Home > First Sentry Bank, Inc. > Securities
First Sentry Bank, Inc., Securities
| 2018-03-31 | Rank | |
| Total securities | $143,361,000 | 967 |
| U.S. Government securities | $34,405,000 | 2,025 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $34,405,000 | 1,922 |
| Securities issued by states & political subdivisions | $69,060,000 | 534 |
| Other domestic debt securities | $36,662,000 | 260 |
| Privately issued residential mortgage-backed securities | $1,440,000 | 250 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $35,222,000 | 171 |
| Foreign debt securities | $3,234,000 | 109 |
| 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 | $41,177,000 | 1,205 |
| Mortgage-backed securities | $19,004,000 | 1,987 |
| Certificates of participation in pools of residential mortgages | $5,356,000 | 2,712 |
| Issued or guaranteed by U.S. | $5,356,000 | 2,710 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,253,000 | 1,190 |
| CMOs issued by government agencies or sponsored agencies | $7,813,000 | 1,245 |
| Privately issued | $1,440,000 | 236 |
| Commercial mortgage-backed securities | $4,395,000 | 772 |
| Commercial mortgage pass-through securities | $1,401,000 | 749 |
| Other commercial mortgage-backed securities | $2,994,000 | 573 |
| Held to maturity securities (book value) | $7,888,000 | 969 |
| Available-for-sale securities (fair market value) | $135,473,000 | 897 |
| Total debt securities | $143,361,000 | 953 |
| 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 | $147,604,000 | 950 |
| U.S. Government securities | $33,188,000 | 2,066 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $33,188,000 | 1,979 |
| Securities issued by states & political subdivisions | $72,910,000 | 517 |
| Other domestic debt securities | $39,244,000 | 247 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $39,244,000 | 150 |
| Foreign debt securities | $2,262,000 | 126 |
| 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 | $42,942,000 | 1,193 |
| Mortgage-backed securities | $16,074,000 | 2,201 |
| Certificates of participation in pools of residential mortgages | $5,687,000 | 2,685 |
| Issued or guaranteed by U.S. | $5,687,000 | 2,683 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $8,468,000 | 1,236 |
| CMOs issued by government agencies or sponsored agencies | $8,468,000 | 1,192 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $1,919,000 | 1,039 |
| Commercial mortgage pass-through securities | $1,422,000 | 748 |
| Other commercial mortgage-backed securities | $497,000 | 903 |
| Held to maturity securities (book value) | $9,730,000 | 908 |
| Available-for-sale securities (fair market value) | $137,874,000 | 900 |
| Total debt securities | $147,604,000 | 939 |
| 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 | $139,898,000 | 1,011 |
| U.S. Government securities | $32,981,000 | 2,104 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $32,981,000 | 2,005 |
| Securities issued by states & political subdivisions | $63,387,000 | 621 |
| Other domestic debt securities | $40,558,000 | 246 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $40,558,000 | 157 |
| Foreign debt securities | $2,972,000 | 122 |
| 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 | $42,669,000 | 1,210 |
| Mortgage-backed securities | $15,671,000 | 2,253 |
| Certificates of participation in pools of residential mortgages | $5,566,000 | 2,743 |
| Issued or guaranteed by U.S. | $5,566,000 | 2,741 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $8,661,000 | 1,215 |
| CMOs issued by government agencies or sponsored agencies | $8,661,000 | 1,168 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $1,444,000 | 1,112 |
| Commercial mortgage pass-through securities | $1,444,000 | 753 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $9,741,000 | 944 |
| Available-for-sale securities (fair market value) | $130,157,000 | 934 |
| Total debt securities | $139,898,000 | 997 |
| 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 | $132,680,000 | 1,067 |
| U.S. Government securities | $20,967,000 | 2,790 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $20,967,000 | 2,683 |
| Securities issued by states & political subdivisions | $58,942,000 | 679 |
| Other domestic debt securities | $48,208,000 | 212 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $48,208,000 | 135 |
| Foreign debt securities | $4,563,000 | 98 |
| 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 | $43,138,000 | 1,212 |
| Mortgage-backed securities | $11,107,000 | 2,645 |
| Certificates of participation in pools of residential mortgages | $3,518,000 | 3,186 |
| Issued or guaranteed by U.S. | $3,518,000 | 3,182 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,137,000 | 1,437 |
| CMOs issued by government agencies or sponsored agencies | $6,137,000 | 1,384 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $1,452,000 | 1,080 |
| Commercial mortgage pass-through securities | $1,452,000 | 731 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $11,046,000 | 911 |
| Available-for-sale securities (fair market value) | $121,634,000 | 1,004 |
| Total debt securities | $132,679,000 | 1,053 |
| 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 | $127,257,000 | 1,108 |
| U.S. Government securities | $24,936,000 | 2,596 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $24,936,000 | 2,492 |
| Securities issued by states & political subdivisions | $55,668,000 | 718 |
| Other domestic debt securities | $42,180,000 | 245 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $42,180,000 | 159 |
| Foreign debt securities | $4,473,000 | 99 |
| 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 | $44,136,000 | 1,198 |
| Mortgage-backed securities | $12,542,000 | 2,562 |
| Certificates of participation in pools of residential mortgages | $4,581,000 | 3,042 |
| Issued or guaranteed by U.S. | $4,581,000 | 3,038 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,516,000 | 1,404 |
| CMOs issued by government agencies or sponsored agencies | $6,516,000 | 1,344 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $1,445,000 | 1,049 |
| Commercial mortgage pass-through securities | $1,445,000 | 703 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $12,443,000 | 894 |
| Available-for-sale securities (fair market value) | $114,814,000 | 1,068 |
| Total debt securities | $127,257,000 | 1,097 |
| 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 | $112,243,000 | 1,222 |
| U.S. Government securities | $25,486,000 | 2,544 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $25,486,000 | 2,441 |
| Securities issued by states & political subdivisions | $55,406,000 | 714 |
| Other domestic debt securities | $30,581,000 | 302 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $30,581,000 | 196 |
| Foreign debt securities | $770,000 | 231 |
| 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 | $42,640,000 | 1,216 |
| Mortgage-backed securities | $12,642,000 | 2,547 |
| Certificates of participation in pools of residential mortgages | $4,340,000 | 3,099 |
| Issued or guaranteed by U.S. | $4,340,000 | 3,095 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,851,000 | 1,353 |
| CMOs issued by government agencies or sponsored agencies | $6,851,000 | 1,291 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,451,000 | 1,011 |
| Commercial mortgage pass-through securities | $1,451,000 | 673 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $13,255,000 | 875 |
| Available-for-sale securities (fair market value) | $98,988,000 | 1,231 |
| Total debt securities | $112,243,000 | 1,202 |
| 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 | $79,519,000 | 1,661 |
| U.S. Government securities | $23,460,000 | 2,643 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $23,460,000 | 2,547 |
| Securities issued by states & political subdivisions | $50,726,000 | 801 |
| Other domestic debt securities | $4,558,000 | 922 |
| 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 | $4,558,000 | 698 |
| Foreign debt securities | $775,000 | 223 |
| 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 | $40,658,000 | 1,274 |
| Mortgage-backed securities | $11,264,000 | 2,671 |
| Certificates of participation in pools of residential mortgages | $3,807,000 | 3,233 |
| Issued or guaranteed by U.S. | $3,807,000 | 3,232 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,944,000 | 1,365 |
| CMOs issued by government agencies or sponsored agencies | $6,944,000 | 1,302 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $513,000 | 1,179 |
| Commercial mortgage pass-through securities | $513,000 | 776 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $13,671,000 | 865 |
| Available-for-sale securities (fair market value) | $65,848,000 | 1,783 |
| Total debt securities | $79,519,000 | 1,635 |
| 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 | $75,606,000 | 1,751 |
| U.S. Government securities | $24,523,000 | 2,653 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $24,523,000 | 2,552 |
| Securities issued by states & political subdivisions | $47,382,000 | 863 |
| Other domestic debt securities | $3,444,000 | 1,054 |
| 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 | $3,444,000 | 810 |
| Foreign debt securities | $257,000 | 293 |
| 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 | $39,916,000 | 1,322 |
| Mortgage-backed securities | $11,924,000 | 2,649 |
| Certificates of participation in pools of residential mortgages | $4,027,000 | 3,218 |
| Issued or guaranteed by U.S. | $4,027,000 | 3,214 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,380,000 | 1,360 |
| CMOs issued by government agencies or sponsored agencies | $7,380,000 | 1,293 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $517,000 | 1,112 |
| Commercial mortgage pass-through securities | $517,000 | 735 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $13,823,000 | 880 |
| Available-for-sale securities (fair market value) | $61,783,000 | 1,882 |
| Total debt securities | $75,606,000 | 1,731 |
| 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 | $74,623,000 | 1,804 |
| U.S. Government securities | $29,687,000 | 2,444 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $29,687,000 | 2,354 |
| Securities issued by states & political subdivisions | $42,005,000 | 945 |
| Other domestic debt securities | $2,676,000 | 1,169 |
| 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 | $2,676,000 | 910 |
| Foreign debt securities | $255,000 | 289 |
| 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 | $40,059,000 | 1,335 |
| Mortgage-backed securities | $12,444,000 | 2,611 |
| Certificates of participation in pools of residential mortgages | $4,228,000 | 3,195 |
| Issued or guaranteed by U.S. | $4,228,000 | 3,194 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,707,000 | 1,353 |
| CMOs issued by government agencies or sponsored agencies | $7,707,000 | 1,288 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $509,000 | 1,086 |
| Commercial mortgage pass-through securities | $509,000 | 716 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $18,350,000 | 795 |
| Available-for-sale securities (fair market value) | $56,273,000 | 2,022 |
| Total debt securities | $74,623,000 | 1,786 |
| Structured notes | ||
| Amortized cost | $4,978,000 | 357 |
| Fair value | $5,010,000 | 329 |
| 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 | $73,008,000 | 1,865 |
| U.S. Government securities | $28,506,000 | 2,527 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $28,506,000 | 2,429 |
| Securities issued by states & political subdivisions | $41,557,000 | 967 |
| Other domestic debt securities | $2,691,000 | 1,146 |
| 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 | $2,691,000 | 891 |
| Foreign debt securities | $254,000 | 277 |
| 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 | $39,668,000 | 1,333 |
| Mortgage-backed securities | $11,771,000 | 2,680 |
| Certificates of participation in pools of residential mortgages | $3,267,000 | 3,425 |
| Issued or guaranteed by U.S. | $3,267,000 | 3,422 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,005,000 | 1,339 |
| CMOs issued by government agencies or sponsored agencies | $8,005,000 | 1,282 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $499,000 | 1,047 |
| Commercial mortgage pass-through securities | $499,000 | 692 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $18,793,000 | 795 |
| Available-for-sale securities (fair market value) | $54,215,000 | 2,102 |
| Total debt securities | $73,008,000 | 1,842 |
| Structured notes | ||
| Amortized cost | $4,974,000 | 407 |
| Fair value | $4,975,000 | 396 |
| 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 | $78,993,000 | 1,738 |
| U.S. Government securities | $32,873,000 | 2,354 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $32,873,000 | 2,265 |
| Securities issued by states & political subdivisions | $42,654,000 | 939 |
| Other domestic debt securities | $3,212,000 | 1,078 |
| 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 | $3,212,000 | 834 |
| Foreign debt securities | $254,000 | 280 |
| 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 | $40,685,000 | 1,314 |
| Mortgage-backed securities | $12,935,000 | 2,600 |
| Certificates of participation in pools of residential mortgages | $4,250,000 | 3,237 |
| Issued or guaranteed by U.S. | $4,250,000 | 3,233 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $8,685,000 | 1,293 |
| CMOs issued by government agencies or sponsored agencies | $8,685,000 | 1,233 |
| 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) | $22,709,000 | 720 |
| Available-for-sale securities (fair market value) | $56,284,000 | 2,074 |
| Total debt securities | $78,993,000 | 1,717 |
| Structured notes | ||
| Amortized cost | $7,469,000 | 330 |
| Fair value | $7,475,000 | 330 |
| 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 | $79,439,000 | 1,764 |
| U.S. Government securities | $34,375,000 | 2,350 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $34,375,000 | 2,258 |
| Securities issued by states & political subdivisions | $41,068,000 | 951 |
| Other domestic debt securities | $3,738,000 | 1,020 |
| 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 | $3,738,000 | 776 |
| Foreign debt securities | $258,000 | 286 |
| 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 | $41,103,000 | 1,318 |
| Mortgage-backed securities | $12,990,000 | 2,654 |
| Certificates of participation in pools of residential mortgages | $4,438,000 | 3,274 |
| Issued or guaranteed by U.S. | $4,438,000 | 3,271 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,552,000 | 1,360 |
| CMOs issued by government agencies or sponsored agencies | $8,552,000 | 1,298 |
| 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) | $23,714,000 | 717 |
| Available-for-sale securities (fair market value) | $55,725,000 | 2,131 |
| Total debt securities | $79,439,000 | 1,742 |
| Structured notes | ||
| Amortized cost | $8,459,000 | 357 |
| Fair value | $8,330,000 | 357 |
| 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 | $78,747,000 | 1,794 |
| U.S. Government securities | $35,845,000 | 2,320 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $35,845,000 | 2,236 |
| Securities issued by states & political subdivisions | $38,627,000 | 995 |
| Other domestic debt securities | $4,017,000 | 984 |
| 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 | $4,017,000 | 735 |
| Foreign debt securities | $258,000 | 283 |
| 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 | $42,657,000 | 1,300 |
| Mortgage-backed securities | $11,793,000 | 2,812 |
| Certificates of participation in pools of residential mortgages | $3,741,000 | 3,514 |
| Issued or guaranteed by U.S. | $3,741,000 | 3,511 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $8,052,000 | 1,447 |
| CMOs issued by government agencies or sponsored agencies | $8,052,000 | 1,377 |
| 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) | $28,747,000 | 636 |
| Available-for-sale securities (fair market value) | $50,000,000 | 2,331 |
| Total debt securities | $78,747,000 | 1,777 |
| Structured notes | ||
| Amortized cost | $12,481,000 | 263 |
| Fair value | $12,489,000 | 263 |
| 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 | $81,791,000 | 1,738 |
| U.S. Government securities | $38,189,000 | 2,246 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $38,189,000 | 2,158 |
| Securities issued by states & political subdivisions | $39,577,000 | 979 |
| Other domestic debt securities | $4,025,000 | 982 |
| 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 | $4,025,000 | 737 |
| 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 | $42,782,000 | 1,309 |
| Mortgage-backed securities | $13,351,000 | 2,709 |
| Certificates of participation in pools of residential mortgages | $4,680,000 | 3,360 |
| Issued or guaranteed by U.S. | $4,680,000 | 3,355 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,671,000 | 1,414 |
| CMOs issued by government agencies or sponsored agencies | $8,671,000 | 1,345 |
| 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) | $31,338,000 | 599 |
| Available-for-sale securities (fair market value) | $50,453,000 | 2,342 |
| Total debt securities | $81,791,000 | 1,716 |
| Structured notes | ||
| Amortized cost | $13,468,000 | 253 |
| Fair value | $13,420,000 | 250 |
| 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 | $90,263,000 | 1,618 |
| U.S. Government securities | $45,417,000 | 2,003 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $45,417,000 | 1,925 |
| Securities issued by states & political subdivisions | $39,280,000 | 987 |
| Other domestic debt securities | $5,566,000 | 844 |
| 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 | $5,566,000 | 615 |
| 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 | $43,572,000 | 1,295 |
| Mortgage-backed securities | $15,501,000 | 2,603 |
| Certificates of participation in pools of residential mortgages | $3,875,000 | 3,625 |
| Issued or guaranteed by U.S. | $3,875,000 | 3,623 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $11,626,000 | 1,229 |
| CMOs issued by government agencies or sponsored agencies | $11,626,000 | 1,170 |
| 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) | $36,357,000 | 546 |
| Available-for-sale securities (fair market value) | $53,906,000 | 2,272 |
| Total debt securities | $90,263,000 | 1,599 |
| Structured notes | ||
| Amortized cost | $18,449,000 | 210 |
| Fair value | $18,307,000 | 206 |
| 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 | $89,790,000 | 1,650 |
| U.S. Government securities | $46,890,000 | 1,975 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $46,890,000 | 1,909 |
| Securities issued by states & political subdivisions | $37,299,000 | 1,032 |
| Other domestic debt securities | $5,601,000 | 867 |
| 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 | $5,601,000 | 624 |
| 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 | $45,867,000 | 1,248 |
| Mortgage-backed securities | $15,629,000 | 2,623 |
| Certificates of participation in pools of residential mortgages | $4,136,000 | 3,620 |
| Issued or guaranteed by U.S. | $4,136,000 | 3,619 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $11,493,000 | 1,266 |
| CMOs issued by government agencies or sponsored agencies | $11,493,000 | 1,201 |
| 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) | $37,192,000 | 531 |
| Available-for-sale securities (fair market value) | $52,598,000 | 2,333 |
| Total debt securities | $89,790,000 | 1,625 |
| Structured notes | ||
| Amortized cost | $18,435,000 | 234 |
| Fair value | $18,215,000 | 228 |
| 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 | $86,573,000 | 1,713 |
| U.S. Government securities | $45,807,000 | 2,043 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $45,807,000 | 1,985 |
| Securities issued by states & political subdivisions | $35,152,000 | 1,102 |
| Other domestic debt securities | $5,614,000 | 876 |
| 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 | $5,614,000 | 640 |
| 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 | $53,212,000 | 1,114 |
| Mortgage-backed securities | $13,077,000 | 2,845 |
| Certificates of participation in pools of residential mortgages | $4,356,000 | 3,613 |
| Issued or guaranteed by U.S. | $4,356,000 | 3,612 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $8,721,000 | 1,455 |
| CMOs issued by government agencies or sponsored agencies | $8,721,000 | 1,391 |
| 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) | $35,580,000 | 537 |
| Available-for-sale securities (fair market value) | $50,993,000 | 2,414 |
| Total debt securities | $86,573,000 | 1,694 |
| Structured notes | ||
| Amortized cost | $20,929,000 | 218 |
| Fair value | $20,288,000 | 218 |
| 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 | $87,841,000 | 1,676 |
| U.S. Government securities | $46,745,000 | 1,975 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $46,745,000 | 1,919 |
| Securities issued by states & political subdivisions | $35,481,000 | 1,088 |
| Other domestic debt securities | $5,615,000 | 924 |
| 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 | $5,615,000 | 659 |
| 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 | $51,963,000 | 1,134 |
| Mortgage-backed securities | $13,542,000 | 2,813 |
| Certificates of participation in pools of residential mortgages | $4,571,000 | 3,568 |
| Issued or guaranteed by U.S. | $4,571,000 | 3,565 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $8,971,000 | 1,432 |
| CMOs issued by government agencies or sponsored agencies | $8,971,000 | 1,366 |
| 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) | $34,766,000 | 531 |
| Available-for-sale securities (fair market value) | $53,075,000 | 2,322 |
| Total debt securities | $87,841,000 | 1,653 |
| Structured notes | ||
| Amortized cost | $20,765,000 | 215 |
| Fair value | $19,847,000 | 217 |
| 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 | $90,583,000 | 1,651 |
| U.S. Government securities | $47,946,000 | 1,948 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $47,946,000 | 1,887 |
| Securities issued by states & political subdivisions | $37,006,000 | 1,034 |
| Other domestic debt securities | $5,631,000 | 962 |
| 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 | $5,631,000 | 674 |
| 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 | $70,685,000 | 852 |
| Mortgage-backed securities | $14,676,000 | 2,742 |
| Certificates of participation in pools of residential mortgages | $5,370,000 | 3,415 |
| Issued or guaranteed by U.S. | $5,370,000 | 3,412 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $9,306,000 | 1,428 |
| CMOs issued by government agencies or sponsored agencies | $9,306,000 | 1,362 |
| 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) | $34,636,000 | 513 |
| Available-for-sale securities (fair market value) | $55,947,000 | 2,243 |
| Total debt securities | $90,583,000 | 1,626 |
| Structured notes | ||
| Amortized cost | $20,595,000 | 211 |
| Fair value | $20,142,000 | 209 |
| 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 | $91,516,000 | 1,627 |
| U.S. Government securities | $48,695,000 | 1,915 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $48,695,000 | 1,860 |
| Securities issued by states & political subdivisions | $37,196,000 | 1,016 |
| Other domestic debt securities | $5,625,000 | 971 |
| 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 | $5,625,000 | 688 |
| 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 | $47,769,000 | 1,174 |
| Mortgage-backed securities | $15,301,000 | 2,701 |
| Certificates of participation in pools of residential mortgages | $5,694,000 | 3,343 |
| Issued or guaranteed by U.S. | $5,694,000 | 3,340 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,607,000 | 1,430 |
| CMOs issued by government agencies or sponsored agencies | $9,607,000 | 1,354 |
| 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) | $16,713,000 | 777 |
| Available-for-sale securities (fair market value) | $74,803,000 | 1,756 |
| Total debt securities | $91,516,000 | 1,608 |
| Structured notes | ||
| Amortized cost | $20,995,000 | 204 |
| Fair value | $20,197,000 | 208 |
| 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 | $89,055,000 | 1,696 |
| U.S. Government securities | $46,017,000 | 2,024 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $46,017,000 | 1,972 |
| Securities issued by states & political subdivisions | $37,543,000 | 992 |
| Other domestic debt securities | $4,941,000 | 1,060 |
| 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 | $4,941,000 | 745 |
| Foreign debt securities | $554,000 | 209 |
| 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 | $61,038,000 | 965 |
| Mortgage-backed securities | $15,338,000 | 2,732 |
| Certificates of participation in pools of residential mortgages | $6,259,000 | 3,265 |
| Issued or guaranteed by U.S. | $6,259,000 | 3,263 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,079,000 | 1,513 |
| CMOs issued by government agencies or sponsored agencies | $9,079,000 | 1,424 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $18,006,000 | 703 |
| Available-for-sale securities (fair market value) | $71,049,000 | 1,873 |
| Total debt securities | $89,055,000 | 1,675 |
| Structured notes | ||
| Amortized cost | $17,988,000 | 248 |
| Fair value | $17,987,000 | 246 |
| 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 | $97,225,000 | 1,522 |
| U.S. Government securities | $53,562,000 | 1,751 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $53,562,000 | 1,701 |
| Securities issued by states & political subdivisions | $38,121,000 | 955 |
| Other domestic debt securities | $4,984,000 | 1,024 |
| 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 | $4,984,000 | 721 |
| Foreign debt securities | $558,000 | 209 |
| 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 | $46,440,000 | 1,204 |
| Mortgage-backed securities | $17,082,000 | 2,614 |
| Certificates of participation in pools of residential mortgages | $7,651,000 | 3,010 |
| Issued or guaranteed by U.S. | $7,651,000 | 3,009 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $9,431,000 | 1,549 |
| CMOs issued by government agencies or sponsored agencies | $9,431,000 | 1,453 |
| 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) | $18,019,000 | 701 |
| Available-for-sale securities (fair market value) | $79,206,000 | 1,674 |
| Total debt securities | $97,225,000 | 1,502 |
| Structured notes | ||
| Amortized cost | $23,995,000 | 181 |
| Fair value | $24,044,000 | 181 |
| 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 | $105,992,000 | 1,412 |
| U.S. Government securities | $62,035,000 | 1,602 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $62,035,000 | 1,550 |
| Securities issued by states & political subdivisions | $38,980,000 | 905 |
| Other domestic debt securities | $4,977,000 | 1,061 |
| 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 | $4,977,000 | 754 |
| 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 | $56,370,000 | 1,007 |
| Mortgage-backed securities | $20,568,000 | 2,480 |
| Certificates of participation in pools of residential mortgages | $8,951,000 | 2,945 |
| Issued or guaranteed by U.S. | $8,951,000 | 2,944 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $11,617,000 | 1,451 |
| CMOs issued by government agencies or sponsored agencies | $11,617,000 | 1,355 |
| 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) | $18,174,000 | 704 |
| Available-for-sale securities (fair market value) | $87,818,000 | 1,533 |
| Total debt securities | $105,992,000 | 1,394 |
| Structured notes | ||
| Amortized cost | $28,992,000 | 153 |
| Fair value | $29,078,000 | 153 |
| 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 | $106,365,000 | 1,416 |
| U.S. Government securities | $65,823,000 | 1,552 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $65,823,000 | 1,509 |
| Securities issued by states & political subdivisions | $36,484,000 | 944 |
| Other domestic debt securities | $4,058,000 | 1,180 |
| 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 | $4,058,000 | 839 |
| 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 | $51,165,000 | 1,108 |
| Mortgage-backed securities | $23,434,000 | 2,312 |
| Certificates of participation in pools of residential mortgages | $13,025,000 | 2,465 |
| Issued or guaranteed by U.S. | $13,025,000 | 2,463 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,409,000 | 1,571 |
| CMOs issued by government agencies or sponsored agencies | $10,409,000 | 1,464 |
| 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) | $18,490,000 | 691 |
| Available-for-sale securities (fair market value) | $87,875,000 | 1,525 |
| Total debt securities | $106,365,000 | 1,396 |
| Structured notes | ||
| Amortized cost | $30,136,000 | 152 |
| Fair value | $30,204,000 | 152 |
| 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 | $113,858,000 | 1,345 |
| U.S. Government securities | $78,490,000 | 1,363 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $78,490,000 | 1,322 |
| Securities issued by states & political subdivisions | $34,868,000 | 934 |
| Other domestic debt securities | $500,000 | 2,339 |
| 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 | $500,000 | 1,809 |
| 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 | $58,348,000 | 1,008 |
| Mortgage-backed securities | $23,456,000 | 2,338 |
| Certificates of participation in pools of residential mortgages | $12,880,000 | 2,488 |
| Issued or guaranteed by U.S. | $12,880,000 | 2,482 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,576,000 | 1,586 |
| CMOs issued by government agencies or sponsored agencies | $10,576,000 | 1,482 |
| 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) | $19,220,000 | 693 |
| Available-for-sale securities (fair market value) | $94,638,000 | 1,429 |
| Total debt securities | $113,857,000 | 1,331 |
| Structured notes | ||
| Amortized cost | $44,448,000 | 119 |
| Fair value | $44,243,000 | 118 |
| 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 | $110,821,000 | 1,331 |
| U.S. Government securities | $76,554,000 | 1,325 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $76,554,000 | 1,286 |
| Securities issued by states & political subdivisions | $33,769,000 | 950 |
| Other domestic debt securities | $498,000 | 2,357 |
| 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 | $498,000 | 1,764 |
| 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 | $55,296,000 | 975 |
| Mortgage-backed securities | $19,370,000 | 2,517 |
| Certificates of participation in pools of residential mortgages | $9,956,000 | 2,748 |
| Issued or guaranteed by U.S. | $9,956,000 | 2,748 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $9,414,000 | 1,637 |
| CMOs issued by government agencies or sponsored agencies | $9,414,000 | 1,481 |
| 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) | $19,274,000 | 700 |
| Available-for-sale securities (fair market value) | $91,547,000 | 1,412 |
| Total debt securities | $110,821,000 | 1,321 |
| Structured notes | ||
| Amortized cost | $49,447,000 | 90 |
| Fair value | $49,425,000 | 89 |
| 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 | $108,083,000 | 1,321 |
| U.S. Government securities | $73,646,000 | 1,344 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $73,646,000 | 1,297 |
| Securities issued by states & political subdivisions | $34,437,000 | 883 |
| 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 | $58,048,000 | 921 |
| Mortgage-backed securities | $17,723,000 | 2,600 |
| Certificates of participation in pools of residential mortgages | $8,766,000 | 2,852 |
| Issued or guaranteed by U.S. | $8,766,000 | 2,848 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $8,957,000 | 1,662 |
| CMOs issued by government agencies or sponsored agencies | $8,957,000 | 1,501 |
| 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) | $20,097,000 | 673 |
| Available-for-sale securities (fair market value) | $87,986,000 | 1,436 |
| Total debt securities | $108,083,000 | 1,305 |
| Structured notes | ||
| Amortized cost | $49,249,000 | 84 |
| Fair value | $49,244,000 | 83 |
| 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 | $92,721,000 | 1,519 |
| U.S. Government securities | $61,242,000 | 1,588 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $61,242,000 | 1,547 |
| Securities issued by states & political subdivisions | $31,479,000 | 918 |
| 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 | $47,574,000 | 1,098 |
| Mortgage-backed securities | $17,583,000 | 2,550 |
| Certificates of participation in pools of residential mortgages | $8,129,000 | 2,893 |
| Issued or guaranteed by U.S. | $8,129,000 | 2,886 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $9,454,000 | 1,606 |
| CMOs issued by government agencies or sponsored agencies | $9,454,000 | 1,433 |
| 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) | $20,859,000 | 659 |
| Available-for-sale securities (fair market value) | $71,862,000 | 1,697 |
| Total debt securities | $92,721,000 | 1,497 |
| Structured notes | ||
| Amortized cost | $32,379,000 | 174 |
| Fair value | $32,454,000 | 174 |
| 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 | $84,964,000 | 1,610 |
| U.S. Government securities | $51,636,000 | 1,817 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $51,636,000 | 1,764 |
| Securities issued by states & political subdivisions | $31,937,000 | 883 |
| Other domestic debt securities | $1,391,000 | 1,796 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,391,000 | 1,219 |
| 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 | $47,909,000 | 1,095 |
| Mortgage-backed securities | $14,873,000 | 2,704 |
| Certificates of participation in pools of residential mortgages | $7,393,000 | 2,965 |
| Issued or guaranteed by U.S. | $7,393,000 | 2,959 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $7,480,000 | 1,729 |
| CMOs issued by government agencies or sponsored agencies | $7,480,000 | 1,548 |
| 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) | $22,640,000 | 612 |
| Available-for-sale securities (fair market value) | $62,324,000 | 1,914 |
| Total debt securities | $84,964,000 | 1,592 |
| Structured notes | ||
| Amortized cost | $25,653,000 | 257 |
| Fair value | $25,484,000 | 258 |
| 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 | $84,558,000 | 1,561 |
| U.S. Government securities | $50,033,000 | 1,763 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $50,033,000 | 1,705 |
| Securities issued by states & political subdivisions | $33,141,000 | 808 |
| Other domestic debt securities | $1,384,000 | 1,913 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,384,000 | 1,223 |
| 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 | $47,144,000 | 1,086 |
| Mortgage-backed securities | $14,680,000 | 2,632 |
| Certificates of participation in pools of residential mortgages | $6,852,000 | 2,955 |
| Issued or guaranteed by U.S. | $6,852,000 | 2,946 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,828,000 | 1,667 |
| CMOs issued by government agencies or sponsored agencies | $7,828,000 | 1,479 |
| 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) | $23,010,000 | 593 |
| Available-for-sale securities (fair market value) | $61,548,000 | 1,845 |
| Total debt securities | $84,558,000 | 1,543 |
| Structured notes | ||
| Amortized cost | $23,667,000 | 262 |
| Fair value | $23,341,000 | 263 |
| 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 | $79,708,000 | 1,604 |
| U.S. Government securities | $46,048,000 | 1,870 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $46,048,000 | 1,798 |
| Securities issued by states & political subdivisions | $32,283,000 | 828 |
| Other domestic debt securities | $1,377,000 | 1,960 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,377,000 | 1,220 |
| 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 | $50,168,000 | 1,014 |
| Mortgage-backed securities | $13,985,000 | 2,676 |
| Certificates of participation in pools of residential mortgages | $7,745,000 | 2,756 |
| Issued or guaranteed by U.S. | $7,745,000 | 2,748 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,240,000 | 1,799 |
| CMOs issued by government agencies or sponsored agencies | $6,240,000 | 1,588 |
| 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) | $15,437,000 | 832 |
| Available-for-sale securities (fair market value) | $64,271,000 | 1,718 |
| Total debt securities | $79,708,000 | 1,585 |
| Structured notes | ||
| Amortized cost | $19,726,000 | 297 |
| Fair value | $19,809,000 | 299 |
| 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 | $89,625,000 | 1,466 |
| U.S. Government securities | $60,357,000 | 1,496 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $60,357,000 | 1,441 |
| Securities issued by states & political subdivisions | $27,787,000 | 915 |
| Other domestic debt securities | $1,481,000 | 1,909 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,481,000 | 1,139 |
| 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 | $50,405,000 | 1,034 |
| Mortgage-backed securities | $13,712,000 | 2,705 |
| Certificates of participation in pools of residential mortgages | $9,809,000 | 2,472 |
| Issued or guaranteed by U.S. | $9,809,000 | 2,465 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,903,000 | 2,089 |
| CMOs issued by government agencies or sponsored agencies | $3,903,000 | 1,835 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $15,669,000 | 842 |
| Available-for-sale securities (fair market value) | $73,956,000 | 1,522 |
| Total debt securities | $89,625,000 | 1,446 |
| Structured notes | ||
| Amortized cost | $28,015,000 | 205 |
| Fair value | $28,187,000 | 205 |
| 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 | $79,146,000 | 1,635 |
| U.S. Government securities | $52,230,000 | 1,710 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $52,230,000 | 1,656 |
| Securities issued by states & political subdivisions | $25,448,000 | 976 |
| Other domestic debt securities | $1,468,000 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,468,000 | 1,169 |
| 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 | $49,154,000 | 1,105 |
| Mortgage-backed securities | $14,724,000 | 2,692 |
| Certificates of participation in pools of residential mortgages | $10,560,000 | 2,444 |
| Issued or guaranteed by U.S. | $10,560,000 | 2,439 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,164,000 | 1,992 |
| CMOs issued by government agencies or sponsored agencies | $4,164,000 | 1,730 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $15,827,000 | 829 |
| Available-for-sale securities (fair market value) | $63,319,000 | 1,771 |
| Total debt securities | $79,146,000 | 1,611 |
| Structured notes | ||
| Amortized cost | $15,075,000 | 359 |
| Fair value | $15,008,000 | 362 |
| 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 | $81,935,000 | 1,547 |
| U.S. Government securities | $55,405,000 | 1,593 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $55,405,000 | 1,547 |
| Securities issued by states & political subdivisions | $24,942,000 | 995 |
| Other domestic debt securities | $1,588,000 | 1,962 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,588,000 | 1,156 |
| 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 | $35,474,000 | 1,455 |
| Mortgage-backed securities | $16,006,000 | 2,624 |
| Certificates of participation in pools of residential mortgages | $11,498,000 | 2,398 |
| Issued or guaranteed by U.S. | $11,498,000 | 2,390 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $4,508,000 | 1,926 |
| CMOs issued by government agencies or sponsored agencies | $4,508,000 | 1,654 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $16,134,000 | 834 |
| Available-for-sale securities (fair market value) | $65,801,000 | 1,680 |
| Total debt securities | $81,944,000 | 1,526 |
| Structured notes | ||
| Amortized cost | $13,105,000 | 313 |
| Fair value | $12,919,000 | 318 |
| 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 | $99,285,000 | 1,285 |
| U.S. Government securities | $69,389,000 | 1,273 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $69,389,000 | 1,235 |
| Securities issued by states & political subdivisions | $27,228,000 | 884 |
| Other domestic debt securities | $2,668,000 | 1,721 |
| Privately issued residential mortgage-backed securities | $324,000 | 1,396 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $2,344,000 | 1,026 |
| 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 | $59,690,000 | 915 |
| Mortgage-backed securities | $16,723,000 | 2,589 |
| Certificates of participation in pools of residential mortgages | $12,426,000 | 2,357 |
| Issued or guaranteed by U.S. | $12,426,000 | 2,347 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $4,297,000 | 1,960 |
| CMOs issued by government agencies or sponsored agencies | $3,973,000 | 1,714 |
| Privately issued | $324,000 | 1,334 |
| 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) | $16,215,000 | 843 |
| Available-for-sale securities (fair market value) | $83,070,000 | 1,327 |
| Total debt securities | $99,285,000 | 1,265 |
| Structured notes | ||
| Amortized cost | $15,127,000 | 159 |
| Fair value | $15,381,000 | 156 |
| 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 | $72,908,000 | 1,704 |
| U.S. Government securities | $52,871,000 | 1,598 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $52,871,000 | 1,559 |
| Securities issued by states & political subdivisions | $18,508,000 | 1,298 |
| Other domestic debt securities | $1,529,000 | 2,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,529,000 | 1,280 |
| 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 | $19,648,000 | 2,267 |
| Mortgage-backed securities | $13,058,000 | 2,969 |
| Certificates of participation in pools of residential mortgages | $10,086,000 | 2,702 |
| Issued or guaranteed by U.S. | $10,086,000 | 2,691 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,972,000 | 2,193 |
| CMOs issued by government agencies or sponsored agencies | $2,972,000 | 1,868 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $10,927,000 | 1,097 |
| Available-for-sale securities (fair market value) | $61,981,000 | 1,717 |
| Total debt securities | $72,908,000 | 1,681 |
| Structured notes | ||
| Amortized cost | $5,865,000 | 283 |
| Fair value | $5,803,000 | 284 |
| 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 | $87,731,000 | 1,408 |
| U.S. Government securities | $69,020,000 | 1,259 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $69,020,000 | 1,221 |
| Securities issued by states & political subdivisions | $17,181,000 | 1,350 |
| Other domestic debt securities | $1,530,000 | 2,054 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,530,000 | 1,300 |
| 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 | $36,208,000 | 1,437 |
| Mortgage-backed securities | $14,288,000 | 2,892 |
| Certificates of participation in pools of residential mortgages | $11,204,000 | 2,602 |
| Issued or guaranteed by U.S. | $11,204,000 | 2,586 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,084,000 | 2,197 |
| CMOs issued by government agencies or sponsored agencies | $3,084,000 | 1,842 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,490,000 | 1,122 |
| Available-for-sale securities (fair market value) | $77,241,000 | 1,404 |
| Total debt securities | $87,731,000 | 1,387 |
| Structured notes | ||
| Amortized cost | $9,730,000 | 113 |
| Fair value | $9,616,000 | 112 |
| 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 | $80,235,000 | 1,522 |
| U.S. Government securities | $62,804,000 | 1,372 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $62,804,000 | 1,346 |
| Securities issued by states & political subdivisions | $15,400,000 | 1,471 |
| Other domestic debt securities | $2,031,000 | 1,816 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,031,000 | 1,105 |
| 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 | $31,845,000 | 1,612 |
| Mortgage-backed securities | $11,836,000 | 3,121 |
| Certificates of participation in pools of residential mortgages | $11,836,000 | 2,498 |
| Issued or guaranteed by U.S. | $11,836,000 | 2,483 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,577,000 | 1,189 |
| Available-for-sale securities (fair market value) | $70,658,000 | 1,501 |
| Total debt securities | $80,235,000 | 1,495 |
| Structured notes | ||
| Amortized cost | $4,811,000 | 295 |
| Fair value | $4,823,000 | 293 |
| 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 | $61,422,000 | 1,903 |
| U.S. Government securities | $46,653,000 | 1,758 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $46,653,000 | 1,727 |
| Securities issued by states & political subdivisions | $11,924,000 | 1,796 |
| Other domestic debt securities | $2,845,000 | 1,552 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,845,000 | 903 |
| 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 | $37,650,000 | 1,370 |
| Mortgage-backed securities | $11,820,000 | 3,007 |
| Certificates of participation in pools of residential mortgages | $11,820,000 | 2,409 |
| Issued or guaranteed by U.S. | $11,820,000 | 2,393 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $61,422,000 | 1,670 |
| Total debt securities | $61,422,000 | 1,881 |
| Structured notes | ||
| Amortized cost | $1,749,000 | 718 |
| Fair value | $1,733,000 | 713 |
| 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 | $57,513,000 | 2,050 |
| U.S. Government securities | $43,061,000 | 1,919 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $43,061,000 | 1,878 |
| Securities issued by states & political subdivisions | $11,945,000 | 1,805 |
| Other domestic debt securities | $2,507,000 | 1,681 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,507,000 | 1,050 |
| 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 | $26,209,000 | 1,818 |
| Mortgage-backed securities | $8,891,000 | 3,424 |
| Certificates of participation in pools of residential mortgages | $8,891,000 | 2,820 |
| Issued or guaranteed by U.S. | $8,891,000 | 2,807 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $57,513,000 | 1,804 |
| Total debt securities | $57,513,000 | 2,018 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,089 |
| Fair value | $968,000 | 1,125 |
| 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 | $52,805,000 | 2,199 |
| U.S. Government securities | $41,381,000 | 1,990 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $41,381,000 | 1,952 |
| Securities issued by states & political subdivisions | $10,389,000 | 1,998 |
| Other domestic debt securities | $1,035,000 | 2,129 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,035,000 | 1,453 |
| 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 | $26,362,000 | 1,801 |
| Mortgage-backed securities | $7,407,000 | 3,581 |
| Certificates of participation in pools of residential mortgages | $7,407,000 | 2,962 |
| Issued or guaranteed by U.S. | $7,407,000 | 2,950 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $52,805,000 | 1,927 |
| Total debt securities | $52,805,000 | 2,152 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 695 |
| Fair value | $2,000,000 | 769 |
| 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 | $41,346,000 | 2,699 |
| U.S. Government securities | $32,648,000 | 2,485 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $32,648,000 | 2,429 |
| Securities issued by states & political subdivisions | $8,698,000 | 2,285 |
| 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 | $23,880,000 | 1,935 |
| Mortgage-backed securities | $6,693,000 | 3,448 |
| Certificates of participation in pools of residential mortgages | $6,693,000 | 2,833 |
| Issued or guaranteed by U.S. | $6,693,000 | 2,819 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $41,346,000 | 2,365 |
| Total debt securities | $41,346,000 | 2,661 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $3,996,000 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $33,985,000 | 3,159 |
| U.S. Government securities | $25,981,000 | 3,020 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $25,981,000 | 2,957 |
| Securities issued by states & political subdivisions | $8,004,000 | 2,354 |
| 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 | $21,691,000 | 2,056 |
| Mortgage-backed securities | $5,778,000 | 3,502 |
| Certificates of participation in pools of residential mortgages | $5,778,000 | 2,896 |
| Issued or guaranteed by U.S. | $5,778,000 | 2,881 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $33,985,000 | 2,761 |
| Total debt securities | $33,985,000 | 3,115 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $3,976,000 | 163 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $27,532,000 | 3,640 |
| U.S. Government securities | $19,775,000 | 3,673 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $19,775,000 | 3,582 |
| Securities issued by states & political subdivisions | $7,757,000 | 2,418 |
| 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 | $12,401,000 | 3,032 |
| Mortgage-backed securities | $4,799,000 | 3,694 |
| Certificates of participation in pools of residential mortgages | $4,799,000 | 3,058 |
| Issued or guaranteed by U.S. | $4,799,000 | 3,044 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $27,532,000 | 3,196 |
| Total debt securities | $27,532,000 | 3,600 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $3,948,000 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $21,130,000 | 4,352 |
| U.S. Government securities | $14,281,000 | 4,553 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $14,281,000 | 4,434 |
| Securities issued by states & political subdivisions | $6,849,000 | 2,625 |
| 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 | $10,507,000 | 3,338 |
| Mortgage-backed securities | $2,115,000 | 4,657 |
| Certificates of participation in pools of residential mortgages | $2,115,000 | 4,112 |
| Issued or guaranteed by U.S. | $2,115,000 | 4,094 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $21,130,000 | 3,826 |
| Total debt securities | $21,130,000 | 4,299 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $8,874,000 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $30,032,000 | 3,469 |
| U.S. Government securities | $23,178,000 | 3,331 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $23,178,000 | 3,240 |
| Securities issued by states & political subdivisions | $6,854,000 | 2,620 |
| 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 | $19,241,000 | 2,262 |
| Mortgage-backed securities | $2,033,000 | 4,692 |
| Certificates of participation in pools of residential mortgages | $2,033,000 | 4,157 |
| Issued or guaranteed by U.S. | $2,033,000 | 4,144 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,085,000 | 1,385 |
| Available-for-sale securities (fair market value) | $20,947,000 | 3,860 |
| Total debt securities | $30,032,000 | 3,426 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| 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 | $31,490,000 | 3,387 |
| U.S. Government securities | $28,221,000 | 2,901 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $28,221,000 | 2,824 |
| Securities issued by states & political subdivisions | $3,269,000 | 3,672 |
| 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 | $24,224,000 | 1,870 |
| Mortgage-backed securities | $1,130,000 | 5,196 |
| Certificates of participation in pools of residential mortgages | $1,130,000 | 4,715 |
| Issued or guaranteed by U.S. | $1,130,000 | 4,690 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,130,000 | 1,419 |
| Available-for-sale securities (fair market value) | $22,360,000 | 3,725 |
| Total debt securities | $31,490,000 | 3,342 |
| Structured notes | ||
| Amortized cost | $1,985,000 | 1,630 |
| Fair value | $1,996,000 | 1,486 |
| 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 | $23,167,000 | 4,164 |
| U.S. Government securities | $22,059,000 | 3,504 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $22,059,000 | 3,392 |
| Securities issued by states & political subdivisions | $1,108,000 | 4,941 |
| 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 | $14,194,000 | 2,786 |
| Mortgage-backed securities | $1,189,000 | 5,182 |
| Certificates of participation in pools of residential mortgages | $1,189,000 | 4,702 |
| Issued or guaranteed by U.S. | $1,189,000 | 4,679 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,189,000 | 1,437 |
| Available-for-sale securities (fair market value) | $13,978,000 | 4,826 |
| Total debt securities | $23,167,000 | 4,107 |
| Structured notes | ||
| Amortized cost | $1,983,000 | 1,678 |
| Fair value | $1,983,000 | 1,540 |
| 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 | $22,540,000 | 4,300 |
| U.S. Government securities | $22,130,000 | 3,528 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $22,130,000 | 3,406 |
| Securities issued by states & political subdivisions | $410,000 | 5,675 |
| 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 | $18,158,000 | 2,315 |
| Mortgage-backed securities | $1,250,000 | 5,194 |
| Certificates of participation in pools of residential mortgages | $1,250,000 | 4,691 |
| Issued or guaranteed by U.S. | $1,250,000 | 4,671 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,250,000 | 1,452 |
| Available-for-sale securities (fair market value) | $13,290,000 | 5,004 |
| Total debt securities | $22,540,000 | 4,241 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $20,601,000 | 4,552 |
| U.S. Government securities | $20,194,000 | 3,760 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $20,194,000 | 3,630 |
| Securities issued by states & political subdivisions | $407,000 | 5,700 |
| 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 | $11,203,000 | 3,179 |
| Mortgage-backed securities | $1,307,000 | 5,207 |
| Certificates of participation in pools of residential mortgages | $1,307,000 | 4,696 |
| Issued or guaranteed by U.S. | $1,307,000 | 4,675 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,307,000 | 1,479 |
| Available-for-sale securities (fair market value) | $11,294,000 | 5,359 |
| Total debt securities | $20,601,000 | 4,490 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $19,274,000 | 4,713 |
| U.S. Government securities | $19,274,000 | 3,860 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $19,274,000 | 3,730 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| 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 | $14,092,000 | 2,710 |
| Mortgage-backed securities | $1,381,000 | 5,204 |
| Certificates of participation in pools of residential mortgages | $1,381,000 | 4,687 |
| Issued or guaranteed by U.S. | $1,381,000 | 4,668 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,381,000 | 1,489 |
| Available-for-sale securities (fair market value) | $9,893,000 | 5,618 |
| Total debt securities | $19,274,000 | 4,656 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $19,354,000 | 4,728 |
| U.S. Government securities | $19,354,000 | 3,880 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $19,354,000 | 3,751 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| 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 | $8,972,000 | 3,566 |
| Mortgage-backed securities | $1,467,000 | 5,227 |
| Certificates of participation in pools of residential mortgages | $1,467,000 | 4,697 |
| Issued or guaranteed by U.S. | $1,467,000 | 4,676 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,467,000 | 1,486 |
| Available-for-sale securities (fair market value) | $9,887,000 | 5,662 |
| Total debt securities | $19,354,000 | 4,664 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $19,406,000 | 4,788 |
| U.S. Government securities | $19,406,000 | 3,968 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,406,000 | 3,830 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| 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 | $12,900,000 | 2,880 |
| Mortgage-backed securities | $1,546,000 | 5,263 |
| Certificates of participation in pools of residential mortgages | $1,546,000 | 4,717 |
| Issued or guaranteed by U.S. | $1,546,000 | 4,701 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,546,000 | 1,508 |
| Available-for-sale securities (fair market value) | $9,860,000 | 5,722 |
| Total debt securities | $19,406,000 | 4,739 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $19,562,000 | 4,787 |
| U.S. Government securities | $19,562,000 | 3,931 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,562,000 | 3,795 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| 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 | $9,967,000 | 3,363 |
| Mortgage-backed securities | $1,617,000 | 5,266 |
| Certificates of participation in pools of residential mortgages | $1,617,000 | 4,705 |
| Issued or guaranteed by U.S. | $1,617,000 | 4,689 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,617,000 | 1,511 |
| Available-for-sale securities (fair market value) | $9,945,000 | 5,723 |
| Total debt securities | $19,562,000 | 4,725 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $19,684,000 | 4,745 |
| U.S. Government securities | $19,684,000 | 3,873 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $19,684,000 | 3,738 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| 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 | $11,990,000 | 2,950 |
| Mortgage-backed securities | $1,692,000 | 5,238 |
| Certificates of participation in pools of residential mortgages | $1,692,000 | 4,689 |
| Issued or guaranteed by U.S. | $1,692,000 | 4,676 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,692,000 | 1,502 |
| Available-for-sale securities (fair market value) | $9,992,000 | 5,751 |
| Total debt securities | $19,684,000 | 4,683 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $19,675,000 | 4,837 |
| U.S. Government securities | $19,675,000 | 3,938 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $19,675,000 | 3,792 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| 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 | $13,328,000 | 2,724 |
| Mortgage-backed securities | $1,769,000 | 5,268 |
| Certificates of participation in pools of residential mortgages | $1,769,000 | 4,708 |
| Issued or guaranteed by U.S. | $1,769,000 | 4,694 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,769,000 | 1,503 |
| Available-for-sale securities (fair market value) | $9,906,000 | 5,839 |
| Total debt securities | $19,675,000 | 4,771 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $16,953,000 | 5,216 |
| U.S. Government securities | $16,953,000 | 4,307 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $16,953,000 | 4,162 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| 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 | $9,248,000 | 3,407 |
| Mortgage-backed securities | $1,897,000 | 5,231 |
| Certificates of participation in pools of residential mortgages | $1,897,000 | 4,668 |
| Issued or guaranteed by U.S. | $1,897,000 | 4,651 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,897,000 | 1,912 |
| Available-for-sale securities (fair market value) | $11,056,000 | 5,620 |
| Total debt securities | $16,953,000 | 5,134 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $21,024,000 | 4,677 |
| U.S. Government securities | $21,024,000 | 3,781 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $21,024,000 | 3,651 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| 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 | $6,643,000 | 3,948 |
| Mortgage-backed securities | $1,969,000 | 5,197 |
| Certificates of participation in pools of residential mortgages | $1,969,000 | 4,626 |
| Issued or guaranteed by U.S. | $1,969,000 | 4,607 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,969,000 | 1,927 |
| Available-for-sale securities (fair market value) | $15,055,000 | 4,900 |
| Total debt securities | $21,024,000 | 4,592 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $19,112,000 | 4,860 |
| U.S. Government securities | $19,112,000 | 3,921 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $19,112,000 | 3,772 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| 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 | $6,673,000 | 3,872 |
| Mortgage-backed securities | $2,010,000 | 5,187 |
| Certificates of participation in pools of residential mortgages | $2,010,000 | 4,575 |
| Issued or guaranteed by U.S. | $2,010,000 | 4,554 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,010,000 | 1,920 |
| Available-for-sale securities (fair market value) | $13,102,000 | 5,161 |
| Total debt securities | $19,112,000 | 4,776 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $14,185,000 | 5,637 |
| U.S. Government securities | $14,185,000 | 4,658 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $14,185,000 | 4,509 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,452,000 | 3,898 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $14,185,000 | 4,924 |
| Total debt securities | $14,185,000 | 5,537 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $14,225,000 | 5,631 |
| U.S. Government securities | $14,225,000 | 4,653 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $14,225,000 | 4,492 |
| 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 | $9,113,000 | 3,266 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $14,225,000 | 4,914 |
| Total debt securities | $14,225,000 | 5,536 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $15,259,000 | 5,417 |
| U.S. Government securities | $15,259,000 | 4,420 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $15,259,000 | 4,246 |
| 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 | $5,928,000 | 4,082 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $15,259,000 | 4,684 |
| Total debt securities | $15,259,000 | 5,321 |
| 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 | $11,048,000 | 6,248 |
| U.S. Government securities | $11,048,000 | 5,241 |
| U.S. Treasury securities | $3,029,000 | 1,116 |
| U.S. Government agency obligations | $8,019,000 | 5,877 |
| 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 | $10,228,000 | 2,933 |
| 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) | $11,048,000 | 5,358 |
| Total debt securities | $11,048,000 | 6,155 |
| 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 | $11,270,000 | 6,427 |
| U.S. Government securities | $11,014,000 | 5,536 |
| U.S. Treasury securities | $998,000 | 2,843 |
| U.S. Government agency obligations | $10,016,000 | 5,516 |
| 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 | $256,000 | 5,311 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,015,000 | 2,989 |
| 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) | $11,270,000 | 5,406 |
| Total debt securities | $11,014,000 | 6,374 |
| 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 | $8,455,000 | 7,511 |
| U.S. Government securities | $8,455,000 | 6,612 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $8,455,000 | 6,083 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 6,328 |
| 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) | $8,455,000 | 6,297 |
| Total debt securities | $8,455,000 | 7,399 |
| 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 | $7,003,000 | 8,020 |
| U.S. Government securities | $7,003,000 | 7,144 |
| U.S. Treasury securities | $500,000 | 6,057 |
| U.S. Government agency obligations | $6,503,000 | 6,512 |
| 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 | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,597 |
| 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) | $7,003,000 | 6,666 |
| Total debt securities | $7,003,000 | 7,894 |
| 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 | $6,947,000 | 8,471 |
| U.S. Government securities | $6,947,000 | 7,700 |
| U.S. Treasury securities | $1,502,000 | 5,717 |
| U.S. Government agency obligations | $5,445,000 | 7,079 |
| 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 | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,453,000 | 3,906 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| 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) | $6,947,000 | 6,724 |
| Total debt securities | $6,947,000 | 8,335 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $989,000 | 11,137 |
| U.S. Government securities | $989,000 | 10,979 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $989,000 | 10,185 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $989,000 | 7,022 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $989,000 | 11,051 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |