Home > Hopewell Valley Community Bank > Securities
Hopewell Valley Community Bank, Securities
| 2015-12-31 | Rank | |
| Total securities | $60,921,000 | 2,140 |
| U.S. Government securities | $25,540,000 | 2,683 |
| U.S. Treasury securities | $8,890,000 | 439 |
| U.S. Government agency obligations | $16,650,000 | 3,251 |
| Securities issued by states & political subdivisions | $26,024,000 | 1,521 |
| Other domestic debt securities | $4,236,000 | 936 |
| 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 | $4,236,000 | 706 |
| Foreign debt securities | $2,474,000 | 119 |
| Equity securities | $2,647,000 | 349 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,736,000 | 1,263 |
| Mortgage-backed securities | $6,256,000 | 3,306 |
| Certificates of participation in pools of residential mortgages | $4,367,000 | 3,171 |
| Issued or guaranteed by U.S. | $4,367,000 | 3,169 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $1,889,000 | 795 |
| Commercial mortgage pass-through securities | $1,889,000 | 490 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $26,024,000 | 669 |
| Available-for-sale securities (fair market value) | $34,897,000 | 2,822 |
| Total debt securities | $58,274,000 | 2,180 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 385 |
| Fair value | $4,935,000 | 403 |
| 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 | $64,060,000 | 2,078 |
| U.S. Government securities | $27,134,000 | 2,640 |
| U.S. Treasury securities | $8,978,000 | 413 |
| U.S. Government agency obligations | $18,156,000 | 3,191 |
| Securities issued by states & political subdivisions | $27,072,000 | 1,454 |
| Other domestic debt securities | $4,756,000 | 898 |
| 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 | $4,756,000 | 669 |
| Foreign debt securities | $2,476,000 | 123 |
| Equity securities | $2,622,000 | 358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,732,000 | 1,224 |
| Mortgage-backed securities | $6,745,000 | 3,279 |
| Certificates of participation in pools of residential mortgages | $4,800,000 | 3,106 |
| Issued or guaranteed by U.S. | $4,800,000 | 3,103 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $1,945,000 | 760 |
| Commercial mortgage pass-through securities | $1,945,000 | 462 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $27,072,000 | 647 |
| Available-for-sale securities (fair market value) | $36,988,000 | 2,760 |
| Total debt securities | $61,438,000 | 2,118 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 447 |
| Fair value | $4,951,000 | 479 |
| 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 | $66,884,000 | 2,050 |
| U.S. Government securities | $28,992,000 | 2,608 |
| U.S. Treasury securities | $8,856,000 | 410 |
| U.S. Government agency obligations | $20,136,000 | 3,107 |
| Securities issued by states & political subdivisions | $25,075,000 | 1,536 |
| Other domestic debt securities | $6,780,000 | 749 |
| 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 | $6,780,000 | 542 |
| Foreign debt securities | $3,462,000 | 111 |
| Equity securities | $2,575,000 | 361 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,309,000 | 1,416 |
| Mortgage-backed securities | $6,897,000 | 3,344 |
| Certificates of participation in pools of residential mortgages | $4,993,000 | 3,147 |
| Issued or guaranteed by U.S. | $4,993,000 | 3,145 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $1,904,000 | 723 |
| Commercial mortgage pass-through securities | $1,904,000 | 442 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $25,075,000 | 690 |
| Available-for-sale securities (fair market value) | $41,809,000 | 2,591 |
| Total debt securities | $64,309,000 | 2,087 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 367 |
| Fair value | $7,805,000 | 378 |
| 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 | $66,211,000 | 2,092 |
| U.S. Government securities | $27,936,000 | 2,715 |
| U.S. Treasury securities | $6,032,000 | 501 |
| U.S. Government agency obligations | $21,904,000 | 3,036 |
| Securities issued by states & political subdivisions | $24,627,000 | 1,535 |
| Other domestic debt securities | $7,628,000 | 686 |
| 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 | $7,628,000 | 495 |
| Foreign debt securities | $3,466,000 | 113 |
| Equity securities | $2,554,000 | 367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,907,000 | 1,576 |
| Mortgage-backed securities | $7,299,000 | 3,338 |
| Certificates of participation in pools of residential mortgages | $5,265,000 | 3,164 |
| Issued or guaranteed by U.S. | $5,265,000 | 3,162 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $2,034,000 | 679 |
| Commercial mortgage pass-through securities | $2,034,000 | 402 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $24,627,000 | 695 |
| Available-for-sale securities (fair market value) | $41,584,000 | 2,624 |
| Total debt securities | $63,657,000 | 2,121 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 337 |
| Fair value | $9,971,000 | 348 |
| 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 | $69,332,000 | 2,029 |
| U.S. Government securities | $29,944,000 | 2,623 |
| U.S. Treasury securities | $5,989,000 | 522 |
| U.S. Government agency obligations | $23,955,000 | 2,934 |
| Securities issued by states & political subdivisions | $24,662,000 | 1,531 |
| Other domestic debt securities | $8,257,000 | 652 |
| 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 | $8,257,000 | 461 |
| Foreign debt securities | $3,966,000 | 97 |
| Equity securities | $2,503,000 | 363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,829,000 | 1,510 |
| Mortgage-backed securities | $7,443,000 | 3,372 |
| Certificates of participation in pools of residential mortgages | $5,475,000 | 3,183 |
| Issued or guaranteed by U.S. | $5,475,000 | 3,180 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $1,968,000 | 685 |
| Commercial mortgage pass-through securities | $1,968,000 | 421 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $25,161,000 | 691 |
| Available-for-sale securities (fair market value) | $44,171,000 | 2,561 |
| Total debt securities | $66,829,000 | 2,070 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 281 |
| Fair value | $11,939,000 | 281 |
| 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 | $97,121,000 | 1,511 |
| U.S. Government securities | $57,686,000 | 1,642 |
| U.S. Treasury securities | $27,855,000 | 193 |
| U.S. Government agency obligations | $29,831,000 | 2,622 |
| Securities issued by states & political subdivisions | $24,215,000 | 1,568 |
| Other domestic debt securities | $8,792,000 | 653 |
| 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 | $8,792,000 | 450 |
| Foreign debt securities | $3,966,000 | 94 |
| Equity securities | $2,462,000 | 368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,503,000 | 1,492 |
| Mortgage-backed securities | $7,787,000 | 3,408 |
| Certificates of participation in pools of residential mortgages | $5,906,000 | 3,190 |
| Issued or guaranteed by U.S. | $5,906,000 | 3,187 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $1,881,000 | 671 |
| Commercial mortgage pass-through securities | $1,881,000 | 429 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $24,712,000 | 699 |
| Available-for-sale securities (fair market value) | $72,409,000 | 1,780 |
| Total debt securities | $94,659,000 | 1,530 |
| Structured notes | ||
| Amortized cost | $18,000,000 | 213 |
| Fair value | $17,572,000 | 219 |
| 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 | $70,364,000 | 2,043 |
| U.S. Government securities | $30,189,000 | 2,729 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $30,189,000 | 2,643 |
| Securities issued by states & political subdivisions | $24,527,000 | 1,555 |
| Other domestic debt securities | $9,288,000 | 648 |
| 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 | $9,288,000 | 444 |
| Foreign debt securities | $3,952,000 | 93 |
| Equity securities | $2,408,000 | 388 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,707,000 | 2,206 |
| Mortgage-backed securities | $8,356,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | $6,495,000 | 3,157 |
| Issued or guaranteed by U.S. | $6,495,000 | 3,156 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $1,861,000 | 662 |
| Commercial mortgage pass-through securities | $1,861,000 | 433 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $25,021,000 | 691 |
| Available-for-sale securities (fair market value) | $45,343,000 | 2,600 |
| Total debt securities | $67,956,000 | 2,075 |
| Structured notes | ||
| Amortized cost | $18,000,000 | 237 |
| Fair value | $17,384,000 | 243 |
| 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 | $77,866,000 | 1,878 |
| U.S. Government securities | $37,832,000 | 2,369 |
| U.S. Treasury securities | $6,005,000 | 427 |
| U.S. Government agency obligations | $31,827,000 | 2,584 |
| Securities issued by states & political subdivisions | $24,698,000 | 1,535 |
| Other domestic debt securities | $9,287,000 | 673 |
| 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 | $9,287,000 | 459 |
| Foreign debt securities | $3,934,000 | 101 |
| Equity securities | $2,115,000 | 412 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,730,000 | 2,203 |
| Mortgage-backed securities | $8,540,000 | 3,398 |
| Certificates of participation in pools of residential mortgages | $6,715,000 | 3,130 |
| Issued or guaranteed by U.S. | $6,715,000 | 3,130 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $1,825,000 | 651 |
| Commercial mortgage pass-through securities | $1,825,000 | 418 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $25,190,000 | 678 |
| Available-for-sale securities (fair market value) | $52,676,000 | 2,351 |
| Total debt securities | $75,751,000 | 1,902 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 225 |
| Fair value | $18,937,000 | 231 |
| 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 | $79,873,000 | 1,843 |
| U.S. Government securities | $37,207,000 | 2,372 |
| U.S. Treasury securities | $5,926,000 | 417 |
| U.S. Government agency obligations | $31,281,000 | 2,596 |
| Securities issued by states & political subdivisions | $24,923,000 | 1,522 |
| Other domestic debt securities | $9,756,000 | 697 |
| 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 | $9,756,000 | 463 |
| Foreign debt securities | $5,920,000 | 80 |
| Equity securities | $2,067,000 | 427 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,927,000 | 2,174 |
| Mortgage-backed securities | $8,686,000 | 3,365 |
| Certificates of participation in pools of residential mortgages | $6,924,000 | 3,112 |
| Issued or guaranteed by U.S. | $6,924,000 | 3,110 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $1,762,000 | 613 |
| Commercial mortgage pass-through securities | $1,762,000 | 384 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $25,412,000 | 665 |
| Available-for-sale securities (fair market value) | $54,461,000 | 2,278 |
| Total debt securities | $77,806,000 | 1,855 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 227 |
| Fair value | $18,357,000 | 234 |
| 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 | $72,949,000 | 1,995 |
| U.S. Government securities | $30,110,000 | 2,764 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $30,110,000 | 2,695 |
| Securities issued by states & political subdivisions | $25,070,000 | 1,518 |
| Other domestic debt securities | $9,764,000 | 716 |
| 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 | $9,764,000 | 476 |
| Foreign debt securities | $5,957,000 | 81 |
| Equity securities | $2,048,000 | 448 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,111,000 | 2,155 |
| Mortgage-backed securities | $9,036,000 | 3,338 |
| Certificates of participation in pools of residential mortgages | $7,246,000 | 3,066 |
| Issued or guaranteed by U.S. | $7,246,000 | 3,063 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $1,790,000 | 598 |
| Commercial mortgage pass-through securities | $1,790,000 | 367 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $25,557,000 | 643 |
| Available-for-sale securities (fair market value) | $47,392,000 | 2,564 |
| Total debt securities | $70,901,000 | 2,015 |
| Structured notes | ||
| Amortized cost | $18,000,000 | 243 |
| Fair value | $16,708,000 | 249 |
| 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 | $76,148,000 | 1,915 |
| U.S. Government securities | $31,913,000 | 2,647 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $31,913,000 | 2,580 |
| Securities issued by states & political subdivisions | $25,514,000 | 1,470 |
| Other domestic debt securities | $10,257,000 | 694 |
| 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 | $10,257,000 | 454 |
| Foreign debt securities | $6,451,000 | 83 |
| Equity securities | $2,013,000 | 443 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,048,000 | 2,205 |
| Mortgage-backed securities | $9,773,000 | 3,248 |
| Certificates of participation in pools of residential mortgages | $7,925,000 | 2,933 |
| Issued or guaranteed by U.S. | $7,925,000 | 2,931 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $1,848,000 | 577 |
| Commercial mortgage pass-through securities | $1,848,000 | 364 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $25,999,000 | 589 |
| Available-for-sale securities (fair market value) | $50,149,000 | 2,439 |
| Total debt securities | $74,135,000 | 1,935 |
| Structured notes | ||
| Amortized cost | $18,000,000 | 239 |
| Fair value | $17,435,000 | 240 |
| 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 | $88,266,000 | 1,708 |
| U.S. Government securities | $41,292,000 | 2,224 |
| U.S. Treasury securities | $5,101,000 | 446 |
| U.S. Government agency obligations | $36,191,000 | 2,397 |
| Securities issued by states & political subdivisions | $27,130,000 | 1,374 |
| Other domestic debt securities | $11,314,000 | 657 |
| 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 | $11,314,000 | 431 |
| Foreign debt securities | $6,522,000 | 82 |
| Equity securities | $2,008,000 | 468 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,974,000 | 1,369 |
| Mortgage-backed securities | $11,271,000 | 3,141 |
| Certificates of participation in pools of residential mortgages | $9,285,000 | 2,747 |
| Issued or guaranteed by U.S. | $9,285,000 | 2,746 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $1,986,000 | 493 |
| Commercial mortgage pass-through securities | $1,986,000 | 330 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $27,612,000 | 540 |
| Available-for-sale securities (fair market value) | $60,654,000 | 2,140 |
| Total debt securities | $86,258,000 | 1,716 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 210 |
| Fair value | $19,944,000 | 216 |
| 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 | $101,156,000 | 1,462 |
| U.S. Government securities | $53,715,000 | 1,747 |
| U.S. Treasury securities | $11,103,000 | 270 |
| U.S. Government agency obligations | $42,612,000 | 2,062 |
| Securities issued by states & political subdivisions | $26,490,000 | 1,368 |
| Other domestic debt securities | $11,276,000 | 647 |
| 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 | $11,276,000 | 416 |
| Foreign debt securities | $7,510,000 | 79 |
| Equity securities | $2,165,000 | 430 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,352,000 | 1,357 |
| Mortgage-backed securities | $12,612,000 | 3,030 |
| Certificates of participation in pools of residential mortgages | $10,574,000 | 2,583 |
| Issued or guaranteed by U.S. | $10,574,000 | 2,581 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $2,038,000 | 399 |
| Commercial mortgage pass-through securities | $2,038,000 | 274 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $26,970,000 | 544 |
| Available-for-sale securities (fair market value) | $74,186,000 | 1,777 |
| Total debt securities | $98,991,000 | 1,476 |
| Structured notes | ||
| Amortized cost | $24,000,000 | 180 |
| Fair value | $23,963,000 | 183 |
| 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 | $90,047,000 | 1,636 |
| U.S. Government securities | $46,546,000 | 2,021 |
| U.S. Treasury securities | $8,093,000 | 303 |
| U.S. Government agency obligations | $38,453,000 | 2,300 |
| Securities issued by states & political subdivisions | $23,406,000 | 1,510 |
| Other domestic debt securities | $10,429,000 | 696 |
| 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 | $10,429,000 | 464 |
| Foreign debt securities | $7,523,000 | 78 |
| Equity securities | $2,143,000 | 440 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,803,000 | 1,322 |
| Mortgage-backed securities | $11,499,000 | 3,275 |
| Certificates of participation in pools of residential mortgages | $11,499,000 | 2,608 |
| Issued or guaranteed by U.S. | $11,499,000 | 2,606 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $23,884,000 | 595 |
| Available-for-sale securities (fair market value) | $66,163,000 | 1,950 |
| Total debt securities | $87,904,000 | 1,659 |
| Structured notes | ||
| Amortized cost | $21,000,000 | 219 |
| Fair value | $20,912,000 | 220 |
| 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 | $81,856,000 | 1,786 |
| U.S. Government securities | $41,820,000 | 2,219 |
| U.S. Treasury securities | $2,203,000 | 577 |
| U.S. Government agency obligations | $39,617,000 | 2,274 |
| Securities issued by states & political subdivisions | $21,300,000 | 1,617 |
| Other domestic debt securities | $11,170,000 | 675 |
| 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 | $11,170,000 | 430 |
| Foreign debt securities | $6,461,000 | 74 |
| Equity securities | $1,105,000 | 560 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,566,000 | 1,632 |
| Mortgage-backed securities | $13,235,000 | 3,112 |
| Certificates of participation in pools of residential mortgages | $13,235,000 | 2,441 |
| Issued or guaranteed by U.S. | $13,235,000 | 2,440 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $21,775,000 | 625 |
| Available-for-sale securities (fair market value) | $60,081,000 | 2,118 |
| Total debt securities | $80,751,000 | 1,781 |
| Structured notes | ||
| Amortized cost | $20,143,000 | 240 |
| Fair value | $20,207,000 | 240 |
| 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 | $81,308,000 | 1,803 |
| U.S. Government securities | $49,759,000 | 1,969 |
| U.S. Treasury securities | $4,043,000 | 472 |
| U.S. Government agency obligations | $45,716,000 | 2,054 |
| Securities issued by states & political subdivisions | $17,231,000 | 1,862 |
| Other domestic debt securities | $13,182,000 | 607 |
| 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 | $13,182,000 | 387 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $1,136,000 | 540 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,829,000 | 1,635 |
| Mortgage-backed securities | $14,643,000 | 2,989 |
| Certificates of participation in pools of residential mortgages | $14,643,000 | 2,312 |
| Issued or guaranteed by U.S. | $14,643,000 | 2,308 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $19,704,000 | 684 |
| Available-for-sale securities (fair market value) | $61,604,000 | 2,077 |
| Total debt securities | $80,172,000 | 1,812 |
| Structured notes | ||
| Amortized cost | $21,000,000 | 278 |
| Fair value | $20,809,000 | 278 |
| 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 | $67,874,000 | 2,039 |
| U.S. Government securities | $45,095,000 | 2,049 |
| U.S. Treasury securities | $4,287,000 | 430 |
| U.S. Government agency obligations | $40,808,000 | 2,146 |
| Securities issued by states & political subdivisions | $14,649,000 | 2,071 |
| Other domestic debt securities | $7,033,000 | 883 |
| 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 | $7,033,000 | 560 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $1,097,000 | 530 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,508,000 | 1,510 |
| Mortgage-backed securities | $15,433,000 | 2,835 |
| Certificates of participation in pools of residential mortgages | $15,433,000 | 2,134 |
| Issued or guaranteed by U.S. | $15,433,000 | 2,130 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| 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) | $17,120,000 | 765 |
| Available-for-sale securities (fair market value) | $50,754,000 | 2,329 |
| Total debt securities | $66,777,000 | 2,044 |
| Structured notes | ||
| Amortized cost | $17,000,000 | 328 |
| Fair value | $17,024,000 | 331 |
| 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 | $66,815,000 | 2,005 |
| U.S. Government securities | $47,311,000 | 1,918 |
| U.S. Treasury securities | $4,319,000 | 452 |
| U.S. Government agency obligations | $42,992,000 | 2,009 |
| Securities issued by states & political subdivisions | $12,524,000 | 2,243 |
| Other domestic debt securities | $5,695,000 | 973 |
| 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 | $5,695,000 | 602 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $1,285,000 | 512 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,451,000 | 1,524 |
| Mortgage-backed securities | $17,065,000 | 2,658 |
| Certificates of participation in pools of residential mortgages | $17,065,000 | 1,954 |
| Issued or guaranteed by U.S. | $17,065,000 | 1,949 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| 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) | $12,524,000 | 892 |
| Available-for-sale securities (fair market value) | $54,291,000 | 2,157 |
| Total debt securities | $65,530,000 | 2,015 |
| Structured notes | ||
| Amortized cost | $19,425,000 | 280 |
| Fair value | $19,466,000 | 281 |
| 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 | $63,476,000 | 2,085 |
| U.S. Government securities | $47,976,000 | 1,917 |
| U.S. Treasury securities | $10,999,000 | 285 |
| U.S. Government agency obligations | $36,977,000 | 2,306 |
| Securities issued by states & political subdivisions | $8,334,000 | 2,786 |
| Other domestic debt securities | $5,935,000 | 923 |
| 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 | $5,935,000 | 550 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $1,231,000 | 521 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,906,000 | 1,695 |
| Mortgage-backed securities | $16,294,000 | 2,658 |
| Certificates of participation in pools of residential mortgages | $16,294,000 | 1,941 |
| Issued or guaranteed by U.S. | $16,294,000 | 1,939 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| 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) | $8,334,000 | 1,118 |
| Available-for-sale securities (fair market value) | $55,142,000 | 2,131 |
| Total debt securities | $62,245,000 | 2,106 |
| Structured notes | ||
| Amortized cost | $13,150,000 | 548 |
| Fair value | $13,163,000 | 550 |
| 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 | $69,027,000 | 1,932 |
| U.S. Government securities | $52,177,000 | 1,797 |
| U.S. Treasury securities | $10,543,000 | 316 |
| U.S. Government agency obligations | $41,634,000 | 2,079 |
| Securities issued by states & political subdivisions | $10,880,000 | 2,367 |
| Other domestic debt securities | $5,941,000 | 964 |
| 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 | $5,941,000 | 548 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $29,000 | 1,175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,318,000 | 1,779 |
| Mortgage-backed securities | $14,122,000 | 2,768 |
| Certificates of participation in pools of residential mortgages | $14,122,000 | 2,070 |
| Issued or guaranteed by U.S. | $14,122,000 | 2,065 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| 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) | $10,880,000 | 983 |
| Available-for-sale securities (fair market value) | $58,147,000 | 2,009 |
| Total debt securities | $68,998,000 | 1,918 |
| Structured notes | ||
| Amortized cost | $19,225,000 | 385 |
| Fair value | $19,016,000 | 386 |
| 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 | $70,992,000 | 1,796 |
| U.S. Government securities | $52,046,000 | 1,710 |
| U.S. Treasury securities | $10,572,000 | 314 |
| U.S. Government agency obligations | $41,474,000 | 1,976 |
| Securities issued by states & political subdivisions | $10,820,000 | 2,348 |
| Other domestic debt securities | $7,890,000 | 880 |
| 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 | $7,890,000 | 456 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $236,000 | 895 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,585,000 | 1,749 |
| Mortgage-backed securities | $13,845,000 | 2,706 |
| Certificates of participation in pools of residential mortgages | $13,845,000 | 2,020 |
| Issued or guaranteed by U.S. | $13,845,000 | 2,014 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| 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) | $10,820,000 | 978 |
| Available-for-sale securities (fair market value) | $60,172,000 | 1,884 |
| Total debt securities | $70,756,000 | 1,789 |
| Structured notes | ||
| Amortized cost | $19,225,000 | 343 |
| Fair value | $19,088,000 | 341 |
| 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 | $65,569,000 | 1,885 |
| U.S. Government securities | $50,221,000 | 1,723 |
| U.S. Treasury securities | $3,063,000 | 578 |
| U.S. Government agency obligations | $47,158,000 | 1,763 |
| Securities issued by states & political subdivisions | $7,860,000 | 2,734 |
| Other domestic debt securities | $7,456,000 | 927 |
| 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 | $7,456,000 | 465 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $32,000 | 1,185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,357,000 | 1,721 |
| Mortgage-backed securities | $15,222,000 | 2,570 |
| Certificates of participation in pools of residential mortgages | $15,222,000 | 1,856 |
| Issued or guaranteed by U.S. | $15,222,000 | 1,850 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| 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) | $7,860,000 | 1,182 |
| Available-for-sale securities (fair market value) | $57,709,000 | 1,892 |
| Total debt securities | $65,537,000 | 1,863 |
| Structured notes | ||
| Amortized cost | $23,000,000 | 235 |
| Fair value | $23,199,000 | 234 |
| 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 | $58,870,000 | 2,068 |
| U.S. Government securities | $51,601,000 | 1,698 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $51,601,000 | 1,634 |
| Securities issued by states & political subdivisions | $3,308,000 | 3,777 |
| Other domestic debt securities | $3,957,000 | 1,288 |
| 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 | $3,957,000 | 687 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $4,000 | 1,461 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,577,000 | 1,881 |
| Mortgage-backed securities | $16,662,000 | 2,445 |
| Certificates of participation in pools of residential mortgages | $16,662,000 | 1,773 |
| Issued or guaranteed by U.S. | $16,662,000 | 1,767 |
| 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) | $4,308,000 | 1,586 |
| Available-for-sale securities (fair market value) | $54,562,000 | 1,979 |
| Total debt securities | $58,866,000 | 2,048 |
| Structured notes | ||
| Amortized cost | $26,000,000 | 226 |
| Fair value | $26,099,000 | 225 |
| 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 | $54,215,000 | 2,233 |
| U.S. Government securities | $47,000,000 | 1,893 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $47,000,000 | 1,836 |
| Securities issued by states & political subdivisions | $3,206,000 | 3,826 |
| Other domestic debt securities | $3,921,000 | 1,340 |
| 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 | $3,921,000 | 711 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $88,000 | 1,160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,083,000 | 1,964 |
| Mortgage-backed securities | $18,126,000 | 2,387 |
| Certificates of participation in pools of residential mortgages | $18,126,000 | 1,748 |
| Issued or guaranteed by U.S. | $18,126,000 | 1,746 |
| 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) | $10,206,000 | 1,084 |
| Available-for-sale securities (fair market value) | $44,009,000 | 2,380 |
| Total debt securities | $54,127,000 | 2,208 |
| Structured notes | ||
| Amortized cost | $13,000,000 | 419 |
| Fair value | $13,019,000 | 422 |
| 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 | $48,500,000 | 2,428 |
| U.S. Government securities | $41,337,000 | 2,048 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $41,337,000 | 1,984 |
| Securities issued by states & political subdivisions | $3,206,000 | 3,834 |
| Other domestic debt securities | $3,896,000 | 1,381 |
| 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 | $3,896,000 | 728 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $61,000 | 1,252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,496,000 | 1,953 |
| Mortgage-backed securities | $19,945,000 | 2,292 |
| Certificates of participation in pools of residential mortgages | $19,945,000 | 1,687 |
| Issued or guaranteed by U.S. | $19,945,000 | 1,682 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| 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) | $10,206,000 | 1,079 |
| Available-for-sale securities (fair market value) | $38,294,000 | 2,623 |
| Total debt securities | $48,439,000 | 2,402 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 668 |
| Fair value | $5,959,000 | 691 |
| 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 | $45,391,000 | 2,580 |
| U.S. Government securities | $38,076,000 | 2,195 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $38,076,000 | 2,135 |
| Securities issued by states & political subdivisions | $3,404,000 | 3,774 |
| Other domestic debt securities | $3,869,000 | 1,451 |
| 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 | $3,869,000 | 766 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $42,000 | 1,404 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,392,000 | 1,822 |
| Mortgage-backed securities | $21,550,000 | 2,226 |
| Certificates of participation in pools of residential mortgages | $19,858,000 | 1,739 |
| Issued or guaranteed by U.S. | $19,858,000 | 1,734 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,692,000 | 2,583 |
| CMOs issued by government agencies or sponsored agencies | $1,692,000 | 2,229 |
| 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) | $11,404,000 | 1,054 |
| Available-for-sale securities (fair market value) | $33,987,000 | 2,888 |
| Total debt securities | $45,349,000 | 2,550 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 667 |
| Fair value | $4,024,000 | 673 |
| 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 | $39,680,000 | 2,807 |
| U.S. Government securities | $32,555,000 | 2,447 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $32,555,000 | 2,391 |
| Securities issued by states & political subdivisions | $3,159,000 | 3,829 |
| Other domestic debt securities | $3,654,000 | 1,519 |
| 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 | $3,654,000 | 808 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $312,000 | 1,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,520,000 | 1,835 |
| Mortgage-backed securities | $21,901,000 | 2,234 |
| Certificates of participation in pools of residential mortgages | $19,987,000 | 1,761 |
| Issued or guaranteed by U.S. | $19,987,000 | 1,754 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,914,000 | 2,521 |
| CMOs issued by government agencies or sponsored agencies | $1,914,000 | 2,162 |
| 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) | $6,159,000 | 1,463 |
| Available-for-sale securities (fair market value) | $33,521,000 | 2,851 |
| Total debt securities | $39,367,000 | 2,798 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 744 |
| Fair value | $1,983,000 | 808 |
| 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 | $41,999,000 | 2,676 |
| U.S. Government securities | $35,445,000 | 2,304 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $35,445,000 | 2,252 |
| Securities issued by states & political subdivisions | $3,077,000 | 3,777 |
| Other domestic debt securities | $3,391,000 | 1,504 |
| 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 | $3,391,000 | 856 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $86,000 | 1,287 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,442,000 | 1,918 |
| Mortgage-backed securities | $23,702,000 | 2,143 |
| Certificates of participation in pools of residential mortgages | $21,530,000 | 1,721 |
| Issued or guaranteed by U.S. | $21,530,000 | 1,711 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,172,000 | 2,459 |
| CMOs issued by government agencies or sponsored agencies | $2,172,000 | 2,090 |
| 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) | $6,077,000 | 1,503 |
| Available-for-sale securities (fair market value) | $35,922,000 | 2,715 |
| Total debt securities | $41,913,000 | 2,652 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 407 |
| Fair value | $3,004,000 | 418 |
| 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 | $39,879,000 | 2,778 |
| U.S. Government securities | $35,311,000 | 2,306 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $35,311,000 | 2,262 |
| Securities issued by states & political subdivisions | $3,077,000 | 3,732 |
| Other domestic debt securities | $1,449,000 | 2,060 |
| 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 | $1,449,000 | 1,314 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $42,000 | 1,391 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,959,000 | 1,841 |
| Mortgage-backed securities | $20,968,000 | 2,277 |
| Certificates of participation in pools of residential mortgages | $18,745,000 | 1,850 |
| Issued or guaranteed by U.S. | $18,745,000 | 1,840 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,223,000 | 2,362 |
| CMOs issued by government agencies or sponsored agencies | $2,223,000 | 2,040 |
| 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) | $4,077,000 | 1,750 |
| Available-for-sale securities (fair market value) | $35,802,000 | 2,690 |
| Total debt securities | $39,837,000 | 2,751 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 449 |
| Fair value | $3,010,000 | 458 |
| 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 | $39,537,000 | 2,760 |
| U.S. Government securities | $34,240,000 | 2,331 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $34,240,000 | 2,279 |
| Securities issued by states & political subdivisions | $3,077,000 | 3,717 |
| Other domestic debt securities | $1,569,000 | 1,953 |
| 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 | $1,569,000 | 1,234 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $651,000 | 858 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,261,000 | 1,863 |
| Mortgage-backed securities | $20,964,000 | 2,177 |
| Certificates of participation in pools of residential mortgages | $18,748,000 | 1,770 |
| Issued or guaranteed by U.S. | $18,748,000 | 1,758 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,216,000 | 2,286 |
| CMOs issued by government agencies or sponsored agencies | $2,216,000 | 1,947 |
| 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) | $3,077,000 | 1,944 |
| Available-for-sale securities (fair market value) | $36,460,000 | 2,595 |
| Total debt securities | $38,886,000 | 2,760 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 606 |
| Fair value | $1,944,000 | 677 |
| 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 | $34,256,000 | 3,125 |
| U.S. Government securities | $28,806,000 | 2,706 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $28,806,000 | 2,657 |
| Securities issued by states & political subdivisions | $3,115,000 | 3,719 |
| Other domestic debt securities | $1,733,000 | 1,942 |
| 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 | $1,733,000 | 1,277 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $602,000 | 1,188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,725,000 | 2,109 |
| Mortgage-backed securities | $16,479,000 | 2,536 |
| Certificates of participation in pools of residential mortgages | $14,239,000 | 2,128 |
| Issued or guaranteed by U.S. | $14,239,000 | 2,117 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,240,000 | 2,278 |
| CMOs issued by government agencies or sponsored agencies | $2,240,000 | 1,951 |
| 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) | $3,115,000 | 1,936 |
| Available-for-sale securities (fair market value) | $31,141,000 | 2,982 |
| Total debt securities | $33,654,000 | 3,135 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 642 |
| Fair value | $1,947,000 | 708 |
| 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 | $26,667,000 | 3,724 |
| U.S. Government securities | $21,222,000 | 3,374 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $21,222,000 | 3,319 |
| Securities issued by states & political subdivisions | $3,115,000 | 3,746 |
| Other domestic debt securities | $1,767,000 | 1,843 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,767,000 | 1,214 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $563,000 | 1,233 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,585,000 | 2,101 |
| Mortgage-backed securities | $13,105,000 | 2,770 |
| Certificates of participation in pools of residential mortgages | $10,711,000 | 2,452 |
| Issued or guaranteed by U.S. | $10,711,000 | 2,438 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,394,000 | 2,223 |
| CMOs issued by government agencies or sponsored agencies | $2,394,000 | 1,908 |
| 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) | $3,115,000 | 1,965 |
| Available-for-sale securities (fair market value) | $23,552,000 | 3,569 |
| Total debt securities | $26,104,000 | 3,719 |
| 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 | $27,374,000 | 3,659 |
| U.S. Government securities | $21,937,000 | 3,351 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $21,937,000 | 3,285 |
| Securities issued by states & political subdivisions | $3,115,000 | 3,744 |
| Other domestic debt securities | $1,863,000 | 1,679 |
| 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 | $1,863,000 | 1,120 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $459,000 | 1,282 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,149,000 | 2,202 |
| Mortgage-backed securities | $12,293,000 | 2,616 |
| Certificates of participation in pools of residential mortgages | $9,886,000 | 2,293 |
| Issued or guaranteed by U.S. | $9,886,000 | 2,279 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,407,000 | 2,118 |
| CMOs issued by government agencies or sponsored agencies | $2,407,000 | 1,824 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,115,000 | 2,032 |
| Available-for-sale securities (fair market value) | $24,259,000 | 3,515 |
| Total debt securities | $26,915,000 | 3,650 |
| Structured notes | ||
| Amortized cost | $2,996,000 | 808 |
| Fair value | $2,996,000 | 800 |
| 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 | $27,467,000 | 3,638 |
| U.S. Government securities | $21,800,000 | 3,411 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $21,800,000 | 3,342 |
| Securities issued by states & political subdivisions | $3,114,000 | 3,742 |
| Other domestic debt securities | $1,919,000 | 1,619 |
| 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 | $1,919,000 | 1,086 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $634,000 | 1,124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,643,000 | 2,396 |
| Mortgage-backed securities | $9,648,000 | 2,785 |
| Certificates of participation in pools of residential mortgages | $7,209,000 | 2,560 |
| Issued or guaranteed by U.S. | $7,209,000 | 2,547 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,439,000 | 2,042 |
| CMOs issued by government agencies or sponsored agencies | $2,439,000 | 1,758 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,114,000 | 2,066 |
| Available-for-sale securities (fair market value) | $24,353,000 | 3,504 |
| Total debt securities | $26,833,000 | 3,656 |
| Structured notes | ||
| Amortized cost | $3,246,000 | 886 |
| Fair value | $3,228,000 | 885 |
| 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 | $29,179,000 | 3,482 |
| U.S. Government securities | $23,385,000 | 3,251 |
| U.S. Treasury securities | $500,000 | 1,047 |
| U.S. Government agency obligations | $22,885,000 | 3,225 |
| Securities issued by states & political subdivisions | $3,150,000 | 3,725 |
| Other domestic debt securities | $1,994,000 | 1,518 |
| 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 | $1,994,000 | 1,012 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $650,000 | 1,125 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,494,000 | 2,860 |
| Mortgage-backed securities | $9,997,000 | 2,679 |
| Certificates of participation in pools of residential mortgages | $7,482,000 | 2,452 |
| Issued or guaranteed by U.S. | $7,482,000 | 2,439 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,515,000 | 1,997 |
| CMOs issued by government agencies or sponsored agencies | $2,515,000 | 1,723 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,150,000 | 2,090 |
| Available-for-sale securities (fair market value) | $26,029,000 | 3,335 |
| Total debt securities | $28,529,000 | 3,496 |
| Structured notes | ||
| Amortized cost | $3,246,000 | 942 |
| Fair value | $3,184,000 | 943 |
| 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 | $31,270,000 | 3,347 |
| U.S. Government securities | $25,177,000 | 3,095 |
| U.S. Treasury securities | $993,000 | 976 |
| U.S. Government agency obligations | $24,184,000 | 3,105 |
| Securities issued by states & political subdivisions | $3,864,000 | 3,461 |
| Other domestic debt securities | $1,999,000 | 1,523 |
| 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 | $1,999,000 | 1,031 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $230,000 | 1,467 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,907,000 | 2,697 |
| Mortgage-backed securities | $10,691,000 | 2,553 |
| Certificates of participation in pools of residential mortgages | $7,996,000 | 2,355 |
| Issued or guaranteed by U.S. | $7,996,000 | 2,347 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,695,000 | 1,928 |
| CMOs issued by government agencies or sponsored agencies | $2,695,000 | 1,665 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,864,000 | 1,990 |
| Available-for-sale securities (fair market value) | $27,406,000 | 3,211 |
| Total debt securities | $31,040,000 | 3,328 |
| Structured notes | ||
| Amortized cost | $3,246,000 | 987 |
| Fair value | $3,213,000 | 990 |
| 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 | $32,558,000 | 3,270 |
| U.S. Government securities | $24,320,000 | 3,234 |
| U.S. Treasury securities | $986,000 | 1,039 |
| U.S. Government agency obligations | $23,334,000 | 3,225 |
| Securities issued by states & political subdivisions | $3,864,000 | 3,478 |
| 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 | $4,374,000 | 531 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,895,000 | 3,269 |
| Mortgage-backed securities | $10,054,000 | 2,642 |
| Certificates of participation in pools of residential mortgages | $7,291,000 | 2,493 |
| Issued or guaranteed by U.S. | $7,291,000 | 2,480 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,763,000 | 1,921 |
| CMOs issued by government agencies or sponsored agencies | $2,763,000 | 1,665 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,864,000 | 2,022 |
| Available-for-sale securities (fair market value) | $28,694,000 | 3,119 |
| Total debt securities | $28,184,000 | 3,571 |
| Structured notes | ||
| Amortized cost | $4,995,000 | 749 |
| Fair value | $4,953,000 | 729 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $31,649,000 | 3,374 |
| U.S. Government securities | $25,556,000 | 3,137 |
| U.S. Treasury securities | $495,000 | 1,306 |
| U.S. Government agency obligations | $25,061,000 | 3,096 |
| Securities issued by states & political subdivisions | $3,864,000 | 3,463 |
| 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 | $2,229,000 | 752 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,014,000 | 4,304 |
| Mortgage-backed securities | $9,268,000 | 2,740 |
| Certificates of participation in pools of residential mortgages | $6,408,000 | 2,684 |
| Issued or guaranteed by U.S. | $6,408,000 | 2,671 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,860,000 | 1,871 |
| CMOs issued by government agencies or sponsored agencies | $2,860,000 | 1,625 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,864,000 | 2,076 |
| Available-for-sale securities (fair market value) | $27,785,000 | 3,214 |
| Total debt securities | $29,420,000 | 3,489 |
| Structured notes | ||
| Amortized cost | $4,995,000 | 815 |
| Fair value | $4,933,000 | 795 |
| 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 | $30,764,000 | 3,440 |
| U.S. Government securities | $25,670,000 | 3,118 |
| U.S. Treasury securities | $493,000 | 1,342 |
| U.S. Government agency obligations | $25,177,000 | 3,075 |
| Securities issued by states & political subdivisions | $3,466,000 | 3,595 |
| 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 | $1,628,000 | 873 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,863,000 | 4,358 |
| Mortgage-backed securities | $9,489,000 | 2,694 |
| Certificates of participation in pools of residential mortgages | $6,593,000 | 2,665 |
| Issued or guaranteed by U.S. | $6,593,000 | 2,652 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,896,000 | 1,841 |
| CMOs issued by government agencies or sponsored agencies | $2,896,000 | 1,599 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,466,000 | 2,161 |
| Available-for-sale securities (fair market value) | $27,298,000 | 3,250 |
| Total debt securities | $29,136,000 | 3,511 |
| Structured notes | ||
| Amortized cost | $4,995,000 | 880 |
| Fair value | $4,850,000 | 871 |
| 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 | $28,796,000 | 3,658 |
| U.S. Government securities | $24,904,000 | 3,243 |
| U.S. Treasury securities | $494,000 | 1,420 |
| U.S. Government agency obligations | $24,410,000 | 3,190 |
| Securities issued by states & political subdivisions | $2,752,000 | 3,922 |
| 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 | $1,140,000 | 1,002 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,865,000 | 4,363 |
| Mortgage-backed securities | $9,109,000 | 2,801 |
| Certificates of participation in pools of residential mortgages | $6,016,000 | 2,820 |
| Issued or guaranteed by U.S. | $6,016,000 | 2,806 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,093,000 | 1,797 |
| CMOs issued by government agencies or sponsored agencies | $3,093,000 | 1,558 |
| 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) | $2,752,000 | 2,367 |
| Available-for-sale securities (fair market value) | $26,044,000 | 3,412 |
| Total debt securities | $27,656,000 | 3,699 |
| Structured notes | ||
| Amortized cost | $3,495,000 | 1,173 |
| Fair value | $3,412,000 | 1,178 |
| 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 | $28,716,000 | 3,673 |
| U.S. Government securities | $25,732,000 | 3,160 |
| U.S. Treasury securities | $496,000 | 1,407 |
| U.S. Government agency obligations | $25,236,000 | 3,117 |
| Securities issued by states & political subdivisions | $2,752,000 | 3,938 |
| 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 | $232,000 | 1,602 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $479,000 | 6,784 |
| Mortgage-backed securities | $9,545,000 | 2,748 |
| Certificates of participation in pools of residential mortgages | $6,325,000 | 2,780 |
| Issued or guaranteed by U.S. | $6,325,000 | 2,770 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,220,000 | 1,763 |
| CMOs issued by government agencies or sponsored agencies | $3,220,000 | 1,539 |
| 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) | $2,752,000 | 2,415 |
| Available-for-sale securities (fair market value) | $25,964,000 | 3,421 |
| Total debt securities | $28,484,000 | 3,642 |
| Structured notes | ||
| Amortized cost | $3,495,000 | 1,168 |
| Fair value | $3,409,000 | 1,177 |
| 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 | $28,220,000 | 3,701 |
| U.S. Government securities | $24,692,000 | 3,219 |
| U.S. Treasury securities | $499,000 | 1,394 |
| U.S. Government agency obligations | $24,193,000 | 3,153 |
| Securities issued by states & political subdivisions | $2,785,000 | 3,928 |
| 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 | $743,000 | 1,247 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $483,000 | 6,815 |
| Mortgage-backed securities | $8,183,000 | 3,002 |
| Certificates of participation in pools of residential mortgages | $4,691,000 | 3,215 |
| Issued or guaranteed by U.S. | $4,691,000 | 3,203 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,492,000 | 1,724 |
| CMOs issued by government agencies or sponsored agencies | $3,492,000 | 1,491 |
| 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) | $2,785,000 | 2,428 |
| Available-for-sale securities (fair market value) | $25,435,000 | 3,425 |
| Total debt securities | $27,477,000 | 3,703 |
| Structured notes | ||
| Amortized cost | $3,495,000 | 1,141 |
| Fair value | $3,468,000 | 1,122 |
| 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 | $27,056,000 | 3,837 |
| U.S. Government securities | $23,729,000 | 3,374 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $23,729,000 | 3,256 |
| Securities issued by states & political subdivisions | $2,230,000 | 4,211 |
| 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 | $1,097,000 | 1,059 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $486,000 | 6,820 |
| Mortgage-backed securities | $8,850,000 | 2,972 |
| Certificates of participation in pools of residential mortgages | $5,100,000 | 3,174 |
| Issued or guaranteed by U.S. | $5,100,000 | 3,164 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,750,000 | 1,707 |
| CMOs issued by government agencies or sponsored agencies | $3,750,000 | 1,488 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,230,000 | 2,626 |
| Available-for-sale securities (fair market value) | $24,826,000 | 3,513 |
| Total debt securities | $25,959,000 | 3,880 |
| Structured notes | ||
| Amortized cost | $3,494,000 | 1,143 |
| Fair value | $3,485,000 | 1,120 |
| 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 | $26,625,000 | 3,931 |
| U.S. Government securities | $23,934,000 | 3,409 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $23,934,000 | 3,280 |
| Securities issued by states & political subdivisions | $1,721,000 | 4,546 |
| 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 | $970,000 | 1,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $478,000 | 6,860 |
| Mortgage-backed securities | $9,249,000 | 2,989 |
| Certificates of participation in pools of residential mortgages | $5,416,000 | 3,168 |
| Issued or guaranteed by U.S. | $5,416,000 | 3,162 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,833,000 | 1,720 |
| CMOs issued by government agencies or sponsored agencies | $3,833,000 | 1,509 |
| 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) | $1,721,000 | 2,865 |
| Available-for-sale securities (fair market value) | $24,904,000 | 3,567 |
| Total debt securities | $25,655,000 | 3,976 |
| Structured notes | ||
| Amortized cost | $3,494,000 | 1,138 |
| Fair value | $3,422,000 | 1,142 |
| 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 | $26,670,000 | 3,927 |
| U.S. Government securities | $24,114,000 | 3,379 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $24,114,000 | 3,251 |
| Securities issued by states & political subdivisions | $1,558,000 | 4,658 |
| 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 | $998,000 | 1,219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $487,000 | 6,871 |
| Mortgage-backed securities | $10,052,000 | 2,930 |
| Certificates of participation in pools of residential mortgages | $5,977,000 | 3,059 |
| Issued or guaranteed by U.S. | $5,977,000 | 3,049 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $4,075,000 | 1,693 |
| CMOs issued by government agencies or sponsored agencies | $4,075,000 | 1,497 |
| 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) | $1,558,000 | 2,956 |
| Available-for-sale securities (fair market value) | $25,112,000 | 3,564 |
| Total debt securities | $25,672,000 | 3,979 |
| Structured notes | ||
| Amortized cost | $2,494,000 | 1,365 |
| Fair value | $2,471,000 | 1,369 |
| 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 | $25,958,000 | 3,995 |
| U.S. Government securities | $22,881,000 | 3,518 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $22,881,000 | 3,391 |
| Securities issued by states & political subdivisions | $1,580,000 | 4,656 |
| 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 | $1,497,000 | 1,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $394,000 | 6,970 |
| Mortgage-backed securities | $10,601,000 | 2,854 |
| Certificates of participation in pools of residential mortgages | $6,368,000 | 3,007 |
| Issued or guaranteed by U.S. | $6,368,000 | 3,002 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,233,000 | 1,644 |
| CMOs issued by government agencies or sponsored agencies | $4,233,000 | 1,456 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,536,000 | 2,623 |
| Available-for-sale securities (fair market value) | $23,422,000 | 3,715 |
| Total debt securities | $24,461,000 | 4,097 |
| Structured notes | ||
| Amortized cost | $3,494,000 | 1,136 |
| Fair value | $3,491,000 | 1,122 |
| 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 | $26,875,000 | 3,970 |
| U.S. Government securities | $24,770,000 | 3,350 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $24,770,000 | 3,228 |
| Securities issued by states & political subdivisions | $1,581,000 | 4,674 |
| 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 | $524,000 | 1,478 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $385,000 | 7,009 |
| Mortgage-backed securities | $10,913,000 | 2,836 |
| Certificates of participation in pools of residential mortgages | $6,665,000 | 2,996 |
| Issued or guaranteed by U.S. | $6,665,000 | 2,989 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,248,000 | 1,672 |
| CMOs issued by government agencies or sponsored agencies | $4,248,000 | 1,475 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,544,000 | 2,637 |
| Available-for-sale securities (fair market value) | $24,331,000 | 3,674 |
| Total debt securities | $26,350,000 | 3,947 |
| Structured notes | ||
| Amortized cost | $3,494,000 | 1,111 |
| Fair value | $3,361,000 | 1,120 |
| 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 | $24,518,000 | 4,210 |
| U.S. Government securities | $21,638,000 | 3,637 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $21,638,000 | 3,515 |
| Securities issued by states & political subdivisions | $1,515,000 | 4,710 |
| 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 | $1,365,000 | 1,177 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 7,052 |
| Mortgage-backed securities | $11,376,000 | 2,827 |
| Certificates of participation in pools of residential mortgages | $6,444,000 | 3,050 |
| Issued or guaranteed by U.S. | $6,444,000 | 3,040 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,932,000 | 1,603 |
| CMOs issued by government agencies or sponsored agencies | $4,932,000 | 1,413 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,482,000 | 2,644 |
| Available-for-sale securities (fair market value) | $22,036,000 | 3,925 |
| Total debt securities | $23,153,000 | 4,291 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,504 |
| Fair value | $1,509,000 | 1,537 |
| 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 | $20,898,000 | 4,694 |
| U.S. Government securities | $19,278,000 | 4,009 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $19,278,000 | 3,870 |
| Securities issued by states & political subdivisions | $1,614,000 | 4,674 |
| 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 | $6,000 | 2,265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $293,000 | 7,082 |
| Mortgage-backed securities | $12,560,000 | 2,670 |
| Certificates of participation in pools of residential mortgages | $7,664,000 | 2,825 |
| Issued or guaranteed by U.S. | $7,664,000 | 2,810 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,896,000 | 1,621 |
| CMOs issued by government agencies or sponsored agencies | $4,896,000 | 1,512 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,614,000 | 3,020 |
| Available-for-sale securities (fair market value) | $19,284,000 | 4,295 |
| Total debt securities | $20,893,000 | 4,616 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,373 |
| Fair value | $1,499,000 | 1,409 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $19,847,000 | 4,765 |
| U.S. Government securities | $16,910,000 | 4,237 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $16,910,000 | 4,066 |
| Securities issued by states & political subdivisions | $1,615,000 | 4,695 |
| 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 | $1,322,000 | 1,236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 7,138 |
| Mortgage-backed securities | $12,688,000 | 2,637 |
| Certificates of participation in pools of residential mortgages | $7,389,000 | 2,854 |
| Issued or guaranteed by U.S. | $7,389,000 | 2,841 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $5,299,000 | 1,571 |
| CMOs issued by government agencies or sponsored agencies | $5,299,000 | 1,464 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,615,000 | 3,058 |
| Available-for-sale securities (fair market value) | $18,232,000 | 4,369 |
| Total debt securities | $18,523,000 | 4,858 |
| 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 | $21,064,000 | 4,538 |
| U.S. Government securities | $19,442,000 | 3,764 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $19,442,000 | 3,619 |
| Securities issued by states & political subdivisions | $1,614,000 | 4,649 |
| 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 | $8,000 | 2,294 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $251,000 | 7,164 |
| Mortgage-backed securities | $14,592,000 | 2,487 |
| Certificates of participation in pools of residential mortgages | $8,675,000 | 2,594 |
| Issued or guaranteed by U.S. | $8,675,000 | 2,581 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $5,917,000 | 1,608 |
| CMOs issued by government agencies or sponsored agencies | $5,917,000 | 1,499 |
| 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) | $1,614,000 | 3,090 |
| Available-for-sale securities (fair market value) | $19,450,000 | 4,152 |
| Total debt securities | $21,057,000 | 4,456 |
| Structured notes | ||
| Amortized cost | $996,000 | 1,389 |
| Fair value | $997,000 | 1,397 |
| 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 | $19,206,000 | 4,787 |
| U.S. Government securities | $16,419,000 | 4,265 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $16,419,000 | 4,086 |
| Securities issued by states & political subdivisions | $692,000 | 5,542 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,095,000 | 1,053 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 7,192 |
| Mortgage-backed securities | $12,489,000 | 2,723 |
| Certificates of participation in pools of residential mortgages | $9,121,000 | 2,501 |
| Issued or guaranteed by U.S. | $9,121,000 | 2,486 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,368,000 | 2,131 |
| CMOs issued by government agencies or sponsored agencies | $3,368,000 | 2,023 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $692,000 | 3,759 |
| Available-for-sale securities (fair market value) | $18,514,000 | 4,236 |
| Total debt securities | $17,117,000 | 5,036 |
| 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 | $18,510,000 | 4,866 |
| U.S. Government securities | $18,313,000 | 3,938 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $18,313,000 | 3,767 |
| Securities issued by states & political subdivisions | $197,000 | 6,410 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 7,220 |
| Mortgage-backed securities | $13,876,000 | 2,524 |
| Certificates of participation in pools of residential mortgages | $9,280,000 | 2,443 |
| Issued or guaranteed by U.S. | $9,280,000 | 2,428 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $4,596,000 | 1,895 |
| CMOs issued by government agencies or sponsored agencies | $4,596,000 | 1,798 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $197,000 | 4,426 |
| Available-for-sale securities (fair market value) | $18,313,000 | 4,226 |
| Total debt securities | $18,510,000 | 4,781 |
| 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 | $6,818,000 | 7,385 |
| U.S. Government securities | $6,345,000 | 6,699 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,345,000 | 6,464 |
| Securities issued by states & political subdivisions | $8,000 | 6,996 |
| 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 | $465,000 | 1,638 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $152,000 | 7,499 |
| Mortgage-backed securities | $5,101,000 | 3,946 |
| Certificates of participation in pools of residential mortgages | $3,704,000 | 3,585 |
| Issued or guaranteed by U.S. | $3,704,000 | 3,568 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,397,000 | 3,028 |
| CMOs issued by government agencies or sponsored agencies | $1,397,000 | 2,869 |
| 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) | $8,000 | 5,055 |
| Available-for-sale securities (fair market value) | $6,810,000 | 6,454 |
| Total debt securities | $6,353,000 | 7,416 |
| 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 | $10,811,000 | 6,559 |
| U.S. Government securities | $10,518,000 | 5,688 |
| U.S. Treasury securities | $999,000 | 2,804 |
| U.S. Government agency obligations | $9,519,000 | 5,676 |
| Securities issued by states & political subdivisions | $48,000 | 7,139 |
| 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 | $245,000 | 5,415 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 7,838 |
| 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) | $8,820,000 | 2,030 |
| Available-for-sale securities (fair market value) | $1,991,000 | 8,185 |
| Total debt securities | $10,566,000 | 6,492 |
| 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 | $9,586,000 | 7,199 |
| U.S. Government securities | $9,045,000 | 6,439 |
| U.S. Treasury securities | $997,000 | 3,751 |
| U.S. Government agency obligations | $8,048,000 | 6,235 |
| 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 | $541,000 | 3,569 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $498,000 | 7,727 |
| 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) | $8,310,000 | 2,357 |
| Available-for-sale securities (fair market value) | $1,276,000 | 8,662 |
| Total debt securities | $9,045,000 | 7,246 |
| 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 |