Home > South Sound Bank > Securities
South Sound Bank, Securities
| 2018-09-30 | Rank | |
| Total securities | $25,348,000 | 3,234 |
| U.S. Government securities | $22,672,000 | 2,543 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $22,672,000 | 2,412 |
| Securities issued by states & political subdivisions | $2,676,000 | 3,663 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,222,000 | 3,776 |
| Mortgage-backed securities | $20,514,000 | 1,874 |
| Certificates of participation in pools of residential mortgages | $4,016,000 | 2,861 |
| Issued or guaranteed by U.S. | $4,016,000 | 2,841 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $13,564,000 | 962 |
| CMOs issued by government agencies or sponsored agencies | $13,564,000 | 927 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $2,934,000 | 1,055 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $2,934,000 | 600 |
| Held to maturity securities (book value) | $3,222,000 | 1,228 |
| Available-for-sale securities (fair market value) | $22,126,000 | 3,184 |
| Total debt securities | $25,348,000 | 3,209 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $26,438,000 | 3,232 |
| U.S. Government securities | $23,744,000 | 2,480 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $23,744,000 | 2,354 |
| Securities issued by states & political subdivisions | $2,694,000 | 3,719 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,383,000 | 3,784 |
| Mortgage-backed securities | $21,383,000 | 1,857 |
| Certificates of participation in pools of residential mortgages | $4,249,000 | 2,864 |
| Issued or guaranteed by U.S. | $4,249,000 | 2,720 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $14,192,000 | 933 |
| CMOs issued by government agencies or sponsored agencies | $14,192,000 | 893 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $2,942,000 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $2,942,000 | 592 |
| Held to maturity securities (book value) | $3,383,000 | 1,227 |
| Available-for-sale securities (fair market value) | $23,055,000 | 3,163 |
| Total debt securities | $26,439,000 | 3,209 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $24,059,000 | 3,405 |
| U.S. Government securities | $21,361,000 | 2,696 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $21,361,000 | 2,569 |
| Securities issued by states & political subdivisions | $2,698,000 | 3,764 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,535,000 | 3,793 |
| Mortgage-backed securities | $18,569,000 | 2,012 |
| Certificates of participation in pools of residential mortgages | $3,311,000 | 3,098 |
| Issued or guaranteed by U.S. | $3,311,000 | 3,093 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,299,000 | 1,019 |
| CMOs issued by government agencies or sponsored agencies | $12,299,000 | 977 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $2,959,000 | 895 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $2,959,000 | 580 |
| Held to maturity securities (book value) | $3,535,000 | 1,244 |
| Available-for-sale securities (fair market value) | $20,524,000 | 3,348 |
| Total debt securities | $24,059,000 | 3,381 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $24,257,000 | 3,442 |
| U.S. Government securities | $21,308,000 | 2,701 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $21,308,000 | 2,581 |
| Securities issued by states & political subdivisions | $2,949,000 | 3,770 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $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 | $3,684,000 | 3,823 |
| Mortgage-backed securities | $17,860,000 | 2,072 |
| Certificates of participation in pools of residential mortgages | $3,721,000 | 3,054 |
| Issued or guaranteed by U.S. | $3,721,000 | 3,051 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $11,124,000 | 1,070 |
| CMOs issued by government agencies or sponsored agencies | $11,124,000 | 1,029 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $3,015,000 | 879 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $3,015,000 | 558 |
| Held to maturity securities (book value) | $3,684,000 | 1,264 |
| Available-for-sale securities (fair market value) | $20,573,000 | 3,405 |
| Total debt securities | $24,257,000 | 3,419 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $24,356,000 | 3,475 |
| U.S. Government securities | $21,751,000 | 2,693 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $21,751,000 | 2,587 |
| Securities issued by states & political subdivisions | $2,605,000 | 3,889 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $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 | $3,837,000 | 3,849 |
| Mortgage-backed securities | $17,961,000 | 2,076 |
| Certificates of participation in pools of residential mortgages | $3,936,000 | 3,065 |
| Issued or guaranteed by U.S. | $3,936,000 | 3,063 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $10,988,000 | 1,084 |
| CMOs issued by government agencies or sponsored agencies | $10,988,000 | 1,044 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $3,037,000 | 862 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $3,037,000 | 532 |
| Held to maturity securities (book value) | $3,837,000 | 1,288 |
| Available-for-sale securities (fair market value) | $20,519,000 | 3,449 |
| Total debt securities | $24,356,000 | 3,450 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $21,872,000 | 3,704 |
| U.S. Government securities | $19,962,000 | 2,878 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $19,962,000 | 2,755 |
| Securities issued by states & political subdivisions | $1,910,000 | 4,101 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $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 | $4,037,000 | 3,832 |
| Mortgage-backed securities | $18,962,000 | 2,041 |
| Certificates of participation in pools of residential mortgages | $4,383,000 | 3,023 |
| Issued or guaranteed by U.S. | $4,383,000 | 3,020 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,538,000 | 1,058 |
| CMOs issued by government agencies or sponsored agencies | $11,538,000 | 1,009 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $3,041,000 | 841 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $3,041,000 | 522 |
| Held to maturity securities (book value) | $4,037,000 | 1,288 |
| Available-for-sale securities (fair market value) | $17,835,000 | 3,671 |
| Total debt securities | $21,872,000 | 3,680 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $21,624,000 | 3,747 |
| U.S. Government securities | $19,725,000 | 2,941 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $19,725,000 | 2,817 |
| Securities issued by states & political subdivisions | $1,899,000 | 4,144 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $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 | $4,260,000 | 3,832 |
| Mortgage-backed securities | $18,724,000 | 2,090 |
| Certificates of participation in pools of residential mortgages | $4,600,000 | 3,038 |
| Issued or guaranteed by U.S. | $4,600,000 | 3,034 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $11,095,000 | 1,079 |
| CMOs issued by government agencies or sponsored agencies | $11,095,000 | 1,032 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $3,029,000 | 819 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $3,029,000 | 508 |
| Held to maturity securities (book value) | $4,260,000 | 1,295 |
| Available-for-sale securities (fair market value) | $17,364,000 | 3,738 |
| Total debt securities | $21,624,000 | 3,724 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $22,449,000 | 3,706 |
| U.S. Government securities | $20,566,000 | 2,873 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $20,566,000 | 2,741 |
| Securities issued by states & political subdivisions | $1,883,000 | 4,177 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $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 | $4,467,000 | 3,816 |
| Mortgage-backed securities | $19,563,000 | 2,031 |
| Certificates of participation in pools of residential mortgages | $4,846,000 | 3,002 |
| Issued or guaranteed by U.S. | $4,846,000 | 2,996 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $11,694,000 | 1,026 |
| CMOs issued by government agencies or sponsored agencies | $11,694,000 | 979 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $3,023,000 | 794 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $3,023,000 | 497 |
| Held to maturity securities (book value) | $4,467,000 | 1,281 |
| Available-for-sale securities (fair market value) | $17,982,000 | 3,693 |
| Total debt securities | $22,449,000 | 3,678 |
| 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 | $23,311,000 | 3,635 |
| U.S. Government securities | $21,080,000 | 2,813 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $21,080,000 | 2,698 |
| Securities issued by states & political subdivisions | $2,231,000 | 4,108 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $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 | $8,541,000 | 3,185 |
| Mortgage-backed securities | $20,075,000 | 2,024 |
| Certificates of participation in pools of residential mortgages | $5,216,000 | 2,960 |
| Issued or guaranteed by U.S. | $5,216,000 | 2,959 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,718,000 | 1,052 |
| CMOs issued by government agencies or sponsored agencies | $11,718,000 | 997 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $3,141,000 | 744 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $3,141,000 | 480 |
| Held to maturity securities (book value) | $4,770,000 | 1,271 |
| Available-for-sale securities (fair market value) | $18,541,000 | 3,649 |
| Total debt securities | $23,311,000 | 3,609 |
| 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 | $23,196,000 | 3,706 |
| U.S. Government securities | $20,949,000 | 2,886 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $20,949,000 | 2,771 |
| Securities issued by states & political subdivisions | $2,247,000 | 4,128 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $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 | $7,785,000 | 3,344 |
| Mortgage-backed securities | $19,942,000 | 2,054 |
| Certificates of participation in pools of residential mortgages | $5,784,000 | 2,909 |
| Issued or guaranteed by U.S. | $5,784,000 | 2,907 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $11,013,000 | 1,114 |
| CMOs issued by government agencies or sponsored agencies | $11,013,000 | 1,063 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $3,145,000 | 698 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $3,145,000 | 469 |
| Held to maturity securities (book value) | $5,083,000 | 1,277 |
| Available-for-sale securities (fair market value) | $18,113,000 | 3,743 |
| Total debt securities | $23,196,000 | 3,682 |
| 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 | $23,555,000 | 3,739 |
| U.S. Government securities | $21,915,000 | 2,883 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $21,915,000 | 2,781 |
| Securities issued by states & political subdivisions | $1,640,000 | 4,317 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $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 | $7,095,000 | 3,487 |
| Mortgage-backed securities | $20,906,000 | 2,013 |
| Certificates of participation in pools of residential mortgages | $6,159,000 | 2,853 |
| Issued or guaranteed by U.S. | $6,159,000 | 2,852 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $11,632,000 | 1,081 |
| CMOs issued by government agencies or sponsored agencies | $11,632,000 | 1,025 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $3,115,000 | 689 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $3,115,000 | 456 |
| Held to maturity securities (book value) | $5,366,000 | 1,289 |
| Available-for-sale securities (fair market value) | $18,189,000 | 3,790 |
| Total debt securities | $23,555,000 | 3,717 |
| 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 | $26,801,000 | 3,560 |
| U.S. Government securities | $25,437,000 | 2,686 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $25,437,000 | 2,590 |
| Securities issued by states & political subdivisions | $1,364,000 | 4,463 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $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 | $12,428,000 | 2,815 |
| Mortgage-backed securities | $24,433,000 | 1,848 |
| Certificates of participation in pools of residential mortgages | $10,471,000 | 2,284 |
| Issued or guaranteed by U.S. | $10,471,000 | 2,282 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $10,969,000 | 1,120 |
| CMOs issued by government agencies or sponsored agencies | $10,969,000 | 1,066 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $2,993,000 | 661 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $2,993,000 | 431 |
| Held to maturity securities (book value) | $5,604,000 | 1,289 |
| Available-for-sale securities (fair market value) | $21,197,000 | 3,595 |
| Total debt securities | $26,801,000 | 3,536 |
| 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 | $27,291,000 | 3,598 |
| U.S. Government securities | $25,919,000 | 2,712 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $25,919,000 | 2,623 |
| Securities issued by states & political subdivisions | $1,372,000 | 4,516 |
| 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 | $12,967,000 | 2,781 |
| Mortgage-backed securities | $24,907,000 | 1,835 |
| Certificates of participation in pools of residential mortgages | $11,415,000 | 2,206 |
| Issued or guaranteed by U.S. | $11,415,000 | 2,205 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $10,444,000 | 1,161 |
| CMOs issued by government agencies or sponsored agencies | $10,444,000 | 1,108 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $3,048,000 | 637 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $3,048,000 | 405 |
| Held to maturity securities (book value) | $5,818,000 | 1,288 |
| Available-for-sale securities (fair market value) | $21,473,000 | 3,654 |
| Total debt securities | $27,292,000 | 3,569 |
| 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 | $28,502,000 | 3,572 |
| U.S. Government securities | $27,134,000 | 2,723 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $27,134,000 | 2,632 |
| Securities issued by states & political subdivisions | $1,368,000 | 4,535 |
| 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 | $13,417,000 | 2,744 |
| Mortgage-backed securities | $26,123,000 | 1,838 |
| Certificates of participation in pools of residential mortgages | $12,217,000 | 2,192 |
| Issued or guaranteed by U.S. | $12,217,000 | 2,191 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,898,000 | 1,187 |
| CMOs issued by government agencies or sponsored agencies | $10,898,000 | 1,131 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $3,008,000 | 609 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $3,008,000 | 396 |
| Held to maturity securities (book value) | $6,067,000 | 1,282 |
| Available-for-sale securities (fair market value) | $22,435,000 | 3,675 |
| Total debt securities | $28,502,000 | 3,547 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $30,121,000 | 3,517 |
| U.S. Government securities | $28,747,000 | 2,659 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $28,747,000 | 2,577 |
| Securities issued by states & political subdivisions | $1,374,000 | 4,545 |
| 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 | $14,062,000 | 2,723 |
| Mortgage-backed securities | $27,734,000 | 1,799 |
| Certificates of participation in pools of residential mortgages | $13,171,000 | 2,123 |
| Issued or guaranteed by U.S. | $13,171,000 | 2,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $11,495,000 | 1,199 |
| CMOs issued by government agencies or sponsored agencies | $11,495,000 | 1,148 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $3,068,000 | 586 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $3,068,000 | 376 |
| Held to maturity securities (book value) | $6,393,000 | 1,276 |
| Available-for-sale securities (fair market value) | $23,728,000 | 3,606 |
| Total debt securities | $30,121,000 | 3,488 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $31,305,000 | 3,467 |
| U.S. Government securities | $29,936,000 | 2,624 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $29,936,000 | 2,537 |
| Securities issued by states & political subdivisions | $1,369,000 | 4,620 |
| 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 | $14,524,000 | 2,706 |
| Mortgage-backed securities | $28,930,000 | 1,783 |
| Certificates of participation in pools of residential mortgages | $14,076,000 | 2,093 |
| Issued or guaranteed by U.S. | $14,076,000 | 2,091 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $11,846,000 | 1,204 |
| CMOs issued by government agencies or sponsored agencies | $11,846,000 | 1,147 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $3,008,000 | 576 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $3,008,000 | 358 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $31,305,000 | 3,166 |
| Total debt securities | $31,305,000 | 3,441 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $32,232,000 | 3,498 |
| U.S. Government securities | $30,852,000 | 2,649 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $30,852,000 | 2,568 |
| Securities issued by states & political subdivisions | $1,380,000 | 4,665 |
| 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 | $14,848,000 | 2,671 |
| Mortgage-backed securities | $29,847,000 | 1,809 |
| Certificates of participation in pools of residential mortgages | $14,750,000 | 2,113 |
| Issued or guaranteed by U.S. | $14,750,000 | 2,111 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $12,143,000 | 1,206 |
| CMOs issued by government agencies or sponsored agencies | $12,143,000 | 1,147 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $2,954,000 | 558 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $2,954,000 | 335 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $32,232,000 | 3,191 |
| Total debt securities | $32,232,000 | 3,472 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $32,734,000 | 3,512 |
| U.S. Government securities | $31,356,000 | 2,662 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $31,356,000 | 2,579 |
| Securities issued by states & political subdivisions | $1,378,000 | 4,714 |
| 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 | $15,271,000 | 2,639 |
| Mortgage-backed securities | $30,347,000 | 1,821 |
| Certificates of participation in pools of residential mortgages | $14,791,000 | 2,146 |
| Issued or guaranteed by U.S. | $14,791,000 | 2,145 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $12,574,000 | 1,199 |
| CMOs issued by government agencies or sponsored agencies | $12,574,000 | 1,139 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $2,982,000 | 558 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $2,982,000 | 325 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $32,734,000 | 3,199 |
| Total debt securities | $32,734,000 | 3,484 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $33,319,000 | 3,493 |
| U.S. Government securities | $31,952,000 | 2,654 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $31,952,000 | 2,575 |
| Securities issued by states & political subdivisions | $1,367,000 | 4,745 |
| 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 | $15,424,000 | 2,641 |
| Mortgage-backed securities | $30,946,000 | 1,818 |
| Certificates of participation in pools of residential mortgages | $15,319,000 | 2,112 |
| Issued or guaranteed by U.S. | $15,319,000 | 2,110 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $12,736,000 | 1,194 |
| CMOs issued by government agencies or sponsored agencies | $12,736,000 | 1,136 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $2,891,000 | 538 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $2,891,000 | 311 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $33,319,000 | 3,188 |
| Total debt securities | $33,319,000 | 3,468 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $39,069,000 | 3,171 |
| U.S. Government securities | $35,553,000 | 2,455 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $35,553,000 | 2,388 |
| Securities issued by states & political subdivisions | $3,516,000 | 4,116 |
| 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 | $14,890,000 | 2,693 |
| Mortgage-backed securities | $34,060,000 | 1,692 |
| Certificates of participation in pools of residential mortgages | $15,806,000 | 2,089 |
| Issued or guaranteed by U.S. | $15,806,000 | 2,087 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $15,418,000 | 1,067 |
| CMOs issued by government agencies or sponsored agencies | $15,418,000 | 1,009 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $2,836,000 | 508 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $2,836,000 | 302 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $39,069,000 | 2,884 |
| Total debt securities | $39,069,000 | 3,137 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,949 |
| Fair value | $489,000 | 2,009 |
| 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 | $39,458,000 | 3,177 |
| U.S. Government securities | $35,601,000 | 2,458 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $35,601,000 | 2,390 |
| Securities issued by states & political subdivisions | $3,857,000 | 4,042 |
| 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 | $14,847,000 | 2,667 |
| Mortgage-backed securities | $34,102,000 | 1,698 |
| Certificates of participation in pools of residential mortgages | $16,889,000 | 2,010 |
| Issued or guaranteed by U.S. | $16,889,000 | 2,005 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $14,346,000 | 1,144 |
| CMOs issued by government agencies or sponsored agencies | $14,346,000 | 1,074 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $2,867,000 | 498 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $2,867,000 | 301 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $39,458,000 | 2,902 |
| Total debt securities | $39,458,000 | 3,145 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $496,000 | 1,987 |
| 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 | $34,278,000 | 3,424 |
| U.S. Government securities | $30,381,000 | 2,736 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $30,381,000 | 2,675 |
| Securities issued by states & political subdivisions | $3,897,000 | 4,031 |
| 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 | $12,992,000 | 2,859 |
| Mortgage-backed securities | $29,886,000 | 1,853 |
| Certificates of participation in pools of residential mortgages | $15,539,000 | 2,100 |
| Issued or guaranteed by U.S. | $15,539,000 | 2,098 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $10,608,000 | 1,348 |
| CMOs issued by government agencies or sponsored agencies | $10,608,000 | 1,277 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $3,739,000 | 434 |
| Commercial mortgage pass-through securities | $803,000 | 497 |
| Other commercial mortgage-backed securities | $2,936,000 | 269 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $34,278,000 | 3,155 |
| Total debt securities | $34,278,000 | 3,389 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,931 |
| Fair value | $495,000 | 1,979 |
| 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 | $27,727,000 | 3,869 |
| U.S. Government securities | $20,834,000 | 3,457 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $20,834,000 | 3,371 |
| Securities issued by states & political subdivisions | $6,893,000 | 3,394 |
| 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 | $10,489,000 | 3,233 |
| Mortgage-backed securities | $20,334,000 | 2,378 |
| Certificates of participation in pools of residential mortgages | $17,214,000 | 1,991 |
| Issued or guaranteed by U.S. | $17,214,000 | 1,990 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,120,000 | 2,293 |
| CMOs issued by government agencies or sponsored agencies | $3,120,000 | 2,195 |
| 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) | $6,893,000 | 1,142 |
| Available-for-sale securities (fair market value) | $20,834,000 | 4,111 |
| Total debt securities | $27,727,000 | 3,838 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,980 |
| Fair value | $500,000 | 2,030 |
| 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 | $25,157,000 | 4,023 |
| U.S. Government securities | $18,255,000 | 3,673 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $18,255,000 | 3,577 |
| Securities issued by states & political subdivisions | $6,902,000 | 3,360 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,259,000 | 3,257 |
| Mortgage-backed securities | $17,755,000 | 2,551 |
| Certificates of participation in pools of residential mortgages | $16,130,000 | 2,058 |
| Issued or guaranteed by U.S. | $16,130,000 | 2,056 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,625,000 | 2,789 |
| CMOs issued by government agencies or sponsored agencies | $1,625,000 | 2,674 |
| 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) | $6,902,000 | 1,136 |
| Available-for-sale securities (fair market value) | $18,255,000 | 4,287 |
| Total debt securities | $25,157,000 | 3,991 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,008 |
| Fair value | $500,000 | 2,083 |
| 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 | $27,476,000 | 3,884 |
| U.S. Government securities | $20,103,000 | 3,573 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $20,103,000 | 3,494 |
| Securities issued by states & political subdivisions | $7,373,000 | 3,248 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,479,000 | 3,103 |
| Mortgage-backed securities | $19,604,000 | 2,544 |
| Certificates of participation in pools of residential mortgages | $17,716,000 | 2,023 |
| Issued or guaranteed by U.S. | $17,716,000 | 2,022 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,888,000 | 2,784 |
| CMOs issued by government agencies or sponsored agencies | $1,888,000 | 2,667 |
| 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) | $7,373,000 | 1,133 |
| Available-for-sale securities (fair market value) | $20,103,000 | 4,181 |
| Total debt securities | $27,476,000 | 3,853 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,199 |
| Fair value | $499,000 | 2,326 |
| 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 | $26,626,000 | 3,966 |
| U.S. Government securities | $19,913,000 | 3,651 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $19,913,000 | 3,575 |
| Securities issued by states & political subdivisions | $6,713,000 | 3,315 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,054,000 | 3,190 |
| Mortgage-backed securities | $18,913,000 | 2,621 |
| Certificates of participation in pools of residential mortgages | $17,945,000 | 2,039 |
| Issued or guaranteed by U.S. | $17,945,000 | 2,038 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $968,000 | 3,156 |
| CMOs issued by government agencies or sponsored agencies | $968,000 | 3,002 |
| 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) | $6,713,000 | 1,172 |
| Available-for-sale securities (fair market value) | $19,913,000 | 4,237 |
| Total debt securities | $26,626,000 | 3,935 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $22,658,000 | 4,375 |
| U.S. Government securities | $16,808,000 | 4,056 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $16,808,000 | 3,968 |
| Securities issued by states & political subdivisions | $5,850,000 | 3,418 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,912,000 | 3,230 |
| Mortgage-backed securities | $16,808,000 | 2,821 |
| Certificates of participation in pools of residential mortgages | $15,713,000 | 2,220 |
| Issued or guaranteed by U.S. | $15,713,000 | 2,216 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,095,000 | 3,107 |
| CMOs issued by government agencies or sponsored agencies | $1,095,000 | 2,956 |
| 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) | $5,850,000 | 1,263 |
| Available-for-sale securities (fair market value) | $16,808,000 | 4,535 |
| Total debt securities | $22,658,000 | 4,338 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $23,207,000 | 4,264 |
| U.S. Government securities | $17,350,000 | 3,923 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $17,350,000 | 3,842 |
| Securities issued by states & political subdivisions | $5,857,000 | 3,381 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,285,000 | 3,048 |
| Mortgage-backed securities | $17,350,000 | 2,687 |
| Certificates of participation in pools of residential mortgages | $16,093,000 | 2,092 |
| Issued or guaranteed by U.S. | $16,093,000 | 2,089 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,257,000 | 3,024 |
| CMOs issued by government agencies or sponsored agencies | $1,257,000 | 2,784 |
| 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) | $5,857,000 | 1,282 |
| Available-for-sale securities (fair market value) | $17,350,000 | 4,432 |
| Total debt securities | $23,207,000 | 4,234 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $17,562,000 | 4,771 |
| U.S. Government securities | $11,663,000 | 4,646 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $11,663,000 | 4,554 |
| Securities issued by states & political subdivisions | $5,899,000 | 3,323 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,232,000 | 3,161 |
| Mortgage-backed securities | $11,663,000 | 3,159 |
| Certificates of participation in pools of residential mortgages | $10,243,000 | 2,630 |
| Issued or guaranteed by U.S. | $10,243,000 | 2,625 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,420,000 | 2,963 |
| CMOs issued by government agencies or sponsored agencies | $1,420,000 | 2,726 |
| 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) | $5,899,000 | 1,283 |
| Available-for-sale securities (fair market value) | $11,663,000 | 5,069 |
| Total debt securities | $17,562,000 | 4,736 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $18,330,000 | 4,748 |
| U.S. Government securities | $12,424,000 | 4,666 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $12,424,000 | 4,550 |
| Securities issued by states & political subdivisions | $5,906,000 | 3,278 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,479,000 | 3,127 |
| Mortgage-backed securities | $12,424,000 | 3,027 |
| Certificates of participation in pools of residential mortgages | $10,863,000 | 2,512 |
| Issued or guaranteed by U.S. | $10,863,000 | 2,504 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,561,000 | 2,870 |
| CMOs issued by government agencies or sponsored agencies | $1,561,000 | 2,631 |
| 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) | $5,906,000 | 1,334 |
| Available-for-sale securities (fair market value) | $12,424,000 | 5,025 |
| Total debt securities | $18,330,000 | 4,707 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $16,898,000 | 4,904 |
| U.S. Government securities | $10,985,000 | 4,852 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $10,985,000 | 4,729 |
| Securities issued by states & political subdivisions | $5,913,000 | 3,234 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,386,000 | 3,327 |
| Mortgage-backed securities | $10,985,000 | 3,121 |
| Certificates of participation in pools of residential mortgages | $10,391,000 | 2,495 |
| Issued or guaranteed by U.S. | $10,391,000 | 2,490 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $594,000 | 3,221 |
| CMOs issued by government agencies or sponsored agencies | $594,000 | 2,950 |
| 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) | $5,913,000 | 1,327 |
| Available-for-sale securities (fair market value) | $10,985,000 | 5,224 |
| Total debt securities | $16,898,000 | 4,872 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $19,021,000 | 4,522 |
| U.S. Government securities | $12,601,000 | 4,449 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $12,601,000 | 4,328 |
| Securities issued by states & political subdivisions | $5,920,000 | 3,205 |
| Other domestic debt securities | $500,000 | 2,471 |
| 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 | $500,000 | 1,678 |
| 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 | $5,569,000 | 4,040 |
| Mortgage-backed securities | $12,601,000 | 2,836 |
| Certificates of participation in pools of residential mortgages | $11,416,000 | 2,284 |
| Issued or guaranteed by U.S. | $11,416,000 | 2,278 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,185,000 | 2,911 |
| CMOs issued by government agencies or sponsored agencies | $1,185,000 | 2,634 |
| 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) | $5,920,000 | 1,326 |
| Available-for-sale securities (fair market value) | $13,101,000 | 4,851 |
| Total debt securities | $19,021,000 | 4,486 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $19,998,000 | 4,363 |
| U.S. Government securities | $13,573,000 | 4,239 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $13,573,000 | 4,129 |
| Securities issued by states & political subdivisions | $5,925,000 | 3,125 |
| Other domestic debt securities | $500,000 | 2,559 |
| 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 | $500,000 | 1,705 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,081,000 | 3,978 |
| Mortgage-backed securities | $13,573,000 | 2,729 |
| Certificates of participation in pools of residential mortgages | $12,281,000 | 2,144 |
| Issued or guaranteed by U.S. | $12,281,000 | 2,138 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,292,000 | 2,850 |
| CMOs issued by government agencies or sponsored agencies | $1,292,000 | 2,568 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $5,925,000 | 1,370 |
| Available-for-sale securities (fair market value) | $14,073,000 | 4,658 |
| Total debt securities | $19,998,000 | 4,320 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $17,833,000 | 4,650 |
| U.S. Government securities | $12,221,000 | 4,533 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $12,221,000 | 4,426 |
| Securities issued by states & political subdivisions | $5,115,000 | 3,254 |
| Other domestic debt securities | $497,000 | 2,588 |
| 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 | $497,000 | 1,700 |
| 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 | $5,279,000 | 4,215 |
| Mortgage-backed securities | $12,221,000 | 2,874 |
| Certificates of participation in pools of residential mortgages | $10,839,000 | 2,310 |
| Issued or guaranteed by U.S. | $10,839,000 | 2,304 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,382,000 | 2,738 |
| CMOs issued by government agencies or sponsored agencies | $1,382,000 | 2,435 |
| 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) | $5,115,000 | 1,493 |
| Available-for-sale securities (fair market value) | $12,718,000 | 4,854 |
| Total debt securities | $17,833,000 | 4,613 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $12,545,000 | 5,367 |
| U.S. Government securities | $8,592,000 | 5,295 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $8,592,000 | 5,187 |
| Securities issued by states & political subdivisions | $3,953,000 | 3,560 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,119,000 | 4,632 |
| Mortgage-backed securities | $8,592,000 | 3,414 |
| Certificates of participation in pools of residential mortgages | $7,139,000 | 2,977 |
| Issued or guaranteed by U.S. | $7,139,000 | 2,969 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,453,000 | 2,684 |
| CMOs issued by government agencies or sponsored agencies | $1,453,000 | 2,359 |
| 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) | $3,953,000 | 1,674 |
| Available-for-sale securities (fair market value) | $8,592,000 | 5,562 |
| Total debt securities | $12,545,000 | 5,326 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $12,747,000 | 5,329 |
| U.S. Government securities | $8,788,000 | 5,210 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $8,788,000 | 5,110 |
| Securities issued by states & political subdivisions | $3,959,000 | 3,584 |
| 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 | $4,128,000 | 4,654 |
| Mortgage-backed securities | $8,788,000 | 3,438 |
| Certificates of participation in pools of residential mortgages | $7,298,000 | 3,021 |
| Issued or guaranteed by U.S. | $7,298,000 | 3,013 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,490,000 | 2,659 |
| CMOs issued by government agencies or sponsored agencies | $1,490,000 | 2,331 |
| 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) | $3,959,000 | 1,685 |
| Available-for-sale securities (fair market value) | $8,788,000 | 5,523 |
| Total debt securities | $12,747,000 | 5,284 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| 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 | $11,801,000 | 5,516 |
| U.S. Government securities | $8,340,000 | 5,327 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $8,340,000 | 5,231 |
| Securities issued by states & political subdivisions | $3,461,000 | 3,750 |
| 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 | $3,643,000 | 4,848 |
| Mortgage-backed securities | $8,340,000 | 3,565 |
| Certificates of participation in pools of residential mortgages | $6,775,000 | 3,203 |
| Issued or guaranteed by U.S. | $6,775,000 | 3,195 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,565,000 | 2,628 |
| CMOs issued by government agencies or sponsored agencies | $1,565,000 | 2,279 |
| 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) | $3,461,000 | 1,823 |
| Available-for-sale securities (fair market value) | $8,340,000 | 5,608 |
| Total debt securities | $11,801,000 | 5,473 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $10,467,000 | 5,737 |
| U.S. Government securities | $7,001,000 | 5,642 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,001,000 | 5,554 |
| Securities issued by states & political subdivisions | $3,466,000 | 3,714 |
| 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 | $3,659,000 | 4,860 |
| Mortgage-backed securities | $7,001,000 | 3,855 |
| Certificates of participation in pools of residential mortgages | $5,346,000 | 3,595 |
| Issued or guaranteed by U.S. | $5,346,000 | 3,583 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,655,000 | 2,601 |
| CMOs issued by government agencies or sponsored agencies | $1,655,000 | 2,242 |
| 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) | $3,466,000 | 1,837 |
| Available-for-sale securities (fair market value) | $7,001,000 | 5,891 |
| Total debt securities | $10,467,000 | 5,695 |
| 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 | $12,865,000 | 5,412 |
| U.S. Government securities | $9,905,000 | 5,088 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,905,000 | 5,005 |
| Securities issued by states & political subdivisions | $2,960,000 | 3,824 |
| 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 | $2,960,000 | 5,183 |
| Mortgage-backed securities | $9,905,000 | 3,434 |
| Certificates of participation in pools of residential mortgages | $8,112,000 | 3,073 |
| Issued or guaranteed by U.S. | $8,112,000 | 3,060 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,793,000 | 2,573 |
| CMOs issued by government agencies or sponsored agencies | $1,793,000 | 2,206 |
| 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) | $2,960,000 | 1,954 |
| Available-for-sale securities (fair market value) | $9,905,000 | 5,382 |
| Total debt securities | $12,865,000 | 5,369 |
| 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 | $13,041,000 | 5,407 |
| U.S. Government securities | $10,076,000 | 5,128 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $10,076,000 | 5,043 |
| Securities issued by states & political subdivisions | $2,965,000 | 3,781 |
| 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 | $2,447,000 | 5,439 |
| Mortgage-backed securities | $10,076,000 | 3,335 |
| Certificates of participation in pools of residential mortgages | $8,209,000 | 3,017 |
| Issued or guaranteed by U.S. | $8,209,000 | 3,005 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,867,000 | 2,486 |
| CMOs issued by government agencies or sponsored agencies | $1,867,000 | 2,162 |
| 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) | $2,965,000 | 1,966 |
| Available-for-sale securities (fair market value) | $10,076,000 | 5,366 |
| Total debt securities | $13,041,000 | 5,366 |
| 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 | $11,640,000 | 5,596 |
| U.S. Government securities | $8,670,000 | 5,402 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,670,000 | 5,315 |
| Securities issued by states & political subdivisions | $2,970,000 | 3,761 |
| 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 | $2,453,000 | 5,455 |
| Mortgage-backed securities | $8,670,000 | 3,461 |
| Certificates of participation in pools of residential mortgages | $6,786,000 | 3,212 |
| Issued or guaranteed by U.S. | $6,786,000 | 3,200 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,884,000 | 2,401 |
| CMOs issued by government agencies or sponsored agencies | $1,884,000 | 2,069 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,970,000 | 1,977 |
| Available-for-sale securities (fair market value) | $8,670,000 | 5,604 |
| Total debt securities | $11,640,000 | 5,554 |
| 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 | $7,383,000 | 6,457 |
| U.S. Government securities | $4,925,000 | 6,477 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,925,000 | 6,391 |
| Securities issued by states & political subdivisions | $2,458,000 | 4,012 |
| 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 | $2,458,000 | 5,443 |
| Mortgage-backed securities | $4,925,000 | 4,223 |
| Certificates of participation in pools of residential mortgages | $4,125,000 | 3,916 |
| Issued or guaranteed by U.S. | $4,125,000 | 3,901 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $800,000 | 2,914 |
| CMOs issued by government agencies or sponsored agencies | $800,000 | 2,584 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,458,000 | 2,095 |
| Available-for-sale securities (fair market value) | $4,925,000 | 6,422 |
| Total debt securities | $7,383,000 | 6,397 |
| 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 | $5,963,000 | 6,773 |
| U.S. Government securities | $4,226,000 | 6,709 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,226,000 | 6,601 |
| Securities issued by states & political subdivisions | $1,737,000 | 4,393 |
| 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 | $1,790,000 | 5,731 |
| Mortgage-backed securities | $4,226,000 | 4,343 |
| Certificates of participation in pools of residential mortgages | $3,331,000 | 4,065 |
| Issued or guaranteed by U.S. | $3,331,000 | 4,051 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $895,000 | 2,847 |
| CMOs issued by government agencies or sponsored agencies | $895,000 | 2,511 |
| 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) | $1,737,000 | 2,321 |
| Available-for-sale securities (fair market value) | $4,226,000 | 6,597 |
| Total debt securities | $5,963,000 | 6,703 |
| 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 | $5,486,000 | 6,971 |
| U.S. Government securities | $3,745,000 | 6,985 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,745,000 | 6,872 |
| Securities issued by states & political subdivisions | $1,741,000 | 4,398 |
| 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 | $1,274,000 | 6,019 |
| Mortgage-backed securities | $3,745,000 | 4,224 |
| Certificates of participation in pools of residential mortgages | $2,799,000 | 3,996 |
| Issued or guaranteed by U.S. | $2,799,000 | 3,980 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $946,000 | 2,695 |
| CMOs issued by government agencies or sponsored agencies | $946,000 | 2,389 |
| 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) | $1,741,000 | 2,388 |
| Available-for-sale securities (fair market value) | $3,745,000 | 6,745 |
| Total debt securities | $5,486,000 | 6,917 |
| 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 | $7,704,000 | 6,550 |
| U.S. Government securities | $6,507,000 | 6,237 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,507,000 | 6,127 |
| Securities issued by states & political subdivisions | $1,197,000 | 4,739 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,150,000 | 6,105 |
| Mortgage-backed securities | $4,006,000 | 3,981 |
| Certificates of participation in pools of residential mortgages | $3,014,000 | 3,747 |
| Issued or guaranteed by U.S. | $3,014,000 | 3,732 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $992,000 | 2,589 |
| CMOs issued by government agencies or sponsored agencies | $992,000 | 2,287 |
| 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) | $1,197,000 | 2,638 |
| Available-for-sale securities (fair market value) | $6,507,000 | 6,172 |
| Total debt securities | $7,704,000 | 6,494 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,442 |
| Fair value | $1,500,000 | 1,446 |
| 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 | $8,476,000 | 6,402 |
| U.S. Government securities | $7,276,000 | 6,029 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $7,276,000 | 5,917 |
| Securities issued by states & political subdivisions | $1,200,000 | 4,754 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,185,000 | 6,141 |
| Mortgage-backed securities | $4,289,000 | 3,844 |
| Certificates of participation in pools of residential mortgages | $3,141,000 | 3,659 |
| Issued or guaranteed by U.S. | $3,141,000 | 3,646 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,148,000 | 2,478 |
| CMOs issued by government agencies or sponsored agencies | $1,148,000 | 2,190 |
| 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) | $1,200,000 | 2,663 |
| Available-for-sale securities (fair market value) | $7,276,000 | 6,002 |
| Total debt securities | $8,476,000 | 6,347 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,520 |
| Fair value | $1,498,000 | 1,519 |
| 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 | $7,399,000 | 6,685 |
| U.S. Government securities | $6,345,000 | 6,370 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,345,000 | 6,241 |
| Securities issued by states & political subdivisions | $1,054,000 | 4,910 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,234,000 | 6,124 |
| Mortgage-backed securities | $3,852,000 | 3,981 |
| Certificates of participation in pools of residential mortgages | $2,506,000 | 3,921 |
| Issued or guaranteed by U.S. | $2,506,000 | 3,903 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,346,000 | 2,350 |
| CMOs issued by government agencies or sponsored agencies | $1,346,000 | 2,073 |
| 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) | $1,054,000 | 2,764 |
| Available-for-sale securities (fair market value) | $6,345,000 | 6,249 |
| Total debt securities | $7,399,000 | 6,628 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,599 |
| Fair value | $1,497,000 | 1,602 |
| 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 | $7,683,000 | 6,660 |
| U.S. Government securities | $6,626,000 | 6,333 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $6,626,000 | 6,200 |
| Securities issued by states & political subdivisions | $1,057,000 | 4,931 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $991,000 | 6,320 |
| Mortgage-backed securities | $4,139,000 | 3,888 |
| Certificates of participation in pools of residential mortgages | $2,646,000 | 3,866 |
| Issued or guaranteed by U.S. | $2,646,000 | 3,854 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,493,000 | 2,280 |
| CMOs issued by government agencies or sponsored agencies | $1,493,000 | 2,013 |
| 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) | $1,057,000 | 2,815 |
| Available-for-sale securities (fair market value) | $6,626,000 | 6,207 |
| Total debt securities | $7,683,000 | 6,602 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,699 |
| Fair value | $1,494,000 | 1,708 |
| 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 | $9,539,000 | 6,302 |
| U.S. Government securities | $8,479,000 | 5,886 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,479,000 | 5,772 |
| Securities issued by states & political subdivisions | $1,060,000 | 4,956 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $991,000 | 6,368 |
| Mortgage-backed securities | $3,757,000 | 4,033 |
| Certificates of participation in pools of residential mortgages | $2,088,000 | 4,125 |
| Issued or guaranteed by U.S. | $2,088,000 | 4,105 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,669,000 | 2,190 |
| CMOs issued by government agencies or sponsored agencies | $1,669,000 | 1,920 |
| 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) | $1,060,000 | 2,878 |
| Available-for-sale securities (fair market value) | $8,479,000 | 5,848 |
| Total debt securities | $9,539,000 | 6,241 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,480 |
| Fair value | $1,990,000 | 1,511 |
| 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 | $9,575,000 | 6,315 |
| U.S. Government securities | $8,512,000 | 5,908 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $8,512,000 | 5,771 |
| Securities issued by states & political subdivisions | $1,063,000 | 4,977 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $983,000 | 6,401 |
| Mortgage-backed securities | $2,800,000 | 4,364 |
| Certificates of participation in pools of residential mortgages | $1,404,000 | 4,550 |
| Issued or guaranteed by U.S. | $1,404,000 | 4,529 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,396,000 | 2,288 |
| CMOs issued by government agencies or sponsored agencies | $1,396,000 | 2,014 |
| 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) | $1,063,000 | 2,907 |
| Available-for-sale securities (fair market value) | $8,512,000 | 5,852 |
| Total debt securities | $9,575,000 | 6,254 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,383 |
| Fair value | $2,467,000 | 1,390 |
| 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 | $9,475,000 | 6,416 |
| U.S. Government securities | $9,475,000 | 5,712 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,475,000 | 5,578 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $982,000 | 6,426 |
| Mortgage-backed securities | $2,276,000 | 4,602 |
| Certificates of participation in pools of residential mortgages | $765,000 | 5,095 |
| Issued or guaranteed by U.S. | $765,000 | 5,075 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,511,000 | 2,255 |
| CMOs issued by government agencies or sponsored agencies | $1,511,000 | 1,984 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $9,475,000 | 5,701 |
| Total debt securities | $9,475,000 | 6,357 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,405 |
| Fair value | $2,471,000 | 1,418 |
| 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 | $10,199,000 | 6,283 |
| U.S. Government securities | $10,199,000 | 5,531 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $10,199,000 | 5,389 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $986,000 | 6,442 |
| Mortgage-backed securities | $2,517,000 | 4,536 |
| Certificates of participation in pools of residential mortgages | $806,000 | 5,091 |
| Issued or guaranteed by U.S. | $806,000 | 5,072 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,711,000 | 2,167 |
| CMOs issued by government agencies or sponsored agencies | $1,711,000 | 1,917 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $10,199,000 | 5,567 |
| Total debt securities | $10,199,000 | 6,226 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,406 |
| Fair value | $2,472,000 | 1,423 |
| 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 | $8,688,000 | 6,621 |
| U.S. Government securities | $8,688,000 | 5,888 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $8,688,000 | 5,745 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $984,000 | 6,479 |
| Mortgage-backed securities | $1,251,000 | 5,293 |
| Certificates of participation in pools of residential mortgages | $862,000 | 5,087 |
| Issued or guaranteed by U.S. | $862,000 | 5,068 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $389,000 | 2,988 |
| CMOs issued by government agencies or sponsored agencies | $389,000 | 2,693 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $8,688,000 | 5,890 |
| Total debt securities | $8,688,000 | 6,567 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,384 |
| Fair value | $2,477,000 | 1,404 |
| 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 | $9,331,000 | 6,500 |
| U.S. Government securities | $9,331,000 | 5,760 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $9,331,000 | 5,614 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $984,000 | 6,490 |
| Mortgage-backed securities | $1,374,000 | 5,281 |
| Certificates of participation in pools of residential mortgages | $920,000 | 5,102 |
| Issued or guaranteed by U.S. | $920,000 | 5,082 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $454,000 | 2,976 |
| CMOs issued by government agencies or sponsored agencies | $454,000 | 2,695 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $9,331,000 | 5,764 |
| Total debt securities | $9,331,000 | 6,441 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,379 |
| Fair value | $2,489,000 | 1,391 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $9,326,000 | 6,575 |
| U.S. Government securities | $9,326,000 | 5,846 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,326,000 | 5,703 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $987,000 | 6,524 |
| Mortgage-backed securities | $1,419,000 | 5,327 |
| Certificates of participation in pools of residential mortgages | $948,000 | 5,133 |
| Issued or guaranteed by U.S. | $948,000 | 5,119 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $471,000 | 3,012 |
| CMOs issued by government agencies or sponsored agencies | $471,000 | 2,739 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $9,326,000 | 5,840 |
| Total debt securities | $9,326,000 | 6,516 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,493 |
| Fair value | $1,971,000 | 1,567 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $8,950,000 | 6,694 |
| U.S. Government securities | $8,950,000 | 5,955 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,950,000 | 5,806 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $985,000 | 6,544 |
| Mortgage-backed securities | $978,000 | 5,651 |
| Certificates of participation in pools of residential mortgages | $479,000 | 5,614 |
| Issued or guaranteed by U.S. | $479,000 | 5,597 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $499,000 | 3,011 |
| CMOs issued by government agencies or sponsored agencies | $499,000 | 2,748 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $8,950,000 | 5,934 |
| Total debt securities | $8,950,000 | 6,637 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,330 |
| Fair value | $2,490,000 | 1,343 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $7,005,000 | 7,176 |
| U.S. Government securities | $7,005,000 | 6,494 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,005,000 | 6,333 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $495,000 | 6,901 |
| Mortgage-backed securities | $494,000 | 6,095 |
| Certificates of participation in pools of residential mortgages | $494,000 | 5,629 |
| Issued or guaranteed by U.S. | $494,000 | 5,613 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $7,005,000 | 6,375 |
| Total debt securities | $7,005,000 | 7,105 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,975 |
| Fair value | $999,000 | 2,118 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $7,455,000 | 7,154 |
| U.S. Government securities | $7,455,000 | 6,447 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,455,000 | 6,278 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $490,000 | 6,940 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $7,455,000 | 6,370 |
| Total debt securities | $7,455,000 | 7,085 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,961 |
| Fair value | $988,000 | 2,061 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $7,581,000 | 7,107 |
| U.S. Government securities | $7,581,000 | 6,348 |
| U.S. Treasury securities | $502,000 | 1,704 |
| U.S. Government agency obligations | $7,079,000 | 6,341 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $502,000 | 6,885 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $7,581,000 | 6,318 |
| Total debt securities | $7,581,000 | 7,024 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,158 |
| Fair value | $501,000 | 2,265 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $8,824,000 | 6,859 |
| U.S. Government securities | $8,824,000 | 6,076 |
| U.S. Treasury securities | $500,000 | 1,836 |
| U.S. Government agency obligations | $8,324,000 | 6,048 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $751,000 | 6,692 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $8,824,000 | 6,099 |
| Total debt securities | $8,824,000 | 6,785 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,606 |
| Fair value | $1,002,000 | 1,700 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $4,680,000 | 7,861 |
| U.S. Government securities | $4,680,000 | 7,244 |
| U.S. Treasury securities | $499,000 | 1,908 |
| U.S. Government agency obligations | $4,181,000 | 7,204 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $748,000 | 6,726 |
| Mortgage-backed securities | $366,000 | 6,415 |
| Certificates of participation in pools of residential mortgages | $366,000 | 5,976 |
| Issued or guaranteed by U.S. | $366,000 | 5,950 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $4,680,000 | 7,036 |
| Total debt securities | $4,680,000 | 7,776 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,378 |
| Fair value | $1,004,000 | 1,438 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $2,272,000 | 8,517 |
| U.S. Government securities | $2,272,000 | 8,097 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,272,000 | 7,922 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $761,000 | 6,733 |
| Mortgage-backed securities | $507,000 | 6,319 |
| Certificates of participation in pools of residential mortgages | $507,000 | 5,841 |
| Issued or guaranteed by U.S. | $507,000 | 5,822 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $2,272,000 | 7,689 |
| Total debt securities | $2,272,000 | 8,437 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,191 |
| Fair value | $1,004,000 | 1,286 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $3,779,000 | 8,154 |
| U.S. Government securities | $3,779,000 | 7,603 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,779,000 | 7,405 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $766,000 | 6,758 |
| Mortgage-backed securities | $1,007,000 | 5,948 |
| Certificates of participation in pools of residential mortgages | $504,000 | 5,854 |
| Issued or guaranteed by U.S. | $504,000 | 5,836 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $503,000 | 3,547 |
| CMOs issued by government agencies or sponsored agencies | $503,000 | 3,379 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $3,779,000 | 7,283 |
| Total debt securities | $3,779,000 | 8,068 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 604 |
| Fair value | $2,006,000 | 654 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $3,288,000 | 8,352 |
| U.S. Government securities | $3,288,000 | 7,808 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,288,000 | 7,595 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $770,000 | 6,792 |
| Mortgage-backed securities | $1,013,000 | 5,923 |
| Certificates of participation in pools of residential mortgages | $501,000 | 5,832 |
| Issued or guaranteed by U.S. | $501,000 | 5,813 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $512,000 | 3,581 |
| CMOs issued by government agencies or sponsored agencies | $512,000 | 3,429 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $3,288,000 | 7,447 |
| Total debt securities | $3,288,000 | 8,264 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 609 |
| Fair value | $1,505,000 | 646 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $761,000 | 9,219 |
| U.S. Government securities | $761,000 | 8,986 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $761,000 | 8,827 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $761,000 | 6,954 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $761,000 | 8,318 |
| Total debt securities | $761,000 | 9,141 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $1,674,000 | 9,355 |
| U.S. Government securities | $999,000 | 9,317 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $999,000 | 9,081 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $665,000 | 2,748 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $665,000 | 2,414 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 7,916 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $999,000 | 7,094 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $1,674,000 | 8,276 |
| Total debt securities | $1,664,000 | 9,258 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |