Home > Southern Heritage Bank > Securities
Southern Heritage Bank, Securities
| 2016-06-30 | Rank | |
| Total securities | $86,483,000 | 1,579 |
| U.S. Government securities | $38,271,000 | 1,970 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $38,271,000 | 1,890 |
| Securities issued by states & political subdivisions | $48,212,000 | 851 |
| 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 | $9,185,000 | 3,153 |
| Mortgage-backed securities | $38,271,000 | 1,346 |
| Certificates of participation in pools of residential mortgages | $37,719,000 | 989 |
| Issued or guaranteed by U.S. | $37,719,000 | 985 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $552,000 | 2,764 |
| CMOs issued by government agencies or sponsored agencies | $552,000 | 2,668 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $86,483,000 | 1,418 |
| Total debt securities | $86,483,000 | 1,549 |
| 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 | $88,554,000 | 1,562 |
| U.S. Government securities | $39,767,000 | 2,009 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $39,767,000 | 1,918 |
| Securities issued by states & political subdivisions | $48,787,000 | 823 |
| 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 | $5,356,000 | 3,803 |
| Mortgage-backed securities | $39,767,000 | 1,325 |
| Certificates of participation in pools of residential mortgages | $37,876,000 | 973 |
| Issued or guaranteed by U.S. | $37,876,000 | 973 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,891,000 | 2,252 |
| CMOs issued by government agencies or sponsored agencies | $1,891,000 | 2,188 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $88,554,000 | 1,389 |
| Total debt securities | $88,554,000 | 1,535 |
| 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 | $83,454,000 | 1,654 |
| U.S. Government securities | $36,448,000 | 2,157 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $36,448,000 | 2,067 |
| Securities issued by states & political subdivisions | $47,006,000 | 857 |
| 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 | $3,720,000 | 4,186 |
| Mortgage-backed securities | $36,448,000 | 1,432 |
| Certificates of participation in pools of residential mortgages | $34,445,000 | 1,056 |
| Issued or guaranteed by U.S. | $34,445,000 | 1,054 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,003,000 | 2,233 |
| CMOs issued by government agencies or sponsored agencies | $2,003,000 | 2,172 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $83,454,000 | 1,486 |
| Total debt securities | $83,454,000 | 1,632 |
| 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 | $85,628,000 | 1,615 |
| U.S. Government securities | $35,248,000 | 2,240 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $35,248,000 | 2,153 |
| Securities issued by states & political subdivisions | $50,380,000 | 784 |
| 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 | $3,789,000 | 4,219 |
| Mortgage-backed securities | $34,632,000 | 1,478 |
| Certificates of participation in pools of residential mortgages | $32,014,000 | 1,106 |
| Issued or guaranteed by U.S. | $32,014,000 | 1,105 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,618,000 | 2,084 |
| CMOs issued by government agencies or sponsored agencies | $2,618,000 | 2,026 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $85,628,000 | 1,443 |
| Total debt securities | $85,628,000 | 1,593 |
| 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 | $81,939,000 | 1,719 |
| U.S. Government securities | $32,238,000 | 2,436 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $32,238,000 | 2,343 |
| Securities issued by states & political subdivisions | $49,701,000 | 783 |
| 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 | $3,853,000 | 4,262 |
| Mortgage-backed securities | $31,612,000 | 1,620 |
| Certificates of participation in pools of residential mortgages | $28,818,000 | 1,248 |
| Issued or guaranteed by U.S. | $28,818,000 | 1,248 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,794,000 | 2,108 |
| CMOs issued by government agencies or sponsored agencies | $2,794,000 | 2,040 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $81,939,000 | 1,537 |
| Total debt securities | $81,939,000 | 1,699 |
| 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 | $76,128,000 | 1,838 |
| U.S. Government securities | $25,108,000 | 2,896 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $25,108,000 | 2,814 |
| Securities issued by states & political subdivisions | $51,020,000 | 741 |
| 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 | $4,012,000 | 4,279 |
| Mortgage-backed securities | $23,436,000 | 2,011 |
| Certificates of participation in pools of residential mortgages | $20,421,000 | 1,624 |
| Issued or guaranteed by U.S. | $20,421,000 | 1,624 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,015,000 | 2,092 |
| CMOs issued by government agencies or sponsored agencies | $3,015,000 | 2,022 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $76,128,000 | 1,660 |
| Total debt securities | $76,128,000 | 1,820 |
| 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 | $76,579,000 | 1,842 |
| U.S. Government securities | $25,988,000 | 2,856 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $25,988,000 | 2,760 |
| Securities issued by states & political subdivisions | $50,591,000 | 742 |
| 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 | $4,088,000 | 4,333 |
| Mortgage-backed securities | $24,331,000 | 1,995 |
| Certificates of participation in pools of residential mortgages | $21,171,000 | 1,611 |
| Issued or guaranteed by U.S. | $21,171,000 | 1,609 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,160,000 | 2,110 |
| CMOs issued by government agencies or sponsored agencies | $3,160,000 | 2,041 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $76,579,000 | 1,659 |
| Total debt securities | $76,579,000 | 1,823 |
| 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 | $81,035,000 | 1,785 |
| U.S. Government securities | $23,428,000 | 3,169 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $23,428,000 | 3,065 |
| Securities issued by states & political subdivisions | $57,607,000 | 621 |
| 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 | $4,049,000 | 4,390 |
| Mortgage-backed securities | $20,736,000 | 2,250 |
| Certificates of participation in pools of residential mortgages | $18,914,000 | 1,795 |
| Issued or guaranteed by U.S. | $18,914,000 | 1,793 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,822,000 | 2,516 |
| CMOs issued by government agencies or sponsored agencies | $1,822,000 | 2,426 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $81,035,000 | 1,597 |
| Total debt securities | $81,035,000 | 1,761 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,534 |
| Fair value | $1,004,000 | 1,530 |
| 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 | $78,154,000 | 1,859 |
| U.S. Government securities | $23,158,000 | 3,222 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $23,158,000 | 3,125 |
| Securities issued by states & political subdivisions | $54,996,000 | 666 |
| 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 | $4,093,000 | 4,426 |
| Mortgage-backed securities | $20,466,000 | 2,305 |
| Certificates of participation in pools of residential mortgages | $18,496,000 | 1,861 |
| Issued or guaranteed by U.S. | $18,496,000 | 1,860 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,970,000 | 2,500 |
| CMOs issued by government agencies or sponsored agencies | $1,970,000 | 2,418 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $78,154,000 | 1,670 |
| Total debt securities | $78,154,000 | 1,833 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,576 |
| Fair value | $1,008,000 | 1,570 |
| 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 | $73,684,000 | 1,975 |
| U.S. Government securities | $23,953,000 | 3,166 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $23,953,000 | 3,079 |
| Securities issued by states & political subdivisions | $49,731,000 | 761 |
| 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 | $3,539,000 | 4,567 |
| Mortgage-backed securities | $21,235,000 | 2,268 |
| Certificates of participation in pools of residential mortgages | $19,162,000 | 1,814 |
| Issued or guaranteed by U.S. | $19,162,000 | 1,813 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,073,000 | 2,461 |
| CMOs issued by government agencies or sponsored agencies | $2,073,000 | 2,384 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $73,684,000 | 1,774 |
| Total debt securities | $73,684,000 | 1,953 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $1,008,000 | 1,587 |
| 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 | $68,966,000 | 2,075 |
| U.S. Government securities | $22,729,000 | 3,236 |
| U.S. Treasury securities | $258,000 | 1,053 |
| U.S. Government agency obligations | $22,471,000 | 3,175 |
| Securities issued by states & political subdivisions | $46,237,000 | 816 |
| 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 | $2,207,000 | 4,975 |
| Mortgage-backed securities | $20,753,000 | 2,289 |
| Certificates of participation in pools of residential mortgages | $18,553,000 | 1,869 |
| Issued or guaranteed by U.S. | $18,553,000 | 1,868 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,200,000 | 2,401 |
| CMOs issued by government agencies or sponsored agencies | $2,200,000 | 2,319 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $68,966,000 | 1,860 |
| Total debt securities | $68,966,000 | 2,050 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,580 |
| Fair value | $1,000,000 | 1,580 |
| 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 | $60,947,000 | 2,289 |
| U.S. Government securities | $18,221,000 | 3,691 |
| U.S. Treasury securities | $258,000 | 1,042 |
| U.S. Government agency obligations | $17,963,000 | 3,614 |
| Securities issued by states & political subdivisions | $42,726,000 | 895 |
| 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 | $497,000 | 5,694 |
| Mortgage-backed securities | $16,212,000 | 2,619 |
| Certificates of participation in pools of residential mortgages | $13,871,000 | 2,251 |
| Issued or guaranteed by U.S. | $13,871,000 | 2,248 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,341,000 | 2,387 |
| CMOs issued by government agencies or sponsored agencies | $2,341,000 | 2,301 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $60,947,000 | 2,074 |
| Total debt securities | $60,947,000 | 2,271 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,570 |
| Fair value | $998,000 | 1,593 |
| 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 | $65,906,000 | 2,166 |
| U.S. Government securities | $19,410,000 | 3,570 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $19,410,000 | 3,477 |
| Securities issued by states & political subdivisions | $46,496,000 | 810 |
| 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 | $2,581,000 | 4,930 |
| Mortgage-backed securities | $17,633,000 | 2,526 |
| Certificates of participation in pools of residential mortgages | $15,045,000 | 2,128 |
| Issued or guaranteed by U.S. | $15,045,000 | 2,126 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,588,000 | 2,381 |
| CMOs issued by government agencies or sponsored agencies | $2,588,000 | 2,295 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $65,906,000 | 1,958 |
| Total debt securities | $65,906,000 | 2,139 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,552 |
| Fair value | $1,005,000 | 1,551 |
| 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 | $61,533,000 | 2,297 |
| U.S. Government securities | $20,059,000 | 3,533 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $20,059,000 | 3,443 |
| Securities issued by states & political subdivisions | $41,474,000 | 896 |
| 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 | $3,915,000 | 4,597 |
| Mortgage-backed securities | $18,186,000 | 2,520 |
| Certificates of participation in pools of residential mortgages | $15,270,000 | 2,151 |
| Issued or guaranteed by U.S. | $15,270,000 | 2,151 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,916,000 | 2,340 |
| CMOs issued by government agencies or sponsored agencies | $2,916,000 | 2,243 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $61,533,000 | 2,112 |
| Total debt securities | $61,533,000 | 2,273 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $1,037,000 | 1,570 |
| 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 | $57,339,000 | 2,373 |
| U.S. Government securities | $17,578,000 | 3,762 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $17,578,000 | 3,664 |
| Securities issued by states & political subdivisions | $39,761,000 | 915 |
| 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 | $4,349,000 | 4,442 |
| Mortgage-backed securities | $16,539,000 | 2,658 |
| Certificates of participation in pools of residential mortgages | $13,244,000 | 2,298 |
| Issued or guaranteed by U.S. | $13,244,000 | 2,297 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,295,000 | 2,326 |
| CMOs issued by government agencies or sponsored agencies | $3,295,000 | 2,222 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $57,339,000 | 2,183 |
| Total debt securities | $57,339,000 | 2,349 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,621 |
| Fair value | $1,039,000 | 1,596 |
| 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 | $59,892,000 | 2,316 |
| U.S. Government securities | $18,763,000 | 3,704 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $18,763,000 | 3,624 |
| Securities issued by states & political subdivisions | $41,129,000 | 856 |
| 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 | $4,727,000 | 4,412 |
| Mortgage-backed securities | $17,726,000 | 2,681 |
| Certificates of participation in pools of residential mortgages | $14,054,000 | 2,338 |
| Issued or guaranteed by U.S. | $14,054,000 | 2,337 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,672,000 | 2,348 |
| CMOs issued by government agencies or sponsored agencies | $3,672,000 | 2,243 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $59,892,000 | 2,120 |
| Total debt securities | $59,892,000 | 2,294 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,762 |
| Fair value | $1,037,000 | 1,735 |
| 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 | $57,321,000 | 2,391 |
| U.S. Government securities | $21,715,000 | 3,464 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $21,715,000 | 3,390 |
| Securities issued by states & political subdivisions | $35,606,000 | 970 |
| 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 | $4,709,000 | 4,451 |
| Mortgage-backed securities | $20,680,000 | 2,481 |
| Certificates of participation in pools of residential mortgages | $17,126,000 | 2,102 |
| Issued or guaranteed by U.S. | $17,126,000 | 2,100 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,554,000 | 2,388 |
| CMOs issued by government agencies or sponsored agencies | $3,554,000 | 2,277 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $57,321,000 | 2,196 |
| Total debt securities | $57,321,000 | 2,370 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $1,035,000 | 1,946 |
| 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 | $58,319,000 | 2,375 |
| U.S. Government securities | $22,583,000 | 3,457 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $22,583,000 | 3,390 |
| Securities issued by states & political subdivisions | $35,736,000 | 906 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,489,000 | 3,647 |
| Mortgage-backed securities | $20,575,000 | 2,509 |
| Certificates of participation in pools of residential mortgages | $17,742,000 | 2,043 |
| Issued or guaranteed by U.S. | $17,742,000 | 2,041 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,833,000 | 2,571 |
| CMOs issued by government agencies or sponsored agencies | $2,833,000 | 2,451 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $58,319,000 | 2,162 |
| Total debt securities | $58,319,000 | 2,354 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,667 |
| Fair value | $2,008,000 | 1,692 |
| 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 | $55,893,000 | 2,403 |
| U.S. Government securities | $21,811,000 | 3,466 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $21,811,000 | 3,386 |
| Securities issued by states & political subdivisions | $34,082,000 | 940 |
| 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 | $7,326,000 | 3,678 |
| Mortgage-backed securities | $20,780,000 | 2,421 |
| Certificates of participation in pools of residential mortgages | $17,687,000 | 1,960 |
| Issued or guaranteed by U.S. | $17,687,000 | 1,959 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,093,000 | 2,471 |
| CMOs issued by government agencies or sponsored agencies | $3,093,000 | 2,288 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $55,893,000 | 2,173 |
| Total debt securities | $55,893,000 | 2,387 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,154 |
| Fair value | $1,030,000 | 2,122 |
| 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 | $53,131,000 | 2,428 |
| U.S. Government securities | $26,406,000 | 2,987 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $26,406,000 | 2,906 |
| Securities issued by states & political subdivisions | $26,725,000 | 1,148 |
| 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 | $8,067,000 | 3,530 |
| Mortgage-backed securities | $22,369,000 | 2,246 |
| Certificates of participation in pools of residential mortgages | $20,066,000 | 1,717 |
| Issued or guaranteed by U.S. | $20,066,000 | 1,712 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,303,000 | 2,668 |
| CMOs issued by government agencies or sponsored agencies | $2,303,000 | 2,452 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $53,131,000 | 2,197 |
| Total debt securities | $53,131,000 | 2,404 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,202 |
| Fair value | $4,037,000 | 1,200 |
| 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 | $49,036,000 | 2,604 |
| U.S. Government securities | $26,827,000 | 3,036 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $26,827,000 | 2,952 |
| Securities issued by states & political subdivisions | $22,209,000 | 1,346 |
| 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 | $8,058,000 | 3,570 |
| Mortgage-backed securities | $21,825,000 | 2,243 |
| Certificates of participation in pools of residential mortgages | $21,305,000 | 1,581 |
| Issued or guaranteed by U.S. | $21,305,000 | 1,578 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $520,000 | 3,310 |
| CMOs issued by government agencies or sponsored agencies | $520,000 | 3,042 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $49,036,000 | 2,359 |
| Total debt securities | $49,036,000 | 2,576 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 1,159 |
| Fair value | $5,002,000 | 1,184 |
| 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 | $43,637,000 | 2,803 |
| U.S. Government securities | $27,264,000 | 2,984 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $27,264,000 | 2,888 |
| Securities issued by states & political subdivisions | $16,373,000 | 1,763 |
| 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 | $8,308,000 | 3,523 |
| Mortgage-backed securities | $22,310,000 | 2,157 |
| Certificates of participation in pools of residential mortgages | $21,720,000 | 1,529 |
| Issued or guaranteed by U.S. | $21,720,000 | 1,524 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $590,000 | 3,226 |
| CMOs issued by government agencies or sponsored agencies | $590,000 | 2,956 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $43,637,000 | 2,547 |
| Total debt securities | $43,637,000 | 2,780 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 1,209 |
| Fair value | $4,954,000 | 1,241 |
| 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 | $41,767,000 | 2,806 |
| U.S. Government securities | $28,880,000 | 2,731 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $28,880,000 | 2,649 |
| Securities issued by states & political subdivisions | $12,887,000 | 2,074 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,355,000 | 3,463 |
| Mortgage-backed securities | $23,942,000 | 2,002 |
| Certificates of participation in pools of residential mortgages | $23,181,000 | 1,409 |
| Issued or guaranteed by U.S. | $23,181,000 | 1,401 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $761,000 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $761,000 | 2,849 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $41,767,000 | 2,538 |
| Total debt securities | $41,767,000 | 2,781 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 1,112 |
| Fair value | $4,938,000 | 1,139 |
| 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 | $35,341,000 | 3,129 |
| U.S. Government securities | $23,954,000 | 3,063 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $23,954,000 | 2,964 |
| Securities issued by states & political subdivisions | $11,387,000 | 2,186 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,375,000 | 3,491 |
| Mortgage-backed securities | $18,401,000 | 2,313 |
| Certificates of participation in pools of residential mortgages | $17,490,000 | 1,695 |
| Issued or guaranteed by U.S. | $17,490,000 | 1,691 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $911,000 | 3,031 |
| CMOs issued by government agencies or sponsored agencies | $911,000 | 2,747 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $35,341,000 | 2,835 |
| Total debt securities | $35,341,000 | 3,102 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 1,103 |
| Fair value | $5,052,000 | 1,105 |
| 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 | $34,894,000 | 3,155 |
| U.S. Government securities | $23,287,000 | 3,150 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $23,287,000 | 3,067 |
| Securities issued by states & political subdivisions | $11,607,000 | 2,053 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,726,000 | 3,479 |
| Mortgage-backed securities | $13,236,000 | 2,757 |
| Certificates of participation in pools of residential mortgages | $12,213,000 | 2,180 |
| Issued or guaranteed by U.S. | $12,213,000 | 2,173 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,023,000 | 2,897 |
| CMOs issued by government agencies or sponsored agencies | $1,023,000 | 2,592 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $34,894,000 | 2,842 |
| Total debt securities | $34,894,000 | 3,125 |
| Structured notes | ||
| Amortized cost | $7,488,000 | 870 |
| Fair value | $7,543,000 | 863 |
| 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 | $40,113,000 | 2,860 |
| U.S. Government securities | $28,268,000 | 2,826 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $28,268,000 | 2,757 |
| Securities issued by states & political subdivisions | $11,845,000 | 2,011 |
| 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 | $6,405,000 | 4,008 |
| Mortgage-backed securities | $15,833,000 | 2,582 |
| Certificates of participation in pools of residential mortgages | $14,756,000 | 2,014 |
| Issued or guaranteed by U.S. | $14,756,000 | 2,008 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,077,000 | 2,843 |
| CMOs issued by government agencies or sponsored agencies | $1,077,000 | 2,522 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $40,113,000 | 2,563 |
| Total debt securities | $40,113,000 | 2,838 |
| Structured notes | ||
| Amortized cost | $7,988,000 | 671 |
| Fair value | $7,946,000 | 668 |
| 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 | $46,324,000 | 2,540 |
| U.S. Government securities | $28,903,000 | 2,750 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $28,903,000 | 2,682 |
| Securities issued by states & political subdivisions | $17,421,000 | 1,456 |
| 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 | $6,343,000 | 4,051 |
| Mortgage-backed securities | $14,255,000 | 2,796 |
| Certificates of participation in pools of residential mortgages | $13,131,000 | 2,229 |
| Issued or guaranteed by U.S. | $13,131,000 | 2,221 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,124,000 | 2,824 |
| CMOs issued by government agencies or sponsored agencies | $1,124,000 | 2,487 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $46,324,000 | 2,250 |
| Total debt securities | $46,324,000 | 2,513 |
| Structured notes | ||
| Amortized cost | $8,488,000 | 500 |
| Fair value | $8,275,000 | 504 |
| 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 | $46,262,000 | 2,535 |
| U.S. Government securities | $26,301,000 | 2,923 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $26,301,000 | 2,861 |
| Securities issued by states & political subdivisions | $19,961,000 | 1,248 |
| 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 | $8,809,000 | 3,568 |
| Mortgage-backed securities | $14,334,000 | 2,813 |
| Certificates of participation in pools of residential mortgages | $13,167,000 | 2,272 |
| Issued or guaranteed by U.S. | $13,167,000 | 2,264 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,167,000 | 2,798 |
| CMOs issued by government agencies or sponsored agencies | $1,167,000 | 2,439 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $46,262,000 | 2,245 |
| Total debt securities | $46,262,000 | 2,506 |
| Structured notes | ||
| Amortized cost | $9,993,000 | 260 |
| Fair value | $9,955,000 | 265 |
| 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 | $41,577,000 | 2,704 |
| U.S. Government securities | $18,104,000 | 3,685 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $18,104,000 | 3,611 |
| Securities issued by states & political subdivisions | $23,473,000 | 1,003 |
| 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 | $6,194,000 | 4,074 |
| Mortgage-backed securities | $13,264,000 | 2,952 |
| Certificates of participation in pools of residential mortgages | $12,053,000 | 2,454 |
| Issued or guaranteed by U.S. | $12,053,000 | 2,445 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,211,000 | 2,778 |
| CMOs issued by government agencies or sponsored agencies | $1,211,000 | 2,414 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $41,577,000 | 2,393 |
| Total debt securities | $41,577,000 | 2,678 |
| Structured notes | ||
| Amortized cost | $1,850,000 | 862 |
| Fair value | $1,850,000 | 856 |
| 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 | $43,732,000 | 2,593 |
| U.S. Government securities | $15,991,000 | 4,038 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $15,991,000 | 3,961 |
| Securities issued by states & political subdivisions | $27,741,000 | 786 |
| 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 | $2,285,000 | 5,428 |
| Mortgage-backed securities | $15,489,000 | 2,777 |
| Certificates of participation in pools of residential mortgages | $14,225,000 | 2,265 |
| Issued or guaranteed by U.S. | $14,225,000 | 2,251 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,264,000 | 2,773 |
| CMOs issued by government agencies or sponsored agencies | $1,264,000 | 2,405 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $43,732,000 | 2,310 |
| Total debt securities | $43,384,000 | 2,578 |
| 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 | $42,253,000 | 2,647 |
| U.S. Government securities | $16,587,000 | 4,011 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $16,587,000 | 3,937 |
| Securities issued by states & political subdivisions | $25,666,000 | 832 |
| 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 | $1,631,000 | 5,760 |
| Mortgage-backed securities | $16,082,000 | 2,665 |
| Certificates of participation in pools of residential mortgages | $14,508,000 | 2,196 |
| Issued or guaranteed by U.S. | $14,508,000 | 2,185 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,574,000 | 2,578 |
| CMOs issued by government agencies or sponsored agencies | $1,574,000 | 2,249 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $42,253,000 | 2,349 |
| Total debt securities | $42,253,000 | 2,618 |
| Structured notes | ||
| Amortized cost | $324,000 | 1,540 |
| Fair value | $328,000 | 1,531 |
| 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 | $42,677,000 | 2,581 |
| U.S. Government securities | $15,494,000 | 4,132 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $15,494,000 | 4,055 |
| Securities issued by states & political subdivisions | $26,185,000 | 803 |
| Other domestic debt securities | $998,000 | 2,229 |
| 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 | $998,000 | 1,489 |
| 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 | $4,921,000 | 4,551 |
| Mortgage-backed securities | $14,662,000 | 2,716 |
| Certificates of participation in pools of residential mortgages | $13,431,000 | 2,229 |
| Issued or guaranteed by U.S. | $13,431,000 | 2,217 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,231,000 | 2,654 |
| CMOs issued by government agencies or sponsored agencies | $1,231,000 | 2,315 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $42,677,000 | 2,278 |
| Total debt securities | $42,677,000 | 2,553 |
| Structured notes | ||
| Amortized cost | $330,000 | 1,531 |
| Fair value | $333,000 | 1,527 |
| 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 | $39,241,000 | 2,826 |
| U.S. Government securities | $14,738,000 | 4,267 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $14,738,000 | 4,197 |
| Securities issued by states & political subdivisions | $23,773,000 | 921 |
| Other domestic debt securities | $730,000 | 2,457 |
| 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 | $730,000 | 1,733 |
| 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 | $4,731,000 | 4,606 |
| Mortgage-backed securities | $13,910,000 | 2,752 |
| Certificates of participation in pools of residential mortgages | $12,673,000 | 2,284 |
| Issued or guaranteed by U.S. | $12,673,000 | 2,270 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,237,000 | 2,647 |
| CMOs issued by government agencies or sponsored agencies | $1,237,000 | 2,315 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $39,241,000 | 2,496 |
| Total debt securities | $39,241,000 | 2,786 |
| Structured notes | ||
| Amortized cost | $338,000 | 1,572 |
| Fair value | $334,000 | 1,573 |
| 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 | $33,466,000 | 3,165 |
| U.S. Government securities | $9,522,000 | 5,221 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $9,522,000 | 5,133 |
| Securities issued by states & political subdivisions | $23,192,000 | 929 |
| Other domestic debt securities | $752,000 | 2,368 |
| 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 | $752,000 | 1,671 |
| 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 | $1,674,000 | 5,774 |
| Mortgage-backed securities | $6,528,000 | 3,759 |
| Certificates of participation in pools of residential mortgages | $5,231,000 | 3,467 |
| Issued or guaranteed by U.S. | $5,231,000 | 3,452 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,297,000 | 2,617 |
| CMOs issued by government agencies or sponsored agencies | $1,297,000 | 2,288 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $33,466,000 | 2,827 |
| Total debt securities | $33,466,000 | 3,116 |
| Structured notes | ||
| Amortized cost | $347,000 | 1,717 |
| Fair value | $343,000 | 1,722 |
| 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 | $43,098,000 | 2,612 |
| U.S. Government securities | $19,188,000 | 3,693 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $19,188,000 | 3,618 |
| Securities issued by states & political subdivisions | $23,157,000 | 914 |
| Other domestic debt securities | $753,000 | 2,200 |
| 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 | $753,000 | 1,555 |
| 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 | $2,407,000 | 5,497 |
| Mortgage-backed securities | $12,115,000 | 2,635 |
| Certificates of participation in pools of residential mortgages | $10,161,000 | 2,261 |
| Issued or guaranteed by U.S. | $10,161,000 | 2,247 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,954,000 | 2,251 |
| CMOs issued by government agencies or sponsored agencies | $1,954,000 | 1,953 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $43,098,000 | 2,293 |
| Total debt securities | $43,098,000 | 2,565 |
| Structured notes | ||
| Amortized cost | $356,000 | 2,202 |
| Fair value | $352,000 | 2,204 |
| 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 | $45,244,000 | 2,510 |
| U.S. Government securities | $14,691,000 | 4,435 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $14,691,000 | 4,336 |
| Securities issued by states & political subdivisions | $29,800,000 | 656 |
| Other domestic debt securities | $753,000 | 2,136 |
| 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 | $753,000 | 1,517 |
| 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 | $2,415,000 | 5,507 |
| Mortgage-backed securities | $12,838,000 | 2,387 |
| Certificates of participation in pools of residential mortgages | $10,883,000 | 2,022 |
| Issued or guaranteed by U.S. | $10,883,000 | 2,013 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,955,000 | 2,199 |
| CMOs issued by government agencies or sponsored agencies | $1,955,000 | 1,906 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $45,244,000 | 2,184 |
| Total debt securities | $45,244,000 | 2,465 |
| Structured notes | ||
| Amortized cost | $864,000 | 1,966 |
| Fair value | $857,000 | 1,971 |
| 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 | $40,575,000 | 2,739 |
| U.S. Government securities | $12,315,000 | 4,921 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $12,315,000 | 4,811 |
| Securities issued by states & political subdivisions | $27,756,000 | 706 |
| Other domestic debt securities | $504,000 | 2,249 |
| 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 | $504,000 | 1,624 |
| 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 | $2,952,000 | 5,327 |
| Mortgage-backed securities | $10,469,000 | 2,617 |
| Certificates of participation in pools of residential mortgages | $8,541,000 | 2,279 |
| Issued or guaranteed by U.S. | $8,541,000 | 2,266 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,928,000 | 2,176 |
| CMOs issued by government agencies or sponsored agencies | $1,928,000 | 1,899 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $40,575,000 | 2,388 |
| Total debt securities | $40,575,000 | 2,696 |
| Structured notes | ||
| Amortized cost | $1,375,000 | 1,635 |
| Fair value | $1,355,000 | 1,637 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $36,457,000 | 3,000 |
| U.S. Government securities | $10,064,000 | 5,410 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $10,064,000 | 5,295 |
| Securities issued by states & political subdivisions | $25,889,000 | 772 |
| Other domestic debt securities | $504,000 | 2,259 |
| 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 | $504,000 | 1,660 |
| 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 | $1,407,000 | 6,047 |
| Mortgage-backed securities | $8,198,000 | 2,914 |
| Certificates of participation in pools of residential mortgages | $6,178,000 | 2,704 |
| Issued or guaranteed by U.S. | $6,178,000 | 2,694 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,020,000 | 2,108 |
| CMOs issued by government agencies or sponsored agencies | $2,020,000 | 1,839 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $36,457,000 | 2,605 |
| Total debt securities | $36,457,000 | 2,958 |
| Structured notes | ||
| Amortized cost | $1,387,000 | 1,713 |
| Fair value | $1,368,000 | 1,715 |
| 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 | $28,746,000 | 3,574 |
| U.S. Government securities | $9,715,000 | 5,539 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,715,000 | 5,418 |
| Securities issued by states & political subdivisions | $18,527,000 | 1,101 |
| Other domestic debt securities | $504,000 | 2,278 |
| 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 | $504,000 | 1,698 |
| 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 | $1,640,000 | 5,949 |
| Mortgage-backed securities | $7,843,000 | 2,979 |
| Certificates of participation in pools of residential mortgages | $5,812,000 | 2,813 |
| Issued or guaranteed by U.S. | $5,812,000 | 2,798 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,031,000 | 2,105 |
| CMOs issued by government agencies or sponsored agencies | $2,031,000 | 1,834 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $28,746,000 | 3,115 |
| Total debt securities | $28,746,000 | 3,524 |
| Structured notes | ||
| Amortized cost | $1,898,000 | 1,574 |
| Fair value | $1,872,000 | 1,573 |
| 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 | $24,534,000 | 4,026 |
| U.S. Government securities | $8,866,000 | 5,789 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,866,000 | 5,673 |
| Securities issued by states & political subdivisions | $15,163,000 | 1,347 |
| Other domestic debt securities | $505,000 | 2,305 |
| 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 | $505,000 | 1,726 |
| 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 | $1,548,000 | 6,039 |
| Mortgage-backed securities | $6,994,000 | 3,149 |
| Certificates of participation in pools of residential mortgages | $4,954,000 | 3,022 |
| Issued or guaranteed by U.S. | $4,954,000 | 3,007 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,040,000 | 2,066 |
| CMOs issued by government agencies or sponsored agencies | $2,040,000 | 1,808 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $24,534,000 | 3,503 |
| Total debt securities | $24,534,000 | 3,967 |
| Structured notes | ||
| Amortized cost | $1,910,000 | 1,657 |
| Fair value | $1,872,000 | 1,662 |
| 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 | $26,117,000 | 3,841 |
| U.S. Government securities | $9,002,000 | 5,770 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $9,002,000 | 5,641 |
| Securities issued by states & political subdivisions | $16,609,000 | 1,204 |
| Other domestic debt securities | $506,000 | 2,323 |
| 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 | $506,000 | 1,757 |
| 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 | $1,559,000 | 6,063 |
| Mortgage-backed securities | $7,138,000 | 3,115 |
| Certificates of participation in pools of residential mortgages | $5,082,000 | 2,996 |
| Issued or guaranteed by U.S. | $5,082,000 | 2,984 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,056,000 | 2,061 |
| CMOs issued by government agencies or sponsored agencies | $2,056,000 | 1,802 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $26,117,000 | 3,350 |
| Total debt securities | $26,117,000 | 3,779 |
| Structured notes | ||
| Amortized cost | $1,923,000 | 1,702 |
| Fair value | $1,864,000 | 1,702 |
| 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 | $24,051,000 | 4,130 |
| U.S. Government securities | $8,261,000 | 6,008 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $8,261,000 | 5,861 |
| Securities issued by states & political subdivisions | $15,284,000 | 1,310 |
| Other domestic debt securities | $506,000 | 2,396 |
| 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 | $506,000 | 1,851 |
| 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 | $1,616,000 | 6,027 |
| Mortgage-backed securities | $6,373,000 | 3,307 |
| Certificates of participation in pools of residential mortgages | $4,202,000 | 3,287 |
| Issued or guaranteed by U.S. | $4,202,000 | 3,274 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,171,000 | 2,024 |
| CMOs issued by government agencies or sponsored agencies | $2,171,000 | 1,772 |
| 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) | $24,051,000 | 3,581 |
| Total debt securities | $24,050,000 | 4,073 |
| Structured notes | ||
| Amortized cost | $1,937,000 | 1,704 |
| Fair value | $1,888,000 | 1,708 |
| 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 | $24,736,000 | 4,069 |
| U.S. Government securities | $7,348,000 | 6,248 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,348,000 | 6,112 |
| Securities issued by states & political subdivisions | $16,886,000 | 1,178 |
| Other domestic debt securities | $502,000 | 2,496 |
| 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 | $502,000 | 1,988 |
| 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 | $1,569,000 | 6,075 |
| Mortgage-backed securities | $5,448,000 | 3,578 |
| Certificates of participation in pools of residential mortgages | $3,202,000 | 3,660 |
| Issued or guaranteed by U.S. | $3,202,000 | 3,646 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,246,000 | 2,004 |
| CMOs issued by government agencies or sponsored agencies | $2,246,000 | 1,757 |
| 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) | $24,736,000 | 3,526 |
| Total debt securities | $24,735,000 | 4,011 |
| Structured notes | ||
| Amortized cost | $1,949,000 | 1,697 |
| Fair value | $1,900,000 | 1,696 |
| 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 | $21,886,000 | 4,362 |
| U.S. Government securities | $5,739,000 | 6,739 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,739,000 | 6,603 |
| Securities issued by states & political subdivisions | $15,645,000 | 1,287 |
| Other domestic debt securities | $502,000 | 2,560 |
| 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 | $502,000 | 2,088 |
| 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 | $1,545,000 | 6,105 |
| Mortgage-backed securities | $3,802,000 | 4,096 |
| Certificates of participation in pools of residential mortgages | $1,299,000 | 4,738 |
| Issued or guaranteed by U.S. | $1,299,000 | 4,719 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,503,000 | 1,940 |
| CMOs issued by government agencies or sponsored agencies | $2,503,000 | 1,702 |
| 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) | $21,886,000 | 3,773 |
| Total debt securities | $21,886,000 | 4,307 |
| Structured notes | ||
| Amortized cost | $1,965,000 | 1,668 |
| Fair value | $1,937,000 | 1,667 |
| 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 | $20,685,000 | 4,541 |
| U.S. Government securities | $5,709,000 | 6,784 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,709,000 | 6,638 |
| Securities issued by states & political subdivisions | $14,472,000 | 1,376 |
| Other domestic debt securities | $504,000 | 2,626 |
| 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 | $504,000 | 2,153 |
| 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 | $1,627,000 | 6,059 |
| Mortgage-backed securities | $3,748,000 | 4,202 |
| Certificates of participation in pools of residential mortgages | $959,000 | 5,063 |
| Issued or guaranteed by U.S. | $959,000 | 5,044 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,789,000 | 1,910 |
| CMOs issued by government agencies or sponsored agencies | $2,789,000 | 1,682 |
| 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) | $20,685,000 | 3,944 |
| Total debt securities | $20,685,000 | 4,475 |
| Structured notes | ||
| Amortized cost | $1,986,000 | 1,664 |
| Fair value | $1,961,000 | 1,662 |
| 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 | $17,778,000 | 5,021 |
| U.S. Government securities | $5,960,000 | 6,785 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,960,000 | 6,628 |
| Securities issued by states & political subdivisions | $11,316,000 | 1,721 |
| Other domestic debt securities | $502,000 | 2,710 |
| 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 | $502,000 | 2,271 |
| 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 | $1,685,000 | 6,065 |
| Mortgage-backed securities | $3,993,000 | 4,211 |
| Certificates of participation in pools of residential mortgages | $986,000 | 5,102 |
| Issued or guaranteed by U.S. | $986,000 | 5,088 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,007,000 | 1,889 |
| CMOs issued by government agencies or sponsored agencies | $3,007,000 | 1,672 |
| 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) | $17,778,000 | 4,376 |
| Total debt securities | $17,778,000 | 4,968 |
| Structured notes | ||
| Amortized cost | $2,003,000 | 1,491 |
| Fair value | $1,967,000 | 1,574 |
| 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 | $19,667,000 | 4,777 |
| U.S. Government securities | $7,097,000 | 6,433 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,097,000 | 6,293 |
| Securities issued by states & political subdivisions | $12,070,000 | 1,640 |
| Other domestic debt securities | $500,000 | 2,770 |
| 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 | $500,000 | 2,350 |
| 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 | $1,694,000 | 6,070 |
| Mortgage-backed securities | $5,611,000 | 3,760 |
| Certificates of participation in pools of residential mortgages | $1,975,000 | 4,475 |
| Issued or guaranteed by U.S. | $1,975,000 | 4,460 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,636,000 | 1,788 |
| CMOs issued by government agencies or sponsored agencies | $3,636,000 | 1,580 |
| 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) | $19,667,000 | 4,137 |
| Total debt securities | $19,667,000 | 4,713 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,169 |
| Fair value | $986,000 | 2,205 |
| 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 | $15,783,000 | 5,386 |
| 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 | $8,278,000 | 2,249 |
| Other domestic debt securities | $500,000 | 2,813 |
| 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 | $500,000 | 2,410 |
| 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 | $1,612,000 | 6,127 |
| Mortgage-backed securities | $6,013,000 | 3,706 |
| Certificates of participation in pools of residential mortgages | $2,046,000 | 4,482 |
| Issued or guaranteed by U.S. | $2,046,000 | 4,468 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,967,000 | 1,700 |
| CMOs issued by government agencies or sponsored agencies | $3,967,000 | 1,507 |
| 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) | $15,783,000 | 4,697 |
| Total debt securities | $15,783,000 | 5,313 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 1,966 |
| Fair value | $992,000 | 2,205 |
| 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 | $15,217,000 | 5,530 |
| U.S. Government securities | $7,392,000 | 6,471 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,392,000 | 6,303 |
| Securities issued by states & political subdivisions | $7,325,000 | 2,450 |
| Other domestic debt securities | $500,000 | 2,912 |
| 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 | $500,000 | 2,520 |
| 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 | $2,130,000 | 5,831 |
| Mortgage-backed securities | $6,442,000 | 3,643 |
| Certificates of participation in pools of residential mortgages | $2,077,000 | 4,518 |
| Issued or guaranteed by U.S. | $2,077,000 | 4,502 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,365,000 | 1,651 |
| CMOs issued by government agencies or sponsored agencies | $4,365,000 | 1,459 |
| 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) | $15,217,000 | 4,857 |
| Total debt securities | $15,217,000 | 5,459 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,145 |
| Fair value | $950,000 | 2,211 |
| 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 | $12,265,000 | 6,077 |
| U.S. Government securities | $6,893,000 | 6,553 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,893,000 | 6,399 |
| Securities issued by states & political subdivisions | $5,372,000 | 2,959 |
| 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 | $2,121,000 | 5,805 |
| Mortgage-backed securities | $5,895,000 | 3,821 |
| Certificates of participation in pools of residential mortgages | $228,000 | 6,089 |
| Issued or guaranteed by U.S. | $228,000 | 6,067 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $5,667,000 | 1,532 |
| CMOs issued by government agencies or sponsored agencies | $5,667,000 | 1,358 |
| 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) | $12,265,000 | 5,357 |
| Total debt securities | $12,265,000 | 5,999 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,933 |
| Fair value | $998,000 | 1,974 |
| 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 | $15,654,000 | 5,513 |
| U.S. Government securities | $9,015,000 | 6,040 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,015,000 | 5,868 |
| Securities issued by states & political subdivisions | $6,131,000 | 2,764 |
| Other domestic debt securities | $508,000 | 3,047 |
| 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 | $508,000 | 2,711 |
| 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 | $2,175,000 | 5,725 |
| Mortgage-backed securities | $7,538,000 | 3,441 |
| Certificates of participation in pools of residential mortgages | $982,000 | 5,300 |
| Issued or guaranteed by U.S. | $982,000 | 5,278 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $6,556,000 | 1,400 |
| CMOs issued by government agencies or sponsored agencies | $6,556,000 | 1,312 |
| 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) | $15,654,000 | 4,810 |
| Total debt securities | $15,654,000 | 5,416 |
| Structured notes | ||
| Amortized cost | $1,497,000 | 1,452 |
| Fair value | $1,477,000 | 1,454 |
| 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 | $14,461,000 | 5,627 |
| U.S. Government securities | $7,521,000 | 6,307 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $7,521,000 | 6,129 |
| Securities issued by states & political subdivisions | $5,958,000 | 2,793 |
| Other domestic debt securities | $982,000 | 2,755 |
| 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 | $982,000 | 2,455 |
| 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 | $2,060,000 | 5,788 |
| Mortgage-backed securities | $6,534,000 | 3,634 |
| Certificates of participation in pools of residential mortgages | $560,000 | 5,728 |
| Issued or guaranteed by U.S. | $560,000 | 5,706 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $5,974,000 | 1,482 |
| CMOs issued by government agencies or sponsored agencies | $5,974,000 | 1,380 |
| 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) | $14,461,000 | 4,933 |
| Total debt securities | $14,461,000 | 5,538 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,537 |
| Fair value | $987,000 | 1,538 |
| 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 | $11,478,000 | 6,154 |
| U.S. Government securities | $5,787,000 | 6,806 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,787,000 | 6,623 |
| Securities issued by states & political subdivisions | $4,709,000 | 3,145 |
| Other domestic debt securities | $982,000 | 2,823 |
| 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 | $982,000 | 2,502 |
| 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 | $2,340,000 | 5,622 |
| Mortgage-backed securities | $5,288,000 | 4,048 |
| Certificates of participation in pools of residential mortgages | $813,000 | 5,547 |
| Issued or guaranteed by U.S. | $813,000 | 5,525 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $4,475,000 | 1,833 |
| CMOs issued by government agencies or sponsored agencies | $4,475,000 | 1,720 |
| 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) | $11,478,000 | 5,417 |
| Total debt securities | $11,478,000 | 6,065 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,746 |
| Fair value | $499,000 | 1,761 |
| 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 | $8,110,000 | 6,936 |
| U.S. Government securities | $5,850,000 | 6,850 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,850,000 | 6,654 |
| Securities issued by states & political subdivisions | $1,301,000 | 4,857 |
| Other domestic debt securities | $959,000 | 2,883 |
| 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 | $959,000 | 2,550 |
| 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 | $2,666,000 | 5,486 |
| Mortgage-backed securities | $5,351,000 | 4,058 |
| Certificates of participation in pools of residential mortgages | $994,000 | 5,383 |
| Issued or guaranteed by U.S. | $994,000 | 5,363 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $4,357,000 | 1,904 |
| CMOs issued by government agencies or sponsored agencies | $4,357,000 | 1,793 |
| 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) | $8,110,000 | 6,150 |
| Total debt securities | $8,110,000 | 6,842 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,497 |
| Fair value | $499,000 | 1,488 |
| 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 | $8,423,000 | 6,903 |
| U.S. Government securities | $7,257,000 | 6,399 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,257,000 | 6,201 |
| Securities issued by states & political subdivisions | $467,000 | 5,874 |
| Other domestic debt securities | $699,000 | 3,079 |
| 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 | $699,000 | 2,735 |
| 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 | $1,651,000 | 6,116 |
| Mortgage-backed securities | $7,257,000 | 3,548 |
| Certificates of participation in pools of residential mortgages | $1,240,000 | 5,154 |
| Issued or guaranteed by U.S. | $1,240,000 | 5,135 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $6,017,000 | 1,675 |
| CMOs issued by government agencies or sponsored agencies | $6,017,000 | 1,578 |
| 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) | $8,423,000 | 6,091 |
| Total debt securities | $8,423,000 | 6,802 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $11,636,000 | 6,104 |
| U.S. Government securities | $10,934,000 | 5,269 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $10,934,000 | 5,052 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $702,000 | 3,173 |
| 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 | $702,000 | 2,738 |
| 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 | $1,000,000 | 6,746 |
| Mortgage-backed securities | $9,912,000 | 2,885 |
| Certificates of participation in pools of residential mortgages | $2,152,000 | 4,379 |
| Issued or guaranteed by U.S. | $2,152,000 | 4,361 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $7,760,000 | 1,472 |
| CMOs issued by government agencies or sponsored agencies | $7,760,000 | 1,382 |
| 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) | $11,636,000 | 5,226 |
| Total debt securities | $11,636,000 | 6,012 |
| 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 | $9,956,000 | 6,813 |
| U.S. Government securities | $9,827,000 | 5,909 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $9,827,000 | 5,593 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $129,000 | 6,482 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $7,593,000 | 2,732 |
| Certificates of participation in pools of residential mortgages | $4,917,000 | 2,653 |
| Issued or guaranteed by U.S. | $4,917,000 | 2,635 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,676,000 | 2,038 |
| CMOs issued by government agencies or sponsored agencies | $2,676,000 | 1,891 |
| 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) | $9,956,000 | 5,744 |
| Total debt securities | $9,827,000 | 6,710 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $6,656,000 | 8,104 |
| U.S. Government securities | $6,656,000 | 7,311 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,656,000 | 6,787 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $740,000 | 6,141 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $740,000 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $740,000 | 3,129 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $6,656,000 | 6,872 |
| Total debt securities | $6,656,000 | 7,987 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |