Home > Puget Sound Bank > Securities
Puget Sound Bank, Securities
| 2017-12-31 | Rank | |
| Total securities | $83,649,000 | 1,553 |
| U.S. Government securities | $69,470,000 | 1,189 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $69,470,000 | 1,133 |
| Securities issued by states & political subdivisions | $13,613,000 | 2,304 |
| Other domestic debt securities | $566,000 | 1,657 |
| Privately issued residential mortgage-backed securities | $566,000 | 333 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,905,000 | 806 |
| Mortgage-backed securities | $49,501,000 | 1,088 |
| Certificates of participation in pools of residential mortgages | $25,478,000 | 1,203 |
| Issued or guaranteed by U.S. | $25,478,000 | 1,202 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,838,000 | 1,895 |
| CMOs issued by government agencies or sponsored agencies | $2,272,000 | 1,944 |
| Privately issued | $566,000 | 313 |
| Commercial mortgage-backed securities | $21,185,000 | 345 |
| Commercial mortgage pass-through securities | $3,294,000 | 535 |
| Other commercial mortgage-backed securities | $17,891,000 | 256 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $83,649,000 | 1,411 |
| Total debt securities | $83,649,000 | 1,533 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $87,128,000 | 1,518 |
| U.S. Government securities | $72,753,000 | 1,152 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $72,753,000 | 1,106 |
| Securities issued by states & political subdivisions | $13,775,000 | 2,324 |
| Other domestic debt securities | $600,000 | 1,665 |
| Privately issued residential mortgage-backed securities | $600,000 | 334 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,276,000 | 781 |
| Mortgage-backed securities | $52,384,000 | 1,059 |
| Certificates of participation in pools of residential mortgages | $26,759,000 | 1,179 |
| Issued or guaranteed by U.S. | $26,759,000 | 1,177 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,051,000 | 1,872 |
| CMOs issued by government agencies or sponsored agencies | $2,451,000 | 1,925 |
| Privately issued | $600,000 | 315 |
| Commercial mortgage-backed securities | $22,574,000 | 323 |
| Commercial mortgage pass-through securities | $4,385,000 | 471 |
| Other commercial mortgage-backed securities | $18,189,000 | 243 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $87,128,000 | 1,380 |
| Total debt securities | $87,128,000 | 1,500 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $86,473,000 | 1,557 |
| U.S. Government securities | $71,902,000 | 1,199 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $71,902,000 | 1,146 |
| Securities issued by states & political subdivisions | $13,835,000 | 2,340 |
| Other domestic debt securities | $736,000 | 1,652 |
| Privately issued residential mortgage-backed securities | $736,000 | 329 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,511,000 | 792 |
| Mortgage-backed securities | $51,811,000 | 1,085 |
| Certificates of participation in pools of residential mortgages | $28,083,000 | 1,165 |
| Issued or guaranteed by U.S. | $28,083,000 | 1,164 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,334,000 | 1,862 |
| CMOs issued by government agencies or sponsored agencies | $2,598,000 | 1,918 |
| Privately issued | $736,000 | 308 |
| Commercial mortgage-backed securities | $20,394,000 | 338 |
| Commercial mortgage pass-through securities | $3,362,000 | 517 |
| Other commercial mortgage-backed securities | $17,032,000 | 242 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $86,473,000 | 1,409 |
| Total debt securities | $86,473,000 | 1,538 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $86,823,000 | 1,564 |
| U.S. Government securities | $72,703,000 | 1,196 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $72,703,000 | 1,144 |
| Securities issued by states & political subdivisions | $13,379,000 | 2,407 |
| Other domestic debt securities | $741,000 | 1,698 |
| Privately issued residential mortgage-backed securities | $741,000 | 353 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,300,000 | 807 |
| Mortgage-backed securities | $52,485,000 | 1,098 |
| Certificates of participation in pools of residential mortgages | $29,209,000 | 1,165 |
| Issued or guaranteed by U.S. | $29,209,000 | 1,164 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,473,000 | 1,846 |
| CMOs issued by government agencies or sponsored agencies | $2,732,000 | 1,903 |
| Privately issued | $741,000 | 333 |
| Commercial mortgage-backed securities | $19,803,000 | 333 |
| Commercial mortgage pass-through securities | $3,350,000 | 502 |
| Other commercial mortgage-backed securities | $16,453,000 | 239 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $86,823,000 | 1,411 |
| Total debt securities | $86,823,000 | 1,540 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $88,646,000 | 1,544 |
| U.S. Government securities | $74,596,000 | 1,158 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $74,596,000 | 1,110 |
| Securities issued by states & political subdivisions | $13,276,000 | 2,426 |
| Other domestic debt securities | $774,000 | 1,695 |
| Privately issued residential mortgage-backed securities | $774,000 | 364 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,329,000 | 816 |
| Mortgage-backed securities | $53,928,000 | 1,069 |
| Certificates of participation in pools of residential mortgages | $30,313,000 | 1,125 |
| Issued or guaranteed by U.S. | $30,313,000 | 1,124 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,659,000 | 1,793 |
| CMOs issued by government agencies or sponsored agencies | $2,885,000 | 1,858 |
| Privately issued | $774,000 | 342 |
| Commercial mortgage-backed securities | $19,956,000 | 323 |
| Commercial mortgage pass-through securities | $3,355,000 | 481 |
| Other commercial mortgage-backed securities | $16,601,000 | 230 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $88,646,000 | 1,380 |
| Total debt securities | $88,646,000 | 1,516 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $72,204,000 | 1,802 |
| U.S. Government securities | $60,037,000 | 1,373 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $60,037,000 | 1,317 |
| Securities issued by states & political subdivisions | $11,292,000 | 2,621 |
| Other domestic debt securities | $875,000 | 1,652 |
| Privately issued residential mortgage-backed securities | $875,000 | 348 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,646,000 | 922 |
| Mortgage-backed securities | $40,207,000 | 1,288 |
| Certificates of participation in pools of residential mortgages | $20,787,000 | 1,516 |
| Issued or guaranteed by U.S. | $20,787,000 | 1,516 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,006,000 | 1,747 |
| CMOs issued by government agencies or sponsored agencies | $3,131,000 | 1,830 |
| Privately issued | $875,000 | 329 |
| Commercial mortgage-backed securities | $15,414,000 | 352 |
| Commercial mortgage pass-through securities | $1,982,000 | 566 |
| Other commercial mortgage-backed securities | $13,432,000 | 238 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $72,204,000 | 1,645 |
| Total debt securities | $72,204,000 | 1,782 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $55,507,000 | 2,216 |
| U.S. Government securities | $45,286,000 | 1,752 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $45,286,000 | 1,666 |
| Securities issued by states & political subdivisions | $9,238,000 | 2,900 |
| Other domestic debt securities | $983,000 | 1,640 |
| Privately issued residential mortgage-backed securities | $983,000 | 346 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,897,000 | 1,186 |
| Mortgage-backed securities | $31,034,000 | 1,570 |
| Certificates of participation in pools of residential mortgages | $19,384,000 | 1,592 |
| Issued or guaranteed by U.S. | $19,384,000 | 1,587 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,298,000 | 1,719 |
| CMOs issued by government agencies or sponsored agencies | $3,315,000 | 1,819 |
| Privately issued | $983,000 | 325 |
| Commercial mortgage-backed securities | $7,352,000 | 503 |
| Commercial mortgage pass-through securities | $2,000,000 | 510 |
| Other commercial mortgage-backed securities | $5,352,000 | 377 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $55,507,000 | 2,018 |
| Total debt securities | $55,507,000 | 2,191 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $53,801,000 | 2,307 |
| U.S. Government securities | $45,347,000 | 1,799 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $45,347,000 | 1,723 |
| Securities issued by states & political subdivisions | $7,456,000 | 3,131 |
| Other domestic debt securities | $998,000 | 1,644 |
| Privately issued residential mortgage-backed securities | $998,000 | 348 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,424,000 | 1,227 |
| Mortgage-backed securities | $30,927,000 | 1,573 |
| Certificates of participation in pools of residential mortgages | $20,015,000 | 1,563 |
| Issued or guaranteed by U.S. | $20,015,000 | 1,562 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,488,000 | 1,862 |
| CMOs issued by government agencies or sponsored agencies | $2,490,000 | 2,018 |
| Privately issued | $998,000 | 330 |
| Commercial mortgage-backed securities | $7,424,000 | 491 |
| Commercial mortgage pass-through securities | $1,995,000 | 500 |
| Other commercial mortgage-backed securities | $5,429,000 | 357 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $53,801,000 | 2,096 |
| Total debt securities | $53,801,000 | 2,280 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $53,832,000 | 2,329 |
| U.S. Government securities | $45,413,000 | 1,817 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $45,413,000 | 1,737 |
| Securities issued by states & political subdivisions | $7,427,000 | 3,164 |
| Other domestic debt securities | $992,000 | 1,651 |
| Privately issued residential mortgage-backed securities | $992,000 | 347 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,450,000 | 1,448 |
| Mortgage-backed securities | $30,129,000 | 1,601 |
| Certificates of participation in pools of residential mortgages | $19,105,000 | 1,607 |
| Issued or guaranteed by U.S. | $19,105,000 | 1,606 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,673,000 | 1,850 |
| CMOs issued by government agencies or sponsored agencies | $2,681,000 | 1,999 |
| Privately issued | $992,000 | 329 |
| Commercial mortgage-backed securities | $7,351,000 | 461 |
| Commercial mortgage pass-through securities | $1,960,000 | 479 |
| Other commercial mortgage-backed securities | $5,391,000 | 331 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $53,832,000 | 2,118 |
| Total debt securities | $53,832,000 | 2,309 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $44,563,000 | 2,675 |
| U.S. Government securities | $38,099,000 | 2,108 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $38,099,000 | 2,029 |
| Securities issued by states & political subdivisions | $6,464,000 | 3,322 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,206,000 | 1,729 |
| Mortgage-backed securities | $23,449,000 | 1,895 |
| Certificates of participation in pools of residential mortgages | $14,024,000 | 1,972 |
| Issued or guaranteed by U.S. | $14,024,000 | 1,971 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,962,000 | 2,017 |
| CMOs issued by government agencies or sponsored agencies | $2,962,000 | 1,955 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $6,463,000 | 467 |
| Commercial mortgage pass-through securities | $1,994,000 | 454 |
| Other commercial mortgage-backed securities | $4,469,000 | 337 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $44,563,000 | 2,462 |
| Total debt securities | $44,563,000 | 2,656 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $38,352,000 | 2,992 |
| U.S. Government securities | $33,273,000 | 2,396 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $33,273,000 | 2,302 |
| Securities issued by states & political subdivisions | $5,079,000 | 3,603 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,330,000 | 1,853 |
| Mortgage-backed securities | $21,570,000 | 2,061 |
| Certificates of participation in pools of residential mortgages | $12,826,000 | 2,127 |
| Issued or guaranteed by U.S. | $12,826,000 | 2,126 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,281,000 | 2,011 |
| CMOs issued by government agencies or sponsored agencies | $3,281,000 | 1,946 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $5,463,000 | 482 |
| Commercial mortgage pass-through securities | $998,000 | 548 |
| Other commercial mortgage-backed securities | $4,465,000 | 330 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $38,352,000 | 2,735 |
| Total debt securities | $38,352,000 | 2,967 |
| Structured notes | ||
| Amortized cost | $138,000 | 1,904 |
| Fair value | $138,000 | 1,902 |
| 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 | $38,544,000 | 3,025 |
| U.S. Government securities | $33,745,000 | 2,435 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $33,745,000 | 2,350 |
| Securities issued by states & political subdivisions | $4,799,000 | 3,658 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,523,000 | 1,847 |
| Mortgage-backed securities | $21,856,000 | 2,094 |
| Certificates of participation in pools of residential mortgages | $13,711,000 | 2,068 |
| Issued or guaranteed by U.S. | $13,711,000 | 2,068 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,639,000 | 1,985 |
| CMOs issued by government agencies or sponsored agencies | $3,639,000 | 1,916 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $4,506,000 | 503 |
| Commercial mortgage pass-through securities | $1,009,000 | 526 |
| Other commercial mortgage-backed securities | $3,497,000 | 359 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $38,544,000 | 2,770 |
| Total debt securities | $38,544,000 | 3,005 |
| Structured notes | ||
| Amortized cost | $149,000 | 2,022 |
| Fair value | $149,000 | 2,023 |
| 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 | $39,446,000 | 3,019 |
| U.S. Government securities | $36,002,000 | 2,347 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $36,002,000 | 2,262 |
| Securities issued by states & political subdivisions | $3,444,000 | 4,005 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,281,000 | 1,766 |
| Mortgage-backed securities | $22,747,000 | 2,082 |
| Certificates of participation in pools of residential mortgages | $14,356,000 | 2,068 |
| Issued or guaranteed by U.S. | $14,356,000 | 2,065 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,902,000 | 1,977 |
| CMOs issued by government agencies or sponsored agencies | $3,902,000 | 1,903 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $4,489,000 | 492 |
| Commercial mortgage pass-through securities | $1,010,000 | 520 |
| Other commercial mortgage-backed securities | $3,479,000 | 337 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $39,446,000 | 2,763 |
| Total debt securities | $39,446,000 | 2,998 |
| Structured notes | ||
| Amortized cost | $157,000 | 2,116 |
| Fair value | $158,000 | 2,117 |
| 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 | $39,213,000 | 3,106 |
| U.S. Government securities | $36,064,000 | 2,389 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $36,064,000 | 2,312 |
| Securities issued by states & political subdivisions | $3,149,000 | 4,110 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,064,000 | 1,820 |
| Mortgage-backed securities | $21,666,000 | 2,197 |
| Certificates of participation in pools of residential mortgages | $13,715,000 | 2,205 |
| Issued or guaranteed by U.S. | $13,715,000 | 2,204 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,211,000 | 1,949 |
| CMOs issued by government agencies or sponsored agencies | $4,211,000 | 1,875 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $3,740,000 | 516 |
| Commercial mortgage pass-through securities | $1,014,000 | 511 |
| Other commercial mortgage-backed securities | $2,726,000 | 350 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $39,213,000 | 2,832 |
| Total debt securities | $39,213,000 | 3,081 |
| Structured notes | ||
| Amortized cost | $1,161,000 | 1,490 |
| Fair value | $1,159,000 | 1,491 |
| 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 | $37,928,000 | 3,231 |
| U.S. Government securities | $35,497,000 | 2,455 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $35,497,000 | 2,378 |
| Securities issued by states & political subdivisions | $2,431,000 | 4,374 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,818,000 | 1,903 |
| Mortgage-backed securities | $21,931,000 | 2,222 |
| Certificates of participation in pools of residential mortgages | $14,555,000 | 2,164 |
| Issued or guaranteed by U.S. | $14,555,000 | 2,163 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,575,000 | 1,918 |
| CMOs issued by government agencies or sponsored agencies | $4,575,000 | 1,837 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $2,801,000 | 573 |
| Commercial mortgage pass-through securities | $1,030,000 | 505 |
| Other commercial mortgage-backed securities | $1,771,000 | 404 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $37,928,000 | 2,939 |
| Total debt securities | $37,928,000 | 3,203 |
| Structured notes | ||
| Amortized cost | $1,170,000 | 1,533 |
| Fair value | $1,162,000 | 1,530 |
| 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 | $38,159,000 | 3,217 |
| U.S. Government securities | $35,754,000 | 2,459 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $35,754,000 | 2,390 |
| Securities issued by states & political subdivisions | $2,405,000 | 4,412 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,872,000 | 1,891 |
| Mortgage-backed securities | $21,833,000 | 2,231 |
| Certificates of participation in pools of residential mortgages | $15,135,000 | 2,130 |
| Issued or guaranteed by U.S. | $15,135,000 | 2,127 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,906,000 | 1,865 |
| CMOs issued by government agencies or sponsored agencies | $4,906,000 | 1,788 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $1,792,000 | 654 |
| Commercial mortgage pass-through securities | $1,030,000 | 490 |
| Other commercial mortgage-backed securities | $762,000 | 462 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $38,159,000 | 2,938 |
| Total debt securities | $38,159,000 | 3,185 |
| Structured notes | ||
| Amortized cost | $1,180,000 | 1,530 |
| Fair value | $1,156,000 | 1,532 |
| 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 | $37,928,000 | 3,231 |
| U.S. Government securities | $35,936,000 | 2,428 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $35,936,000 | 2,361 |
| Securities issued by states & political subdivisions | $1,992,000 | 4,551 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,992,000 | 1,944 |
| Mortgage-backed securities | $21,014,000 | 2,270 |
| Certificates of participation in pools of residential mortgages | $15,768,000 | 2,090 |
| Issued or guaranteed by U.S. | $15,768,000 | 2,088 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,246,000 | 1,821 |
| CMOs issued by government agencies or sponsored agencies | $5,246,000 | 1,742 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $37,928,000 | 2,946 |
| Total debt securities | $37,928,000 | 3,200 |
| Structured notes | ||
| Amortized cost | $1,193,000 | 1,521 |
| Fair value | $1,153,000 | 1,516 |
| 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 | $41,058,000 | 3,086 |
| U.S. Government securities | $39,050,000 | 2,300 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $39,050,000 | 2,238 |
| Securities issued by states & political subdivisions | $2,008,000 | 4,554 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,257,000 | 1,861 |
| Mortgage-backed securities | $22,406,000 | 2,211 |
| Certificates of participation in pools of residential mortgages | $16,704,000 | 2,026 |
| Issued or guaranteed by U.S. | $16,704,000 | 2,022 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $5,702,000 | 1,782 |
| CMOs issued by government agencies or sponsored agencies | $5,702,000 | 1,701 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $41,058,000 | 2,829 |
| Total debt securities | $41,058,000 | 3,054 |
| Structured notes | ||
| Amortized cost | $1,207,000 | 1,503 |
| Fair value | $1,171,000 | 1,504 |
| 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 | $42,832,000 | 2,983 |
| U.S. Government securities | $40,821,000 | 2,200 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $40,821,000 | 2,139 |
| Securities issued by states & political subdivisions | $2,011,000 | 4,560 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,808,000 | 1,802 |
| Mortgage-backed securities | $23,044,000 | 2,178 |
| Certificates of participation in pools of residential mortgages | $16,686,000 | 2,015 |
| Issued or guaranteed by U.S. | $16,686,000 | 2,014 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,358,000 | 1,752 |
| CMOs issued by government agencies or sponsored agencies | $6,358,000 | 1,660 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $42,832,000 | 2,743 |
| Total debt securities | $42,832,000 | 2,955 |
| Structured notes | ||
| Amortized cost | $1,247,000 | 1,482 |
| Fair value | $1,247,000 | 1,474 |
| 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 | $30,647,000 | 3,687 |
| U.S. Government securities | $28,543,000 | 2,907 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $28,543,000 | 2,832 |
| Securities issued by states & political subdivisions | $2,104,000 | 4,502 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,544,000 | 1,754 |
| Mortgage-backed securities | $22,175,000 | 2,278 |
| Certificates of participation in pools of residential mortgages | $16,506,000 | 2,044 |
| Issued or guaranteed by U.S. | $16,506,000 | 2,041 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,669,000 | 1,888 |
| CMOs issued by government agencies or sponsored agencies | $5,669,000 | 1,797 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $30,647,000 | 3,415 |
| Total debt securities | $30,647,000 | 3,651 |
| Structured notes | ||
| Amortized cost | $284,000 | 2,242 |
| Fair value | $284,000 | 2,241 |
| 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 | $29,754,000 | 3,688 |
| U.S. Government securities | $27,631,000 | 2,889 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $27,631,000 | 2,822 |
| Securities issued by states & political subdivisions | $2,123,000 | 4,500 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,983,000 | 1,855 |
| Mortgage-backed securities | $22,175,000 | 2,268 |
| Certificates of participation in pools of residential mortgages | $15,801,000 | 2,084 |
| Issued or guaranteed by U.S. | $15,801,000 | 2,082 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $6,374,000 | 1,846 |
| CMOs issued by government agencies or sponsored agencies | $6,374,000 | 1,752 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $29,754,000 | 3,415 |
| Total debt securities | $29,754,000 | 3,657 |
| Structured notes | ||
| Amortized cost | $322,000 | 2,253 |
| Fair value | $323,000 | 2,252 |
| 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 | $29,477,000 | 3,753 |
| U.S. Government securities | $26,846,000 | 2,991 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $26,846,000 | 2,937 |
| Securities issued by states & political subdivisions | $2,131,000 | 4,531 |
| Other domestic debt securities | $500,000 | 2,387 |
| 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 | $500,000 | 1,842 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,614,000 | 1,823 |
| Mortgage-backed securities | $22,578,000 | 2,339 |
| Certificates of participation in pools of residential mortgages | $15,729,000 | 2,179 |
| Issued or guaranteed by U.S. | $15,729,000 | 2,178 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $6,849,000 | 1,849 |
| CMOs issued by government agencies or sponsored agencies | $6,849,000 | 1,758 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $29,477,000 | 3,470 |
| Total debt securities | $29,477,000 | 3,725 |
| Structured notes | ||
| Amortized cost | $359,000 | 2,432 |
| Fair value | $361,000 | 2,428 |
| 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 | $28,018,000 | 3,858 |
| U.S. Government securities | $26,199,000 | 3,103 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $26,199,000 | 3,039 |
| Securities issued by states & political subdivisions | $1,317,000 | 4,830 |
| Other domestic debt securities | $502,000 | 2,368 |
| 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 | $502,000 | 1,822 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,701,000 | 1,850 |
| Mortgage-backed securities | $20,893,000 | 2,466 |
| Certificates of participation in pools of residential mortgages | $15,135,000 | 2,277 |
| Issued or guaranteed by U.S. | $15,135,000 | 2,276 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,758,000 | 2,017 |
| CMOs issued by government agencies or sponsored agencies | $5,758,000 | 1,912 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $28,018,000 | 3,573 |
| Total debt securities | $28,018,000 | 3,825 |
| Structured notes | ||
| Amortized cost | $395,000 | 2,665 |
| Fair value | $398,000 | 2,661 |
| 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 | $28,416,000 | 3,844 |
| U.S. Government securities | $26,900,000 | 3,084 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $26,900,000 | 3,027 |
| Securities issued by states & political subdivisions | $1,011,000 | 4,929 |
| Other domestic debt securities | $505,000 | 2,323 |
| 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 | $505,000 | 1,794 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,404,000 | 1,840 |
| Mortgage-backed securities | $21,545,000 | 2,444 |
| Certificates of participation in pools of residential mortgages | $14,654,000 | 2,311 |
| Issued or guaranteed by U.S. | $14,654,000 | 2,307 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,891,000 | 1,906 |
| CMOs issued by government agencies or sponsored agencies | $6,891,000 | 1,801 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $28,416,000 | 3,561 |
| Total debt securities | $28,416,000 | 3,819 |
| Structured notes | ||
| Amortized cost | $438,000 | 2,864 |
| Fair value | $440,000 | 2,861 |
| 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 | $28,966,000 | 3,752 |
| U.S. Government securities | $28,459,000 | 2,922 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $28,459,000 | 2,858 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $507,000 | 2,302 |
| 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 | $507,000 | 1,702 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,966,000 | 1,648 |
| Mortgage-backed securities | $22,101,000 | 2,318 |
| Certificates of participation in pools of residential mortgages | $14,785,000 | 2,200 |
| Issued or guaranteed by U.S. | $14,785,000 | 2,194 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $7,316,000 | 1,822 |
| CMOs issued by government agencies or sponsored agencies | $7,316,000 | 1,661 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $28,966,000 | 3,467 |
| Total debt securities | $28,966,000 | 3,728 |
| Structured notes | ||
| Amortized cost | $1,044,000 | 2,115 |
| Fair value | $1,047,000 | 2,116 |
| 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 | $27,487,000 | 3,800 |
| U.S. Government securities | $26,979,000 | 2,951 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $26,979,000 | 2,867 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $508,000 | 2,294 |
| 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 | $508,000 | 1,669 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,487,000 | 1,695 |
| Mortgage-backed securities | $19,500,000 | 2,464 |
| Certificates of participation in pools of residential mortgages | $11,022,000 | 2,530 |
| Issued or guaranteed by U.S. | $11,022,000 | 2,525 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $8,478,000 | 1,703 |
| CMOs issued by government agencies or sponsored agencies | $8,478,000 | 1,544 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $27,487,000 | 3,502 |
| Total debt securities | $27,487,000 | 3,768 |
| Structured notes | ||
| Amortized cost | $2,127,000 | 1,696 |
| Fair value | $2,158,000 | 1,694 |
| 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 | $25,863,000 | 3,966 |
| U.S. Government securities | $25,354,000 | 3,143 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $25,354,000 | 3,061 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $509,000 | 2,237 |
| 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 | $509,000 | 1,596 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,863,000 | 1,796 |
| Mortgage-backed securities | $16,829,000 | 2,610 |
| Certificates of participation in pools of residential mortgages | $6,991,000 | 3,115 |
| Issued or guaranteed by U.S. | $6,991,000 | 3,110 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $9,838,000 | 1,583 |
| CMOs issued by government agencies or sponsored agencies | $9,838,000 | 1,403 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $25,863,000 | 3,642 |
| Total debt securities | $25,863,000 | 3,929 |
| Structured notes | ||
| Amortized cost | $2,196,000 | 1,896 |
| Fair value | $2,220,000 | 1,892 |
| 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 | $26,600,000 | 3,891 |
| U.S. Government securities | $26,090,000 | 3,080 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $26,090,000 | 2,990 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $510,000 | 2,298 |
| 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 | $510,000 | 1,640 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,600,000 | 1,770 |
| Mortgage-backed securities | $17,548,000 | 2,486 |
| Certificates of participation in pools of residential mortgages | $6,143,000 | 3,208 |
| Issued or guaranteed by U.S. | $6,143,000 | 3,201 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $11,405,000 | 1,423 |
| CMOs issued by government agencies or sponsored agencies | $11,405,000 | 1,238 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $26,600,000 | 3,586 |
| Total debt securities | $26,600,000 | 3,858 |
| Structured notes | ||
| Amortized cost | $2,266,000 | 1,907 |
| Fair value | $2,284,000 | 1,905 |
| 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 | $27,735,000 | 3,674 |
| U.S. Government securities | $27,225,000 | 2,843 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $27,225,000 | 2,756 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $510,000 | 2,443 |
| 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 | $510,000 | 1,644 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,985,000 | 1,774 |
| Mortgage-backed securities | $18,571,000 | 2,319 |
| Certificates of participation in pools of residential mortgages | $5,961,000 | 3,126 |
| Issued or guaranteed by U.S. | $5,961,000 | 3,119 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $12,610,000 | 1,310 |
| CMOs issued by government agencies or sponsored agencies | $12,610,000 | 1,133 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $27,735,000 | 3,382 |
| Total debt securities | $27,735,000 | 3,647 |
| Structured notes | ||
| Amortized cost | $2,386,000 | 1,760 |
| Fair value | $2,406,000 | 1,751 |
| 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 | $29,436,000 | 3,520 |
| U.S. Government securities | $28,923,000 | 2,708 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $28,923,000 | 2,622 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $513,000 | 2,525 |
| 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 | $513,000 | 1,665 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,431,000 | 1,677 |
| Mortgage-backed securities | $18,809,000 | 2,285 |
| Certificates of participation in pools of residential mortgages | $5,758,000 | 3,138 |
| Issued or guaranteed by U.S. | $5,758,000 | 3,130 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $13,051,000 | 1,273 |
| CMOs issued by government agencies or sponsored agencies | $13,051,000 | 1,101 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $29,436,000 | 3,214 |
| Total debt securities | $29,436,000 | 3,491 |
| Structured notes | ||
| Amortized cost | $1,805,000 | 2,050 |
| Fair value | $1,833,000 | 2,049 |
| 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 | $29,889,000 | 3,485 |
| U.S. Government securities | $29,379,000 | 2,723 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $29,379,000 | 2,636 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $510,000 | 2,538 |
| 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 | $510,000 | 1,636 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,888,000 | 1,612 |
| Mortgage-backed securities | $17,722,000 | 2,360 |
| Certificates of participation in pools of residential mortgages | $5,242,000 | 3,297 |
| Issued or guaranteed by U.S. | $5,242,000 | 3,290 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $12,480,000 | 1,246 |
| CMOs issued by government agencies or sponsored agencies | $12,480,000 | 1,052 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $29,889,000 | 3,171 |
| Total debt securities | $29,889,000 | 3,453 |
| Structured notes | ||
| Amortized cost | $1,866,000 | 2,137 |
| Fair value | $1,883,000 | 2,138 |
| 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 | $25,894,000 | 3,837 |
| U.S. Government securities | $25,390,000 | 3,051 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $25,390,000 | 2,973 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $504,000 | 2,608 |
| 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 | $504,000 | 1,669 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,685,000 | 1,870 |
| Mortgage-backed securities | $14,208,000 | 2,736 |
| Certificates of participation in pools of residential mortgages | $3,696,000 | 3,822 |
| Issued or guaranteed by U.S. | $3,696,000 | 3,815 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $10,512,000 | 1,341 |
| CMOs issued by government agencies or sponsored agencies | $10,512,000 | 1,131 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $25,894,000 | 3,490 |
| Total debt securities | $25,894,000 | 3,802 |
| Structured notes | ||
| Amortized cost | $1,912,000 | 1,919 |
| Fair value | $1,919,000 | 1,918 |
| 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 | $20,363,000 | 4,364 |
| U.S. Government securities | $20,363,000 | 3,479 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $20,363,000 | 3,405 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,362,000 | 2,207 |
| Mortgage-backed securities | $12,925,000 | 2,913 |
| Certificates of participation in pools of residential mortgages | $4,269,000 | 3,730 |
| Issued or guaranteed by U.S. | $4,269,000 | 3,723 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $8,656,000 | 1,461 |
| CMOs issued by government agencies or sponsored agencies | $8,656,000 | 1,221 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $20,363,000 | 3,969 |
| Total debt securities | $20,363,000 | 4,334 |
| Structured notes | ||
| Amortized cost | $994,000 | 2,201 |
| Fair value | $995,000 | 2,102 |
| 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 | $19,359,000 | 4,519 |
| U.S. Government securities | $19,359,000 | 3,582 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $19,359,000 | 3,507 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,106,000 | 2,303 |
| Mortgage-backed securities | $10,734,000 | 3,226 |
| Certificates of participation in pools of residential mortgages | $5,758,000 | 3,417 |
| Issued or guaranteed by U.S. | $5,758,000 | 3,405 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $4,976,000 | 1,843 |
| CMOs issued by government agencies or sponsored agencies | $4,976,000 | 1,542 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $19,359,000 | 4,096 |
| Total debt securities | $19,359,000 | 4,478 |
| Structured notes | ||
| Amortized cost | $1,049,000 | 1,502 |
| Fair value | $1,043,000 | 1,514 |
| 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 | $17,790,000 | 4,706 |
| U.S. Government securities | $17,790,000 | 3,728 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $17,790,000 | 3,649 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,790,000 | 2,422 |
| Mortgage-backed securities | $11,186,000 | 3,181 |
| Certificates of participation in pools of residential mortgages | $7,377,000 | 3,131 |
| Issued or guaranteed by U.S. | $7,377,000 | 3,119 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,809,000 | 2,016 |
| CMOs issued by government agencies or sponsored agencies | $3,809,000 | 1,705 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $17,790,000 | 4,252 |
| Total debt securities | $17,790,000 | 4,661 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $16,233,000 | 4,899 |
| U.S. Government securities | $16,233,000 | 4,006 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $16,233,000 | 3,931 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,233,000 | 2,612 |
| Mortgage-backed securities | $7,607,000 | 3,809 |
| Certificates of participation in pools of residential mortgages | $6,545,000 | 3,376 |
| Issued or guaranteed by U.S. | $6,545,000 | 3,365 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,062,000 | 2,883 |
| CMOs issued by government agencies or sponsored agencies | $1,062,000 | 2,500 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $16,233,000 | 4,425 |
| Total debt securities | $16,233,000 | 4,855 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $22,564,000 | 4,141 |
| U.S. Government securities | $22,564,000 | 3,256 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $22,564,000 | 3,193 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,564,000 | 2,105 |
| Mortgage-backed securities | $12,370,000 | 3,058 |
| Certificates of participation in pools of residential mortgages | $8,578,000 | 2,948 |
| Issued or guaranteed by U.S. | $8,578,000 | 2,934 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,792,000 | 1,997 |
| CMOs issued by government agencies or sponsored agencies | $3,792,000 | 1,697 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $22,564,000 | 3,697 |
| Total debt securities | $22,564,000 | 4,103 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $8,051,000 | 6,254 |
| U.S. Government securities | $8,051,000 | 5,559 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,051,000 | 5,470 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,051,000 | 3,788 |
| Mortgage-backed securities | $6,055,000 | 3,969 |
| Certificates of participation in pools of residential mortgages | $4,960,000 | 3,665 |
| Issued or guaranteed by U.S. | $4,960,000 | 3,653 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,095,000 | 2,713 |
| CMOs issued by government agencies or sponsored agencies | $1,095,000 | 2,368 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $8,051,000 | 5,704 |
| Total debt securities | $8,051,000 | 6,213 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $7,341,000 | 6,466 |
| U.S. Government securities | $7,341,000 | 5,773 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,341,000 | 5,690 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,318,000 | 3,913 |
| Mortgage-backed securities | $6,348,000 | 3,878 |
| Certificates of participation in pools of residential mortgages | $5,252,000 | 3,579 |
| Issued or guaranteed by U.S. | $5,252,000 | 3,563 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,096,000 | 2,704 |
| CMOs issued by government agencies or sponsored agencies | $1,096,000 | 2,370 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $7,341,000 | 5,892 |
| Total debt securities | $7,341,000 | 6,405 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $8,336,000 | 6,271 |
| U.S. Government securities | $8,336,000 | 5,496 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,336,000 | 5,408 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,320,000 | 3,676 |
| Mortgage-backed securities | $6,830,000 | 3,697 |
| Certificates of participation in pools of residential mortgages | $5,723,000 | 3,356 |
| Issued or guaranteed by U.S. | $5,723,000 | 3,339 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,107,000 | 2,694 |
| CMOs issued by government agencies or sponsored agencies | $1,107,000 | 2,356 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $8,336,000 | 5,715 |
| Total debt securities | $8,336,000 | 6,203 |
| 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 | $10,399,000 | 5,949 |
| U.S. Government securities | $10,399,000 | 5,175 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $10,399,000 | 5,073 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,399,000 | 3,330 |
| Mortgage-backed securities | $5,815,000 | 3,649 |
| Certificates of participation in pools of residential mortgages | $4,723,000 | 3,303 |
| Issued or guaranteed by U.S. | $4,723,000 | 3,288 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,092,000 | 2,589 |
| CMOs issued by government agencies or sponsored agencies | $1,092,000 | 2,282 |
| 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) | $1,999,000 | 2,305 |
| Available-for-sale securities (fair market value) | $8,400,000 | 5,756 |
| Total debt securities | $10,399,000 | 5,884 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $10,614,000 | 5,960 |
| U.S. Government securities | $10,513,000 | 5,248 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $10,513,000 | 5,149 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $101,000 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $101,000 | 244 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,513,000 | 3,342 |
| Mortgage-backed securities | $5,948,000 | 3,465 |
| Certificates of participation in pools of residential mortgages | $4,878,000 | 3,106 |
| Issued or guaranteed by U.S. | $4,878,000 | 3,091 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,070,000 | 2,546 |
| CMOs issued by government agencies or sponsored agencies | $1,070,000 | 2,244 |
| 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) | $2,098,000 | 2,318 |
| Available-for-sale securities (fair market value) | $8,516,000 | 5,771 |
| Total debt securities | $10,614,000 | 5,902 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $11,291,000 | 5,865 |
| U.S. Government securities | $11,170,000 | 5,153 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,170,000 | 5,046 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $121,000 | 2,721 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $121,000 | 236 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,170,000 | 3,226 |
| Mortgage-backed securities | $6,140,000 | 3,356 |
| Certificates of participation in pools of residential mortgages | $5,078,000 | 2,985 |
| Issued or guaranteed by U.S. | $5,078,000 | 2,971 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,062,000 | 2,520 |
| CMOs issued by government agencies or sponsored agencies | $1,062,000 | 2,235 |
| 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) | $2,116,000 | 2,338 |
| Available-for-sale securities (fair market value) | $9,175,000 | 5,650 |
| Total debt securities | $11,292,000 | 5,809 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $10,024,000 | 6,118 |
| U.S. Government securities | $9,878,000 | 5,458 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,878,000 | 5,339 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $146,000 | 2,725 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $146,000 | 248 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,443,000 | 3,524 |
| Mortgage-backed securities | $4,908,000 | 3,660 |
| Certificates of participation in pools of residential mortgages | $3,836,000 | 3,372 |
| Issued or guaranteed by U.S. | $3,836,000 | 3,354 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,072,000 | 2,479 |
| CMOs issued by government agencies or sponsored agencies | $1,072,000 | 2,204 |
| 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) | $3,638,000 | 2,032 |
| Available-for-sale securities (fair market value) | $6,386,000 | 6,238 |
| Total debt securities | $10,020,000 | 6,064 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $13,256,000 | 5,570 |
| U.S. Government securities | $13,088,000 | 4,833 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $13,088,000 | 4,706 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $168,000 | 2,748 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $168,000 | 236 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,622,000 | 3,001 |
| Mortgage-backed securities | $5,128,000 | 3,591 |
| Certificates of participation in pools of residential mortgages | $4,061,000 | 3,292 |
| Issued or guaranteed by U.S. | $4,061,000 | 3,278 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,067,000 | 2,474 |
| CMOs issued by government agencies or sponsored agencies | $1,067,000 | 2,200 |
| 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) | $3,657,000 | 2,051 |
| Available-for-sale securities (fair market value) | $9,599,000 | 5,600 |
| Total debt securities | $13,248,000 | 5,526 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $12,317,000 | 5,773 |
| U.S. Government securities | $12,123,000 | 5,075 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $12,123,000 | 4,958 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $194,000 | 2,763 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $194,000 | 247 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $4,148,000 | 3,877 |
| Certificates of participation in pools of residential mortgages | $4,148,000 | 3,270 |
| Issued or guaranteed by U.S. | $4,148,000 | 3,254 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,681,000 | 2,111 |
| Available-for-sale securities (fair market value) | $8,636,000 | 5,810 |
| Total debt securities | $12,316,000 | 5,723 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $7,134,000 | 6,874 |
| U.S. Government securities | $6,909,000 | 6,307 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,909,000 | 6,174 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $225,000 | 2,760 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $225,000 | 243 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $1,929,000 | 4,759 |
| Certificates of participation in pools of residential mortgages | $1,929,000 | 4,222 |
| Issued or guaranteed by U.S. | $1,929,000 | 4,207 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,709,000 | 1,953 |
| Available-for-sale securities (fair market value) | $2,425,000 | 7,225 |
| Total debt securities | $7,135,000 | 6,816 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $8,799,000 | 6,556 |
| U.S. Government securities | $8,038,000 | 6,059 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $8,038,000 | 5,913 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $761,000 | 2,199 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $761,000 | 200 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $2,067,000 | 4,723 |
| Certificates of participation in pools of residential mortgages | $2,067,000 | 4,176 |
| Issued or guaranteed by U.S. | $2,067,000 | 4,162 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,741,000 | 1,966 |
| Available-for-sale securities (fair market value) | $4,058,000 | 6,882 |
| Total debt securities | $8,799,000 | 6,498 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $9,030,000 | 6,543 |
| U.S. Government securities | $8,154,000 | 6,020 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,154,000 | 5,869 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $876,000 | 2,216 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $876,000 | 189 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $2,191,000 | 4,697 |
| Certificates of participation in pools of residential mortgages | $2,191,000 | 4,130 |
| Issued or guaranteed by U.S. | $2,191,000 | 4,115 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,772,000 | 2,007 |
| Available-for-sale securities (fair market value) | $4,258,000 | 6,867 |
| Total debt securities | $9,030,000 | 6,484 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $9,392,000 | 6,470 |
| U.S. Government securities | $8,302,000 | 5,985 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $8,302,000 | 5,840 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $1,090,000 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,090,000 | 176 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $2,342,000 | 4,670 |
| Certificates of participation in pools of residential mortgages | $2,342,000 | 4,105 |
| Issued or guaranteed by U.S. | $2,342,000 | 4,092 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,807,000 | 1,999 |
| Available-for-sale securities (fair market value) | $4,585,000 | 6,812 |
| Total debt securities | $9,391,000 | 6,409 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $9,798,000 | 6,413 |
| U.S. Government securities | $8,447,000 | 5,992 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $8,447,000 | 5,850 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,351,000 | 1,964 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,351,000 | 168 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $2,490,000 | 4,703 |
| Certificates of participation in pools of residential mortgages | $2,490,000 | 4,117 |
| Issued or guaranteed by U.S. | $2,490,000 | 4,101 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,847,000 | 2,021 |
| Available-for-sale securities (fair market value) | $4,951,000 | 6,769 |
| Total debt securities | $9,796,000 | 6,350 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |