Home > First Security Bank > Securities
First Security Bank, Securities
| 2018-09-30 | Rank | |
| Total securities | $113,212,000 | 1,154 |
| U.S. Government securities | $86,582,000 | 972 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $86,582,000 | 928 |
| Securities issued by states & political subdivisions | $21,607,000 | 1,566 |
| Other domestic debt securities | $5,023,000 | 818 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $5,023,000 | 76 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,237,000 | 1,469 |
| Mortgage-backed securities | $86,582,000 | 703 |
| Certificates of participation in pools of residential mortgages | $39,226,000 | 809 |
| Issued or guaranteed by U.S. | $39,226,000 | 805 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $27,176,000 | 619 |
| CMOs issued by government agencies or sponsored agencies | $27,176,000 | 588 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $20,180,000 | 431 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $20,180,000 | 265 |
| Held to maturity securities (book value) | $80,708,000 | 272 |
| Available-for-sale securities (fair market value) | $32,504,000 | 2,674 |
| Total debt securities | $113,211,000 | 1,132 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $121,436,000 | 1,098 |
| U.S. Government securities | $49,635,000 | 1,486 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $49,635,000 | 1,420 |
| Securities issued by states & political subdivisions | $21,675,000 | 1,619 |
| Other domestic debt securities | $50,126,000 | 226 |
| Privately issued residential mortgage-backed securities | $40,092,000 | 73 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $10,034,000 | 59 |
| 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 | $35,522,000 | 1,327 |
| Mortgage-backed securities | $89,727,000 | 687 |
| Certificates of participation in pools of residential mortgages | $41,086,000 | 813 |
| Issued or guaranteed by U.S. | $994,000 | 3,535 |
| Privately issued | $40,092,000 | 20 |
| Collaterized mortgage obligations | $28,452,000 | 591 |
| CMOs issued by government agencies or sponsored agencies | $28,452,000 | 563 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $20,189,000 | 408 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $20,189,000 | 256 |
| Held to maturity securities (book value) | $82,703,000 | 260 |
| Available-for-sale securities (fair market value) | $38,733,000 | 2,446 |
| Total debt securities | $121,436,000 | 1,083 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $124,386,000 | 1,091 |
| U.S. Government securities | $92,647,000 | 939 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $92,647,000 | 900 |
| Securities issued by states & political subdivisions | $21,697,000 | 1,652 |
| Other domestic debt securities | $10,042,000 | 583 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $10,042,000 | 59 |
| 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 | $34,005,000 | 1,406 |
| Mortgage-backed securities | $92,647,000 | 680 |
| Certificates of participation in pools of residential mortgages | $42,798,000 | 806 |
| Issued or guaranteed by U.S. | $42,798,000 | 805 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $29,650,000 | 581 |
| CMOs issued by government agencies or sponsored agencies | $29,650,000 | 549 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $20,199,000 | 359 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $20,199,000 | 245 |
| Held to maturity securities (book value) | $84,665,000 | 270 |
| Available-for-sale securities (fair market value) | $39,721,000 | 2,437 |
| Total debt securities | $124,387,000 | 1,075 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $127,650,000 | 1,076 |
| U.S. Government securities | $95,644,000 | 911 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $95,644,000 | 873 |
| Securities issued by states & political subdivisions | $21,898,000 | 1,698 |
| Other domestic debt securities | $10,108,000 | 579 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $10,108,000 | 60 |
| 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 | $37,099,000 | 1,334 |
| Mortgage-backed securities | $95,644,000 | 668 |
| Certificates of participation in pools of residential mortgages | $44,662,000 | 807 |
| Issued or guaranteed by U.S. | $44,662,000 | 807 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $30,774,000 | 560 |
| CMOs issued by government agencies or sponsored agencies | $30,774,000 | 529 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $20,208,000 | 353 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $20,208,000 | 239 |
| Held to maturity securities (book value) | $86,366,000 | 270 |
| Available-for-sale securities (fair market value) | $41,284,000 | 2,409 |
| Total debt securities | $127,652,000 | 1,063 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $119,189,000 | 1,149 |
| U.S. Government securities | $88,077,000 | 996 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $88,077,000 | 952 |
| Securities issued by states & political subdivisions | $20,987,000 | 1,787 |
| Other domestic debt securities | $10,125,000 | 579 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $10,125,000 | 65 |
| 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 | $23,612,000 | 1,837 |
| Mortgage-backed securities | $85,078,000 | 724 |
| Certificates of participation in pools of residential mortgages | $38,250,000 | 919 |
| Issued or guaranteed by U.S. | $38,250,000 | 919 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $29,076,000 | 591 |
| CMOs issued by government agencies or sponsored agencies | $29,076,000 | 560 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $17,752,000 | 370 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $17,752,000 | 245 |
| Held to maturity securities (book value) | $78,324,000 | 291 |
| Available-for-sale securities (fair market value) | $40,865,000 | 2,437 |
| Total debt securities | $119,189,000 | 1,132 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $121,750,000 | 1,144 |
| U.S. Government securities | $90,869,000 | 980 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $90,869,000 | 940 |
| Securities issued by states & political subdivisions | $20,858,000 | 1,800 |
| Other domestic debt securities | $10,023,000 | 597 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $10,023,000 | 70 |
| 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 | $28,128,000 | 1,671 |
| Mortgage-backed securities | $87,872,000 | 718 |
| Certificates of participation in pools of residential mortgages | $39,712,000 | 911 |
| Issued or guaranteed by U.S. | $39,712,000 | 911 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $30,398,000 | 572 |
| CMOs issued by government agencies or sponsored agencies | $30,398,000 | 539 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $17,762,000 | 365 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $17,762,000 | 237 |
| Held to maturity securities (book value) | $79,784,000 | 294 |
| Available-for-sale securities (fair market value) | $41,966,000 | 2,432 |
| Total debt securities | $121,749,000 | 1,127 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $112,109,000 | 1,235 |
| U.S. Government securities | $82,617,000 | 1,077 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $82,617,000 | 1,033 |
| Securities issued by states & political subdivisions | $19,473,000 | 1,901 |
| Other domestic debt securities | $10,019,000 | 606 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $10,019,000 | 69 |
| 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 | $20,941,000 | 2,038 |
| Mortgage-backed securities | $79,621,000 | 787 |
| Certificates of participation in pools of residential mortgages | $40,910,000 | 909 |
| Issued or guaranteed by U.S. | $40,910,000 | 909 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $20,938,000 | 722 |
| CMOs issued by government agencies or sponsored agencies | $20,938,000 | 689 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $17,773,000 | 355 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $17,773,000 | 229 |
| Held to maturity securities (book value) | $69,701,000 | 328 |
| Available-for-sale securities (fair market value) | $42,408,000 | 2,428 |
| Total debt securities | $112,109,000 | 1,215 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $112,380,000 | 1,220 |
| U.S. Government securities | $84,696,000 | 1,043 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $84,696,000 | 994 |
| Securities issued by states & political subdivisions | $17,680,000 | 2,044 |
| Other domestic debt securities | $10,004,000 | 598 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $10,004,000 | 75 |
| 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 | $21,920,000 | 1,967 |
| Mortgage-backed securities | $81,697,000 | 772 |
| Certificates of participation in pools of residential mortgages | $42,273,000 | 888 |
| Issued or guaranteed by U.S. | $42,273,000 | 888 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $21,641,000 | 708 |
| CMOs issued by government agencies or sponsored agencies | $21,641,000 | 667 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $17,783,000 | 338 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $17,783,000 | 223 |
| Held to maturity securities (book value) | $69,261,000 | 330 |
| Available-for-sale securities (fair market value) | $43,119,000 | 2,383 |
| Total debt securities | $112,379,000 | 1,200 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $58,066,000 | 2,130 |
| U.S. Government securities | $44,045,000 | 1,752 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $44,045,000 | 1,670 |
| Securities issued by states & political subdivisions | $14,021,000 | 2,360 |
| 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 | $21,053,000 | 2,032 |
| Mortgage-backed securities | $41,044,000 | 1,271 |
| Certificates of participation in pools of residential mortgages | $28,532,000 | 1,191 |
| Issued or guaranteed by U.S. | $28,532,000 | 1,190 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,512,000 | 1,005 |
| CMOs issued by government agencies or sponsored agencies | $12,512,000 | 957 |
| 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) | $28,475,000 | 589 |
| Available-for-sale securities (fair market value) | $29,591,000 | 2,959 |
| Total debt securities | $58,065,000 | 2,108 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $65,852,000 | 1,970 |
| U.S. Government securities | $51,747,000 | 1,569 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $51,747,000 | 1,502 |
| Securities issued by states & political subdivisions | $14,105,000 | 2,356 |
| 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 | $24,087,000 | 1,887 |
| Mortgage-backed securities | $42,743,000 | 1,260 |
| Certificates of participation in pools of residential mortgages | $29,437,000 | 1,186 |
| Issued or guaranteed by U.S. | $29,437,000 | 1,182 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $13,306,000 | 979 |
| CMOs issued by government agencies or sponsored agencies | $13,306,000 | 931 |
| 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) | $29,337,000 | 589 |
| Available-for-sale securities (fair market value) | $36,515,000 | 2,691 |
| Total debt securities | $65,852,000 | 1,945 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $51,583,000 | 2,377 |
| U.S. Government securities | $40,455,000 | 1,976 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $40,455,000 | 1,879 |
| Securities issued by states & political subdivisions | $11,128,000 | 2,652 |
| 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 | $15,053,000 | 2,521 |
| Mortgage-backed securities | $28,479,000 | 1,669 |
| Certificates of participation in pools of residential mortgages | $14,519,000 | 1,919 |
| Issued or guaranteed by U.S. | $14,519,000 | 1,918 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,960,000 | 972 |
| CMOs issued by government agencies or sponsored agencies | $13,960,000 | 922 |
| 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) | $11,538,000 | 970 |
| Available-for-sale securities (fair market value) | $40,045,000 | 2,571 |
| Total debt securities | $51,583,000 | 2,350 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $52,555,000 | 2,372 |
| U.S. Government securities | $41,033,000 | 1,973 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $41,033,000 | 1,880 |
| Securities issued by states & political subdivisions | $11,522,000 | 2,633 |
| 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 | $12,626,000 | 2,796 |
| Mortgage-backed securities | $29,135,000 | 1,646 |
| Certificates of participation in pools of residential mortgages | $14,832,000 | 1,891 |
| Issued or guaranteed by U.S. | $14,832,000 | 1,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $14,303,000 | 964 |
| CMOs issued by government agencies or sponsored agencies | $14,303,000 | 916 |
| 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) | $11,888,000 | 978 |
| Available-for-sale securities (fair market value) | $40,667,000 | 2,574 |
| Total debt securities | $52,555,000 | 2,349 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $57,638,000 | 2,240 |
| U.S. Government securities | $45,767,000 | 1,839 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $45,767,000 | 1,758 |
| Securities issued by states & political subdivisions | $11,871,000 | 2,593 |
| 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 | $9,526,000 | 3,209 |
| Mortgage-backed securities | $27,805,000 | 1,716 |
| Certificates of participation in pools of residential mortgages | $12,758,000 | 2,083 |
| Issued or guaranteed by U.S. | $12,758,000 | 2,080 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $15,047,000 | 964 |
| CMOs issued by government agencies or sponsored agencies | $15,047,000 | 909 |
| 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) | $9,633,000 | 1,059 |
| Available-for-sale securities (fair market value) | $48,005,000 | 2,338 |
| Total debt securities | $57,638,000 | 2,220 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $57,042,000 | 2,305 |
| U.S. Government securities | $45,342,000 | 1,907 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $45,342,000 | 1,825 |
| Securities issued by states & political subdivisions | $11,700,000 | 2,626 |
| 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 | $9,603,000 | 3,222 |
| Mortgage-backed securities | $27,503,000 | 1,777 |
| Certificates of participation in pools of residential mortgages | $11,830,000 | 2,227 |
| Issued or guaranteed by U.S. | $11,830,000 | 2,226 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $15,673,000 | 970 |
| CMOs issued by government agencies or sponsored agencies | $15,673,000 | 921 |
| 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) | $8,727,000 | 1,111 |
| Available-for-sale securities (fair market value) | $48,315,000 | 2,372 |
| Total debt securities | $57,042,000 | 2,280 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $59,618,000 | 2,256 |
| U.S. Government securities | $47,193,000 | 1,898 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $47,193,000 | 1,812 |
| Securities issued by states & political subdivisions | $12,425,000 | 2,536 |
| 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 | $10,563,000 | 3,127 |
| Mortgage-backed securities | $29,268,000 | 1,719 |
| Certificates of participation in pools of residential mortgages | $12,463,000 | 2,193 |
| Issued or guaranteed by U.S. | $12,463,000 | 2,193 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $16,805,000 | 955 |
| CMOs issued by government agencies or sponsored agencies | $16,805,000 | 909 |
| 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) | $9,099,000 | 1,100 |
| Available-for-sale securities (fair market value) | $50,519,000 | 2,324 |
| Total debt securities | $59,617,000 | 2,231 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $60,519,000 | 2,263 |
| U.S. Government securities | $47,937,000 | 1,883 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $47,937,000 | 1,813 |
| Securities issued by states & political subdivisions | $12,582,000 | 2,534 |
| 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 | $11,539,000 | 3,019 |
| Mortgage-backed securities | $30,200,000 | 1,731 |
| Certificates of participation in pools of residential mortgages | $12,830,000 | 2,218 |
| Issued or guaranteed by U.S. | $12,830,000 | 2,216 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $17,370,000 | 949 |
| CMOs issued by government agencies or sponsored agencies | $17,370,000 | 902 |
| 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) | $9,401,000 | 1,103 |
| Available-for-sale securities (fair market value) | $51,118,000 | 2,311 |
| Total debt securities | $60,520,000 | 2,239 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $60,989,000 | 2,272 |
| U.S. Government securities | $48,602,000 | 1,907 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $48,602,000 | 1,836 |
| Securities issued by states & political subdivisions | $12,387,000 | 2,567 |
| 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 | $8,370,000 | 3,497 |
| Mortgage-backed securities | $30,923,000 | 1,770 |
| Certificates of participation in pools of residential mortgages | $13,118,000 | 2,273 |
| Issued or guaranteed by U.S. | $13,118,000 | 2,271 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $17,805,000 | 955 |
| CMOs issued by government agencies or sponsored agencies | $17,805,000 | 909 |
| 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) | $9,728,000 | 1,104 |
| Available-for-sale securities (fair market value) | $51,261,000 | 2,357 |
| Total debt securities | $60,989,000 | 2,257 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $61,917,000 | 2,257 |
| U.S. Government securities | $49,716,000 | 1,876 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $49,716,000 | 1,810 |
| Securities issued by states & political subdivisions | $12,201,000 | 2,586 |
| 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 | $15,078,000 | 2,657 |
| Mortgage-backed securities | $32,071,000 | 1,761 |
| Certificates of participation in pools of residential mortgages | $13,658,000 | 2,247 |
| Issued or guaranteed by U.S. | $13,658,000 | 2,247 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $18,413,000 | 955 |
| CMOs issued by government agencies or sponsored agencies | $18,413,000 | 904 |
| 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) | $10,073,000 | 1,099 |
| Available-for-sale securities (fair market value) | $51,844,000 | 2,367 |
| Total debt securities | $61,916,000 | 2,240 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $52,224,000 | 2,600 |
| U.S. Government securities | $39,916,000 | 2,271 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $39,916,000 | 2,203 |
| Securities issued by states & political subdivisions | $12,308,000 | 2,583 |
| 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 | $15,319,000 | 2,653 |
| Mortgage-backed securities | $22,521,000 | 2,184 |
| Certificates of participation in pools of residential mortgages | $8,727,000 | 2,835 |
| Issued or guaranteed by U.S. | $8,727,000 | 2,835 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $13,794,000 | 1,141 |
| CMOs issued by government agencies or sponsored agencies | $13,794,000 | 1,086 |
| 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) | $52,224,000 | 2,367 |
| Total debt securities | $52,224,000 | 2,578 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $52,428,000 | 2,586 |
| U.S. Government securities | $40,454,000 | 2,224 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $40,454,000 | 2,160 |
| Securities issued by states & political subdivisions | $11,974,000 | 2,624 |
| 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 | $15,477,000 | 2,637 |
| Mortgage-backed securities | $23,069,000 | 2,167 |
| Certificates of participation in pools of residential mortgages | $8,867,000 | 2,823 |
| Issued or guaranteed by U.S. | $8,867,000 | 2,822 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $14,202,000 | 1,129 |
| CMOs issued by government agencies or sponsored agencies | $14,202,000 | 1,075 |
| 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) | $52,428,000 | 2,351 |
| Total debt securities | $52,428,000 | 2,562 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $53,160,000 | 2,573 |
| U.S. Government securities | $41,161,000 | 2,215 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $41,161,000 | 2,156 |
| Securities issued by states & political subdivisions | $11,999,000 | 2,613 |
| 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 | $15,812,000 | 2,566 |
| Mortgage-backed securities | $23,752,000 | 2,136 |
| Certificates of participation in pools of residential mortgages | $9,139,000 | 2,773 |
| Issued or guaranteed by U.S. | $9,139,000 | 2,770 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $14,613,000 | 1,132 |
| CMOs issued by government agencies or sponsored agencies | $14,613,000 | 1,067 |
| 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) | $53,160,000 | 2,336 |
| Total debt securities | $53,159,000 | 2,549 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $54,050,000 | 2,525 |
| U.S. Government securities | $42,225,000 | 2,137 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $42,225,000 | 2,078 |
| Securities issued by states & political subdivisions | $11,825,000 | 2,629 |
| 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 | $15,360,000 | 2,596 |
| Mortgage-backed securities | $24,785,000 | 2,084 |
| Certificates of participation in pools of residential mortgages | $9,350,000 | 2,718 |
| Issued or guaranteed by U.S. | $9,350,000 | 2,716 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $15,435,000 | 1,113 |
| CMOs issued by government agencies or sponsored agencies | $15,435,000 | 1,049 |
| 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) | $54,050,000 | 2,293 |
| Total debt securities | $54,051,000 | 2,502 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $76,779,000 | 1,924 |
| U.S. Government securities | $67,238,000 | 1,483 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $67,238,000 | 1,436 |
| Securities issued by states & political subdivisions | $9,541,000 | 2,939 |
| 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 | $15,249,000 | 2,630 |
| Mortgage-backed securities | $46,260,000 | 1,390 |
| Certificates of participation in pools of residential mortgages | $29,935,000 | 1,350 |
| Issued or guaranteed by U.S. | $29,935,000 | 1,348 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $16,325,000 | 1,129 |
| CMOs issued by government agencies or sponsored agencies | $16,325,000 | 1,063 |
| 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) | $76,779,000 | 1,743 |
| Total debt securities | $76,780,000 | 1,897 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $52,152,000 | 2,560 |
| U.S. Government securities | $43,594,000 | 2,083 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $43,594,000 | 2,024 |
| Securities issued by states & political subdivisions | $8,558,000 | 3,060 |
| 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 | $16,572,000 | 2,484 |
| Mortgage-backed securities | $28,587,000 | 1,940 |
| Certificates of participation in pools of residential mortgages | $20,346,000 | 1,756 |
| Issued or guaranteed by U.S. | $20,346,000 | 1,754 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $8,241,000 | 1,652 |
| CMOs issued by government agencies or sponsored agencies | $8,241,000 | 1,551 |
| 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) | $52,152,000 | 2,353 |
| Total debt securities | $52,152,000 | 2,536 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $65,144,000 | 2,178 |
| U.S. Government securities | $52,914,000 | 1,806 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $52,914,000 | 1,766 |
| Securities issued by states & political subdivisions | $12,230,000 | 2,511 |
| 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 | $19,111,000 | 2,297 |
| Mortgage-backed securities | $52,914,000 | 1,308 |
| Certificates of participation in pools of residential mortgages | $34,040,000 | 1,273 |
| Issued or guaranteed by U.S. | $34,040,000 | 1,273 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $18,874,000 | 1,092 |
| CMOs issued by government agencies or sponsored agencies | $18,874,000 | 1,022 |
| 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) | $1,202,000 | 1,890 |
| Available-for-sale securities (fair market value) | $63,942,000 | 2,024 |
| Total debt securities | $65,145,000 | 2,157 |
| 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 | $65,221,000 | 2,159 |
| U.S. Government securities | $54,496,000 | 1,780 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $54,496,000 | 1,739 |
| Securities issued by states & political subdivisions | $10,725,000 | 2,646 |
| 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 | $18,133,000 | 2,429 |
| Mortgage-backed securities | $54,496,000 | 1,314 |
| Certificates of participation in pools of residential mortgages | $34,733,000 | 1,253 |
| Issued or guaranteed by U.S. | $34,733,000 | 1,253 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $19,763,000 | 1,086 |
| CMOs issued by government agencies or sponsored agencies | $19,763,000 | 1,005 |
| 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) | $1,601,000 | 1,779 |
| Available-for-sale securities (fair market value) | $63,620,000 | 2,018 |
| Total debt securities | $65,221,000 | 2,138 |
| 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 | $52,428,000 | 2,571 |
| U.S. Government securities | $42,205,000 | 2,231 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $42,205,000 | 2,177 |
| Securities issued by states & political subdivisions | $10,223,000 | 2,637 |
| 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 | $20,195,000 | 2,257 |
| Mortgage-backed securities | $42,205,000 | 1,578 |
| Certificates of participation in pools of residential mortgages | $27,336,000 | 1,495 |
| Issued or guaranteed by U.S. | $27,336,000 | 1,492 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $14,869,000 | 1,329 |
| CMOs issued by government agencies or sponsored agencies | $14,869,000 | 1,230 |
| 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) | $1,850,000 | 1,754 |
| Available-for-sale securities (fair market value) | $50,578,000 | 2,426 |
| Total debt securities | $52,427,000 | 2,553 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $31,731,000 | 3,565 |
| U.S. Government securities | $22,458,000 | 3,392 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $22,458,000 | 3,317 |
| Securities issued by states & political subdivisions | $9,273,000 | 2,751 |
| 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 | $21,725,000 | 2,036 |
| Mortgage-backed securities | $22,458,000 | 2,297 |
| Certificates of participation in pools of residential mortgages | $17,438,000 | 1,986 |
| Issued or guaranteed by U.S. | $17,438,000 | 1,984 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,020,000 | 2,114 |
| CMOs issued by government agencies or sponsored agencies | $5,020,000 | 1,938 |
| 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) | $1,848,000 | 1,824 |
| Available-for-sale securities (fair market value) | $29,883,000 | 3,401 |
| Total debt securities | $31,730,000 | 3,539 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $41,829,000 | 2,893 |
| U.S. Government securities | $35,013,000 | 2,427 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $35,013,000 | 2,366 |
| Securities issued by states & political subdivisions | $6,816,000 | 3,108 |
| 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 | $24,055,000 | 1,861 |
| Mortgage-backed securities | $35,013,000 | 1,671 |
| Certificates of participation in pools of residential mortgages | $14,764,000 | 2,131 |
| Issued or guaranteed by U.S. | $14,764,000 | 2,123 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $20,249,000 | 1,057 |
| CMOs issued by government agencies or sponsored agencies | $20,249,000 | 934 |
| 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) | $1,848,000 | 1,844 |
| Available-for-sale securities (fair market value) | $39,981,000 | 2,744 |
| Total debt securities | $41,829,000 | 2,869 |
| 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 | $42,044,000 | 2,899 |
| U.S. Government securities | $35,229,000 | 2,470 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $35,229,000 | 2,404 |
| Securities issued by states & political subdivisions | $6,815,000 | 3,066 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,274,000 | 1,302 |
| Mortgage-backed securities | $35,229,000 | 1,625 |
| Certificates of participation in pools of residential mortgages | $14,948,000 | 2,062 |
| Issued or guaranteed by U.S. | $14,948,000 | 2,060 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $20,281,000 | 1,041 |
| CMOs issued by government agencies or sponsored agencies | $20,281,000 | 903 |
| 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) | $2,050,000 | 1,836 |
| Available-for-sale securities (fair market value) | $39,994,000 | 2,745 |
| Total debt securities | $42,044,000 | 2,876 |
| 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 | $31,846,000 | 3,490 |
| U.S. Government securities | $25,040,000 | 3,159 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $25,040,000 | 3,070 |
| Securities issued by states & political subdivisions | $6,806,000 | 3,010 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,846,000 | 1,523 |
| Mortgage-backed securities | $25,040,000 | 2,022 |
| Certificates of participation in pools of residential mortgages | $4,956,000 | 3,465 |
| Issued or guaranteed by U.S. | $4,956,000 | 3,457 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $20,084,000 | 1,021 |
| CMOs issued by government agencies or sponsored agencies | $20,084,000 | 874 |
| 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) | $2,050,000 | 1,852 |
| Available-for-sale securities (fair market value) | $29,796,000 | 3,357 |
| Total debt securities | $31,846,000 | 3,467 |
| 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 | $25,735,000 | 3,848 |
| U.S. Government securities | $19,065,000 | 3,568 |
| U.S. Treasury securities | $4,000,000 | 571 |
| U.S. Government agency obligations | $15,065,000 | 3,936 |
| Securities issued by states & political subdivisions | $6,670,000 | 3,039 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,410,000 | 1,802 |
| Mortgage-backed securities | $15,065,000 | 2,608 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $15,065,000 | 1,187 |
| CMOs issued by government agencies or sponsored agencies | $15,065,000 | 1,015 |
| 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) | $2,051,000 | 1,870 |
| Available-for-sale securities (fair market value) | $23,684,000 | 3,708 |
| Total debt securities | $25,735,000 | 3,816 |
| 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 | $31,813,000 | 3,348 |
| U.S. Government securities | $25,897,000 | 2,913 |
| U.S. Treasury securities | $5,999,000 | 410 |
| U.S. Government agency obligations | $19,898,000 | 3,350 |
| Securities issued by states & political subdivisions | $5,916,000 | 3,128 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,813,000 | 1,521 |
| Mortgage-backed securities | $15,898,000 | 2,509 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $15,898,000 | 1,148 |
| CMOs issued by government agencies or sponsored agencies | $15,898,000 | 975 |
| 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) | $2,051,000 | 1,916 |
| Available-for-sale securities (fair market value) | $29,762,000 | 3,187 |
| Total debt securities | $31,812,000 | 3,319 |
| 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 | $37,349,000 | 2,998 |
| U.S. Government securities | $25,885,000 | 2,957 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $25,885,000 | 2,872 |
| Securities issued by states & political subdivisions | $10,936,000 | 2,137 |
| Other domestic debt securities | $528,000 | 2,499 |
| Privately issued residential mortgage-backed securities | $528,000 | 1,178 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,410,000 | 1,634 |
| Mortgage-backed securities | $26,413,000 | 1,842 |
| Certificates of participation in pools of residential mortgages | $5,169,000 | 3,318 |
| Issued or guaranteed by U.S. | $5,169,000 | 3,311 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $21,244,000 | 924 |
| CMOs issued by government agencies or sponsored agencies | $20,716,000 | 795 |
| Privately issued | $528,000 | 1,128 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $2,052,000 | 1,989 |
| Available-for-sale securities (fair market value) | $35,297,000 | 2,812 |
| Total debt securities | $37,350,000 | 2,968 |
| 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 | $38,283,000 | 2,954 |
| U.S. Government securities | $26,706,000 | 2,945 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $26,706,000 | 2,863 |
| Securities issued by states & political subdivisions | $11,021,000 | 2,104 |
| Other domestic debt securities | $556,000 | 2,523 |
| Privately issued residential mortgage-backed securities | $556,000 | 1,208 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,445,000 | 1,828 |
| Mortgage-backed securities | $27,262,000 | 1,841 |
| Certificates of participation in pools of residential mortgages | $5,470,000 | 3,346 |
| Issued or guaranteed by U.S. | $5,470,000 | 3,339 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $21,792,000 | 893 |
| CMOs issued by government agencies or sponsored agencies | $21,236,000 | 742 |
| Privately issued | $556,000 | 1,157 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $2,052,000 | 2,015 |
| Available-for-sale securities (fair market value) | $36,231,000 | 2,766 |
| Total debt securities | $38,283,000 | 2,931 |
| 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 | $29,755,000 | 3,503 |
| U.S. Government securities | $17,746,000 | 3,768 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $17,746,000 | 3,692 |
| Securities issued by states & political subdivisions | $11,402,000 | 2,064 |
| Other domestic debt securities | $607,000 | 2,561 |
| Privately issued residential mortgage-backed securities | $607,000 | 1,231 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,913,000 | 2,398 |
| Mortgage-backed securities | $18,353,000 | 2,425 |
| Certificates of participation in pools of residential mortgages | $5,894,000 | 3,305 |
| Issued or guaranteed by U.S. | $5,894,000 | 3,297 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $12,459,000 | 1,229 |
| CMOs issued by government agencies or sponsored agencies | $11,852,000 | 1,031 |
| Privately issued | $607,000 | 1,179 |
| 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) | $2,580,000 | 1,908 |
| Available-for-sale securities (fair market value) | $27,175,000 | 3,335 |
| Total debt securities | $29,755,000 | 3,473 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $31,208,000 | 3,408 |
| U.S. Government securities | $18,853,000 | 3,630 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $18,853,000 | 3,559 |
| Securities issued by states & political subdivisions | $11,687,000 | 2,044 |
| Other domestic debt securities | $668,000 | 2,623 |
| Privately issued residential mortgage-backed securities | $668,000 | 1,267 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,903,000 | 2,087 |
| Mortgage-backed securities | $19,521,000 | 2,374 |
| Certificates of participation in pools of residential mortgages | $6,328,000 | 3,280 |
| Issued or guaranteed by U.S. | $6,328,000 | 3,271 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $13,193,000 | 1,187 |
| CMOs issued by government agencies or sponsored agencies | $12,525,000 | 971 |
| Privately issued | $668,000 | 1,212 |
| 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) | $2,811,000 | 1,951 |
| Available-for-sale securities (fair market value) | $28,397,000 | 3,273 |
| Total debt securities | $31,207,000 | 3,366 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $30,909,000 | 3,372 |
| U.S. Government securities | $19,773,000 | 3,495 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $19,773,000 | 3,424 |
| Securities issued by states & political subdivisions | $10,401,000 | 2,153 |
| Other domestic debt securities | $735,000 | 2,615 |
| Privately issued residential mortgage-backed securities | $735,000 | 1,271 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,540,000 | 1,684 |
| Mortgage-backed securities | $20,508,000 | 2,332 |
| Certificates of participation in pools of residential mortgages | $6,591,000 | 3,288 |
| Issued or guaranteed by U.S. | $6,591,000 | 3,276 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $13,917,000 | 1,128 |
| CMOs issued by government agencies or sponsored agencies | $13,182,000 | 922 |
| Privately issued | $735,000 | 1,210 |
| 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) | $2,811,000 | 1,957 |
| Available-for-sale securities (fair market value) | $28,098,000 | 3,233 |
| Total debt securities | $30,910,000 | 3,338 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $29,016,000 | 3,553 |
| U.S. Government securities | $17,279,000 | 3,857 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $17,279,000 | 3,783 |
| Securities issued by states & political subdivisions | $9,742,000 | 2,168 |
| Other domestic debt securities | $1,995,000 | 1,880 |
| Privately issued residential mortgage-backed securities | $1,995,000 | 1,002 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,233,000 | 1,772 |
| Mortgage-backed securities | $19,274,000 | 2,455 |
| Certificates of participation in pools of residential mortgages | $7,461,000 | 3,199 |
| Issued or guaranteed by U.S. | $7,461,000 | 3,187 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $11,813,000 | 1,242 |
| CMOs issued by government agencies or sponsored agencies | $9,818,000 | 1,080 |
| Privately issued | $1,995,000 | 963 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,133,000 | 1,914 |
| Available-for-sale securities (fair market value) | $25,883,000 | 3,432 |
| Total debt securities | $29,016,000 | 3,525 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $29,468,000 | 3,507 |
| U.S. Government securities | $18,174,000 | 3,791 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $18,174,000 | 3,714 |
| Securities issued by states & political subdivisions | $9,310,000 | 2,184 |
| Other domestic debt securities | $1,984,000 | 1,838 |
| Privately issued residential mortgage-backed securities | $1,984,000 | 960 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,220,000 | 1,727 |
| Mortgage-backed securities | $20,158,000 | 2,338 |
| Certificates of participation in pools of residential mortgages | $7,870,000 | 3,074 |
| Issued or guaranteed by U.S. | $7,870,000 | 3,062 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $12,288,000 | 1,180 |
| CMOs issued by government agencies or sponsored agencies | $10,304,000 | 1,026 |
| Privately issued | $1,984,000 | 922 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,274,000 | 1,894 |
| Available-for-sale securities (fair market value) | $26,194,000 | 3,379 |
| Total debt securities | $29,469,000 | 3,471 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $27,410,000 | 3,602 |
| U.S. Government securities | $18,131,000 | 3,737 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $18,131,000 | 3,663 |
| Securities issued by states & political subdivisions | $8,428,000 | 2,321 |
| Other domestic debt securities | $851,000 | 2,361 |
| Privately issued residential mortgage-backed securities | $851,000 | 1,191 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,410,000 | 1,800 |
| Mortgage-backed securities | $18,982,000 | 2,322 |
| Certificates of participation in pools of residential mortgages | $8,517,000 | 2,887 |
| Issued or guaranteed by U.S. | $8,517,000 | 2,875 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $10,465,000 | 1,238 |
| CMOs issued by government agencies or sponsored agencies | $9,614,000 | 1,003 |
| Privately issued | $851,000 | 1,136 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,525,000 | 1,862 |
| Available-for-sale securities (fair market value) | $23,885,000 | 3,491 |
| Total debt securities | $27,410,000 | 3,574 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| 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 | $31,154,000 | 3,353 |
| U.S. Government securities | $21,775,000 | 3,348 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $21,775,000 | 3,280 |
| Securities issued by states & political subdivisions | $8,527,000 | 2,327 |
| Other domestic debt securities | $852,000 | 2,370 |
| Privately issued residential mortgage-backed securities | $852,000 | 1,172 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,637,000 | 1,652 |
| Mortgage-backed securities | $22,627,000 | 2,069 |
| Certificates of participation in pools of residential mortgages | $11,810,000 | 2,394 |
| Issued or guaranteed by U.S. | $11,810,000 | 2,381 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $10,817,000 | 1,209 |
| CMOs issued by government agencies or sponsored agencies | $9,965,000 | 984 |
| Privately issued | $852,000 | 1,112 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,526,000 | 1,865 |
| Available-for-sale securities (fair market value) | $27,628,000 | 3,238 |
| Total debt securities | $31,154,000 | 3,311 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| 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 | $32,578,000 | 3,245 |
| U.S. Government securities | $23,176,000 | 3,177 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $23,176,000 | 3,123 |
| Securities issued by states & political subdivisions | $8,456,000 | 2,333 |
| Other domestic debt securities | $946,000 | 2,248 |
| Privately issued residential mortgage-backed securities | $946,000 | 1,132 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,364,000 | 2,423 |
| Mortgage-backed securities | $23,621,000 | 1,920 |
| Certificates of participation in pools of residential mortgages | $12,913,000 | 2,190 |
| Issued or guaranteed by U.S. | $12,913,000 | 2,179 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $10,708,000 | 1,185 |
| CMOs issued by government agencies or sponsored agencies | $9,762,000 | 991 |
| Privately issued | $946,000 | 1,071 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,528,000 | 1,888 |
| Available-for-sale securities (fair market value) | $29,050,000 | 3,129 |
| Total debt securities | $32,579,000 | 3,199 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| 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 | $30,105,000 | 3,433 |
| U.S. Government securities | $22,541,000 | 3,292 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $22,541,000 | 3,222 |
| Securities issued by states & political subdivisions | $7,564,000 | 2,497 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,111,000 | 2,296 |
| Mortgage-backed securities | $18,042,000 | 2,062 |
| Certificates of participation in pools of residential mortgages | $8,070,000 | 2,570 |
| Issued or guaranteed by U.S. | $8,070,000 | 2,556 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $9,972,000 | 1,159 |
| CMOs issued by government agencies or sponsored agencies | $9,972,000 | 926 |
| 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) | $3,530,000 | 1,950 |
| Available-for-sale securities (fair market value) | $26,575,000 | 3,301 |
| Total debt securities | $30,104,000 | 3,386 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,023 |
| Fair value | $2,002,000 | 1,038 |
| 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 | $32,984,000 | 3,215 |
| U.S. Government securities | $26,070,000 | 3,009 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $26,070,000 | 2,946 |
| Securities issued by states & political subdivisions | $6,914,000 | 2,596 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,862,000 | 2,199 |
| Mortgage-backed securities | $14,587,000 | 2,211 |
| Certificates of participation in pools of residential mortgages | $5,254,000 | 3,017 |
| Issued or guaranteed by U.S. | $5,254,000 | 3,003 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $9,333,000 | 1,150 |
| CMOs issued by government agencies or sponsored agencies | $9,333,000 | 923 |
| 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) | $3,532,000 | 1,993 |
| Available-for-sale securities (fair market value) | $29,452,000 | 3,073 |
| Total debt securities | $32,984,000 | 3,172 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 680 |
| Fair value | $4,496,000 | 679 |
| 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 | $34,420,000 | 3,119 |
| U.S. Government securities | $27,552,000 | 2,891 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $27,552,000 | 2,824 |
| Securities issued by states & political subdivisions | $6,868,000 | 2,614 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,071,000 | 2,093 |
| Mortgage-backed securities | $15,158,000 | 2,108 |
| Certificates of participation in pools of residential mortgages | $5,433,000 | 2,886 |
| Issued or guaranteed by U.S. | $5,433,000 | 2,873 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $9,725,000 | 1,090 |
| CMOs issued by government agencies or sponsored agencies | $9,725,000 | 874 |
| 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) | $3,534,000 | 2,019 |
| Available-for-sale securities (fair market value) | $30,886,000 | 2,949 |
| Total debt securities | $34,419,000 | 3,076 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 555 |
| Fair value | $5,955,000 | 557 |
| 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 | $37,203,000 | 2,951 |
| U.S. Government securities | $30,149,000 | 2,684 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $30,149,000 | 2,613 |
| Securities issued by states & political subdivisions | $7,054,000 | 2,567 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,612,000 | 2,065 |
| Mortgage-backed securities | $16,249,000 | 2,006 |
| Certificates of participation in pools of residential mortgages | $5,857,000 | 2,782 |
| Issued or guaranteed by U.S. | $5,857,000 | 2,770 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $10,392,000 | 1,046 |
| CMOs issued by government agencies or sponsored agencies | $10,392,000 | 833 |
| 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) | $3,636,000 | 2,033 |
| Available-for-sale securities (fair market value) | $33,567,000 | 2,761 |
| Total debt securities | $37,203,000 | 2,907 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 593 |
| Fair value | $5,960,000 | 593 |
| 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 | $43,421,000 | 2,623 |
| U.S. Government securities | $35,429,000 | 2,393 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $35,429,000 | 2,327 |
| Securities issued by states & political subdivisions | $7,992,000 | 2,386 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,016,000 | 1,961 |
| Mortgage-backed securities | $21,565,000 | 1,643 |
| Certificates of participation in pools of residential mortgages | $8,852,000 | 2,243 |
| Issued or guaranteed by U.S. | $8,852,000 | 2,230 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $12,713,000 | 913 |
| CMOs issued by government agencies or sponsored agencies | $12,713,000 | 735 |
| 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) | $3,638,000 | 2,055 |
| Available-for-sale securities (fair market value) | $39,783,000 | 2,443 |
| Total debt securities | $43,422,000 | 2,586 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 614 |
| Fair value | $5,945,000 | 619 |
| 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 | $44,313,000 | 2,597 |
| U.S. Government securities | $37,224,000 | 2,310 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $37,224,000 | 2,243 |
| Securities issued by states & political subdivisions | $7,089,000 | 2,553 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,127,000 | 2,182 |
| Mortgage-backed securities | $23,398,000 | 1,570 |
| Certificates of participation in pools of residential mortgages | $10,184,000 | 2,079 |
| Issued or guaranteed by U.S. | $10,184,000 | 2,066 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $13,214,000 | 883 |
| CMOs issued by government agencies or sponsored agencies | $13,214,000 | 711 |
| 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) | $3,641,000 | 2,115 |
| Available-for-sale securities (fair market value) | $40,672,000 | 2,396 |
| Total debt securities | $44,315,000 | 2,554 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 670 |
| Fair value | $5,927,000 | 676 |
| 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 | $43,627,000 | 2,627 |
| U.S. Government securities | $36,621,000 | 2,338 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $36,621,000 | 2,268 |
| Securities issued by states & political subdivisions | $7,006,000 | 2,561 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,252,000 | 2,065 |
| Mortgage-backed securities | $21,974,000 | 1,643 |
| Certificates of participation in pools of residential mortgages | $9,364,000 | 2,191 |
| Issued or guaranteed by U.S. | $9,364,000 | 2,178 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $12,610,000 | 902 |
| CMOs issued by government agencies or sponsored agencies | $12,610,000 | 731 |
| 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) | $3,643,000 | 2,129 |
| Available-for-sale securities (fair market value) | $39,984,000 | 2,413 |
| Total debt securities | $43,627,000 | 2,589 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 713 |
| Fair value | $5,858,000 | 721 |
| 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 | $44,729,000 | 2,606 |
| U.S. Government securities | $38,089,000 | 2,294 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $38,089,000 | 2,222 |
| Securities issued by states & political subdivisions | $6,640,000 | 2,621 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,884,000 | 1,995 |
| Mortgage-backed securities | $23,331,000 | 1,602 |
| Certificates of participation in pools of residential mortgages | $9,966,000 | 2,156 |
| Issued or guaranteed by U.S. | $9,966,000 | 2,144 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $13,365,000 | 879 |
| CMOs issued by government agencies or sponsored agencies | $13,365,000 | 713 |
| 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) | $3,645,000 | 2,165 |
| Available-for-sale securities (fair market value) | $41,084,000 | 2,403 |
| Total debt securities | $44,729,000 | 2,558 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 723 |
| Fair value | $5,894,000 | 732 |
| 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 | $41,743,000 | 2,746 |
| U.S. Government securities | $34,214,000 | 2,486 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $34,214,000 | 2,408 |
| Securities issued by states & political subdivisions | $7,529,000 | 2,423 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,591,000 | 3,868 |
| Mortgage-backed securities | $20,426,000 | 1,776 |
| Certificates of participation in pools of residential mortgages | $7,406,000 | 2,575 |
| Issued or guaranteed by U.S. | $7,406,000 | 2,566 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $13,020,000 | 889 |
| CMOs issued by government agencies or sponsored agencies | $13,020,000 | 725 |
| 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) | $3,647,000 | 2,211 |
| Available-for-sale securities (fair market value) | $38,096,000 | 2,539 |
| Total debt securities | $41,744,000 | 2,707 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 668 |
| Fair value | $6,405,000 | 670 |
| 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 | $39,775,000 | 2,835 |
| U.S. Government securities | $33,825,000 | 2,482 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $33,825,000 | 2,408 |
| Securities issued by states & political subdivisions | $5,950,000 | 2,767 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,147,000 | 4,254 |
| Mortgage-backed securities | $21,928,000 | 1,712 |
| Certificates of participation in pools of residential mortgages | $7,931,000 | 2,500 |
| Issued or guaranteed by U.S. | $7,931,000 | 2,489 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $13,997,000 | 859 |
| CMOs issued by government agencies or sponsored agencies | $13,997,000 | 702 |
| 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) | $3,650,000 | 2,214 |
| Available-for-sale securities (fair market value) | $36,125,000 | 2,622 |
| Total debt securities | $39,775,000 | 2,794 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 647 |
| Fair value | $6,460,000 | 648 |
| 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 | $34,800,000 | 3,203 |
| U.S. Government securities | $31,186,000 | 2,720 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $31,186,000 | 2,618 |
| Securities issued by states & political subdivisions | $3,614,000 | 3,553 |
| Other domestic debt securities | $0 | 3,466 |
| 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 | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,740,000 | 3,624 |
| Mortgage-backed securities | $20,250,000 | 1,845 |
| Certificates of participation in pools of residential mortgages | $7,448,000 | 2,640 |
| Issued or guaranteed by U.S. | $7,448,000 | 2,629 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $12,802,000 | 934 |
| CMOs issued by government agencies or sponsored agencies | $12,802,000 | 788 |
| 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) | $3,002,000 | 2,401 |
| Available-for-sale securities (fair market value) | $31,798,000 | 2,967 |
| Total debt securities | $34,800,000 | 3,154 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 653 |
| Fair value | $6,482,000 | 655 |
| 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 | $35,912,000 | 3,146 |
| U.S. Government securities | $33,376,000 | 2,616 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $33,376,000 | 2,519 |
| Securities issued by states & political subdivisions | $2,536,000 | 4,037 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,681,000 | 4,404 |
| Mortgage-backed securities | $22,527,000 | 1,767 |
| Certificates of participation in pools of residential mortgages | $9,087,000 | 2,443 |
| Issued or guaranteed by U.S. | $9,087,000 | 2,435 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $13,440,000 | 924 |
| CMOs issued by government agencies or sponsored agencies | $13,440,000 | 773 |
| 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) | $2,536,000 | 2,561 |
| Available-for-sale securities (fair market value) | $33,376,000 | 2,878 |
| Total debt securities | $35,912,000 | 3,096 |
| Structured notes | ||
| Amortized cost | $5,499,000 | 781 |
| Fair value | $5,444,000 | 781 |
| 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 | $32,727,000 | 3,401 |
| U.S. Government securities | $30,382,000 | 2,831 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $30,382,000 | 2,728 |
| Securities issued by states & political subdivisions | $2,345,000 | 4,142 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,435,000 | 4,462 |
| Mortgage-backed securities | $19,402,000 | 1,971 |
| Certificates of participation in pools of residential mortgages | $7,600,000 | 2,720 |
| Issued or guaranteed by U.S. | $7,600,000 | 2,713 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $11,802,000 | 1,003 |
| CMOs issued by government agencies or sponsored agencies | $11,802,000 | 857 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,345,000 | 2,650 |
| Available-for-sale securities (fair market value) | $30,382,000 | 3,107 |
| Total debt securities | $32,728,000 | 3,345 |
| Structured notes | ||
| Amortized cost | $5,499,000 | 754 |
| Fair value | $5,500,000 | 751 |
| 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 | $30,777,000 | 3,554 |
| U.S. Government securities | $28,429,000 | 2,964 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $28,429,000 | 2,847 |
| Securities issued by states & political subdivisions | $2,348,000 | 4,151 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,899,000 | 4,034 |
| Mortgage-backed securities | $15,911,000 | 2,264 |
| Certificates of participation in pools of residential mortgages | $7,798,000 | 2,722 |
| Issued or guaranteed by U.S. | $7,798,000 | 2,714 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,113,000 | 1,212 |
| CMOs issued by government agencies or sponsored agencies | $8,113,000 | 1,060 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,348,000 | 2,699 |
| Available-for-sale securities (fair market value) | $28,429,000 | 3,249 |
| Total debt securities | $30,777,000 | 3,494 |
| Structured notes | ||
| Amortized cost | $2,498,000 | 1,376 |
| Fair value | $2,506,000 | 1,361 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $29,723,000 | 3,682 |
| U.S. Government securities | $27,373,000 | 3,081 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $27,373,000 | 2,964 |
| Securities issued by states & political subdivisions | $2,350,000 | 4,143 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,712,000 | 5,548 |
| Mortgage-backed securities | $17,308,000 | 2,166 |
| Certificates of participation in pools of residential mortgages | $7,948,000 | 2,731 |
| Issued or guaranteed by U.S. | $7,948,000 | 2,722 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,360,000 | 1,143 |
| CMOs issued by government agencies or sponsored agencies | $9,360,000 | 1,005 |
| 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) | $2,350,000 | 2,715 |
| Available-for-sale securities (fair market value) | $27,373,000 | 3,391 |
| Total debt securities | $29,720,000 | 3,614 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,961 |
| Fair value | $994,000 | 2,015 |
| 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 | $26,008,000 | 4,047 |
| U.S. Government securities | $23,992,000 | 3,381 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $23,992,000 | 3,266 |
| Securities issued by states & political subdivisions | $2,016,000 | 4,345 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,639,000 | 5,056 |
| Mortgage-backed securities | $13,747,000 | 2,554 |
| Certificates of participation in pools of residential mortgages | $5,696,000 | 3,236 |
| Issued or guaranteed by U.S. | $5,696,000 | 3,225 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $8,051,000 | 1,276 |
| CMOs issued by government agencies or sponsored agencies | $8,051,000 | 1,117 |
| 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) | $2,016,000 | 2,810 |
| Available-for-sale securities (fair market value) | $23,992,000 | 3,714 |
| Total debt securities | $26,007,000 | 3,972 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,296 |
| Fair value | $2,010,000 | 1,332 |
| 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 | $23,702,000 | 4,362 |
| U.S. Government securities | $22,176,000 | 3,640 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $22,176,000 | 3,508 |
| Securities issued by states & political subdivisions | $1,526,000 | 4,742 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,895,000 | 4,154 |
| Mortgage-backed securities | $10,634,000 | 2,905 |
| Certificates of participation in pools of residential mortgages | $5,948,000 | 3,176 |
| Issued or guaranteed by U.S. | $5,948,000 | 3,164 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,686,000 | 1,658 |
| CMOs issued by government agencies or sponsored agencies | $4,686,000 | 1,547 |
| 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) | $1,526,000 | 3,057 |
| Available-for-sale securities (fair market value) | $22,176,000 | 3,944 |
| Total debt securities | $23,705,000 | 4,284 |
| Structured notes | ||
| Amortized cost | $1,997,000 | 1,279 |
| Fair value | $2,015,000 | 1,191 |
| 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 | $18,534,000 | 4,937 |
| U.S. Government securities | $17,296,000 | 4,181 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $17,296,000 | 4,020 |
| Securities issued by states & political subdivisions | $1,238,000 | 5,002 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,106,000 | 4,041 |
| Mortgage-backed securities | $10,151,000 | 2,962 |
| Certificates of participation in pools of residential mortgages | $6,324,000 | 3,083 |
| Issued or guaranteed by U.S. | $6,324,000 | 3,070 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,827,000 | 1,824 |
| CMOs issued by government agencies or sponsored agencies | $3,827,000 | 1,699 |
| 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) | $1,238,000 | 3,269 |
| Available-for-sale securities (fair market value) | $17,296,000 | 4,509 |
| Total debt securities | $18,526,000 | 4,857 |
| Structured notes | ||
| Amortized cost | $1,497,000 | 1,260 |
| Fair value | $1,511,000 | 1,200 |
| 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 | $14,548,000 | 5,561 |
| U.S. Government securities | $14,200,000 | 4,652 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $14,200,000 | 4,501 |
| Securities issued by states & political subdivisions | $348,000 | 6,073 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,207,000 | 4,309 |
| Mortgage-backed securities | $9,460,000 | 3,145 |
| Certificates of participation in pools of residential mortgages | $5,005,000 | 3,436 |
| Issued or guaranteed by U.S. | $5,005,000 | 3,425 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $4,455,000 | 1,836 |
| CMOs issued by government agencies or sponsored agencies | $4,455,000 | 1,722 |
| 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) | $348,000 | 4,055 |
| Available-for-sale securities (fair market value) | $14,200,000 | 4,922 |
| Total debt securities | $14,548,000 | 5,459 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,191 |
| Fair value | $1,002,000 | 1,313 |
| 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 | $12,364,000 | 5,998 |
| U.S. Government securities | $12,364,000 | 5,021 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $12,364,000 | 4,839 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $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 | $6,225,000 | 3,980 |
| Mortgage-backed securities | $7,993,000 | 3,424 |
| Certificates of participation in pools of residential mortgages | $4,170,000 | 3,705 |
| Issued or guaranteed by U.S. | $4,170,000 | 3,694 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,823,000 | 2,035 |
| CMOs issued by government agencies or sponsored agencies | $3,823,000 | 1,923 |
| 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) | $12,364,000 | 5,253 |
| Total debt securities | $12,364,000 | 5,901 |
| Structured notes | ||
| Amortized cost | $1,600,000 | 736 |
| Fair value | $1,603,000 | 737 |
| 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 | $12,434,000 | 5,972 |
| U.S. Government securities | $12,434,000 | 4,989 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $12,434,000 | 4,812 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,440,000 | 4,252 |
| Mortgage-backed securities | $5,834,000 | 3,901 |
| Certificates of participation in pools of residential mortgages | $4,884,000 | 3,432 |
| Issued or guaranteed by U.S. | $4,884,000 | 3,417 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $950,000 | 3,217 |
| CMOs issued by government agencies or sponsored agencies | $950,000 | 3,076 |
| 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) | $12,434,000 | 5,194 |
| Total debt securities | $12,434,000 | 5,881 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $7,032,000 | 7,307 |
| U.S. Government securities | $7,032,000 | 6,447 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $7,032,000 | 6,214 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,029,000 | 4,005 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $7,032,000 | 6,395 |
| Total debt securities | $7,032,000 | 7,207 |
| 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 | $8,363,000 | 7,263 |
| U.S. Government securities | $7,946,000 | 6,544 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,946,000 | 6,190 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $417,000 | 4,232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,954,000 | 4,290 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $8,363,000 | 6,163 |
| Total debt securities | $7,946,000 | 7,265 |
| 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 | $8,045,000 | 7,637 |
| U.S. Government securities | $7,657,000 | 6,916 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $7,657,000 | 6,389 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $388,000 | 4,266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,659,000 | 4,029 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $8,045,000 | 6,421 |
| Total debt securities | $7,657,000 | 7,638 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $6,022,000 | 8,391 |
| U.S. Government securities | $5,972,000 | 7,609 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $5,972,000 | 6,738 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 7,111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,805,000 | 5,534 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $6,022,000 | 6,997 |
| Total debt securities | $5,972,000 | 8,291 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $3,803,000 | 9,689 |
| U.S. Government securities | $3,753,000 | 9,206 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $3,753,000 | 7,964 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 7,031 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,986,000 | 5,682 |
| Mortgage-backed securities | $764,000 | 6,620 |
| Certificates of participation in pools of residential mortgages | $764,000 | 5,725 |
| Issued or guaranteed by U.S. | $764,000 | 5,706 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $3,803,000 | 8,010 |
| Total debt securities | $3,753,000 | 9,597 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |