) | $12,344,000 | 5,030 |
| Total debt securities | $12,291,000 | 5,448 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $10,991,000 | 5,572 |
| U.S. Government securities | $10,109,000 | 4,838 |
| U.S. Treasury securities | $1,235,000 | 870 |
| U.S. Government agency obligations | $8,874,000 | 4,961 |
| Securities issued by states & political subdivisions | $829,000 | 5,051 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $53,000 | 1,088 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,039,000 | 4,479 |
| Mortgage-backed securities | $8,874,000 | 3,314 |
| Certificates of participation in pools of residential mortgages | $5,903,000 | 3,139 |
| Issued or guaranteed by U.S. | $5,903,000 | 3,132 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,971,000 | 2,352 |
| CMOs issued by government agencies or sponsored agencies | $2,971,000 | 2,113 |
| 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) | $10,991,000 | 5,127 |
| Total debt securities | $10,938,000 | 5,541 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $8,506,000 | 5,919 |
| U.S. Government securities | $7,028,000 | 5,414 |
| U.S. Treasury securities | $1,232,000 | 796 |
| U.S. Government agency obligations | $5,796,000 | 5,605 |
| Securities issued by states & political subdivisions | $1,415,000 | 4,613 |
| Other domestic debt securities | $10,000 | 3,094 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $10,000 | 220 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $53,000 | 1,126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,698,000 | 4,338 |
| Mortgage-backed securities | $5,796,000 | 3,844 |
| Certificates of participation in pools of residential mortgages | $4,762,000 | 3,387 |
| Issued or guaranteed by U.S. | $4,762,000 | 3,381 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,034,000 | 2,963 |
| CMOs issued by government agencies or sponsored agencies | $1,034,000 | 2,678 |
| 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) | $8,506,000 | 5,461 |
| Total debt securities | $8,453,000 | 5,885 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $8,849,000 | 5,942 |
| U.S. Government securities | $6,600,000 | 5,665 |
| U.S. Treasury securities | $1,219,000 | 751 |
| U.S. Government agency obligations | $5,381,000 | 5,819 |
| Securities issued by states & political subdivisions | $2,174,000 | 4,229 |
| Other domestic debt securities | $22,000 | 3,062 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $22,000 | 215 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $53,000 | 1,169 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,232,000 | 4,224 |
| Mortgage-backed securities | $5,381,000 | 3,934 |
| Certificates of participation in pools of residential mortgages | $4,194,000 | 3,557 |
| Issued or guaranteed by U.S. | $4,194,000 | 3,549 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,187,000 | 2,816 |
| CMOs issued by government agencies or sponsored agencies | $1,187,000 | 2,519 |
| 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) | $8,849,000 | 5,457 |
| Total debt securities | $8,796,000 | 5,911 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $8,971,000 | 5,987 |
| U.S. Government securities | $6,603,000 | 5,729 |
| U.S. Treasury securities | $1,199,000 | 777 |
| U.S. Government agency obligations | $5,404,000 | 5,905 |
| Securities issued by states & political subdivisions | $2,193,000 | 4,214 |
| Other domestic debt securities | $122,000 | 2,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $122,000 | 191 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $53,000 | 1,237 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,782,000 | 4,174 |
| Mortgage-backed securities | $5,404,000 | 4,004 |
| Certificates of participation in pools of residential mortgages | $4,590,000 | 3,562 |
| Issued or guaranteed by U.S. | $4,590,000 | 3,556 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $814,000 | 2,985 |
| CMOs issued by government agencies or sponsored agencies | $814,000 | 2,659 |
| 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) | $8,971,000 | 5,503 |
| Total debt securities | $8,918,000 | 5,952 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $9,982,000 | 5,803 |
| U.S. Government securities | $7,552,000 | 5,473 |
| U.S. Treasury securities | $1,194,000 | 708 |
| U.S. Government agency obligations | $6,358,000 | 5,656 |
| Securities issued by states & political subdivisions | $2,207,000 | 4,234 |
| Other domestic debt securities | $170,000 | 3,004 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $170,000 | 206 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $53,000 | 1,279 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,730,000 | 3,955 |
| Mortgage-backed securities | $5,970,000 | 3,938 |
| Certificates of participation in pools of residential mortgages | $5,051,000 | 3,524 |
| Issued or guaranteed by U.S. | $5,051,000 | 3,514 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $919,000 | 2,927 |
| CMOs issued by government agencies or sponsored agencies | $919,000 | 2,586 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $9,982,000 | 5,322 |
| Total debt securities | $9,929,000 | 5,773 |
| Structured notes | ||
| Amortized cost | $386,000 | 2,602 |
| Fair value | $388,000 | 2,602 |
| 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 | $16,591,000 | 4,849 |
| U.S. Government securities | $8,847,000 | 5,228 |
| U.S. Treasury securities | $1,160,000 | 670 |
| U.S. Government agency obligations | $7,687,000 | 5,387 |
| Securities issued by states & political subdivisions | $3,227,000 | 3,839 |
| Other domestic debt securities | $4,464,000 | 1,371 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $228,000 | 204 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $4,236,000 | 718 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $53,000 | 1,373 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,273,000 | 3,670 |
| Mortgage-backed securities | $5,761,000 | 4,053 |
| Certificates of participation in pools of residential mortgages | $5,443,000 | 3,522 |
| Issued or guaranteed by U.S. | $5,443,000 | 3,511 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $318,000 | 3,327 |
| CMOs issued by government agencies or sponsored agencies | $318,000 | 2,986 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $16,591,000 | 4,422 |
| Total debt securities | $16,538,000 | 4,808 |
| Structured notes | ||
| Amortized cost | $410,000 | 2,206 |
| Fair value | $415,000 | 2,202 |
| 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 | $17,412,000 | 4,750 |
| U.S. Government securities | $9,416,000 | 5,090 |
| U.S. Treasury securities | $1,131,000 | 638 |
| U.S. Government agency obligations | $8,285,000 | 5,240 |
| Securities issued by states & political subdivisions | $3,231,000 | 3,799 |
| Other domestic debt securities | $4,712,000 | 1,380 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $324,000 | 216 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $4,388,000 | 730 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $53,000 | 1,358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,912,000 | 3,550 |
| Mortgage-backed securities | $6,326,000 | 3,992 |
| Certificates of participation in pools of residential mortgages | $5,917,000 | 3,448 |
| Issued or guaranteed by U.S. | $5,917,000 | 3,435 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $409,000 | 3,264 |
| CMOs issued by government agencies or sponsored agencies | $409,000 | 2,913 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $17,412,000 | 4,296 |
| Total debt securities | $17,359,000 | 4,709 |
| Structured notes | ||
| Amortized cost | $445,000 | 1,705 |
| Fair value | $449,000 | 1,699 |
| 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 | $15,413,000 | 5,012 |
| U.S. Government securities | $8,617,000 | 5,373 |
| U.S. Treasury securities | $1,092,000 | 600 |
| U.S. Government agency obligations | $7,525,000 | 5,538 |
| Securities issued by states & political subdivisions | $3,236,000 | 3,716 |
| Other domestic debt securities | $3,507,000 | 1,481 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $346,000 | 270 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,161,000 | 886 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $53,000 | 1,363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,826,000 | 3,450 |
| Mortgage-backed securities | $7,013,000 | 3,921 |
| Certificates of participation in pools of residential mortgages | $6,479,000 | 3,401 |
| Issued or guaranteed by U.S. | $6,479,000 | 3,390 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $534,000 | 3,204 |
| CMOs issued by government agencies or sponsored agencies | $534,000 | 2,838 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $15,413,000 | 4,541 |
| Total debt securities | $15,360,000 | 4,984 |
| Structured notes | ||
| Amortized cost | $507,000 | 1,269 |
| Fair value | $512,000 | 1,276 |
| 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 | $13,964,000 | 5,269 |
| U.S. Government securities | $8,552,000 | 5,459 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $8,552,000 | 5,376 |
| Securities issued by states & political subdivisions | $3,209,000 | 3,687 |
| Other domestic debt securities | $2,150,000 | 1,778 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $344,000 | 260 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,806,000 | 1,190 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $53,000 | 1,357 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,751,000 | 3,322 |
| Mortgage-backed securities | $7,834,000 | 3,702 |
| Certificates of participation in pools of residential mortgages | $7,066,000 | 3,229 |
| Issued or guaranteed by U.S. | $7,066,000 | 3,217 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $768,000 | 3,010 |
| CMOs issued by government agencies or sponsored agencies | $768,000 | 2,677 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $13,964,000 | 4,759 |
| Total debt securities | $13,911,000 | 5,234 |
| Structured notes | ||
| Amortized cost | $529,000 | 1,313 |
| Fair value | $537,000 | 1,309 |
| 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 | $13,278,000 | 5,311 |
| U.S. Government securities | $9,579,000 | 5,183 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,579,000 | 5,098 |
| Securities issued by states & political subdivisions | $3,288,000 | 3,637 |
| Other domestic debt securities | $358,000 | 2,806 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $358,000 | 256 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $53,000 | 1,512 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,013,000 | 4,017 |
| Mortgage-backed securities | $8,351,000 | 3,516 |
| Certificates of participation in pools of residential mortgages | $7,447,000 | 3,053 |
| Issued or guaranteed by U.S. | $7,447,000 | 3,043 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $904,000 | 2,841 |
| CMOs issued by government agencies or sponsored agencies | $904,000 | 2,500 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $13,278,000 | 4,792 |
| Total debt securities | $13,225,000 | 5,284 |
| Structured notes | ||
| Amortized cost | $542,000 | 1,287 |
| Fair value | $545,000 | 1,279 |
| 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 | $14,708,000 | 5,162 |
| U.S. Government securities | $10,673,000 | 4,986 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $10,673,000 | 4,908 |
| Securities issued by states & political subdivisions | $3,283,000 | 3,655 |
| Other domestic debt securities | $360,000 | 2,779 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $360,000 | 246 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $392,000 | 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 | $7,866,000 | 3,788 |
| Mortgage-backed securities | $8,928,000 | 3,421 |
| Certificates of participation in pools of residential mortgages | $7,862,000 | 2,970 |
| Issued or guaranteed by U.S. | $7,862,000 | 2,956 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,066,000 | 2,711 |
| CMOs issued by government agencies or sponsored agencies | $1,066,000 | 2,378 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $14,708,000 | 4,660 |
| Total debt securities | $14,316,000 | 5,160 |
| Structured notes | ||
| Amortized cost | $556,000 | 1,329 |
| Fair value | $556,000 | 1,328 |
| 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 | $16,204,000 | 4,938 |
| U.S. Government securities | $11,725,000 | 4,798 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $11,725,000 | 4,709 |
| Securities issued by states & political subdivisions | $3,349,000 | 3,647 |
| Other domestic debt securities | $368,000 | 2,712 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $368,000 | 243 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $762,000 | 1,142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,013,000 | 6,089 |
| Mortgage-backed securities | $9,748,000 | 3,224 |
| Certificates of participation in pools of residential mortgages | $8,467,000 | 2,772 |
| Issued or guaranteed by U.S. | $8,467,000 | 2,760 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,281,000 | 2,619 |
| CMOs issued by government agencies or sponsored agencies | $1,281,000 | 2,293 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $16,204,000 | 4,443 |
| Total debt securities | $15,442,000 | 4,995 |
| Structured notes | ||
| Amortized cost | $579,000 | 1,442 |
| Fair value | $594,000 | 1,438 |
| 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 | $16,304,000 | 4,970 |
| U.S. Government securities | $12,320,000 | 4,818 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $12,320,000 | 4,720 |
| Securities issued by states & political subdivisions | $3,301,000 | 3,667 |
| Other domestic debt securities | $364,000 | 2,549 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $364,000 | 223 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $319,000 | 1,391 |
| 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 | 6,194 |
| Mortgage-backed securities | $10,356,000 | 2,860 |
| Certificates of participation in pools of residential mortgages | $8,910,000 | 2,439 |
| Issued or guaranteed by U.S. | $8,910,000 | 2,425 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,446,000 | 2,431 |
| CMOs issued by government agencies or sponsored agencies | $1,446,000 | 2,131 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $16,304,000 | 4,425 |
| Total debt securities | $15,985,000 | 4,966 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,894 |
| Fair value | $600,000 | 1,895 |
| 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 | $25,400,000 | 3,847 |
| U.S. Government securities | $14,280,000 | 4,506 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $14,280,000 | 4,408 |
| Securities issued by states & political subdivisions | $8,876,000 | 2,228 |
| Other domestic debt securities | $1,222,000 | 1,846 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $361,000 | 215 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $861,000 | 1,478 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $1,022,000 | 948 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $995,000 | 6,208 |
| Mortgage-backed securities | $10,914,000 | 2,610 |
| Certificates of participation in pools of residential mortgages | $9,287,000 | 2,212 |
| Issued or guaranteed by U.S. | $9,287,000 | 2,203 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,627,000 | 2,314 |
| CMOs issued by government agencies or sponsored agencies | $1,627,000 | 2,020 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $25,400,000 | 3,400 |
| Total debt securities | $24,378,000 | 3,916 |
| Structured notes | ||
| Amortized cost | $610,000 | 2,108 |
| Fair value | $587,000 | 2,128 |
| 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 | $24,862,000 | 3,887 |
| U.S. Government securities | $13,812,000 | 4,620 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $13,812,000 | 4,512 |
| Securities issued by states & political subdivisions | $8,773,000 | 2,225 |
| Other domestic debt securities | $1,616,000 | 1,618 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $358,000 | 210 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,258,000 | 1,220 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $661,000 | 1,120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $987,000 | 6,265 |
| Mortgage-backed securities | $10,531,000 | 2,611 |
| Certificates of participation in pools of residential mortgages | $8,746,000 | 2,245 |
| Issued or guaranteed by U.S. | $8,746,000 | 2,232 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,785,000 | 2,221 |
| CMOs issued by government agencies or sponsored agencies | $1,785,000 | 1,944 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $24,862,000 | 3,423 |
| Total debt securities | $24,201,000 | 3,902 |
| Structured notes | ||
| Amortized cost | $637,000 | 2,191 |
| Fair value | $616,000 | 2,194 |
| 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 | $24,813,000 | 3,912 |
| U.S. Government securities | $13,417,000 | 4,717 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $13,417,000 | 4,596 |
| Securities issued by states & political subdivisions | $7,834,000 | 2,416 |
| Other domestic debt securities | $2,230,000 | 1,459 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $363,000 | 218 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,867,000 | 1,075 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $1,332,000 | 902 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $990,000 | 6,284 |
| Mortgage-backed securities | $10,741,000 | 2,547 |
| Certificates of participation in pools of residential mortgages | $8,826,000 | 2,233 |
| Issued or guaranteed by U.S. | $8,826,000 | 2,223 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,915,000 | 2,147 |
| CMOs issued by government agencies or sponsored agencies | $1,915,000 | 1,875 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $24,813,000 | 3,444 |
| Total debt securities | $23,481,000 | 3,998 |
| Structured notes | ||
| Amortized cost | $661,000 | 2,247 |
| Fair value | $646,000 | 2,252 |
| 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 | $24,582,000 | 3,975 |
| U.S. Government securities | $15,974,000 | 4,330 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $15,974,000 | 4,217 |
| Securities issued by states & political subdivisions | $5,553,000 | 2,953 |
| Other domestic debt securities | $2,232,000 | 1,450 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $362,000 | 215 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,870,000 | 1,095 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $823,000 | 1,128 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $989,000 | 6,322 |
| Mortgage-backed securities | $11,297,000 | 2,483 |
| Certificates of participation in pools of residential mortgages | $9,316,000 | 2,172 |
| Issued or guaranteed by U.S. | $9,316,000 | 2,160 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,981,000 | 2,118 |
| CMOs issued by government agencies or sponsored agencies | $1,981,000 | 1,846 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $24,582,000 | 3,480 |
| Total debt securities | $23,759,000 | 4,021 |
| Structured notes | ||
| Amortized cost | $680,000 | 2,348 |
| Fair value | $663,000 | 2,350 |
| 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 | $19,299,000 | 4,673 |
| U.S. Government securities | $13,959,000 | 4,715 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $13,959,000 | 4,581 |
| Securities issued by states & political subdivisions | $2,743,000 | 3,911 |
| Other domestic debt securities | $2,053,000 | 1,489 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $181,000 | 249 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,872,000 | 1,103 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $544,000 | 1,256 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $987,000 | 6,373 |
| Mortgage-backed securities | $9,709,000 | 2,674 |
| Certificates of participation in pools of residential mortgages | $8,001,000 | 2,384 |
| Issued or guaranteed by U.S. | $8,001,000 | 2,371 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,708,000 | 2,183 |
| CMOs issued by government agencies or sponsored agencies | $1,708,000 | 1,910 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $19,299,000 | 4,093 |
| Total debt securities | $18,755,000 | 4,717 |
| Structured notes | ||
| Amortized cost | $709,000 | 2,445 |
| Fair value | $688,000 | 2,462 |
| 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 | $18,720,000 | 4,743 |
| U.S. Government securities | $14,443,000 | 4,626 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $14,443,000 | 4,478 |
| Securities issued by states & political subdivisions | $2,722,000 | 3,895 |
| Other domestic debt securities | $1,555,000 | 1,680 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,555,000 | 1,198 |
| 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 | $973,000 | 6,414 |
| Mortgage-backed securities | $9,922,000 | 2,639 |
| Certificates of participation in pools of residential mortgages | $8,507,000 | 2,312 |
| Issued or guaranteed by U.S. | $8,507,000 | 2,301 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,415,000 | 2,279 |
| CMOs issued by government agencies or sponsored agencies | $1,415,000 | 2,006 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $18,720,000 | 4,124 |
| Total debt securities | $18,720,000 | 4,692 |
| Structured notes | ||
| Amortized cost | $731,000 | 2,499 |
| Fair value | $699,000 | 2,507 |
| 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 | $19,636,000 | 4,666 |
| U.S. Government securities | $15,318,000 | 4,499 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $15,318,000 | 4,368 |
| Securities issued by states & political subdivisions | $2,755,000 | 3,920 |
| Other domestic debt securities | $1,563,000 | 1,737 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,563,000 | 1,256 |
| 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 | $982,000 | 6,426 |
| Mortgage-backed securities | $10,153,000 | 2,646 |
| Certificates of participation in pools of residential mortgages | $9,158,000 | 2,272 |
| Issued or guaranteed by U.S. | $9,158,000 | 2,262 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $995,000 | 2,490 |
| CMOs issued by government agencies or sponsored agencies | $995,000 | 2,205 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $19,636,000 | 4,045 |
| Total debt securities | $19,637,000 | 4,613 |
| Structured notes | ||
| Amortized cost | $760,000 | 2,452 |
| Fair value | $733,000 | 2,478 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $17,501,000 | 4,977 |
| U.S. Government securities | $14,896,000 | 4,545 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $14,896,000 | 4,413 |
| Securities issued by states & political subdivisions | $1,582,000 | 4,627 |
| Other domestic debt securities | $1,023,000 | 2,047 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,023,000 | 1,559 |
| 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 | $985,000 | 6,445 |
| Mortgage-backed securities | $9,666,000 | 2,731 |
| Certificates of participation in pools of residential mortgages | $9,666,000 | 2,208 |
| Issued or guaranteed by U.S. | $9,666,000 | 2,197 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $17,501,000 | 4,312 |
| Total debt securities | $17,500,000 | 4,927 |
| Structured notes | ||
| Amortized cost | $788,000 | 2,439 |
| Fair value | $761,000 | 2,443 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $16,378,000 | 5,144 |
| U.S. Government securities | $14,819,000 | 4,522 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $14,819,000 | 4,390 |
| Securities issued by states & political subdivisions | $521,000 | 5,573 |
| Other domestic debt securities | $1,038,000 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,038,000 | 1,598 |
| 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 | $997,000 | 6,446 |
| Mortgage-backed securities | $10,489,000 | 2,659 |
| Certificates of participation in pools of residential mortgages | $10,489,000 | 2,134 |
| Issued or guaranteed by U.S. | $10,489,000 | 2,122 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $16,378,000 | 4,481 |
| Total debt securities | $16,377,000 | 5,095 |
| Structured notes | ||
| Amortized cost | $835,000 | 2,369 |
| Fair value | $823,000 | 2,369 |
| 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 | $17,998,000 | 4,931 |
| U.S. Government securities | $15,926,000 | 4,406 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $15,926,000 | 4,273 |
| Securities issued by states & political subdivisions | $525,000 | 5,578 |
| Other domestic debt securities | $1,547,000 | 1,877 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,547,000 | 1,451 |
| 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 | $1,001,000 | 6,420 |
| Mortgage-backed securities | $11,492,000 | 2,611 |
| Certificates of participation in pools of residential mortgages | $11,492,000 | 2,087 |
| Issued or guaranteed by U.S. | $11,492,000 | 2,076 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $17,998,000 | 4,289 |
| Total debt securities | $17,998,000 | 4,882 |
| Structured notes | ||
| Amortized cost | $904,000 | 2,333 |
| Fair value | $902,000 | 2,333 |
| 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 | $30,199,000 | 3,600 |
| U.S. Government securities | $26,114,000 | 3,158 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $26,114,000 | 3,041 |
| Securities issued by states & political subdivisions | $512,000 | 5,604 |
| Other domestic debt securities | $3,573,000 | 1,337 |
| 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 | $3,573,000 | 978 |
| 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 | $1,194,000 | 6,359 |
| Mortgage-backed securities | $11,924,000 | 2,624 |
| Certificates of participation in pools of residential mortgages | $11,924,000 | 2,086 |
| Issued or guaranteed by U.S. | $11,924,000 | 2,076 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $30,199,000 | 3,107 |
| Total debt securities | $30,199,000 | 3,545 |
| Structured notes | ||
| Amortized cost | $984,000 | 2,307 |
| Fair value | $960,000 | 2,304 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $28,807,000 | 3,732 |
| U.S. Government securities | $24,661,000 | 3,323 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $24,661,000 | 3,189 |
| Securities issued by states & political subdivisions | $523,000 | 5,618 |
| Other domestic debt securities | $3,623,000 | 1,349 |
| 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 | $3,623,000 | 996 |
| 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 | $1,217,000 | 6,342 |
| Mortgage-backed securities | $11,235,000 | 2,765 |
| Certificates of participation in pools of residential mortgages | $11,235,000 | 2,211 |
| Issued or guaranteed by U.S. | $11,235,000 | 2,202 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $28,807,000 | 3,229 |
| Total debt securities | $28,807,000 | 3,668 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $29,670,000 | 3,650 |
| U.S. Government securities | $25,475,000 | 3,214 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $25,475,000 | 3,099 |
| Securities issued by states & political subdivisions | $528,000 | 5,662 |
| Other domestic debt securities | $3,667,000 | 1,356 |
| 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 | $3,667,000 | 1,030 |
| 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 | $4,092,000 | 4,944 |
| Mortgage-backed securities | $11,994,000 | 2,676 |
| Certificates of participation in pools of residential mortgages | $11,994,000 | 2,136 |
| Issued or guaranteed by U.S. | $11,994,000 | 2,127 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $29,670,000 | 3,162 |
| Total debt securities | $29,670,000 | 3,586 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $21,354,000 | 4,611 |
| U.S. Government securities | $17,186,000 | 4,297 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $17,186,000 | 4,154 |
| Securities issued by states & political subdivisions | $508,000 | 5,729 |
| Other domestic debt securities | $3,660,000 | 1,395 |
| 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 | $3,660,000 | 1,075 |
| 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 | $3,266,000 | 5,269 |
| Mortgage-backed securities | $2,403,000 | 4,958 |
| Certificates of participation in pools of residential mortgages | $2,403,000 | 4,347 |
| Issued or guaranteed by U.S. | $2,403,000 | 4,334 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $21,354,000 | 4,003 |
| Total debt securities | $21,354,000 | 4,542 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $12,104,000 | 6,107 |
| U.S. Government securities | $7,825,000 | 6,286 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $7,825,000 | 6,127 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $4,279,000 | 1,383 |
| 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 | $4,279,000 | 1,055 |
| 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 | $4,685,000 | 4,661 |
| Mortgage-backed securities | $2,819,000 | 4,842 |
| Certificates of participation in pools of residential mortgages | $2,819,000 | 4,203 |
| Issued or guaranteed by U.S. | $2,819,000 | 4,191 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $12,104,000 | 5,386 |
| Total debt securities | $12,104,000 | 6,026 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,759 |
| Fair value | $1,000,000 | 1,940 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $12,308,000 | 6,149 |
| U.S. Government securities | $8,043,000 | 6,297 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,043,000 | 6,126 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $4,265,000 | 1,387 |
| 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 | $4,265,000 | 1,134 |
| 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 | $3,306,000 | 5,170 |
| Mortgage-backed securities | $3,040,000 | 4,714 |
| Certificates of participation in pools of residential mortgages | $3,040,000 | 4,087 |
| Issued or guaranteed by U.S. | $3,040,000 | 4,073 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $12,308,000 | 5,414 |
| Total debt securities | $12,308,000 | 6,061 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 1,602 |
| Fair value | $1,007,000 | 1,640 |
| 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 | $12,597,000 | 5,994 |
| U.S. Government securities | $7,810,000 | 6,230 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $7,810,000 | 6,045 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $4,787,000 | 1,393 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,787,000 | 1,136 |
| 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 | $2,508,000 | 5,538 |
| Mortgage-backed securities | $5,302,000 | 3,963 |
| Certificates of participation in pools of residential mortgages | $5,302,000 | 3,333 |
| Issued or guaranteed by U.S. | $5,302,000 | 3,318 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $12,597,000 | 5,275 |
| Total debt securities | $12,597,000 | 5,907 |
| Structured notes | ||
| Amortized cost | $1,002,000 | 1,373 |
| Fair value | $1,013,000 | 1,398 |
| 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 | $15,147,000 | 5,461 |
| U.S. Government securities | $9,763,000 | 5,616 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,763,000 | 5,445 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $5,384,000 | 1,320 |
| 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 | $5,384,000 | 1,066 |
| 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 | $2,720,000 | 5,429 |
| Mortgage-backed securities | $6,719,000 | 3,689 |
| Certificates of participation in pools of residential mortgages | $6,719,000 | 2,998 |
| Issued or guaranteed by U.S. | $6,719,000 | 2,987 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $15,147,000 | 4,766 |
| Total debt securities | $15,147,000 | 5,355 |
| Structured notes | ||
| Amortized cost | $1,003,000 | 1,178 |
| Fair value | $1,021,000 | 1,200 |
| 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 | $14,117,000 | 5,655 |
| U.S. Government securities | $8,839,000 | 5,896 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $8,839,000 | 5,720 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $5,278,000 | 1,352 |
| 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 | $5,278,000 | 1,098 |
| 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 | $3,017,000 | 5,305 |
| Mortgage-backed securities | $5,813,000 | 3,935 |
| Certificates of participation in pools of residential mortgages | $5,813,000 | 3,184 |
| Issued or guaranteed by U.S. | $5,813,000 | 3,173 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $14,117,000 | 4,933 |
| Total debt securities | $14,117,000 | 5,559 |
| Structured notes | ||
| Amortized cost | $1,004,000 | 896 |
| Fair value | $1,023,000 | 919 |
| 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 | $14,120,000 | 5,623 |
| U.S. Government securities | $8,842,000 | 5,911 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $8,842,000 | 5,706 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $5,278,000 | 1,335 |
| 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 | $5,278,000 | 1,089 |
| 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 | $3,288,000 | 5,154 |
| Mortgage-backed securities | $5,805,000 | 3,908 |
| Certificates of participation in pools of residential mortgages | $5,805,000 | 3,135 |
| Issued or guaranteed by U.S. | $5,805,000 | 3,124 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $14,120,000 | 4,883 |
| Total debt securities | $14,120,000 | 5,527 |
| Structured notes | ||
| Amortized cost | $1,004,000 | 747 |
| Fair value | $1,028,000 | 764 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $13,215,000 | 5,748 |
| U.S. Government securities | $10,546,000 | 5,377 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $10,546,000 | 5,146 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $2,669,000 | 1,988 |
| 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 | $2,669,000 | 1,675 |
| 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 | $2,595,000 | 5,582 |
| Mortgage-backed securities | $6,165,000 | 3,666 |
| Certificates of participation in pools of residential mortgages | $6,165,000 | 2,836 |
| Issued or guaranteed by U.S. | $6,165,000 | 2,819 |
| 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) | $13,215,000 | 4,916 |
| Total debt securities | $13,215,000 | 5,656 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $17,670,000 | 5,048 |
| U.S. Government securities | $12,307,000 | 5,193 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $12,307,000 | 4,867 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $5,320,000 | 1,175 |
| 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 | $5,320,000 | 975 |
| Foreign debt securities | NA | NA |
| Equity securities | $43,000 | 7,442 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,364,000 | 6,057 |
| Mortgage-backed securities | $3,192,000 | 4,082 |
| Certificates of participation in pools of residential mortgages | $3,192,000 | 3,288 |
| Issued or guaranteed by U.S. | $3,192,000 | 3,272 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $17,670,000 | 4,137 |
| Total debt securities | $17,627,000 | 4,942 |
| 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 | $8,121,000 | 7,609 |
| U.S. Government securities | $6,315,000 | 7,468 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,315,000 | 6,939 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $1,782,000 | 1,949 |
| 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 | $1,782,000 | 1,630 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,000 | 7,696 |
| 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 | $1,127,000 | 5,722 |
| Certificates of participation in pools of residential mortgages | $1,127,000 | 4,895 |
| Issued or guaranteed by U.S. | $1,127,000 | 4,880 |
| 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) | $996,000 | 4,884 |
| Available-for-sale securities (fair market value) | $7,125,000 | 6,727 |
| Total debt securities | $8,097,000 | 7,493 |
| 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 |