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Green Bank, Securities
| 2018-12-31 | Rank | |
| Total securities | $672,511,000 | 260 |
| U.S. Government securities | $639,543,000 | 214 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $639,543,000 | 199 |
| Securities issued by states & political subdivisions | $6,413,000 | 2,953 |
| Other domestic debt securities | $15,758,000 | 466 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $15,758,000 | 308 |
| 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 | $91,617,000 | 609 |
| Mortgage-backed securities | $551,689,000 | 199 |
| Certificates of participation in pools of residential mortgages | $217,129,000 | 208 |
| Issued or guaranteed by U.S. | $217,129,000 | 207 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $243,716,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $243,716,000 | 148 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $90,844,000 | 177 |
| Commercial mortgage pass-through securities | $55,712,000 | 117 |
| Other commercial mortgage-backed securities | $35,132,000 | 199 |
| Held to maturity securities (book value) | $60,984,000 | 317 |
| Available-for-sale securities (fair market value) | $600,730,000 | 249 |
| Total debt securities | $661,714,000 | 257 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $683,782,000 | 255 |
| U.S. Government securities | $650,813,000 | 205 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $650,813,000 | 197 |
| Securities issued by states & political subdivisions | $6,419,000 | 2,982 |
| Other domestic debt securities | $15,857,000 | 452 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $15,857,000 | 303 |
| 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 | $89,185,000 | 620 |
| Mortgage-backed securities | $610,010,000 | 177 |
| Certificates of participation in pools of residential mortgages | $221,164,000 | 205 |
| Issued or guaranteed by U.S. | $221,164,000 | 203 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $247,523,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $247,523,000 | 143 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $141,323,000 | 137 |
| Commercial mortgage pass-through securities | $106,879,000 | 72 |
| Other commercial mortgage-backed securities | $34,444,000 | 193 |
| Held to maturity securities (book value) | $62,595,000 | 320 |
| Available-for-sale securities (fair market value) | $610,494,000 | 245 |
| Total debt securities | $673,088,000 | 253 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $710,639,000 | 250 |
| U.S. Government securities | $677,530,000 | 197 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $677,530,000 | 189 |
| Securities issued by states & political subdivisions | $6,428,000 | 3,039 |
| Other domestic debt securities | $15,905,000 | 500 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $15,905,000 | 304 |
| 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 | $82,064,000 | 673 |
| Mortgage-backed securities | $580,313,000 | 189 |
| Certificates of participation in pools of residential mortgages | $231,421,000 | 201 |
| Issued or guaranteed by U.S. | $231,421,000 | 199 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $248,755,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $248,755,000 | 144 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $100,137,000 | 160 |
| Commercial mortgage pass-through securities | $65,488,000 | 98 |
| Other commercial mortgage-backed securities | $34,649,000 | 184 |
| Held to maturity securities (book value) | $64,530,000 | 311 |
| Available-for-sale securities (fair market value) | $635,333,000 | 237 |
| Total debt securities | $699,863,000 | 248 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $740,006,000 | 240 |
| U.S. Government securities | $709,885,000 | 193 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $709,885,000 | 186 |
| Securities issued by states & political subdivisions | $6,436,000 | 3,071 |
| Other domestic debt securities | $12,825,000 | 498 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $12,825,000 | 349 |
| 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 | $82,358,000 | 693 |
| Mortgage-backed securities | $609,942,000 | 182 |
| Certificates of participation in pools of residential mortgages | $265,267,000 | 185 |
| Issued or guaranteed by U.S. | $265,267,000 | 184 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $242,619,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $242,619,000 | 143 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $102,056,000 | 150 |
| Commercial mortgage pass-through securities | $67,037,000 | 84 |
| Other commercial mortgage-backed securities | $35,019,000 | 182 |
| Held to maturity securities (book value) | $65,101,000 | 319 |
| Available-for-sale securities (fair market value) | $664,045,000 | 232 |
| Total debt securities | $729,146,000 | 238 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $718,814,000 | 243 |
| U.S. Government securities | $695,355,000 | 191 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $695,355,000 | 183 |
| Securities issued by states & political subdivisions | $6,627,000 | 3,119 |
| Other domestic debt securities | $5,794,000 | 766 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $5,794,000 | 575 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $11,038,000 | 134 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,140,000 | 857 |
| Mortgage-backed securities | $592,063,000 | 180 |
| Certificates of participation in pools of residential mortgages | $260,017,000 | 183 |
| Issued or guaranteed by U.S. | $260,017,000 | 181 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $235,906,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $235,906,000 | 140 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $96,140,000 | 147 |
| Commercial mortgage pass-through securities | $65,486,000 | 84 |
| Other commercial mortgage-backed securities | $30,654,000 | 189 |
| Held to maturity securities (book value) | $13,275,000 | 798 |
| Available-for-sale securities (fair market value) | $705,539,000 | 220 |
| Total debt securities | $707,776,000 | 242 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $707,989,000 | 243 |
| U.S. Government securities | $688,395,000 | 194 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $688,395,000 | 184 |
| Securities issued by states & political subdivisions | $6,692,000 | 3,150 |
| Other domestic debt securities | $1,791,000 | 1,289 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $1,791,000 | 1,052 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $11,111,000 | 136 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,405,000 | 895 |
| Mortgage-backed securities | $582,208,000 | 184 |
| Certificates of participation in pools of residential mortgages | $271,038,000 | 181 |
| Issued or guaranteed by U.S. | $271,038,000 | 179 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $214,603,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $214,603,000 | 148 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $96,567,000 | 144 |
| Commercial mortgage pass-through securities | $65,458,000 | 93 |
| Other commercial mortgage-backed securities | $31,109,000 | 183 |
| Held to maturity securities (book value) | $13,730,000 | 817 |
| Available-for-sale securities (fair market value) | $694,259,000 | 216 |
| Total debt securities | $696,878,000 | 240 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $718,750,000 | 243 |
| U.S. Government securities | $705,651,000 | 189 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $705,651,000 | 183 |
| Securities issued by states & political subdivisions | $243,000 | 4,698 |
| Other domestic debt securities | $1,794,000 | 1,312 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $1,794,000 | 1,074 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $11,062,000 | 135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,840,000 | 963 |
| Mortgage-backed securities | $603,068,000 | 180 |
| Certificates of participation in pools of residential mortgages | $301,931,000 | 170 |
| Issued or guaranteed by U.S. | $301,931,000 | 168 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $203,486,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $203,486,000 | 157 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $97,651,000 | 139 |
| Commercial mortgage pass-through securities | $66,386,000 | 89 |
| Other commercial mortgage-backed securities | $31,265,000 | 179 |
| Held to maturity securities (book value) | $31,650,000 | 529 |
| Available-for-sale securities (fair market value) | $687,100,000 | 216 |
| Total debt securities | $707,688,000 | 243 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $589,468,000 | 282 |
| U.S. Government securities | $574,495,000 | 225 |
| U.S. Treasury securities | $145,422,000 | 78 |
| U.S. Government agency obligations | $429,073,000 | 263 |
| Securities issued by states & political subdivisions | $238,000 | 4,753 |
| Other domestic debt securities | $3,794,000 | 992 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $3,794,000 | 767 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $10,941,000 | 138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,381,000 | 625 |
| Mortgage-backed securities | $312,418,000 | 271 |
| Certificates of participation in pools of residential mortgages | $252,525,000 | 202 |
| Issued or guaranteed by U.S. | $252,525,000 | 200 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $59,893,000 | 364 |
| CMOs issued by government agencies or sponsored agencies | $59,893,000 | 338 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $33,836,000 | 519 |
| Available-for-sale securities (fair market value) | $555,632,000 | 253 |
| Total debt securities | $578,527,000 | 277 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $310,124,000 | 489 |
| U.S. Government securities | $295,201,000 | 357 |
| U.S. Treasury securities | $112,881,000 | 90 |
| U.S. Government agency obligations | $182,320,000 | 502 |
| Securities issued by states & political subdivisions | $235,000 | 4,807 |
| Other domestic debt securities | $3,775,000 | 990 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $3,775,000 | 751 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $10,913,000 | 140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,637,000 | 655 |
| Mortgage-backed securities | $177,315,000 | 406 |
| Certificates of participation in pools of residential mortgages | $114,256,000 | 372 |
| Issued or guaranteed by U.S. | $114,256,000 | 371 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $63,059,000 | 351 |
| CMOs issued by government agencies or sponsored agencies | $63,059,000 | 329 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $35,505,000 | 509 |
| Available-for-sale securities (fair market value) | $274,619,000 | 479 |
| Total debt securities | $299,211,000 | 495 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $318,289,000 | 481 |
| U.S. Government securities | $314,261,000 | 339 |
| U.S. Treasury securities | $113,355,000 | 82 |
| U.S. Government agency obligations | $200,906,000 | 464 |
| Securities issued by states & political subdivisions | $247,000 | 4,837 |
| Other domestic debt securities | $3,781,000 | 996 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $3,781,000 | 764 |
| 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 | $95,733,000 | 630 |
| Mortgage-backed securities | $190,891,000 | 385 |
| Certificates of participation in pools of residential mortgages | $123,350,000 | 357 |
| Issued or guaranteed by U.S. | $123,350,000 | 356 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $67,541,000 | 348 |
| CMOs issued by government agencies or sponsored agencies | $67,541,000 | 322 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $37,729,000 | 495 |
| Available-for-sale securities (fair market value) | $280,560,000 | 464 |
| Total debt securities | $318,289,000 | 473 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $237,029,000 | 622 |
| U.S. Government securities | $233,004,000 | 428 |
| U.S. Treasury securities | $20,050,000 | 245 |
| U.S. Government agency obligations | $212,954,000 | 434 |
| Securities issued by states & political subdivisions | $246,000 | 4,880 |
| Other domestic debt securities | $3,779,000 | 1,011 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,779,000 | 766 |
| 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 | $104,803,000 | 585 |
| Mortgage-backed securities | $202,935,000 | 371 |
| Certificates of participation in pools of residential mortgages | $131,643,000 | 333 |
| Issued or guaranteed by U.S. | $131,643,000 | 332 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $71,292,000 | 338 |
| CMOs issued by government agencies or sponsored agencies | $71,292,000 | 313 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $39,628,000 | 496 |
| Available-for-sale securities (fair market value) | $197,401,000 | 650 |
| Total debt securities | $237,029,000 | 615 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $302,838,000 | 509 |
| U.S. Government securities | $298,797,000 | 367 |
| U.S. Treasury securities | $75,048,000 | 99 |
| U.S. Government agency obligations | $223,749,000 | 435 |
| Securities issued by states & political subdivisions | $246,000 | 4,920 |
| Other domestic debt securities | $3,795,000 | 1,014 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,795,000 | 769 |
| 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 | $125,576,000 | 520 |
| Mortgage-backed securities | $213,741,000 | 362 |
| Certificates of participation in pools of residential mortgages | $138,963,000 | 317 |
| Issued or guaranteed by U.S. | $138,963,000 | 316 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $74,778,000 | 332 |
| CMOs issued by government agencies or sponsored agencies | $74,778,000 | 309 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $40,022,000 | 505 |
| Available-for-sale securities (fair market value) | $262,816,000 | 506 |
| Total debt securities | $302,838,000 | 502 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $318,151,000 | 493 |
| U.S. Government securities | $314,114,000 | 347 |
| U.S. Treasury securities | $74,974,000 | 105 |
| U.S. Government agency obligations | $239,140,000 | 417 |
| Securities issued by states & political subdivisions | $244,000 | 4,961 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $3,793,000 | 101 |
| 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 | $117,013,000 | 545 |
| Mortgage-backed securities | $224,163,000 | 349 |
| Certificates of participation in pools of residential mortgages | $145,707,000 | 298 |
| Issued or guaranteed by U.S. | $145,707,000 | 297 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $78,456,000 | 326 |
| CMOs issued by government agencies or sponsored agencies | $78,456,000 | 306 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $42,130,000 | 494 |
| Available-for-sale securities (fair market value) | $276,021,000 | 479 |
| Total debt securities | $318,151,000 | 489 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $249,558,000 | 608 |
| U.S. Government securities | $249,558,000 | 430 |
| U.S. Treasury securities | $80,140,000 | 93 |
| U.S. Government agency obligations | $169,418,000 | 568 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,647,000 | 541 |
| Mortgage-backed securities | $154,406,000 | 465 |
| Certificates of participation in pools of residential mortgages | $100,034,000 | 430 |
| Issued or guaranteed by U.S. | $100,034,000 | 430 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $54,372,000 | 414 |
| CMOs issued by government agencies or sponsored agencies | $54,372,000 | 388 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $44,678,000 | 470 |
| Available-for-sale securities (fair market value) | $204,880,000 | 631 |
| Total debt securities | $249,558,000 | 598 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $258,882,000 | 601 |
| U.S. Government securities | $258,882,000 | 411 |
| U.S. Treasury securities | $75,115,000 | 96 |
| U.S. Government agency obligations | $183,767,000 | 544 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,075,000 | 554 |
| Mortgage-backed securities | $163,756,000 | 451 |
| Certificates of participation in pools of residential mortgages | $106,524,000 | 407 |
| Issued or guaranteed by U.S. | $106,524,000 | 407 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $57,232,000 | 409 |
| CMOs issued by government agencies or sponsored agencies | $57,232,000 | 386 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $47,419,000 | 454 |
| Available-for-sale securities (fair market value) | $211,463,000 | 620 |
| Total debt securities | $258,882,000 | 591 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $228,035,000 | 664 |
| U.S. Government securities | $228,035,000 | 471 |
| U.S. Treasury securities | $30,084,000 | 181 |
| U.S. Government agency obligations | $197,951,000 | 516 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,458,000 | 827 |
| Mortgage-backed securities | $172,913,000 | 435 |
| Certificates of participation in pools of residential mortgages | $112,783,000 | 376 |
| Issued or guaranteed by U.S. | $112,783,000 | 375 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $60,130,000 | 400 |
| CMOs issued by government agencies or sponsored agencies | $60,130,000 | 377 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $47,997,000 | 450 |
| Available-for-sale securities (fair market value) | $180,038,000 | 730 |
| Total debt securities | $228,035,000 | 657 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $238,278,000 | 630 |
| U.S. Government securities | $238,278,000 | 457 |
| U.S. Treasury securities | $27,035,000 | 198 |
| U.S. Government agency obligations | $211,243,000 | 484 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,524,000 | 824 |
| Mortgage-backed securities | $181,233,000 | 416 |
| Certificates of participation in pools of residential mortgages | $118,738,000 | 368 |
| Issued or guaranteed by U.S. | $118,738,000 | 368 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $62,495,000 | 399 |
| CMOs issued by government agencies or sponsored agencies | $62,495,000 | 376 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $50,713,000 | 434 |
| Available-for-sale securities (fair market value) | $187,565,000 | 683 |
| Total debt securities | $238,278,000 | 623 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $244,759,000 | 612 |
| U.S. Government securities | $244,759,000 | 445 |
| U.S. Treasury securities | $25,070,000 | 201 |
| U.S. Government agency obligations | $219,689,000 | 465 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,778,000 | 843 |
| Mortgage-backed securities | $189,619,000 | 406 |
| Certificates of participation in pools of residential mortgages | $124,651,000 | 351 |
| Issued or guaranteed by U.S. | $124,651,000 | 350 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $64,968,000 | 391 |
| CMOs issued by government agencies or sponsored agencies | $64,968,000 | 371 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $53,308,000 | 421 |
| Available-for-sale securities (fair market value) | $191,451,000 | 675 |
| Total debt securities | $244,759,000 | 601 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $253,208,000 | 597 |
| U.S. Government securities | $253,208,000 | 439 |
| U.S. Treasury securities | $25,079,000 | 185 |
| U.S. Government agency obligations | $228,129,000 | 459 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,029,000 | 837 |
| Mortgage-backed securities | $198,017,000 | 397 |
| Certificates of participation in pools of residential mortgages | $130,283,000 | 340 |
| Issued or guaranteed by U.S. | $130,283,000 | 339 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $67,734,000 | 386 |
| CMOs issued by government agencies or sponsored agencies | $67,734,000 | 368 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $54,686,000 | 405 |
| Available-for-sale securities (fair market value) | $198,522,000 | 660 |
| Total debt securities | $253,208,000 | 588 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $250,878,000 | 611 |
| U.S. Government securities | $250,878,000 | 444 |
| U.S. Treasury securities | $15,007,000 | 251 |
| U.S. Government agency obligations | $235,871,000 | 449 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,375,000 | 1,000 |
| Mortgage-backed securities | $205,761,000 | 392 |
| Certificates of participation in pools of residential mortgages | $135,639,000 | 324 |
| Issued or guaranteed by U.S. | $135,639,000 | 322 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $70,122,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $70,122,000 | 346 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $57,027,000 | 385 |
| Available-for-sale securities (fair market value) | $193,851,000 | 692 |
| Total debt securities | $250,878,000 | 600 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $255,515,000 | 610 |
| U.S. Government securities | $255,515,000 | 434 |
| U.S. Treasury securities | $15,000,000 | 235 |
| U.S. Government agency obligations | $240,515,000 | 443 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,304,000 | 1,182 |
| Mortgage-backed securities | $210,404,000 | 387 |
| Certificates of participation in pools of residential mortgages | $138,178,000 | 314 |
| Issued or guaranteed by U.S. | $138,178,000 | 313 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $72,226,000 | 359 |
| CMOs issued by government agencies or sponsored agencies | $72,226,000 | 335 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $57,278,000 | 371 |
| Available-for-sale securities (fair market value) | $198,237,000 | 674 |
| Total debt securities | $255,515,000 | 600 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $255,416,000 | 604 |
| U.S. Government securities | $255,416,000 | 431 |
| U.S. Treasury securities | $15,047,000 | 216 |
| U.S. Government agency obligations | $240,369,000 | 449 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,896,000 | 1,377 |
| Mortgage-backed securities | $220,198,000 | 373 |
| Certificates of participation in pools of residential mortgages | $140,611,000 | 320 |
| Issued or guaranteed by U.S. | $140,611,000 | 319 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $79,587,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $79,587,000 | 313 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $59,519,000 | 353 |
| Available-for-sale securities (fair market value) | $195,897,000 | 687 |
| Total debt securities | $255,416,000 | 595 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $247,286,000 | 625 |
| U.S. Government securities | $247,286,000 | 449 |
| U.S. Treasury securities | $15,072,000 | 213 |
| U.S. Government agency obligations | $232,214,000 | 463 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,590,000 | 1,533 |
| Mortgage-backed securities | $212,077,000 | 380 |
| Certificates of participation in pools of residential mortgages | $129,007,000 | 343 |
| Issued or guaranteed by U.S. | $129,007,000 | 342 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $83,070,000 | 340 |
| CMOs issued by government agencies or sponsored agencies | $83,070,000 | 309 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $62,836,000 | 321 |
| Available-for-sale securities (fair market value) | $184,450,000 | 739 |
| Total debt securities | $247,286,000 | 613 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $231,444,000 | 679 |
| U.S. Government securities | $231,444,000 | 486 |
| U.S. Treasury securities | $15,103,000 | 220 |
| U.S. Government agency obligations | $216,341,000 | 496 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,043,000 | 1,509 |
| Mortgage-backed securities | $191,019,000 | 425 |
| Certificates of participation in pools of residential mortgages | $119,552,000 | 378 |
| Issued or guaranteed by U.S. | $119,552,000 | 377 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $71,467,000 | 391 |
| CMOs issued by government agencies or sponsored agencies | $71,467,000 | 357 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $58,810,000 | 310 |
| Available-for-sale securities (fair market value) | $172,634,000 | 806 |
| Total debt securities | $231,444,000 | 667 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $242,261,000 | 634 |
| U.S. Government securities | $242,261,000 | 462 |
| U.S. Treasury securities | $20,335,000 | 177 |
| U.S. Government agency obligations | $221,926,000 | 473 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,636,000 | 3,203 |
| Mortgage-backed securities | $196,587,000 | 406 |
| Certificates of participation in pools of residential mortgages | $122,366,000 | 374 |
| Issued or guaranteed by U.S. | $122,366,000 | 371 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $74,221,000 | 395 |
| CMOs issued by government agencies or sponsored agencies | $74,221,000 | 359 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $59,652,000 | 300 |
| Available-for-sale securities (fair market value) | $182,609,000 | 738 |
| Total debt securities | $242,261,000 | 624 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $215,214,000 | 720 |
| U.S. Government securities | $215,214,000 | 515 |
| U.S. Treasury securities | $10,232,000 | 248 |
| U.S. Government agency obligations | $204,982,000 | 522 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,016,000 | 3,684 |
| Mortgage-backed securities | $189,586,000 | 436 |
| Certificates of participation in pools of residential mortgages | $122,518,000 | 402 |
| Issued or guaranteed by U.S. | $122,518,000 | 401 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $67,068,000 | 439 |
| CMOs issued by government agencies or sponsored agencies | $67,068,000 | 404 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $56,345,000 | 318 |
| Available-for-sale securities (fair market value) | $158,869,000 | 875 |
| Total debt securities | $215,214,000 | 709 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $216,545,000 | 708 |
| U.S. Government securities | $216,545,000 | 509 |
| U.S. Treasury securities | $15,261,000 | 200 |
| U.S. Government agency obligations | $201,284,000 | 526 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,456,000 | 3,637 |
| Mortgage-backed securities | $190,882,000 | 442 |
| Certificates of participation in pools of residential mortgages | $126,488,000 | 391 |
| Issued or guaranteed by U.S. | $126,488,000 | 390 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $64,394,000 | 462 |
| CMOs issued by government agencies or sponsored agencies | $64,394,000 | 435 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $58,940,000 | 304 |
| Available-for-sale securities (fair market value) | $157,605,000 | 876 |
| Total debt securities | $216,545,000 | 699 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $269,057,000 | 596 |
| U.S. Government securities | $269,057,000 | 427 |
| U.S. Treasury securities | $15,296,000 | 203 |
| U.S. Government agency obligations | $253,761,000 | 439 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,646,000 | 3,614 |
| Mortgage-backed securities | $233,116,000 | 377 |
| Certificates of participation in pools of residential mortgages | $166,185,000 | 313 |
| Issued or guaranteed by U.S. | $166,185,000 | 311 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $66,931,000 | 471 |
| CMOs issued by government agencies or sponsored agencies | $66,931,000 | 440 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $61,750,000 | 299 |
| Available-for-sale securities (fair market value) | $207,307,000 | 674 |
| Total debt securities | $269,057,000 | 588 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $250,526,000 | 603 |
| U.S. Government securities | $250,526,000 | 442 |
| U.S. Treasury securities | $15,336,000 | 194 |
| U.S. Government agency obligations | $235,190,000 | 448 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,555,000 | 3,458 |
| Mortgage-backed securities | $209,514,000 | 396 |
| Certificates of participation in pools of residential mortgages | $158,188,000 | 312 |
| Issued or guaranteed by U.S. | $158,188,000 | 311 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $51,326,000 | 556 |
| CMOs issued by government agencies or sponsored agencies | $51,326,000 | 490 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $49,097,000 | 355 |
| Available-for-sale securities (fair market value) | $201,429,000 | 666 |
| Total debt securities | $250,526,000 | 594 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $163,576,000 | 885 |
| U.S. Government securities | $163,576,000 | 639 |
| U.S. Treasury securities | $15,365,000 | 210 |
| U.S. Government agency obligations | $148,211,000 | 690 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,103,000 | 3,337 |
| Mortgage-backed securities | $122,447,000 | 625 |
| Certificates of participation in pools of residential mortgages | $96,355,000 | 470 |
| Issued or guaranteed by U.S. | $96,355,000 | 467 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $26,092,000 | 880 |
| CMOs issued by government agencies or sponsored agencies | $26,092,000 | 777 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $29,052,000 | 524 |
| Available-for-sale securities (fair market value) | $134,524,000 | 955 |
| Total debt securities | $163,576,000 | 875 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $132,171,000 | 1,097 |
| U.S. Government securities | $132,171,000 | 796 |
| U.S. Treasury securities | $20,383,000 | 189 |
| U.S. Government agency obligations | $111,788,000 | 878 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,035,000 | 3,050 |
| Mortgage-backed securities | $81,865,000 | 839 |
| Certificates of participation in pools of residential mortgages | $74,749,000 | 567 |
| Issued or guaranteed by U.S. | $74,749,000 | 565 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $7,116,000 | 1,811 |
| CMOs issued by government agencies or sponsored agencies | $7,116,000 | 1,634 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $19,804,000 | 682 |
| Available-for-sale securities (fair market value) | $112,367,000 | 1,138 |
| Total debt securities | $132,171,000 | 1,081 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $141,178,000 | 1,016 |
| U.S. Government securities | $141,178,000 | 750 |
| U.S. Treasury securities | $20,143,000 | 211 |
| U.S. Government agency obligations | $121,035,000 | 820 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,200,000 | 3,026 |
| Mortgage-backed securities | $88,274,000 | 777 |
| Certificates of participation in pools of residential mortgages | $80,868,000 | 520 |
| Issued or guaranteed by U.S. | $80,868,000 | 518 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $7,406,000 | 1,735 |
| CMOs issued by government agencies or sponsored agencies | $7,406,000 | 1,553 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $20,589,000 | 657 |
| Available-for-sale securities (fair market value) | $120,589,000 | 1,059 |
| Total debt securities | $141,178,000 | 1,002 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $125,312,000 | 1,104 |
| U.S. Government securities | $125,312,000 | 800 |
| U.S. Treasury securities | $20,156,000 | 210 |
| U.S. Government agency obligations | $105,156,000 | 873 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,458,000 | 3,841 |
| Mortgage-backed securities | $80,291,000 | 795 |
| Certificates of participation in pools of residential mortgages | $72,218,000 | 545 |
| Issued or guaranteed by U.S. | $72,218,000 | 542 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,073,000 | 1,639 |
| CMOs issued by government agencies or sponsored agencies | $8,073,000 | 1,455 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $15,017,000 | 826 |
| Available-for-sale securities (fair market value) | $110,295,000 | 1,109 |
| Total debt securities | $125,312,000 | 1,093 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $55,603,000 | 2,182 |
| U.S. Government securities | $55,603,000 | 1,591 |
| U.S. Treasury securities | $10,052,000 | 305 |
| U.S. Government agency obligations | $45,551,000 | 1,816 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,758,000 | 3,808 |
| Mortgage-backed securities | $23,720,000 | 1,993 |
| Certificates of participation in pools of residential mortgages | $14,631,000 | 1,908 |
| Issued or guaranteed by U.S. | $14,631,000 | 1,901 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $9,089,000 | 1,543 |
| CMOs issued by government agencies or sponsored agencies | $9,089,000 | 1,354 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $5,204,000 | 1,445 |
| Available-for-sale securities (fair market value) | $50,399,000 | 2,122 |
| Total debt securities | $55,603,000 | 2,153 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $26,908,000 | 3,715 |
| U.S. Government securities | $26,908,000 | 2,883 |
| U.S. Treasury securities | $5,036,000 | 449 |
| U.S. Government agency obligations | $21,872,000 | 3,221 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,922,000 | 3,436 |
| Mortgage-backed securities | $11,239,000 | 2,989 |
| Certificates of participation in pools of residential mortgages | $11,239,000 | 2,269 |
| Issued or guaranteed by U.S. | $11,239,000 | 2,263 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $7,355,000 | 1,256 |
| Available-for-sale securities (fair market value) | $19,553,000 | 4,040 |
| Total debt securities | $26,908,000 | 3,686 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,961 |
| Fair value | $2,007,000 | 2,046 |
| 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 | $27,590,000 | 3,681 |
| U.S. Government securities | $27,590,000 | 2,866 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $27,590,000 | 2,792 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,688,000 | 3,560 |
| Mortgage-backed securities | $11,981,000 | 2,959 |
| Certificates of participation in pools of residential mortgages | $11,981,000 | 2,278 |
| Issued or guaranteed by U.S. | $11,981,000 | 2,273 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $7,448,000 | 1,265 |
| Available-for-sale securities (fair market value) | $20,142,000 | 4,018 |
| Total debt securities | $27,590,000 | 3,656 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 957 |
| Fair value | $4,987,000 | 1,004 |
| 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 | $52,304,000 | 2,286 |
| U.S. Government securities | $52,304,000 | 1,681 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $52,304,000 | 1,634 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,348,000 | 3,278 |
| Mortgage-backed securities | $36,594,000 | 1,521 |
| Certificates of participation in pools of residential mortgages | $31,372,000 | 1,180 |
| Issued or guaranteed by U.S. | $31,372,000 | 1,174 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $5,222,000 | 1,817 |
| CMOs issued by government agencies or sponsored agencies | $5,222,000 | 1,547 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $5,532,000 | 1,473 |
| Available-for-sale securities (fair market value) | $46,772,000 | 2,228 |
| Total debt securities | $52,304,000 | 2,263 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,166 |
| Fair value | $3,000,000 | 1,186 |
| 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 | $37,750,000 | 2,982 |
| U.S. Government securities | $37,750,000 | 2,211 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $37,750,000 | 2,150 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,859,000 | 3,945 |
| Mortgage-backed securities | $29,974,000 | 1,775 |
| Certificates of participation in pools of residential mortgages | $24,549,000 | 1,486 |
| Issued or guaranteed by U.S. | $24,549,000 | 1,479 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,425,000 | 1,780 |
| CMOs issued by government agencies or sponsored agencies | $5,425,000 | 1,484 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $1,216,000 | 2,367 |
| Available-for-sale securities (fair market value) | $36,534,000 | 2,728 |
| Total debt securities | $37,750,000 | 2,953 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $35,679,000 | 3,057 |
| U.S. Government securities | $35,679,000 | 2,265 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $35,679,000 | 2,218 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,133,000 | 3,876 |
| Mortgage-backed securities | $28,513,000 | 1,862 |
| Certificates of participation in pools of residential mortgages | $24,950,000 | 1,491 |
| Issued or guaranteed by U.S. | $24,950,000 | 1,483 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,563,000 | 2,068 |
| CMOs issued by government agencies or sponsored agencies | $3,563,000 | 1,749 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $58,000 | 3,265 |
| Available-for-sale securities (fair market value) | $35,621,000 | 2,739 |
| Total debt securities | $35,679,000 | 3,024 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,123 |
| Fair value | $989,000 | 1,247 |
| 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 | $22,634,000 | 4,118 |
| U.S. Government securities | $22,634,000 | 3,239 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $22,634,000 | 3,179 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,806,000 | 3,794 |
| Mortgage-backed securities | $18,619,000 | 2,517 |
| Certificates of participation in pools of residential mortgages | $18,475,000 | 1,934 |
| Issued or guaranteed by U.S. | $18,475,000 | 1,922 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $144,000 | 3,521 |
| CMOs issued by government agencies or sponsored agencies | $144,000 | 3,146 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,145,000 | 2,463 |
| Available-for-sale securities (fair market value) | $21,489,000 | 3,832 |
| Total debt securities | $22,634,000 | 4,083 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $20,721,000 | 4,367 |
| U.S. Government securities | $20,721,000 | 3,469 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $20,721,000 | 3,399 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,376,000 | 2,438 |
| Mortgage-backed securities | $15,686,000 | 2,707 |
| Certificates of participation in pools of residential mortgages | $15,544,000 | 2,098 |
| Issued or guaranteed by U.S. | $15,544,000 | 2,084 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $142,000 | 3,500 |
| CMOs issued by government agencies or sponsored agencies | $142,000 | 3,153 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,313,000 | 2,411 |
| Available-for-sale securities (fair market value) | $19,408,000 | 4,053 |
| Total debt securities | $20,721,000 | 4,332 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $24,143,000 | 3,893 |
| U.S. Government securities | $24,143,000 | 3,037 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $24,143,000 | 2,976 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $14,017,000 | 2,854 |
| Mortgage-backed securities | $16,110,000 | 2,576 |
| Certificates of participation in pools of residential mortgages | $15,968,000 | 1,992 |
| Issued or guaranteed by U.S. | $15,968,000 | 1,981 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $142,000 | 3,417 |
| CMOs issued by government agencies or sponsored agencies | $142,000 | 3,065 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,423,000 | 2,105 |
| Available-for-sale securities (fair market value) | $21,720,000 | 3,709 |
| Total debt securities | $24,143,000 | 3,863 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $28,575,000 | 3,568 |
| U.S. Government securities | $28,575,000 | 2,722 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $28,575,000 | 2,676 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $18,040,000 | 2,386 |
| Mortgage-backed securities | $16,798,000 | 2,508 |
| Certificates of participation in pools of residential mortgages | $16,657,000 | 1,922 |
| Issued or guaranteed by U.S. | $16,657,000 | 1,912 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $141,000 | 3,416 |
| CMOs issued by government agencies or sponsored agencies | $141,000 | 3,083 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,620,000 | 2,050 |
| Available-for-sale securities (fair market value) | $25,955,000 | 3,381 |
| Total debt securities | $28,575,000 | 3,527 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $34,077,000 | 3,128 |
| U.S. Government securities | $34,077,000 | 2,346 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $34,077,000 | 2,301 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $22,741,000 | 2,037 |
| Mortgage-backed securities | $18,216,000 | 2,301 |
| Certificates of participation in pools of residential mortgages | $18,075,000 | 1,745 |
| Issued or guaranteed by U.S. | $18,075,000 | 1,734 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $141,000 | 3,406 |
| CMOs issued by government agencies or sponsored agencies | $141,000 | 3,066 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,967,000 | 2,010 |
| Available-for-sale securities (fair market value) | $31,110,000 | 2,979 |
| Total debt securities | $34,077,000 | 3,084 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $34,372,000 | 3,124 |
| U.S. Government securities | $34,372,000 | 2,357 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $34,372,000 | 2,309 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,940,000 | 2,222 |
| Mortgage-backed securities | $14,686,000 | 2,360 |
| Certificates of participation in pools of residential mortgages | $14,546,000 | 1,798 |
| Issued or guaranteed by U.S. | $14,546,000 | 1,788 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $140,000 | 3,333 |
| CMOs issued by government agencies or sponsored agencies | $140,000 | 3,014 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,084,000 | 1,850 |
| Available-for-sale securities (fair market value) | $30,288,000 | 3,032 |
| Total debt securities | $34,372,000 | 3,081 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| 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 | $39,654,000 | 2,789 |
| U.S. Government securities | $39,654,000 | 2,076 |
| U.S. Treasury securities | $1,001,000 | 761 |
| U.S. Government agency obligations | $38,653,000 | 2,080 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,892,000 | 1,979 |
| Mortgage-backed securities | $15,031,000 | 2,170 |
| Certificates of participation in pools of residential mortgages | $14,891,000 | 1,642 |
| Issued or guaranteed by U.S. | $14,891,000 | 1,632 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $140,000 | 3,287 |
| CMOs issued by government agencies or sponsored agencies | $140,000 | 2,966 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,147,000 | 1,604 |
| Available-for-sale securities (fair market value) | $33,507,000 | 2,794 |
| Total debt securities | $39,654,000 | 2,741 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| 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 | $42,286,000 | 2,637 |
| U.S. Government securities | $42,286,000 | 1,987 |
| U.S. Treasury securities | $998,000 | 854 |
| U.S. Government agency obligations | $41,288,000 | 1,964 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,643,000 | 2,126 |
| Mortgage-backed securities | $13,077,000 | 2,286 |
| Certificates of participation in pools of residential mortgages | $12,937,000 | 1,760 |
| Issued or guaranteed by U.S. | $12,937,000 | 1,754 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $140,000 | 3,260 |
| CMOs issued by government agencies or sponsored agencies | $140,000 | 2,945 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,710,000 | 1,556 |
| Available-for-sale securities (fair market value) | $35,576,000 | 2,648 |
| Total debt securities | $42,286,000 | 2,594 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| 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 | $36,827,000 | 2,979 |
| U.S. Government securities | $36,827,000 | 2,268 |
| U.S. Treasury securities | $996,000 | 950 |
| U.S. Government agency obligations | $35,831,000 | 2,249 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,677,000 | 1,978 |
| Mortgage-backed securities | $3,628,000 | 4,057 |
| Certificates of participation in pools of residential mortgages | $3,488,000 | 3,491 |
| Issued or guaranteed by U.S. | $3,488,000 | 3,471 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $140,000 | 3,237 |
| CMOs issued by government agencies or sponsored agencies | $140,000 | 2,946 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,764,000 | 1,298 |
| Available-for-sale securities (fair market value) | $27,063,000 | 3,241 |
| Total debt securities | $36,827,000 | 2,934 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| 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 | $39,030,000 | 2,864 |
| U.S. Government securities | $39,030,000 | 2,179 |
| U.S. Treasury securities | $994,000 | 1,004 |
| U.S. Government agency obligations | $38,036,000 | 2,178 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,177,000 | 1,770 |
| Mortgage-backed securities | $2,383,000 | 4,534 |
| Certificates of participation in pools of residential mortgages | $2,243,000 | 4,043 |
| Issued or guaranteed by U.S. | $2,243,000 | 4,032 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $140,000 | 3,249 |
| CMOs issued by government agencies or sponsored agencies | $140,000 | 2,960 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,282,000 | 1,114 |
| Available-for-sale securities (fair market value) | $25,748,000 | 3,378 |
| Total debt securities | $39,030,000 | 2,821 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $38,492,000 | 2,916 |
| U.S. Government securities | $38,492,000 | 2,233 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $38,492,000 | 2,172 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,217,000 | 1,570 |
| Mortgage-backed securities | $2,789,000 | 4,359 |
| Certificates of participation in pools of residential mortgages | $2,643,000 | 3,848 |
| Issued or guaranteed by U.S. | $2,643,000 | 3,827 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $146,000 | 3,210 |
| CMOs issued by government agencies or sponsored agencies | $146,000 | 2,923 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,515,000 | 1,045 |
| Available-for-sale securities (fair market value) | $22,977,000 | 3,658 |
| Total debt securities | $38,492,000 | 2,882 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $39,418,000 | 2,850 |
| U.S. Government securities | $39,418,000 | 2,203 |
| U.S. Treasury securities | $997,000 | 1,049 |
| U.S. Government agency obligations | $38,421,000 | 2,163 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,502,000 | 1,697 |
| Mortgage-backed securities | $3,243,000 | 4,188 |
| Certificates of participation in pools of residential mortgages | $3,097,000 | 3,662 |
| Issued or guaranteed by U.S. | $3,097,000 | 3,647 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $146,000 | 3,222 |
| CMOs issued by government agencies or sponsored agencies | $146,000 | 2,915 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,156,000 | 1,123 |
| Available-for-sale securities (fair market value) | $25,262,000 | 3,429 |
| Total debt securities | $39,417,000 | 2,815 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| 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 | $36,360,000 | 3,076 |
| U.S. Government securities | $36,360,000 | 2,390 |
| U.S. Treasury securities | $991,000 | 1,163 |
| U.S. Government agency obligations | $35,369,000 | 2,385 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,321,000 | 2,522 |
| Mortgage-backed securities | $3,672,000 | 4,045 |
| Certificates of participation in pools of residential mortgages | $3,526,000 | 3,521 |
| Issued or guaranteed by U.S. | $3,526,000 | 3,506 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $146,000 | 3,249 |
| CMOs issued by government agencies or sponsored agencies | $146,000 | 2,939 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,311,000 | 1,237 |
| Available-for-sale securities (fair market value) | $24,049,000 | 3,582 |
| Total debt securities | $36,361,000 | 3,028 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $32,746,000 | 3,317 |
| U.S. Government securities | $32,746,000 | 2,586 |
| U.S. Treasury securities | $988,000 | 1,202 |
| U.S. Government agency obligations | $31,758,000 | 2,571 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,193,000 | 1,961 |
| Mortgage-backed securities | $4,072,000 | 3,942 |
| Certificates of participation in pools of residential mortgages | $3,892,000 | 3,407 |
| Issued or guaranteed by U.S. | $3,892,000 | 3,394 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $180,000 | 3,207 |
| CMOs issued by government agencies or sponsored agencies | $180,000 | 2,907 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,258,000 | 1,166 |
| Available-for-sale securities (fair market value) | $18,488,000 | 4,185 |
| Total debt securities | $32,746,000 | 3,271 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $32,585,000 | 3,324 |
| U.S. Government securities | $32,585,000 | 2,573 |
| U.S. Treasury securities | $1,986,000 | 898 |
| U.S. Government agency obligations | $30,599,000 | 2,623 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,588,000 | 2,042 |
| Mortgage-backed securities | $4,838,000 | 3,771 |
| Certificates of participation in pools of residential mortgages | $4,582,000 | 3,253 |
| Issued or guaranteed by U.S. | $4,582,000 | 3,241 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $256,000 | 3,114 |
| CMOs issued by government agencies or sponsored agencies | $256,000 | 2,819 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,002,000 | 1,085 |
| Available-for-sale securities (fair market value) | $16,583,000 | 4,446 |
| Total debt securities | $32,582,000 | 3,271 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $32,964,000 | 3,349 |
| U.S. Government securities | $32,964,000 | 2,582 |
| U.S. Treasury securities | $2,486,000 | 831 |
| U.S. Government agency obligations | $30,478,000 | 2,671 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,003,000 | 1,849 |
| Mortgage-backed securities | $5,972,000 | 3,554 |
| Certificates of participation in pools of residential mortgages | $5,572,000 | 3,063 |
| Issued or guaranteed by U.S. | $5,572,000 | 3,050 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $400,000 | 3,018 |
| CMOs issued by government agencies or sponsored agencies | $400,000 | 2,736 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,367,000 | 1,030 |
| Available-for-sale securities (fair market value) | $15,597,000 | 4,638 |
| Total debt securities | $32,964,000 | 3,300 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $33,911,000 | 3,310 |
| U.S. Government securities | $33,911,000 | 2,576 |
| U.S. Treasury securities | $2,479,000 | 906 |
| U.S. Government agency obligations | $31,432,000 | 2,635 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,975,000 | 3,019 |
| Mortgage-backed securities | $6,917,000 | 3,429 |
| Certificates of participation in pools of residential mortgages | $6,374,000 | 2,950 |
| Issued or guaranteed by U.S. | $6,374,000 | 2,939 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $543,000 | 2,912 |
| CMOs issued by government agencies or sponsored agencies | $543,000 | 2,644 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,705,000 | 1,035 |
| Available-for-sale securities (fair market value) | $16,206,000 | 4,623 |
| Total debt securities | $33,911,000 | 3,258 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $34,591,000 | 3,265 |
| U.S. Government securities | $34,591,000 | 2,547 |
| U.S. Treasury securities | $2,486,000 | 932 |
| U.S. Government agency obligations | $32,105,000 | 2,604 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,226,000 | 1,320 |
| Mortgage-backed securities | $7,483,000 | 3,361 |
| Certificates of participation in pools of residential mortgages | $6,842,000 | 2,871 |
| Issued or guaranteed by U.S. | $6,842,000 | 2,862 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $641,000 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $641,000 | 2,632 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,956,000 | 1,013 |
| Available-for-sale securities (fair market value) | $16,635,000 | 4,573 |
| Total debt securities | $34,591,000 | 3,211 |
| 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 | $35,942,000 | 3,164 |
| U.S. Government securities | $35,942,000 | 2,432 |
| U.S. Treasury securities | $3,003,000 | 832 |
| U.S. Government agency obligations | $32,939,000 | 2,538 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,735,000 | 2,436 |
| Mortgage-backed securities | $6,718,000 | 3,542 |
| Certificates of participation in pools of residential mortgages | $6,042,000 | 3,068 |
| Issued or guaranteed by U.S. | $6,042,000 | 3,062 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $676,000 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $676,000 | 2,635 |
| 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) | $18,659,000 | 994 |
| Available-for-sale securities (fair market value) | $17,283,000 | 4,466 |
| Total debt securities | $35,942,000 | 3,103 |
| 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 | $41,955,000 | 2,824 |
| U.S. Government securities | $41,955,000 | 2,148 |
| U.S. Treasury securities | $3,003,000 | 876 |
| U.S. Government agency obligations | $38,952,000 | 2,226 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,286,000 | 1,783 |
| Mortgage-backed securities | $7,230,000 | 3,492 |
| Certificates of participation in pools of residential mortgages | $6,524,000 | 3,019 |
| Issued or guaranteed by U.S. | $6,524,000 | 3,012 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $706,000 | 2,914 |
| CMOs issued by government agencies or sponsored agencies | $706,000 | 2,666 |
| 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) | $18,900,000 | 993 |
| Available-for-sale securities (fair market value) | $23,055,000 | 3,810 |
| Total debt securities | $41,955,000 | 2,761 |
| 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 | $34,648,000 | 3,285 |
| U.S. Government securities | $34,648,000 | 2,520 |
| U.S. Treasury securities | $2,047,000 | 1,020 |
| U.S. Government agency obligations | $32,601,000 | 2,547 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,544,000 | 1,687 |
| Mortgage-backed securities | $4,522,000 | 4,208 |
| Certificates of participation in pools of residential mortgages | $3,790,000 | 3,839 |
| Issued or guaranteed by U.S. | $3,790,000 | 3,831 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $732,000 | 2,952 |
| CMOs issued by government agencies or sponsored agencies | $732,000 | 2,691 |
| 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) | $18,239,000 | 989 |
| Available-for-sale securities (fair market value) | $16,409,000 | 4,656 |
| Total debt securities | $34,648,000 | 3,219 |
| 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 | $28,329,000 | 3,876 |
| U.S. Government securities | $28,329,000 | 3,038 |
| U.S. Treasury securities | $1,034,000 | 1,397 |
| U.S. Government agency obligations | $27,295,000 | 3,011 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,654,000 | 1,655 |
| Mortgage-backed securities | $2,643,000 | 4,873 |
| Certificates of participation in pools of residential mortgages | $1,863,000 | 4,677 |
| Issued or guaranteed by U.S. | $1,863,000 | 4,658 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $780,000 | 2,944 |
| CMOs issued by government agencies or sponsored agencies | $780,000 | 2,802 |
| 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) | $15,052,000 | 1,153 |
| Available-for-sale securities (fair market value) | $13,277,000 | 5,185 |
| Total debt securities | $28,329,000 | 3,808 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $25,540,000 | 4,083 |
| U.S. Government securities | $25,540,000 | 3,185 |
| U.S. Treasury securities | $1,042,000 | 1,425 |
| U.S. Government agency obligations | $24,498,000 | 3,174 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,941,000 | 1,806 |
| Mortgage-backed securities | $2,803,000 | 4,810 |
| Certificates of participation in pools of residential mortgages | $1,937,000 | 4,631 |
| Issued or guaranteed by U.S. | $1,937,000 | 4,610 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $866,000 | 2,933 |
| CMOs issued by government agencies or sponsored agencies | $866,000 | 2,782 |
| 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) | $13,729,000 | 1,194 |
| Available-for-sale securities (fair market value) | $11,811,000 | 5,441 |
| Total debt securities | $25,540,000 | 3,995 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $16,284,000 | 5,262 |
| U.S. Government securities | $16,284,000 | 4,240 |
| U.S. Treasury securities | $552,000 | 1,769 |
| U.S. Government agency obligations | $15,732,000 | 4,184 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,211,000 | 3,696 |
| Mortgage-backed securities | $2,003,000 | 5,314 |
| Certificates of participation in pools of residential mortgages | $1,005,000 | 5,360 |
| Issued or guaranteed by U.S. | $1,005,000 | 5,335 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $998,000 | 3,041 |
| CMOs issued by government agencies or sponsored agencies | $998,000 | 2,890 |
| 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) | $10,224,000 | 1,431 |
| Available-for-sale securities (fair market value) | $6,060,000 | 6,657 |
| Total debt securities | $16,284,000 | 5,167 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $13,350,000 | 5,798 |
| U.S. Government securities | $10,354,000 | 5,507 |
| U.S. Treasury securities | $554,000 | 1,799 |
| U.S. Government agency obligations | $9,800,000 | 5,442 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $2,996,000 | 1,864 |
| Privately issued residential mortgage-backed securities | $2,996,000 | 484 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,161,000 | 3,248 |
| Mortgage-backed securities | $2,996,000 | 4,887 |
| 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 | $2,996,000 | 2,239 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $2,996,000 | 431 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,633,000 | 1,869 |
| Available-for-sale securities (fair market value) | $6,717,000 | 6,529 |
| Total debt securities | $13,350,000 | 5,704 |
| 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 | $11,828,000 | 6,101 |
| U.S. Government securities | $9,815,000 | 5,631 |
| U.S. Treasury securities | $560,000 | 1,894 |
| U.S. Government agency obligations | $9,255,000 | 5,588 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $2,013,000 | 2,205 |
| Privately issued residential mortgage-backed securities | $2,013,000 | 534 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,815,000 | 3,101 |
| Mortgage-backed securities | $2,013,000 | 5,312 |
| 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 | $2,013,000 | 2,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $2,013,000 | 475 |
| 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) | $5,645,000 | 2,058 |
| Available-for-sale securities (fair market value) | $6,183,000 | 6,630 |
| Total debt securities | $11,828,000 | 6,004 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $8,837,000 | 6,799 |
| U.S. Government securities | $8,837,000 | 5,832 |
| U.S. Treasury securities | $1,553,000 | 1,582 |
| U.S. Government agency obligations | $7,284,000 | 6,115 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,088,000 | 3,985 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,076,000 | 2,275 |
| Available-for-sale securities (fair market value) | $3,761,000 | 7,377 |
| Total debt securities | $8,837,000 | 6,688 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $4,298,000 | 8,601 |
| U.S. Government securities | $4,196,000 | 8,093 |
| U.S. Treasury securities | $1,850,000 | 2,067 |
| U.S. Government agency obligations | $2,346,000 | 8,546 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $102,000 | 6,781 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,204,000 | 6,123 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,500,000 | 4,146 |
| Available-for-sale securities (fair market value) | $2,798,000 | 7,924 |
| Total debt securities | $4,196,000 | 8,518 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $4,028,000 | 9,006 |
| U.S. Government securities | $3,926,000 | 8,543 |
| U.S. Treasury securities | $1,341,000 | 3,287 |
| U.S. Government agency obligations | $2,585,000 | 8,640 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $102,000 | 6,718 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,949,000 | 6,410 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 5,341 |
| Available-for-sale securities (fair market value) | $3,528,000 | 7,905 |
| Total debt securities | $3,926,000 | 8,936 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |