Home > Greater Hudson Bank > Securities
Greater Hudson Bank, Securities
| 2018-12-31 | Rank | |
| Total securities | $121,508,000 | 1,089 |
| U.S. Government securities | $95,495,000 | 892 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $95,495,000 | 841 |
| Securities issued by states & political subdivisions | $17,174,000 | 1,839 |
| Other domestic debt securities | $8,839,000 | 652 |
| Privately issued residential mortgage-backed securities | $63,000 | 556 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $8,776,000 | 456 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,594,000 | 628 |
| Mortgage-backed securities | $45,636,000 | 1,130 |
| Certificates of participation in pools of residential mortgages | $17,359,000 | 1,434 |
| Issued or guaranteed by U.S. | $17,359,000 | 1,420 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,942,000 | 1,746 |
| CMOs issued by government agencies or sponsored agencies | $3,879,000 | 1,707 |
| Privately issued | $63,000 | 404 |
| Commercial mortgage-backed securities | $24,335,000 | 397 |
| Commercial mortgage pass-through securities | $16,691,000 | 289 |
| Other commercial mortgage-backed securities | $7,644,000 | 429 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $121,508,000 | 974 |
| Total debt securities | $121,508,000 | 1,074 |
| Structured notes | ||
| Amortized cost | $70,000 | 960 |
| Fair value | $67,000 | 975 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $124,997,000 | 1,056 |
| U.S. Government securities | $96,545,000 | 888 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $96,545,000 | 846 |
| Securities issued by states & political subdivisions | $19,641,000 | 1,676 |
| Other domestic debt securities | $8,811,000 | 620 |
| Privately issued residential mortgage-backed securities | $69,000 | 502 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $8,742,000 | 451 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,478,000 | 646 |
| Mortgage-backed securities | $47,105,000 | 1,098 |
| Certificates of participation in pools of residential mortgages | $17,879,000 | 1,418 |
| Issued or guaranteed by U.S. | $17,879,000 | 1,411 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,096,000 | 1,683 |
| CMOs issued by government agencies or sponsored agencies | $4,027,000 | 1,648 |
| Privately issued | $69,000 | 407 |
| Commercial mortgage-backed securities | $25,130,000 | 377 |
| Commercial mortgage pass-through securities | $17,491,000 | 270 |
| Other commercial mortgage-backed securities | $7,639,000 | 421 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $124,997,000 | 943 |
| Total debt securities | $124,997,000 | 1,039 |
| Structured notes | ||
| Amortized cost | $74,000 | 942 |
| Fair value | $71,000 | 957 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $130,689,000 | 1,039 |
| U.S. Government securities | $101,008,000 | 854 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $101,008,000 | 810 |
| Securities issued by states & political subdivisions | $20,857,000 | 1,658 |
| Other domestic debt securities | $8,824,000 | 714 |
| Privately issued residential mortgage-backed securities | $81,000 | 765 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $8,743,000 | 454 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,769,000 | 593 |
| Mortgage-backed securities | $51,429,000 | 1,049 |
| Certificates of participation in pools of residential mortgages | $18,895,000 | 1,413 |
| Issued or guaranteed by U.S. | $18,895,000 | 1,360 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $4,388,000 | 1,656 |
| CMOs issued by government agencies or sponsored agencies | $4,307,000 | 1,620 |
| Privately issued | $81,000 | 413 |
| Commercial mortgage-backed securities | $28,146,000 | 328 |
| Commercial mortgage pass-through securities | $19,922,000 | 235 |
| Other commercial mortgage-backed securities | $8,224,000 | 393 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $130,689,000 | 919 |
| Total debt securities | $130,689,000 | 1,025 |
| Structured notes | ||
| Amortized cost | $78,000 | 946 |
| Fair value | $75,000 | 962 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $131,249,000 | 1,045 |
| U.S. Government securities | $99,741,000 | 873 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $99,741,000 | 835 |
| Securities issued by states & political subdivisions | $23,453,000 | 1,558 |
| Other domestic debt securities | $8,055,000 | 654 |
| Privately issued residential mortgage-backed securities | $86,000 | 464 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $7,969,000 | 486 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,190,000 | 546 |
| Mortgage-backed securities | $53,943,000 | 1,013 |
| Certificates of participation in pools of residential mortgages | $19,869,000 | 1,410 |
| Issued or guaranteed by U.S. | $19,869,000 | 1,406 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,717,000 | 1,607 |
| CMOs issued by government agencies or sponsored agencies | $4,631,000 | 1,568 |
| Privately issued | $86,000 | 429 |
| Commercial mortgage-backed securities | $29,357,000 | 298 |
| Commercial mortgage pass-through securities | $21,021,000 | 185 |
| Other commercial mortgage-backed securities | $8,336,000 | 376 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $131,249,000 | 930 |
| Total debt securities | $131,249,000 | 1,033 |
| Structured notes | ||
| Amortized cost | $83,000 | 909 |
| Fair value | $80,000 | 925 |
| 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 | $120,989,000 | 1,129 |
| U.S. Government securities | $88,496,000 | 986 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $88,496,000 | 947 |
| Securities issued by states & political subdivisions | $24,299,000 | 1,562 |
| Other domestic debt securities | $8,194,000 | 644 |
| Privately issued residential mortgage-backed securities | $89,000 | 465 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $8,105,000 | 477 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,831,000 | 648 |
| Mortgage-backed securities | $47,758,000 | 1,110 |
| Certificates of participation in pools of residential mortgages | $15,723,000 | 1,664 |
| Issued or guaranteed by U.S. | $15,723,000 | 1,663 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $5,067,000 | 1,551 |
| CMOs issued by government agencies or sponsored agencies | $4,978,000 | 1,510 |
| Privately issued | $89,000 | 437 |
| Commercial mortgage-backed securities | $26,968,000 | 309 |
| Commercial mortgage pass-through securities | $18,407,000 | 197 |
| Other commercial mortgage-backed securities | $8,561,000 | 352 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $120,989,000 | 1,001 |
| Total debt securities | $120,989,000 | 1,112 |
| Structured notes | ||
| Amortized cost | $87,000 | 924 |
| Fair value | $85,000 | 941 |
| 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 | $124,253,000 | 1,099 |
| U.S. Government securities | $92,804,000 | 942 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $92,804,000 | 905 |
| Securities issued by states & political subdivisions | $23,205,000 | 1,661 |
| Other domestic debt securities | $8,244,000 | 647 |
| Privately issued residential mortgage-backed securities | $99,000 | 474 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $8,145,000 | 490 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,535,000 | 643 |
| Mortgage-backed securities | $49,238,000 | 1,102 |
| Certificates of participation in pools of residential mortgages | $16,546,000 | 1,650 |
| Issued or guaranteed by U.S. | $16,546,000 | 1,648 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,388,000 | 1,508 |
| CMOs issued by government agencies or sponsored agencies | $5,289,000 | 1,472 |
| Privately issued | $99,000 | 444 |
| Commercial mortgage-backed securities | $27,304,000 | 296 |
| Commercial mortgage pass-through securities | $18,621,000 | 198 |
| Other commercial mortgage-backed securities | $8,683,000 | 339 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $124,253,000 | 964 |
| Total debt securities | $124,253,000 | 1,084 |
| Structured notes | ||
| Amortized cost | $93,000 | 952 |
| Fair value | $92,000 | 969 |
| 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 | $131,138,000 | 1,076 |
| U.S. Government securities | $97,075,000 | 930 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $97,075,000 | 889 |
| Securities issued by states & political subdivisions | $24,183,000 | 1,611 |
| Other domestic debt securities | $9,880,000 | 604 |
| Privately issued residential mortgage-backed securities | $109,000 | 486 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $9,771,000 | 453 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,991,000 | 567 |
| Mortgage-backed securities | $51,582,000 | 1,089 |
| Certificates of participation in pools of residential mortgages | $16,364,000 | 1,714 |
| Issued or guaranteed by U.S. | $16,364,000 | 1,713 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,730,000 | 1,487 |
| CMOs issued by government agencies or sponsored agencies | $5,621,000 | 1,447 |
| Privately issued | $109,000 | 453 |
| Commercial mortgage-backed securities | $29,488,000 | 274 |
| Commercial mortgage pass-through securities | $20,726,000 | 178 |
| Other commercial mortgage-backed securities | $8,762,000 | 335 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $131,138,000 | 944 |
| Total debt securities | $131,138,000 | 1,064 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,021 |
| Fair value | $98,000 | 1,044 |
| 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 | $144,145,000 | 1,002 |
| U.S. Government securities | $106,170,000 | 879 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $106,170,000 | 841 |
| Securities issued by states & political subdivisions | $26,986,000 | 1,475 |
| Other domestic debt securities | $10,989,000 | 571 |
| Privately issued residential mortgage-backed securities | $121,000 | 506 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $10,868,000 | 416 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,920,000 | 827 |
| Mortgage-backed securities | $55,395,000 | 1,053 |
| Certificates of participation in pools of residential mortgages | $16,992,000 | 1,714 |
| Issued or guaranteed by U.S. | $16,992,000 | 1,714 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,060,000 | 1,461 |
| CMOs issued by government agencies or sponsored agencies | $5,939,000 | 1,419 |
| Privately issued | $121,000 | 476 |
| Commercial mortgage-backed securities | $32,343,000 | 263 |
| Commercial mortgage pass-through securities | $23,561,000 | 157 |
| Other commercial mortgage-backed securities | $8,782,000 | 319 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $144,145,000 | 880 |
| Total debt securities | $144,145,000 | 987 |
| Structured notes | ||
| Amortized cost | $108,000 | 1,100 |
| Fair value | $96,000 | 1,127 |
| 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 | $144,433,000 | 981 |
| U.S. Government securities | $108,250,000 | 847 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $108,250,000 | 809 |
| Securities issued by states & political subdivisions | $25,200,000 | 1,563 |
| Other domestic debt securities | $10,983,000 | 566 |
| Privately issued residential mortgage-backed securities | $130,000 | 521 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $10,853,000 | 407 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,380,000 | 737 |
| Mortgage-backed securities | $56,570,000 | 1,019 |
| Certificates of participation in pools of residential mortgages | $17,649,000 | 1,691 |
| Issued or guaranteed by U.S. | $17,649,000 | 1,690 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,448,000 | 1,396 |
| CMOs issued by government agencies or sponsored agencies | $6,318,000 | 1,345 |
| Privately issued | $130,000 | 489 |
| Commercial mortgage-backed securities | $32,473,000 | 256 |
| Commercial mortgage pass-through securities | $23,645,000 | 159 |
| Other commercial mortgage-backed securities | $8,828,000 | 307 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $144,433,000 | 853 |
| Total debt securities | $144,433,000 | 971 |
| Structured notes | ||
| Amortized cost | $117,000 | 1,094 |
| Fair value | $115,000 | 1,107 |
| 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 | $138,239,000 | 1,015 |
| U.S. Government securities | $102,662,000 | 873 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $102,662,000 | 832 |
| Securities issued by states & political subdivisions | $26,456,000 | 1,493 |
| Other domestic debt securities | $9,121,000 | 624 |
| Privately issued residential mortgage-backed securities | $151,000 | 511 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $8,970,000 | 469 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,944,000 | 753 |
| Mortgage-backed securities | $49,259,000 | 1,141 |
| Certificates of participation in pools of residential mortgages | $11,147,000 | 2,152 |
| Issued or guaranteed by U.S. | $11,147,000 | 2,152 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,111,000 | 1,347 |
| CMOs issued by government agencies or sponsored agencies | $6,960,000 | 1,298 |
| Privately issued | $151,000 | 483 |
| Commercial mortgage-backed securities | $31,001,000 | 253 |
| Commercial mortgage pass-through securities | $22,809,000 | 162 |
| Other commercial mortgage-backed securities | $8,192,000 | 311 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $138,239,000 | 892 |
| Total debt securities | $138,239,000 | 1,006 |
| Structured notes | ||
| Amortized cost | $125,000 | 1,078 |
| Fair value | $125,000 | 1,081 |
| 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 | $137,782,000 | 1,033 |
| U.S. Government securities | $103,732,000 | 877 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $103,732,000 | 837 |
| Securities issued by states & political subdivisions | $26,451,000 | 1,502 |
| Other domestic debt securities | $7,599,000 | 712 |
| Privately issued residential mortgage-backed securities | $163,000 | 528 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $7,436,000 | 520 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,865,000 | 634 |
| Mortgage-backed securities | $48,532,000 | 1,157 |
| Certificates of participation in pools of residential mortgages | $15,038,000 | 1,860 |
| Issued or guaranteed by U.S. | $15,038,000 | 1,856 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $8,037,000 | 1,298 |
| CMOs issued by government agencies or sponsored agencies | $7,874,000 | 1,247 |
| Privately issued | $163,000 | 496 |
| Commercial mortgage-backed securities | $25,457,000 | 257 |
| Commercial mortgage pass-through securities | $18,195,000 | 166 |
| Other commercial mortgage-backed securities | $7,262,000 | 313 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $137,782,000 | 910 |
| Total debt securities | $137,782,000 | 1,024 |
| Structured notes | ||
| Amortized cost | $134,000 | 1,215 |
| Fair value | $134,000 | 1,222 |
| 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 | $136,929,000 | 1,052 |
| U.S. Government securities | $97,296,000 | 962 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $97,296,000 | 914 |
| Securities issued by states & political subdivisions | $29,874,000 | 1,320 |
| Other domestic debt securities | $9,759,000 | 609 |
| Privately issued residential mortgage-backed securities | $181,000 | 519 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $9,578,000 | 448 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,291,000 | 643 |
| Mortgage-backed securities | $47,190,000 | 1,183 |
| Certificates of participation in pools of residential mortgages | $15,789,000 | 1,807 |
| Issued or guaranteed by U.S. | $15,789,000 | 1,806 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,449,000 | 1,290 |
| CMOs issued by government agencies or sponsored agencies | $8,268,000 | 1,240 |
| Privately issued | $181,000 | 491 |
| Commercial mortgage-backed securities | $22,952,000 | 267 |
| Commercial mortgage pass-through securities | $17,813,000 | 156 |
| Other commercial mortgage-backed securities | $5,139,000 | 369 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $136,929,000 | 930 |
| Total debt securities | $136,928,000 | 1,043 |
| Structured notes | ||
| Amortized cost | $143,000 | 1,396 |
| Fair value | $143,000 | 1,413 |
| 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 | $127,460,000 | 1,130 |
| U.S. Government securities | $89,958,000 | 1,029 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $89,958,000 | 976 |
| Securities issued by states & political subdivisions | $29,856,000 | 1,339 |
| Other domestic debt securities | $7,646,000 | 684 |
| Privately issued residential mortgage-backed securities | $189,000 | 520 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $7,457,000 | 511 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,128,000 | 687 |
| Mortgage-backed securities | $45,877,000 | 1,221 |
| Certificates of participation in pools of residential mortgages | $16,732,000 | 1,753 |
| Issued or guaranteed by U.S. | $16,732,000 | 1,751 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,690,000 | 1,274 |
| CMOs issued by government agencies or sponsored agencies | $8,501,000 | 1,232 |
| Privately issued | $189,000 | 494 |
| Commercial mortgage-backed securities | $20,455,000 | 259 |
| Commercial mortgage pass-through securities | $17,466,000 | 154 |
| Other commercial mortgage-backed securities | $2,989,000 | 432 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $127,460,000 | 990 |
| Total debt securities | $127,460,000 | 1,116 |
| Structured notes | ||
| Amortized cost | $153,000 | 1,547 |
| Fair value | $151,000 | 1,562 |
| 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 | $115,422,000 | 1,239 |
| U.S. Government securities | $78,236,000 | 1,177 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $78,236,000 | 1,117 |
| Securities issued by states & political subdivisions | $30,439,000 | 1,293 |
| Other domestic debt securities | $6,747,000 | 746 |
| Privately issued residential mortgage-backed securities | $201,000 | 533 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $6,546,000 | 552 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,936,000 | 763 |
| Mortgage-backed securities | $36,182,000 | 1,431 |
| Certificates of participation in pools of residential mortgages | $14,478,000 | 1,924 |
| Issued or guaranteed by U.S. | $14,478,000 | 1,923 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $9,291,000 | 1,246 |
| CMOs issued by government agencies or sponsored agencies | $9,090,000 | 1,205 |
| Privately issued | $201,000 | 506 |
| Commercial mortgage-backed securities | $12,413,000 | 327 |
| Commercial mortgage pass-through securities | $10,252,000 | 202 |
| Other commercial mortgage-backed securities | $2,161,000 | 466 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $115,422,000 | 1,082 |
| Total debt securities | $115,422,000 | 1,221 |
| Structured notes | ||
| Amortized cost | $167,000 | 1,727 |
| Fair value | $166,000 | 1,741 |
| 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 | $110,245,000 | 1,315 |
| U.S. Government securities | $75,037,000 | 1,258 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $75,037,000 | 1,195 |
| Securities issued by states & political subdivisions | $28,486,000 | 1,363 |
| Other domestic debt securities | $6,722,000 | 752 |
| Privately issued residential mortgage-backed securities | $208,000 | 546 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $6,514,000 | 551 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,346,000 | 729 |
| Mortgage-backed securities | $33,702,000 | 1,553 |
| Certificates of participation in pools of residential mortgages | $14,065,000 | 2,020 |
| Issued or guaranteed by U.S. | $14,065,000 | 2,019 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,742,000 | 1,267 |
| CMOs issued by government agencies or sponsored agencies | $9,534,000 | 1,220 |
| Privately issued | $208,000 | 519 |
| Commercial mortgage-backed securities | $9,895,000 | 350 |
| Commercial mortgage pass-through securities | $9,160,000 | 198 |
| Other commercial mortgage-backed securities | $735,000 | 591 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $110,245,000 | 1,150 |
| Total debt securities | $110,244,000 | 1,290 |
| Structured notes | ||
| Amortized cost | $183,000 | 1,867 |
| Fair value | $182,000 | 1,879 |
| 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 | $108,040,000 | 1,334 |
| U.S. Government securities | $73,665,000 | 1,285 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $73,665,000 | 1,223 |
| Securities issued by states & political subdivisions | $27,531,000 | 1,392 |
| Other domestic debt securities | $6,844,000 | 736 |
| Privately issued residential mortgage-backed securities | $220,000 | 585 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $6,624,000 | 538 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,527,000 | 774 |
| Mortgage-backed securities | $30,176,000 | 1,688 |
| Certificates of participation in pools of residential mortgages | $11,864,000 | 2,250 |
| Issued or guaranteed by U.S. | $11,864,000 | 2,250 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $10,360,000 | 1,261 |
| CMOs issued by government agencies or sponsored agencies | $10,140,000 | 1,217 |
| Privately issued | $220,000 | 554 |
| Commercial mortgage-backed securities | $7,952,000 | 377 |
| Commercial mortgage pass-through securities | $7,196,000 | 225 |
| Other commercial mortgage-backed securities | $756,000 | 568 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $108,040,000 | 1,173 |
| Total debt securities | $108,040,000 | 1,310 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,962 |
| Fair value | $199,000 | 1,988 |
| 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 | $113,104,000 | 1,279 |
| U.S. Government securities | $78,937,000 | 1,215 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $78,937,000 | 1,154 |
| Securities issued by states & political subdivisions | $26,329,000 | 1,429 |
| Other domestic debt securities | $7,838,000 | 675 |
| Privately issued residential mortgage-backed securities | $228,000 | 587 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $7,610,000 | 495 |
| 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 | $89,039,000 | 704 |
| Mortgage-backed securities | $38,899,000 | 1,467 |
| Certificates of participation in pools of residential mortgages | $18,265,000 | 1,779 |
| Issued or guaranteed by U.S. | $18,265,000 | 1,777 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $10,727,000 | 1,270 |
| CMOs issued by government agencies or sponsored agencies | $10,499,000 | 1,224 |
| Privately issued | $228,000 | 556 |
| Commercial mortgage-backed securities | $9,907,000 | 333 |
| Commercial mortgage pass-through securities | $7,154,000 | 230 |
| Other commercial mortgage-backed securities | $2,753,000 | 380 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $113,104,000 | 1,121 |
| Total debt securities | $113,104,000 | 1,260 |
| Structured notes | ||
| Amortized cost | $214,000 | 2,058 |
| Fair value | $212,000 | 2,075 |
| 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 | $120,275,000 | 1,232 |
| U.S. Government securities | $84,498,000 | 1,178 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $84,498,000 | 1,117 |
| Securities issued by states & political subdivisions | $27,975,000 | 1,364 |
| Other domestic debt securities | $7,802,000 | 700 |
| Privately issued residential mortgage-backed securities | $243,000 | 619 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $7,559,000 | 499 |
| 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 | $91,347,000 | 686 |
| Mortgage-backed securities | $45,762,000 | 1,328 |
| Certificates of participation in pools of residential mortgages | $26,700,000 | 1,385 |
| Issued or guaranteed by U.S. | $26,700,000 | 1,385 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $11,144,000 | 1,264 |
| CMOs issued by government agencies or sponsored agencies | $10,901,000 | 1,221 |
| Privately issued | $243,000 | 590 |
| Commercial mortgage-backed securities | $7,918,000 | 361 |
| Commercial mortgage pass-through securities | $5,150,000 | 274 |
| Other commercial mortgage-backed securities | $2,768,000 | 348 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $120,275,000 | 1,083 |
| Total debt securities | $120,274,000 | 1,219 |
| Structured notes | ||
| Amortized cost | $234,000 | 2,150 |
| Fair value | $232,000 | 2,166 |
| 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 | $115,342,000 | 1,287 |
| U.S. Government securities | $78,125,000 | 1,276 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $78,125,000 | 1,217 |
| Securities issued by states & political subdivisions | $29,300,000 | 1,327 |
| Other domestic debt securities | $7,917,000 | 723 |
| Privately issued residential mortgage-backed securities | $262,000 | 619 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $7,655,000 | 508 |
| 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 | $74,986,000 | 819 |
| Mortgage-backed securities | $47,894,000 | 1,296 |
| Certificates of participation in pools of residential mortgages | $28,137,000 | 1,362 |
| Issued or guaranteed by U.S. | $28,137,000 | 1,362 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $11,689,000 | 1,252 |
| CMOs issued by government agencies or sponsored agencies | $11,427,000 | 1,207 |
| Privately issued | $262,000 | 593 |
| Commercial mortgage-backed securities | $8,068,000 | 355 |
| Commercial mortgage pass-through securities | $5,205,000 | 271 |
| Other commercial mortgage-backed securities | $2,863,000 | 333 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $115,342,000 | 1,126 |
| Total debt securities | $115,342,000 | 1,272 |
| Structured notes | ||
| Amortized cost | $258,000 | 2,166 |
| Fair value | $258,000 | 2,167 |
| 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 | $93,113,000 | 1,601 |
| U.S. Government securities | $61,231,000 | 1,584 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $61,231,000 | 1,523 |
| Securities issued by states & political subdivisions | $29,600,000 | 1,302 |
| Other domestic debt securities | $2,282,000 | 1,383 |
| Privately issued residential mortgage-backed securities | $284,000 | 632 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,998,000 | 1,137 |
| 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 | $83,365,000 | 747 |
| Mortgage-backed securities | $36,951,000 | 1,584 |
| Certificates of participation in pools of residential mortgages | $20,885,000 | 1,730 |
| Issued or guaranteed by U.S. | $20,885,000 | 1,730 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $12,038,000 | 1,233 |
| CMOs issued by government agencies or sponsored agencies | $11,754,000 | 1,187 |
| Privately issued | $284,000 | 606 |
| Commercial mortgage-backed securities | $4,028,000 | 477 |
| Commercial mortgage pass-through securities | $2,167,000 | 379 |
| Other commercial mortgage-backed securities | $1,861,000 | 390 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $93,113,000 | 1,418 |
| Total debt securities | $93,113,000 | 1,585 |
| Structured notes | ||
| Amortized cost | $287,000 | 2,198 |
| Fair value | $285,000 | 2,198 |
| 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 | $91,080,000 | 1,619 |
| U.S. Government securities | $46,777,000 | 1,973 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $46,777,000 | 1,918 |
| Securities issued by states & political subdivisions | $30,643,000 | 1,260 |
| Other domestic debt securities | $13,155,000 | 573 |
| Privately issued residential mortgage-backed securities | $288,000 | 664 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $12,867,000 | 388 |
| Foreign debt securities | $505,000 | 221 |
| 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 | $67,880,000 | 881 |
| Mortgage-backed securities | $28,730,000 | 1,907 |
| Certificates of participation in pools of residential mortgages | $13,228,000 | 2,291 |
| Issued or guaranteed by U.S. | $13,228,000 | 2,290 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $12,454,000 | 1,210 |
| CMOs issued by government agencies or sponsored agencies | $12,166,000 | 1,163 |
| Privately issued | $288,000 | 633 |
| Commercial mortgage-backed securities | $3,048,000 | 495 |
| Commercial mortgage pass-through securities | $2,159,000 | 343 |
| Other commercial mortgage-backed securities | $889,000 | 441 |
| Held to maturity securities (book value) | $8,251,000 | 1,186 |
| Available-for-sale securities (fair market value) | $82,829,000 | 1,582 |
| Total debt securities | $91,080,000 | 1,599 |
| Structured notes | ||
| Amortized cost | $321,000 | 2,156 |
| Fair value | $320,000 | 2,156 |
| 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 | $92,044,000 | 1,624 |
| U.S. Government securities | $45,140,000 | 2,068 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $45,140,000 | 2,009 |
| Securities issued by states & political subdivisions | $33,044,000 | 1,171 |
| Other domestic debt securities | $13,355,000 | 592 |
| Privately issued residential mortgage-backed securities | $313,000 | 683 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $13,042,000 | 394 |
| Foreign debt securities | $505,000 | 230 |
| 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 | $57,804,000 | 1,010 |
| Mortgage-backed securities | $28,977,000 | 1,912 |
| Certificates of participation in pools of residential mortgages | $12,937,000 | 2,330 |
| Issued or guaranteed by U.S. | $12,937,000 | 2,328 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $12,960,000 | 1,200 |
| CMOs issued by government agencies or sponsored agencies | $12,647,000 | 1,154 |
| Privately issued | $313,000 | 653 |
| Commercial mortgage-backed securities | $3,080,000 | 483 |
| Commercial mortgage pass-through securities | $2,172,000 | 327 |
| Other commercial mortgage-backed securities | $908,000 | 437 |
| Held to maturity securities (book value) | $8,406,000 | 1,152 |
| Available-for-sale securities (fair market value) | $83,638,000 | 1,599 |
| Total debt securities | $92,044,000 | 1,601 |
| Structured notes | ||
| Amortized cost | $372,000 | 2,135 |
| Fair value | $366,000 | 2,137 |
| 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 | $97,757,000 | 1,528 |
| U.S. Government securities | $50,096,000 | 1,866 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $50,096,000 | 1,813 |
| Securities issued by states & political subdivisions | $33,489,000 | 1,147 |
| Other domestic debt securities | $13,666,000 | 588 |
| Privately issued residential mortgage-backed securities | $337,000 | 691 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $13,329,000 | 389 |
| Foreign debt securities | $506,000 | 218 |
| 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 | $57,333,000 | 995 |
| Mortgage-backed securities | $30,783,000 | 1,822 |
| Certificates of participation in pools of residential mortgages | $13,852,000 | 2,242 |
| Issued or guaranteed by U.S. | $13,852,000 | 2,241 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $13,835,000 | 1,189 |
| CMOs issued by government agencies or sponsored agencies | $13,498,000 | 1,126 |
| Privately issued | $337,000 | 661 |
| Commercial mortgage-backed securities | $3,096,000 | 461 |
| Commercial mortgage pass-through securities | $2,171,000 | 323 |
| Other commercial mortgage-backed securities | $925,000 | 396 |
| Held to maturity securities (book value) | $8,751,000 | 1,070 |
| Available-for-sale securities (fair market value) | $89,006,000 | 1,507 |
| Total debt securities | $97,757,000 | 1,514 |
| Structured notes | ||
| Amortized cost | $453,000 | 2,081 |
| Fair value | $446,000 | 2,095 |
| 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 | $107,264,000 | 1,416 |
| U.S. Government securities | $57,477,000 | 1,701 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $57,477,000 | 1,651 |
| Securities issued by states & political subdivisions | $34,474,000 | 1,105 |
| Other domestic debt securities | $14,806,000 | 550 |
| Privately issued residential mortgage-backed securities | $380,000 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $14,426,000 | 366 |
| Foreign debt securities | $507,000 | 222 |
| 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 | $58,645,000 | 994 |
| Mortgage-backed securities | $36,825,000 | 1,642 |
| Certificates of participation in pools of residential mortgages | $16,998,000 | 2,012 |
| Issued or guaranteed by U.S. | $16,998,000 | 2,011 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $16,731,000 | 1,111 |
| CMOs issued by government agencies or sponsored agencies | $16,351,000 | 1,060 |
| Privately issued | $380,000 | 681 |
| Commercial mortgage-backed securities | $3,096,000 | 411 |
| Commercial mortgage pass-through securities | $2,128,000 | 312 |
| Other commercial mortgage-backed securities | $968,000 | 333 |
| Held to maturity securities (book value) | $10,744,000 | 940 |
| Available-for-sale securities (fair market value) | $96,520,000 | 1,416 |
| Total debt securities | $107,264,000 | 1,400 |
| Structured notes | ||
| Amortized cost | $552,000 | 1,931 |
| Fair value | $553,000 | 1,938 |
| 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 | $107,974,000 | 1,377 |
| U.S. Government securities | $59,695,000 | 1,627 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $59,695,000 | 1,574 |
| Securities issued by states & political subdivisions | $31,830,000 | 1,170 |
| Other domestic debt securities | $15,941,000 | 521 |
| Privately issued residential mortgage-backed securities | $391,000 | 741 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $15,550,000 | 340 |
| Foreign debt securities | $508,000 | 222 |
| 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 | $31,785,000 | 1,600 |
| Mortgage-backed securities | $39,923,000 | 1,541 |
| Certificates of participation in pools of residential mortgages | $18,738,000 | 1,842 |
| Issued or guaranteed by U.S. | $18,738,000 | 1,840 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $18,065,000 | 1,081 |
| CMOs issued by government agencies or sponsored agencies | $17,674,000 | 1,021 |
| Privately issued | $391,000 | 710 |
| Commercial mortgage-backed securities | $3,120,000 | 343 |
| Commercial mortgage pass-through securities | $2,138,000 | 266 |
| Other commercial mortgage-backed securities | $982,000 | 258 |
| Held to maturity securities (book value) | $10,886,000 | 928 |
| Available-for-sale securities (fair market value) | $97,088,000 | 1,380 |
| Total debt securities | $107,973,000 | 1,364 |
| Structured notes | ||
| Amortized cost | $649,000 | 1,931 |
| Fair value | $655,000 | 1,923 |
| 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 | $115,285,000 | 1,316 |
| U.S. Government securities | $75,180,000 | 1,349 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $75,180,000 | 1,308 |
| Securities issued by states & political subdivisions | $24,684,000 | 1,440 |
| Other domestic debt securities | $14,913,000 | 567 |
| Privately issued residential mortgage-backed securities | $404,000 | 779 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $14,509,000 | 372 |
| Foreign debt securities | $508,000 | 222 |
| 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 | $61,965,000 | 930 |
| Mortgage-backed securities | $53,271,000 | 1,300 |
| Certificates of participation in pools of residential mortgages | $28,534,000 | 1,446 |
| Issued or guaranteed by U.S. | $28,534,000 | 1,444 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $22,809,000 | 979 |
| CMOs issued by government agencies or sponsored agencies | $22,405,000 | 917 |
| Privately issued | $404,000 | 746 |
| Commercial mortgage-backed securities | $1,928,000 | 394 |
| Commercial mortgage pass-through securities | $936,000 | 342 |
| Other commercial mortgage-backed securities | $992,000 | 244 |
| Held to maturity securities (book value) | $10,877,000 | 945 |
| Available-for-sale securities (fair market value) | $104,408,000 | 1,294 |
| Total debt securities | $115,284,000 | 1,301 |
| Structured notes | ||
| Amortized cost | $751,000 | 2,029 |
| Fair value | $758,000 | 2,026 |
| 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 | $120,755,000 | 1,264 |
| U.S. Government securities | $79,386,000 | 1,300 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $79,386,000 | 1,269 |
| Securities issued by states & political subdivisions | $24,112,000 | 1,425 |
| Other domestic debt securities | $16,749,000 | 524 |
| Privately issued residential mortgage-backed securities | $418,000 | 832 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $16,331,000 | 340 |
| Foreign debt securities | $508,000 | 209 |
| 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 | $60,993,000 | 961 |
| Mortgage-backed securities | $54,471,000 | 1,316 |
| Certificates of participation in pools of residential mortgages | $31,523,000 | 1,357 |
| Issued or guaranteed by U.S. | $31,523,000 | 1,356 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $21,051,000 | 1,033 |
| CMOs issued by government agencies or sponsored agencies | $20,633,000 | 974 |
| Privately issued | $418,000 | 799 |
| Commercial mortgage-backed securities | $1,897,000 | 373 |
| Commercial mortgage pass-through securities | $912,000 | 308 |
| Other commercial mortgage-backed securities | $985,000 | 227 |
| Held to maturity securities (book value) | $11,867,000 | 898 |
| Available-for-sale securities (fair market value) | $108,888,000 | 1,259 |
| Total debt securities | $120,755,000 | 1,250 |
| Structured notes | ||
| Amortized cost | $861,000 | 2,226 |
| Fair value | $859,000 | 2,231 |
| 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 | $128,967,000 | 1,196 |
| U.S. Government securities | $94,157,000 | 1,132 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $94,157,000 | 1,097 |
| Securities issued by states & political subdivisions | $16,536,000 | 1,924 |
| Other domestic debt securities | $17,764,000 | 502 |
| Privately issued residential mortgage-backed securities | $426,000 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $17,338,000 | 325 |
| Foreign debt securities | $510,000 | 158 |
| 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 | $61,315,000 | 967 |
| Mortgage-backed securities | $59,230,000 | 1,219 |
| Certificates of participation in pools of residential mortgages | $35,569,000 | 1,215 |
| Issued or guaranteed by U.S. | $35,569,000 | 1,214 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $22,661,000 | 1,000 |
| CMOs issued by government agencies or sponsored agencies | $22,235,000 | 944 |
| Privately issued | $426,000 | 830 |
| Commercial mortgage-backed securities | $1,000,000 | 403 |
| Commercial mortgage pass-through securities | $1,000,000 | 265 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $12,861,000 | 874 |
| Available-for-sale securities (fair market value) | $116,106,000 | 1,203 |
| Total debt securities | $128,967,000 | 1,180 |
| Structured notes | ||
| Amortized cost | $1,964,000 | 1,812 |
| Fair value | $1,958,000 | 1,808 |
| 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 | $130,645,000 | 1,147 |
| U.S. Government securities | $97,490,000 | 1,050 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $97,490,000 | 1,015 |
| Securities issued by states & political subdivisions | $14,024,000 | 2,137 |
| Other domestic debt securities | $18,621,000 | 506 |
| Privately issued residential mortgage-backed securities | $436,000 | 946 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $18,185,000 | 301 |
| Foreign debt securities | $510,000 | 109 |
| 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 | $53,748,000 | 1,001 |
| Mortgage-backed securities | $49,444,000 | 1,320 |
| Certificates of participation in pools of residential mortgages | $35,716,000 | 1,144 |
| Issued or guaranteed by U.S. | $35,716,000 | 1,141 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $13,728,000 | 1,356 |
| CMOs issued by government agencies or sponsored agencies | $13,292,000 | 1,227 |
| Privately issued | $436,000 | 897 |
| 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) | $16,845,000 | 771 |
| Available-for-sale securities (fair market value) | $113,800,000 | 1,177 |
| Total debt securities | $130,645,000 | 1,136 |
| Structured notes | ||
| Amortized cost | $6,997,000 | 775 |
| Fair value | $7,018,000 | 756 |
| 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 | $143,219,000 | 1,026 |
| U.S. Government securities | $117,823,000 | 858 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $117,823,000 | 833 |
| Securities issued by states & political subdivisions | $7,215,000 | 3,035 |
| Other domestic debt securities | $17,670,000 | 511 |
| Privately issued residential mortgage-backed securities | $460,000 | 972 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $17,210,000 | 294 |
| Foreign debt securities | $511,000 | 107 |
| 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 | $68,390,000 | 792 |
| Mortgage-backed securities | $53,698,000 | 1,225 |
| Certificates of participation in pools of residential mortgages | $40,571,000 | 1,002 |
| Issued or guaranteed by U.S. | $40,571,000 | 1,000 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $13,127,000 | 1,384 |
| CMOs issued by government agencies or sponsored agencies | $12,667,000 | 1,253 |
| Privately issued | $460,000 | 920 |
| 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) | $16,816,000 | 755 |
| Available-for-sale securities (fair market value) | $126,403,000 | 1,033 |
| Total debt securities | $143,220,000 | 1,016 |
| Structured notes | ||
| Amortized cost | $9,989,000 | 590 |
| Fair value | $10,002,000 | 587 |
| 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 | $140,946,000 | 1,025 |
| U.S. Government securities | $119,452,000 | 861 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $119,452,000 | 831 |
| Securities issued by states & political subdivisions | $4,246,000 | 3,673 |
| Other domestic debt securities | $16,737,000 | 518 |
| Privately issued residential mortgage-backed securities | $471,000 | 985 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $16,266,000 | 286 |
| Foreign debt securities | $511,000 | 101 |
| 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 | $56,358,000 | 961 |
| Mortgage-backed securities | $44,896,000 | 1,357 |
| Certificates of participation in pools of residential mortgages | $40,277,000 | 971 |
| Issued or guaranteed by U.S. | $40,277,000 | 968 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,619,000 | 2,114 |
| CMOs issued by government agencies or sponsored agencies | $4,148,000 | 2,001 |
| Privately issued | $471,000 | 931 |
| 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) | $15,787,000 | 799 |
| Available-for-sale securities (fair market value) | $125,159,000 | 1,029 |
| Total debt securities | $140,947,000 | 1,014 |
| Structured notes | ||
| Amortized cost | $7,692,000 | 846 |
| Fair value | $7,471,000 | 860 |
| 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 | $118,171,000 | 1,212 |
| U.S. Government securities | $101,425,000 | 991 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $101,425,000 | 946 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $16,746,000 | 530 |
| Privately issued residential mortgage-backed securities | $524,000 | 1,006 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $16,222,000 | 290 |
| 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 | $50,772,000 | 1,027 |
| Mortgage-backed securities | $37,557,000 | 1,511 |
| Certificates of participation in pools of residential mortgages | $33,784,000 | 1,085 |
| Issued or guaranteed by U.S. | $33,784,000 | 1,078 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,773,000 | 2,198 |
| CMOs issued by government agencies or sponsored agencies | $3,249,000 | 2,103 |
| Privately issued | $524,000 | 954 |
| 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) | $15,246,000 | 822 |
| Available-for-sale securities (fair market value) | $102,925,000 | 1,222 |
| Total debt securities | $118,172,000 | 1,202 |
| Structured notes | ||
| Amortized cost | $9,700,000 | 745 |
| Fair value | $9,402,000 | 757 |
| 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 | $113,204,000 | 1,209 |
| U.S. Government securities | $96,053,000 | 990 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $96,053,000 | 948 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $16,719,000 | 556 |
| Privately issued residential mortgage-backed securities | $524,000 | 1,063 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $16,195,000 | 279 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $432,000 | 801 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,348,000 | 1,120 |
| Mortgage-backed securities | $35,650,000 | 1,519 |
| Certificates of participation in pools of residential mortgages | $31,582,000 | 1,104 |
| Issued or guaranteed by U.S. | $31,582,000 | 1,094 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,068,000 | 2,136 |
| CMOs issued by government agencies or sponsored agencies | $3,544,000 | 2,010 |
| Privately issued | $524,000 | 1,008 |
| 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) | $15,216,000 | 813 |
| Available-for-sale securities (fair market value) | $97,988,000 | 1,217 |
| Total debt securities | $112,772,000 | 1,194 |
| Structured notes | ||
| Amortized cost | $11,700,000 | 573 |
| Fair value | $11,573,000 | 575 |
| 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 | $107,564,000 | 1,231 |
| U.S. Government securities | $90,393,000 | 1,019 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $90,393,000 | 973 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $16,790,000 | 544 |
| Privately issued residential mortgage-backed securities | $577,000 | 1,123 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $16,213,000 | 261 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $381,000 | 875 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,913,000 | 1,165 |
| Mortgage-backed securities | $32,263,000 | 1,638 |
| Certificates of participation in pools of residential mortgages | $27,775,000 | 1,204 |
| Issued or guaranteed by U.S. | $27,775,000 | 1,194 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,488,000 | 2,057 |
| CMOs issued by government agencies or sponsored agencies | $3,911,000 | 1,914 |
| Privately issued | $577,000 | 1,068 |
| 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) | $15,187,000 | 838 |
| Available-for-sale securities (fair market value) | $92,377,000 | 1,268 |
| Total debt securities | $107,182,000 | 1,212 |
| Structured notes | ||
| Amortized cost | $10,699,000 | 574 |
| Fair value | $10,780,000 | 575 |
| 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 | $93,353,000 | 1,418 |
| U.S. Government securities | $80,020,000 | 1,172 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $80,020,000 | 1,127 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $13,019,000 | 662 |
| Privately issued residential mortgage-backed securities | $935,000 | 1,037 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $12,084,000 | 303 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $314,000 | 926 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,776,000 | 1,162 |
| Mortgage-backed securities | $13,611,000 | 2,716 |
| Certificates of participation in pools of residential mortgages | $10,673,000 | 2,331 |
| Issued or guaranteed by U.S. | $10,673,000 | 2,326 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,938,000 | 2,269 |
| CMOs issued by government agencies or sponsored agencies | $2,003,000 | 2,257 |
| Privately issued | $935,000 | 1,000 |
| 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) | $11,096,000 | 1,012 |
| Available-for-sale securities (fair market value) | $82,257,000 | 1,399 |
| Total debt securities | $93,040,000 | 1,400 |
| Structured notes | ||
| Amortized cost | $15,760,000 | 419 |
| Fair value | $15,834,000 | 418 |
| 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 | $91,759,000 | 1,426 |
| U.S. Government securities | $80,454,000 | 1,173 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $80,454,000 | 1,125 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $11,042,000 | 749 |
| Privately issued residential mortgage-backed securities | $969,000 | 1,074 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $10,073,000 | 349 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $263,000 | 977 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,289,000 | 1,245 |
| Mortgage-backed securities | $12,402,000 | 2,912 |
| Certificates of participation in pools of residential mortgages | $11,433,000 | 2,346 |
| Issued or guaranteed by U.S. | $11,433,000 | 2,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $969,000 | 2,916 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $969,000 | 1,033 |
| 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) | $9,078,000 | 1,145 |
| Available-for-sale securities (fair market value) | $82,681,000 | 1,389 |
| Total debt securities | $91,494,000 | 1,414 |
| Structured notes | ||
| Amortized cost | $17,846,000 | 304 |
| Fair value | $17,821,000 | 302 |
| 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 | $64,093,000 | 1,923 |
| U.S. Government securities | $53,857,000 | 1,633 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $53,857,000 | 1,589 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $10,040,000 | 838 |
| Privately issued residential mortgage-backed securities | $995,000 | 1,103 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $9,045,000 | 390 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $196,000 | 1,055 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,153,000 | 2,768 |
| Mortgage-backed securities | $8,524,000 | 3,480 |
| Certificates of participation in pools of residential mortgages | $7,529,000 | 2,959 |
| Issued or guaranteed by U.S. | $7,529,000 | 2,951 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $995,000 | 2,884 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $995,000 | 1,062 |
| 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) | $9,045,000 | 1,139 |
| Available-for-sale securities (fair market value) | $55,048,000 | 1,954 |
| Total debt securities | $63,899,000 | 1,910 |
| Structured notes | ||
| Amortized cost | $8,497,000 | 496 |
| Fair value | $8,459,000 | 491 |
| 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 | $67,117,000 | 1,849 |
| U.S. Government securities | $54,343,000 | 1,601 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $54,343,000 | 1,557 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $10,095,000 | 890 |
| Privately issued residential mortgage-backed securities | $1,082,000 | 1,145 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $9,013,000 | 413 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $2,679,000 | 466 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,541,000 | 2,606 |
| Mortgage-backed securities | $12,944,000 | 2,945 |
| Certificates of participation in pools of residential mortgages | $11,862,000 | 2,416 |
| Issued or guaranteed by U.S. | $11,862,000 | 2,406 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,082,000 | 2,834 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $1,082,000 | 1,098 |
| 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) | $9,013,000 | 1,202 |
| Available-for-sale securities (fair market value) | $58,104,000 | 1,867 |
| Total debt securities | $64,434,000 | 1,891 |
| Structured notes | ||
| Amortized cost | $3,998,000 | 699 |
| Fair value | $4,011,000 | 683 |
| 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 | $49,517,000 | 2,343 |
| U.S. Government securities | $34,282,000 | 2,335 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $34,282,000 | 2,284 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $10,391,000 | 897 |
| Privately issued residential mortgage-backed securities | $1,185,000 | 1,144 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $9,206,000 | 423 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $4,844,000 | 359 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,365,000 | 3,293 |
| Mortgage-backed securities | $13,265,000 | 2,950 |
| Certificates of participation in pools of residential mortgages | $12,080,000 | 2,449 |
| Issued or guaranteed by U.S. | $12,080,000 | 2,440 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,185,000 | 2,786 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $1,185,000 | 1,094 |
| 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) | $9,206,000 | 1,200 |
| Available-for-sale securities (fair market value) | $40,311,000 | 2,468 |
| Total debt securities | $44,675,000 | 2,519 |
| Structured notes | ||
| Amortized cost | $1,197,000 | 1,056 |
| Fair value | $1,194,000 | 1,054 |
| 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 | $46,484,000 | 2,487 |
| U.S. Government securities | $26,051,000 | 2,958 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $26,051,000 | 2,896 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $9,645,000 | 901 |
| Privately issued residential mortgage-backed securities | $1,204,000 | 1,170 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,441,000 | 451 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $10,788,000 | 204 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,095,000 | 4,172 |
| Mortgage-backed securities | $10,877,000 | 3,296 |
| Certificates of participation in pools of residential mortgages | $9,102,000 | 2,912 |
| Issued or guaranteed by U.S. | $9,102,000 | 2,897 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,775,000 | 2,577 |
| CMOs issued by government agencies or sponsored agencies | $571,000 | 2,811 |
| Privately issued | $1,204,000 | 1,117 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,441,000 | 1,272 |
| Available-for-sale securities (fair market value) | $38,043,000 | 2,596 |
| Total debt securities | $35,688,000 | 3,026 |
| Structured notes | ||
| Amortized cost | $1,196,000 | 837 |
| Fair value | $1,185,000 | 841 |
| 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 | $38,550,000 | 2,861 |
| U.S. Government securities | $14,229,000 | 4,367 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $14,229,000 | 4,287 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $7,131,000 | 1,016 |
| Privately issued residential mortgage-backed securities | $1,331,000 | 1,099 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,800,000 | 581 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $17,190,000 | 129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,414,000 | 4,413 |
| Mortgage-backed securities | $7,444,000 | 3,783 |
| Certificates of participation in pools of residential mortgages | $5,505,000 | 3,588 |
| Issued or guaranteed by U.S. | $5,505,000 | 3,573 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,939,000 | 2,455 |
| CMOs issued by government agencies or sponsored agencies | $608,000 | 2,765 |
| Privately issued | $1,331,000 | 1,052 |
| 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) | $5,800,000 | 1,525 |
| Available-for-sale securities (fair market value) | $32,750,000 | 2,890 |
| Total debt securities | $21,350,000 | 4,254 |
| Structured notes | ||
| Amortized cost | $696,000 | 1,231 |
| Fair value | $700,000 | 1,227 |
| 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 | $12,075,000 | 5,525 |
| U.S. Government securities | $10,548,000 | 4,977 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $10,548,000 | 4,892 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,527,000 | 1,965 |
| Privately issued residential mortgage-backed securities | $1,527,000 | 1,042 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,535,000 | 4,378 |
| Mortgage-backed securities | $7,931,000 | 3,578 |
| Certificates of participation in pools of residential mortgages | $5,755,000 | 3,431 |
| Issued or guaranteed by U.S. | $5,755,000 | 3,418 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,176,000 | 2,294 |
| CMOs issued by government agencies or sponsored agencies | $649,000 | 2,654 |
| Privately issued | $1,527,000 | 1,000 |
| 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) | $12,075,000 | 5,006 |
| Total debt securities | $12,075,000 | 5,485 |
| Structured notes | ||
| Amortized cost | $695,000 | 1,206 |
| Fair value | $700,000 | 1,197 |
| 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 | $12,320,000 | 5,529 |
| U.S. Government securities | $10,641,000 | 4,994 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $10,641,000 | 4,915 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,679,000 | 1,957 |
| Privately issued residential mortgage-backed securities | $1,679,000 | 998 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,486,000 | 4,382 |
| Mortgage-backed securities | $8,240,000 | 3,523 |
| Certificates of participation in pools of residential mortgages | $5,920,000 | 3,379 |
| Issued or guaranteed by U.S. | $5,920,000 | 3,363 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,320,000 | 2,254 |
| CMOs issued by government agencies or sponsored agencies | $641,000 | 2,672 |
| Privately issued | $1,679,000 | 948 |
| 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) | $12,320,000 | 5,035 |
| Total debt securities | $12,319,000 | 5,473 |
| Structured notes | ||
| Amortized cost | $695,000 | 1,257 |
| Fair value | $697,000 | 1,247 |
| 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 | $13,793,000 | 5,288 |
| U.S. Government securities | $12,009,000 | 4,746 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $12,009,000 | 4,662 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $1,784,000 | 1,836 |
| Privately issued residential mortgage-backed securities | $1,784,000 | 956 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,330,000 | 4,374 |
| Mortgage-backed securities | $8,913,000 | 3,334 |
| Certificates of participation in pools of residential mortgages | $6,476,000 | 3,158 |
| Issued or guaranteed by U.S. | $6,476,000 | 3,146 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,437,000 | 2,202 |
| CMOs issued by government agencies or sponsored agencies | $653,000 | 2,640 |
| Privately issued | $1,784,000 | 910 |
| 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) | $13,793,000 | 4,789 |
| Total debt securities | $13,791,000 | 5,228 |
| Structured notes | ||
| Amortized cost | $694,000 | 1,374 |
| Fair value | $700,000 | 1,367 |
| 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 | $13,352,000 | 5,435 |
| U.S. Government securities | $11,515,000 | 4,949 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $11,515,000 | 4,853 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $1,837,000 | 1,690 |
| Privately issued residential mortgage-backed securities | $1,837,000 | 869 |
| 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 | $6,485,000 | 4,135 |
| Mortgage-backed securities | $6,616,000 | 3,471 |
| Certificates of participation in pools of residential mortgages | $4,136,000 | 3,479 |
| Issued or guaranteed by U.S. | $4,136,000 | 3,466 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,480,000 | 2,094 |
| CMOs issued by government agencies or sponsored agencies | $643,000 | 2,555 |
| Privately issued | $1,837,000 | 828 |
| 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) | $13,352,000 | 4,876 |
| Total debt securities | $13,352,000 | 5,381 |
| Structured notes | ||
| Amortized cost | $694,000 | 1,860 |
| Fair value | $701,000 | 1,844 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $13,901,000 | 5,389 |
| U.S. Government securities | $12,047,000 | 4,943 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $12,047,000 | 4,844 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $1,854,000 | 1,646 |
| Privately issued residential mortgage-backed securities | $1,854,000 | 839 |
| 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 | $6,480,000 | 4,134 |
| Mortgage-backed securities | $6,739,000 | 3,288 |
| Certificates of participation in pools of residential mortgages | $4,252,000 | 3,278 |
| Issued or guaranteed by U.S. | $4,252,000 | 3,265 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,487,000 | 2,029 |
| CMOs issued by government agencies or sponsored agencies | $633,000 | 2,508 |
| Privately issued | $1,854,000 | 801 |
| 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) | $13,901,000 | 4,813 |
| Total debt securities | $13,901,000 | 5,339 |
| Structured notes | ||
| Amortized cost | $693,000 | 2,083 |
| Fair value | $682,000 | 2,084 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $14,118,000 | 5,357 |
| U.S. Government securities | $12,185,000 | 4,935 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $12,185,000 | 4,827 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $1,933,000 | 1,550 |
| Privately issued residential mortgage-backed securities | $1,933,000 | 780 |
| 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 | $6,144,000 | 4,211 |
| Mortgage-backed securities | $7,088,000 | 3,160 |
| Certificates of participation in pools of residential mortgages | $4,532,000 | 3,134 |
| Issued or guaranteed by U.S. | $4,532,000 | 3,122 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,556,000 | 1,985 |
| CMOs issued by government agencies or sponsored agencies | $623,000 | 2,509 |
| Privately issued | $1,933,000 | 738 |
| 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) | $14,118,000 | 4,753 |
| Total debt securities | $14,118,000 | 5,315 |
| Structured notes | ||
| Amortized cost | $693,000 | 2,173 |
| Fair value | $662,000 | 2,177 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $14,687,000 | 5,307 |
| U.S. Government securities | $12,648,000 | 4,871 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $12,648,000 | 4,744 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $2,039,000 | 1,492 |
| Privately issued residential mortgage-backed securities | $2,039,000 | 728 |
| 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 | $6,218,000 | 4,220 |
| Mortgage-backed securities | $7,529,000 | 3,055 |
| Certificates of participation in pools of residential mortgages | $4,856,000 | 3,038 |
| Issued or guaranteed by U.S. | $4,856,000 | 3,022 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,673,000 | 1,941 |
| CMOs issued by government agencies or sponsored agencies | $634,000 | 2,495 |
| Privately issued | $2,039,000 | 684 |
| 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) | $14,687,000 | 4,695 |
| Total debt securities | $14,686,000 | 5,258 |
| Structured notes | ||
| Amortized cost | $692,000 | 2,239 |
| Fair value | $679,000 | 2,242 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $13,281,000 | 5,560 |
| U.S. Government securities | $11,159,000 | 5,236 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $11,159,000 | 5,111 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $2,122,000 | 1,473 |
| Privately issued residential mortgage-backed securities | $2,122,000 | 705 |
| 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 | $950,000 | 6,352 |
| Mortgage-backed securities | $7,738,000 | 2,995 |
| Certificates of participation in pools of residential mortgages | $4,988,000 | 2,997 |
| Issued or guaranteed by U.S. | $4,988,000 | 2,984 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,750,000 | 1,924 |
| CMOs issued by government agencies or sponsored agencies | $628,000 | 2,492 |
| Privately issued | $2,122,000 | 670 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $13,281,000 | 4,947 |
| Total debt securities | $13,279,000 | 5,515 |
| Structured notes | ||
| Amortized cost | $692,000 | 2,343 |
| Fair value | $668,000 | 2,348 |
| 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 | $15,046,000 | 5,309 |
| U.S. Government securities | $12,895,000 | 4,922 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $12,895,000 | 4,789 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $2,151,000 | 1,470 |
| Privately issued residential mortgage-backed securities | $2,151,000 | 699 |
| 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 | $955,000 | 6,402 |
| Mortgage-backed securities | $8,032,000 | 2,925 |
| Certificates of participation in pools of residential mortgages | $5,255,000 | 2,940 |
| Issued or guaranteed by U.S. | $5,255,000 | 2,925 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,777,000 | 1,885 |
| CMOs issued by government agencies or sponsored agencies | $626,000 | 2,465 |
| Privately issued | $2,151,000 | 655 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $15,046,000 | 4,680 |
| Total debt securities | $15,047,000 | 5,263 |
| Structured notes | ||
| Amortized cost | $691,000 | 2,470 |
| Fair value | $666,000 | 2,476 |
| 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 | $14,845,000 | 5,355 |
| U.S. Government securities | $12,543,000 | 4,995 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,543,000 | 4,854 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $2,302,000 | 1,443 |
| Privately issued residential mortgage-backed securities | $2,302,000 | 661 |
| 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 | $914,000 | 6,449 |
| Mortgage-backed securities | $8,406,000 | 2,862 |
| Certificates of participation in pools of residential mortgages | $5,488,000 | 2,894 |
| Issued or guaranteed by U.S. | $5,488,000 | 2,883 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,918,000 | 1,835 |
| CMOs issued by government agencies or sponsored agencies | $616,000 | 2,451 |
| Privately issued | $2,302,000 | 621 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $14,845,000 | 4,698 |
| Total debt securities | $14,846,000 | 5,299 |
| Structured notes | ||
| Amortized cost | $691,000 | 2,531 |
| Fair value | $649,000 | 2,543 |
| 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 | $12,859,000 | 5,734 |
| U.S. Government securities | $11,104,000 | 5,337 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,104,000 | 5,201 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $1,755,000 | 1,675 |
| Privately issued residential mortgage-backed securities | $1,755,000 | 732 |
| 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 | $927,000 | 6,472 |
| Mortgage-backed securities | $8,329,000 | 2,934 |
| Certificates of participation in pools of residential mortgages | $5,923,000 | 2,839 |
| Issued or guaranteed by U.S. | $5,923,000 | 2,825 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,406,000 | 1,966 |
| CMOs issued by government agencies or sponsored agencies | $651,000 | 2,429 |
| Privately issued | $1,755,000 | 683 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $12,859,000 | 5,074 |
| Total debt securities | $12,860,000 | 5,681 |
| Structured notes | ||
| Amortized cost | $690,000 | 2,532 |
| Fair value | $661,000 | 2,536 |
| 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 | $13,283,000 | 5,690 |
| U.S. Government securities | $11,480,000 | 5,238 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,480,000 | 5,094 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $1,803,000 | 1,712 |
| Privately issued residential mortgage-backed securities | $1,803,000 | 700 |
| 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 | $930,000 | 6,503 |
| Mortgage-backed securities | $8,725,000 | 2,896 |
| Certificates of participation in pools of residential mortgages | $6,291,000 | 2,788 |
| Issued or guaranteed by U.S. | $6,291,000 | 2,778 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,434,000 | 1,955 |
| CMOs issued by government agencies or sponsored agencies | $631,000 | 2,456 |
| Privately issued | $1,803,000 | 656 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $13,283,000 | 5,005 |
| Total debt securities | $13,283,000 | 5,632 |
| Structured notes | ||
| Amortized cost | $690,000 | 2,525 |
| Fair value | $674,000 | 2,527 |
| 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 | $11,798,000 | 5,960 |
| U.S. Government securities | $10,902,000 | 5,348 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,902,000 | 5,202 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $896,000 | 2,243 |
| Privately issued residential mortgage-backed securities | $896,000 | 826 |
| 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 | $940,000 | 6,520 |
| Mortgage-backed securities | $7,195,000 | 3,201 |
| Certificates of participation in pools of residential mortgages | $5,659,000 | 2,966 |
| Issued or guaranteed by U.S. | $5,659,000 | 2,953 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,536,000 | 2,234 |
| CMOs issued by government agencies or sponsored agencies | $640,000 | 2,470 |
| Privately issued | $896,000 | 772 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $11,798,000 | 5,254 |
| Total debt securities | $11,798,000 | 5,897 |
| Structured notes | ||
| Amortized cost | $689,000 | 2,470 |
| Fair value | $686,000 | 2,469 |
| 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 | $13,248,000 | 5,713 |
| U.S. Government securities | $12,310,000 | 5,074 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $12,310,000 | 4,938 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $938,000 | 2,291 |
| Privately issued residential mortgage-backed securities | $938,000 | 794 |
| 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 | $500,000 | 6,757 |
| Mortgage-backed securities | $6,613,000 | 3,411 |
| Certificates of participation in pools of residential mortgages | $5,027,000 | 3,201 |
| Issued or guaranteed by U.S. | $5,027,000 | 3,191 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,586,000 | 2,261 |
| CMOs issued by government agencies or sponsored agencies | $648,000 | 2,540 |
| Privately issued | $938,000 | 741 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $13,248,000 | 5,022 |
| Total debt securities | $13,248,000 | 5,642 |
| Structured notes | ||
| Amortized cost | $689,000 | 2,450 |
| Fair value | $696,000 | 2,438 |
| 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 | $12,810,000 | 5,871 |
| U.S. Government securities | $11,830,000 | 5,251 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,830,000 | 5,098 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $980,000 | 2,310 |
| Privately issued residential mortgage-backed securities | $980,000 | 767 |
| 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 | $250,000 | 6,986 |
| Mortgage-backed securities | $6,719,000 | 3,488 |
| Certificates of participation in pools of residential mortgages | $5,107,000 | 3,244 |
| Issued or guaranteed by U.S. | $5,107,000 | 3,238 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,612,000 | 2,286 |
| CMOs issued by government agencies or sponsored agencies | $632,000 | 2,593 |
| Privately issued | $980,000 | 716 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $12,810,000 | 5,159 |
| Total debt securities | $12,810,000 | 5,809 |
| Structured notes | ||
| Amortized cost | $688,000 | 2,433 |
| Fair value | $684,000 | 2,429 |
| 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 | $7,546,000 | 6,994 |
| U.S. Government securities | $7,296,000 | 6,389 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,296,000 | 6,247 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $250,000 | 3,077 |
| 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 | $250,000 | 2,625 |
| 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 | $250,000 | 7,004 |
| Mortgage-backed securities | $3,079,000 | 4,586 |
| Certificates of participation in pools of residential mortgages | $3,079,000 | 3,996 |
| Issued or guaranteed by U.S. | $3,079,000 | 3,984 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $7,546,000 | 6,218 |
| Total debt securities | $7,546,000 | 6,936 |
| 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 | $5,264,000 | 7,607 |
| U.S. Government securities | $5,012,000 | 7,126 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,012,000 | 6,972 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $252,000 | 3,121 |
| 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 | $252,000 | 2,682 |
| 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 | $250,000 | 7,050 |
| Mortgage-backed securities | $503,000 | 6,079 |
| Certificates of participation in pools of residential mortgages | $503,000 | 5,616 |
| Issued or guaranteed by U.S. | $503,000 | 5,601 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $5,264,000 | 6,792 |
| Total debt securities | $5,264,000 | 7,543 |
| 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 | $4,956,000 | 7,765 |
| U.S. Government securities | $4,702,000 | 7,308 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,702,000 | 7,150 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $254,000 | 3,218 |
| 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 | $254,000 | 2,791 |
| 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 | $250,000 | 7,081 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $4,956,000 | 6,962 |
| Total debt securities | $4,956,000 | 7,697 |
| 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 | $4,881,000 | 7,776 |
| U.S. Government securities | $4,068,000 | 7,462 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,068,000 | 7,304 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $813,000 | 2,689 |
| 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 | $813,000 | 2,296 |
| 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 | $0 | 7,252 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $4,881,000 | 6,980 |
| Total debt securities | $4,881,000 | 7,695 |
| 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 | $5,868,000 | 7,618 |
| U.S. Government securities | $5,046,000 | 7,215 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,046,000 | 7,030 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $822,000 | 2,729 |
| 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 | $822,000 | 2,418 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $5,868,000 | 6,782 |
| Total debt securities | $5,868,000 | 7,534 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,313 |
| Fair value | $248,000 | 2,361 |
| 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 | $5,101,000 | 7,761 |
| U.S. Government securities | $4,273,000 | 7,354 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,273,000 | 7,173 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $828,000 | 2,835 |
| 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 | $828,000 | 2,522 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $5,101,000 | 6,935 |
| Total debt securities | $5,101,000 | 7,670 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,059 |
| Fair value | $248,000 | 2,110 |
| 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 | $3,813,000 | 8,076 |
| U.S. Government securities | $2,978,000 | 7,857 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,978,000 | 7,679 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $835,000 | 2,906 |
| 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 | $835,000 | 2,577 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $3,813,000 | 7,252 |
| Total debt securities | $3,813,000 | 7,989 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,860 |
| Fair value | $250,000 | 1,900 |
| 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 | $3,102,000 | 8,338 |
| U.S. Government securities | $2,268,000 | 8,172 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,268,000 | 7,999 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $834,000 | 2,955 |
| 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 | $834,000 | 2,614 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $3,102,000 | 7,469 |
| Total debt securities | $3,102,000 | 8,261 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $3,099,000 | 8,396 |
| U.S. Government securities | $2,527,000 | 8,113 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,527,000 | 7,921 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $572,000 | 3,172 |
| 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 | $572,000 | 2,804 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $3,099,000 | 7,493 |
| Total debt securities | $3,099,000 | 8,310 |
| 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 |