Home > Sovereign Bank > Securities
Sovereign Bank, Securities
| 2017-06-30 | Rank | |
| Total securities | $168,783,000 | 858 |
| U.S. Government securities | $105,501,000 | 866 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $105,501,000 | 829 |
| Securities issued by states & political subdivisions | $63,282,000 | 613 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $84,752,000 | 736 |
| Certificates of participation in pools of residential mortgages | $84,752,000 | 488 |
| Issued or guaranteed by U.S. | $84,752,000 | 487 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $101,175,000 | 253 |
| Available-for-sale securities (fair market value) | $67,608,000 | 1,730 |
| Total debt securities | $168,782,000 | 849 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $172,989,000 | 852 |
| U.S. Government securities | $109,122,000 | 855 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $109,122,000 | 813 |
| Securities issued by states & political subdivisions | $63,867,000 | 605 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $88,257,000 | 734 |
| Certificates of participation in pools of residential mortgages | $88,257,000 | 484 |
| Issued or guaranteed by U.S. | $88,257,000 | 483 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $104,730,000 | 252 |
| Available-for-sale securities (fair market value) | $68,259,000 | 1,736 |
| Total debt securities | $172,988,000 | 842 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $180,265,000 | 811 |
| U.S. Government securities | $115,183,000 | 805 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $115,183,000 | 771 |
| Securities issued by states & political subdivisions | $65,082,000 | 598 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $92,810,000 | 688 |
| Certificates of participation in pools of residential mortgages | $92,810,000 | 456 |
| Issued or guaranteed by U.S. | $92,810,000 | 455 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $110,206,000 | 244 |
| Available-for-sale securities (fair market value) | $70,059,000 | 1,689 |
| Total debt securities | $180,266,000 | 802 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $188,944,000 | 773 |
| U.S. Government securities | $121,532,000 | 756 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $121,532,000 | 724 |
| Securities issued by states & political subdivisions | $67,412,000 | 581 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $99,020,000 | 655 |
| Certificates of participation in pools of residential mortgages | $99,020,000 | 429 |
| Issued or guaranteed by U.S. | $99,020,000 | 428 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $115,413,000 | 238 |
| Available-for-sale securities (fair market value) | $73,531,000 | 1,624 |
| Total debt securities | $188,945,000 | 763 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $198,918,000 | 737 |
| U.S. Government securities | $129,027,000 | 726 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $129,027,000 | 695 |
| Securities issued by states & political subdivisions | $69,891,000 | 550 |
| 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 | $0 | 5,199 |
| Mortgage-backed securities | $104,979,000 | 629 |
| Certificates of participation in pools of residential mortgages | $104,979,000 | 408 |
| Issued or guaranteed by U.S. | $104,979,000 | 407 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| 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) | $122,237,000 | 238 |
| Available-for-sale securities (fair market value) | $76,681,000 | 1,551 |
| Total debt securities | $198,917,000 | 730 |
| 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 | $204,345,000 | 722 |
| U.S. Government securities | $134,341,000 | 723 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $134,341,000 | 691 |
| Securities issued by states & political subdivisions | $70,004,000 | 533 |
| 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 | $0 | 5,255 |
| Mortgage-backed securities | $110,109,000 | 605 |
| Certificates of participation in pools of residential mortgages | $110,109,000 | 387 |
| Issued or guaranteed by U.S. | $110,109,000 | 386 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| 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) | $127,231,000 | 233 |
| Available-for-sale securities (fair market value) | $77,114,000 | 1,584 |
| Total debt securities | $204,344,000 | 715 |
| 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 | $252,462,000 | 604 |
| U.S. Government securities | $175,905,000 | 568 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $175,905,000 | 542 |
| Securities issued by states & political subdivisions | $76,557,000 | 465 |
| 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 | $0 | 5,301 |
| Mortgage-backed securities | $150,461,000 | 468 |
| Certificates of participation in pools of residential mortgages | $150,461,000 | 286 |
| Issued or guaranteed by U.S. | $150,461,000 | 285 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $132,542,000 | 227 |
| Available-for-sale securities (fair market value) | $119,920,000 | 1,048 |
| Total debt securities | $252,462,000 | 595 |
| 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 | $259,277,000 | 595 |
| U.S. Government securities | $182,931,000 | 559 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $182,931,000 | 534 |
| Securities issued by states & political subdivisions | $76,346,000 | 466 |
| 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 | $0 | 5,371 |
| Mortgage-backed securities | $157,261,000 | 458 |
| Certificates of participation in pools of residential mortgages | $157,261,000 | 282 |
| Issued or guaranteed by U.S. | $157,261,000 | 281 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $137,351,000 | 223 |
| Available-for-sale securities (fair market value) | $121,926,000 | 1,037 |
| Total debt securities | $259,276,000 | 584 |
| 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 | $299,127,000 | 519 |
| U.S. Government securities | $222,077,000 | 476 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $222,077,000 | 459 |
| Securities issued by states & political subdivisions | $77,050,000 | 442 |
| 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 | $0 | 5,428 |
| Mortgage-backed securities | $195,247,000 | 396 |
| Certificates of participation in pools of residential mortgages | $195,247,000 | 234 |
| Issued or guaranteed by U.S. | $195,247,000 | 232 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $143,885,000 | 210 |
| Available-for-sale securities (fair market value) | $155,242,000 | 852 |
| Total debt securities | $299,128,000 | 512 |
| 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 | $311,284,000 | 503 |
| U.S. Government securities | $233,119,000 | 462 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $233,119,000 | 446 |
| Securities issued by states & political subdivisions | $78,165,000 | 422 |
| 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 | $0 | 5,487 |
| Mortgage-backed securities | $206,005,000 | 377 |
| Certificates of participation in pools of residential mortgages | $206,005,000 | 221 |
| Issued or guaranteed by U.S. | $206,005,000 | 219 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $149,729,000 | 206 |
| Available-for-sale securities (fair market value) | $161,555,000 | 819 |
| Total debt securities | $311,284,000 | 496 |
| 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 | $321,630,000 | 483 |
| U.S. Government securities | $242,583,000 | 453 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $242,583,000 | 435 |
| Securities issued by states & political subdivisions | $79,047,000 | 415 |
| 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 | $0 | 5,563 |
| Mortgage-backed securities | $214,107,000 | 371 |
| Certificates of participation in pools of residential mortgages | $214,107,000 | 213 |
| Issued or guaranteed by U.S. | $214,107,000 | 212 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $155,482,000 | 199 |
| Available-for-sale securities (fair market value) | $166,148,000 | 786 |
| Total debt securities | $321,627,000 | 477 |
| 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 | $326,298,000 | 479 |
| U.S. Government securities | $247,279,000 | 439 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $247,279,000 | 425 |
| Securities issued by states & political subdivisions | $79,019,000 | 402 |
| 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 | $0 | 5,639 |
| Mortgage-backed securities | $218,688,000 | 361 |
| Certificates of participation in pools of residential mortgages | $218,688,000 | 209 |
| Issued or guaranteed by U.S. | $218,688,000 | 208 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $159,957,000 | 188 |
| Available-for-sale securities (fair market value) | $166,341,000 | 797 |
| Total debt securities | $326,298,000 | 473 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $336,832,000 | 470 |
| U.S. Government securities | $257,981,000 | 431 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $257,981,000 | 419 |
| Securities issued by states & political subdivisions | $78,851,000 | 402 |
| 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 | $0 | 5,698 |
| Mortgage-backed securities | $228,656,000 | 355 |
| Certificates of participation in pools of residential mortgages | $228,656,000 | 202 |
| Issued or guaranteed by U.S. | $228,656,000 | 201 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $165,988,000 | 182 |
| Available-for-sale securities (fair market value) | $170,844,000 | 781 |
| Total debt securities | $336,833,000 | 461 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $341,520,000 | 467 |
| U.S. Government securities | $263,173,000 | 423 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $263,173,000 | 410 |
| Securities issued by states & political subdivisions | $78,347,000 | 402 |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | $233,978,000 | 350 |
| Certificates of participation in pools of residential mortgages | $233,978,000 | 198 |
| Issued or guaranteed by U.S. | $233,978,000 | 197 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $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) | $341,520,000 | 392 |
| Total debt securities | $341,520,000 | 460 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $335,026,000 | 464 |
| U.S. Government securities | $256,981,000 | 432 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $256,981,000 | 418 |
| Securities issued by states & political subdivisions | $78,045,000 | 403 |
| 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 | $0 | 5,833 |
| Mortgage-backed securities | $226,802,000 | 361 |
| Certificates of participation in pools of residential mortgages | $226,802,000 | 206 |
| Issued or guaranteed by U.S. | $226,802,000 | 205 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $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) | $335,026,000 | 393 |
| Total debt securities | $335,025,000 | 456 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $359,705,000 | 425 |
| U.S. Government securities | $277,253,000 | 397 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $277,253,000 | 383 |
| Securities issued by states & political subdivisions | $82,452,000 | 376 |
| 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 | $0 | 5,888 |
| Mortgage-backed securities | $246,610,000 | 332 |
| Certificates of participation in pools of residential mortgages | $246,610,000 | 194 |
| Issued or guaranteed by U.S. | $246,610,000 | 193 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $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) | $359,705,000 | 371 |
| Total debt securities | $359,704,000 | 420 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $367,687,000 | 413 |
| U.S. Government securities | $284,343,000 | 382 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $284,343,000 | 367 |
| Securities issued by states & political subdivisions | $83,344,000 | 366 |
| 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 | $0 | 5,912 |
| Mortgage-backed securities | $252,469,000 | 325 |
| Certificates of participation in pools of residential mortgages | $250,337,000 | 185 |
| Issued or guaranteed by U.S. | $250,337,000 | 184 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,132,000 | 2,504 |
| CMOs issued by government agencies or sponsored agencies | $2,132,000 | 2,404 |
| 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) | $367,687,000 | 361 |
| Total debt securities | $367,687,000 | 404 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $383,953,000 | 398 |
| U.S. Government securities | $284,681,000 | 394 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $284,681,000 | 377 |
| Securities issued by states & political subdivisions | $99,272,000 | 279 |
| 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 | $0 | 5,985 |
| Mortgage-backed securities | $252,223,000 | 334 |
| Certificates of participation in pools of residential mortgages | $249,451,000 | 191 |
| Issued or guaranteed by U.S. | $249,451,000 | 189 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,772,000 | 2,382 |
| CMOs issued by government agencies or sponsored agencies | $2,772,000 | 2,283 |
| 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) | $383,953,000 | 347 |
| Total debt securities | $383,953,000 | 394 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $357,697,000 | 421 |
| U.S. Government securities | $257,501,000 | 437 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $257,501,000 | 420 |
| Securities issued by states & political subdivisions | $100,196,000 | 270 |
| 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 | $0 | 6,039 |
| Mortgage-backed securities | $234,520,000 | 358 |
| Certificates of participation in pools of residential mortgages | $230,923,000 | 200 |
| Issued or guaranteed by U.S. | $230,923,000 | 198 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,597,000 | 2,259 |
| CMOs issued by government agencies or sponsored agencies | $3,597,000 | 2,163 |
| 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) | $357,697,000 | 367 |
| Total debt securities | $357,697,000 | 415 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $322,325,000 | 475 |
| U.S. Government securities | $221,601,000 | 505 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $221,601,000 | 489 |
| Securities issued by states & political subdivisions | $100,724,000 | 256 |
| 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 | $0 | 6,124 |
| Mortgage-backed securities | $201,465,000 | 418 |
| Certificates of participation in pools of residential mortgages | $196,972,000 | 246 |
| Issued or guaranteed by U.S. | $196,972,000 | 245 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,493,000 | 2,205 |
| CMOs issued by government agencies or sponsored agencies | $4,493,000 | 2,104 |
| 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) | $322,325,000 | 422 |
| Total debt securities | $322,324,000 | 468 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $261,415,000 | 598 |
| U.S. Government securities | $161,902,000 | 664 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $161,902,000 | 644 |
| Securities issued by states & political subdivisions | $99,513,000 | 244 |
| 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 | $0 | 6,201 |
| Mortgage-backed securities | $161,902,000 | 511 |
| Certificates of participation in pools of residential mortgages | $151,401,000 | 328 |
| Issued or guaranteed by U.S. | $151,401,000 | 327 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,501,000 | 1,563 |
| CMOs issued by government agencies or sponsored agencies | $10,501,000 | 1,456 |
| 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) | $261,415,000 | 536 |
| Total debt securities | $261,415,000 | 586 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $279,078,000 | 571 |
| U.S. Government securities | $180,644,000 | 625 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $180,644,000 | 605 |
| Securities issued by states & political subdivisions | $98,434,000 | 243 |
| 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 | $0 | 6,234 |
| Mortgage-backed securities | $180,644,000 | 471 |
| Certificates of participation in pools of residential mortgages | $169,299,000 | 307 |
| Issued or guaranteed by U.S. | $169,299,000 | 305 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $11,345,000 | 1,537 |
| CMOs issued by government agencies or sponsored agencies | $11,345,000 | 1,429 |
| 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) | $279,078,000 | 510 |
| Total debt securities | $279,078,000 | 560 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $288,028,000 | 533 |
| U.S. Government securities | $185,162,000 | 585 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $185,162,000 | 566 |
| Securities issued by states & political subdivisions | $102,866,000 | 218 |
| 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 | $0 | 5,916 |
| Mortgage-backed securities | $185,162,000 | 450 |
| Certificates of participation in pools of residential mortgages | $163,520,000 | 301 |
| Issued or guaranteed by U.S. | $163,520,000 | 300 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $21,642,000 | 1,009 |
| CMOs issued by government agencies or sponsored agencies | $21,642,000 | 901 |
| 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) | $288,028,000 | 474 |
| Total debt securities | $288,028,000 | 523 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $275,579,000 | 542 |
| U.S. Government securities | $174,461,000 | 599 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $174,461,000 | 575 |
| Securities issued by states & political subdivisions | $101,118,000 | 211 |
| 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 | $0 | 5,942 |
| Mortgage-backed securities | $174,461,000 | 454 |
| Certificates of participation in pools of residential mortgages | $157,005,000 | 296 |
| Issued or guaranteed by U.S. | $157,005,000 | 293 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $17,456,000 | 1,165 |
| CMOs issued by government agencies or sponsored agencies | $17,456,000 | 1,034 |
| 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) | $275,579,000 | 489 |
| Total debt securities | $275,579,000 | 534 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $265,032,000 | 560 |
| U.S. Government securities | $167,544,000 | 638 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $167,544,000 | 619 |
| Securities issued by states & political subdivisions | $97,488,000 | 207 |
| 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 | $0 | 6,008 |
| Mortgage-backed securities | $167,544,000 | 455 |
| Certificates of participation in pools of residential mortgages | $159,764,000 | 288 |
| Issued or guaranteed by U.S. | $159,764,000 | 286 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $7,780,000 | 1,743 |
| CMOs issued by government agencies or sponsored agencies | $7,780,000 | 1,563 |
| 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) | $265,032,000 | 501 |
| Total debt securities | $265,031,000 | 548 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $261,610,000 | 568 |
| U.S. Government securities | $172,124,000 | 616 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $172,124,000 | 589 |
| Securities issued by states & political subdivisions | $89,486,000 | 226 |
| 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 | $0 | 6,043 |
| Mortgage-backed securities | $172,124,000 | 429 |
| Certificates of participation in pools of residential mortgages | $164,129,000 | 282 |
| Issued or guaranteed by U.S. | $164,129,000 | 281 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $7,995,000 | 1,688 |
| CMOs issued by government agencies or sponsored agencies | $7,995,000 | 1,503 |
| 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) | $261,610,000 | 508 |
| Total debt securities | $261,610,000 | 554 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $256,510,000 | 550 |
| U.S. Government securities | $172,422,000 | 583 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $172,422,000 | 558 |
| Securities issued by states & political subdivisions | $84,088,000 | 241 |
| 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 | $7,260,000 | 3,665 |
| Mortgage-backed securities | $172,422,000 | 414 |
| Certificates of participation in pools of residential mortgages | $163,871,000 | 263 |
| Issued or guaranteed by U.S. | $163,871,000 | 261 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,551,000 | 1,602 |
| CMOs issued by government agencies or sponsored agencies | $8,551,000 | 1,420 |
| 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) | $256,510,000 | 494 |
| Total debt securities | $256,510,000 | 541 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $241,238,000 | 565 |
| U.S. Government securities | $189,589,000 | 499 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $189,589,000 | 478 |
| Securities issued by states & political subdivisions | $51,649,000 | 453 |
| 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 | $7,741,000 | 3,613 |
| Mortgage-backed securities | $189,589,000 | 366 |
| Certificates of participation in pools of residential mortgages | $189,538,000 | 220 |
| Issued or guaranteed by U.S. | $189,538,000 | 217 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $51,000 | 3,682 |
| CMOs issued by government agencies or sponsored agencies | $51,000 | 3,358 |
| 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) | $241,238,000 | 498 |
| Total debt securities | $241,237,000 | 554 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $153,785,000 | 871 |
| U.S. Government securities | $117,431,000 | 821 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $117,431,000 | 789 |
| Securities issued by states & political subdivisions | $36,354,000 | 658 |
| 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 | $6,831,000 | 3,844 |
| Mortgage-backed securities | $117,431,000 | 578 |
| Certificates of participation in pools of residential mortgages | $108,721,000 | 366 |
| Issued or guaranteed by U.S. | $108,721,000 | 363 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $8,710,000 | 1,516 |
| CMOs issued by government agencies or sponsored agencies | $8,710,000 | 1,305 |
| 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) | $153,785,000 | 770 |
| Total debt securities | $153,786,000 | 857 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $149,358,000 | 887 |
| U.S. Government securities | $118,926,000 | 792 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $118,926,000 | 758 |
| Securities issued by states & political subdivisions | $30,432,000 | 795 |
| 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 | $6,530,000 | 3,974 |
| Mortgage-backed securities | $118,926,000 | 573 |
| Certificates of participation in pools of residential mortgages | $109,287,000 | 392 |
| Issued or guaranteed by U.S. | $109,287,000 | 389 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $9,639,000 | 1,399 |
| CMOs issued by government agencies or sponsored agencies | $9,639,000 | 1,182 |
| 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) | $149,358,000 | 777 |
| Total debt securities | $149,358,000 | 870 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $138,708,000 | 925 |
| U.S. Government securities | $111,199,000 | 817 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $111,199,000 | 789 |
| Securities issued by states & political subdivisions | $27,509,000 | 886 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,086,000 | 3,320 |
| Mortgage-backed securities | $111,199,000 | 613 |
| Certificates of participation in pools of residential mortgages | $101,242,000 | 419 |
| Issued or guaranteed by U.S. | $101,242,000 | 416 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $9,957,000 | 1,370 |
| CMOs issued by government agencies or sponsored agencies | $9,957,000 | 1,137 |
| 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) | $138,708,000 | 794 |
| Total debt securities | $138,708,000 | 914 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $155,075,000 | 837 |
| U.S. Government securities | $126,584,000 | 711 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $126,584,000 | 685 |
| Securities issued by states & political subdivisions | $23,325,000 | 1,050 |
| Other domestic debt securities | $5,166,000 | 1,278 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $5,166,000 | 106 |
| 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 | $10,447,000 | 3,275 |
| Mortgage-backed securities | $131,750,000 | 538 |
| Certificates of participation in pools of residential mortgages | $116,355,000 | 390 |
| Issued or guaranteed by U.S. | $116,355,000 | 386 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $10,229,000 | 1,360 |
| CMOs issued by government agencies or sponsored agencies | $10,229,000 | 1,107 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $5,166,000 | 106 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $5,166,000 | 61 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $155,075,000 | 722 |
| Total debt securities | $155,074,000 | 821 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $164,022,000 | 775 |
| U.S. Government securities | $137,505,000 | 649 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $137,505,000 | 616 |
| Securities issued by states & political subdivisions | $21,565,000 | 1,102 |
| Other domestic debt securities | $4,952,000 | 1,347 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $4,952,000 | 107 |
| 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 | $9,659,000 | 3,423 |
| Mortgage-backed securities | $142,457,000 | 502 |
| Certificates of participation in pools of residential mortgages | $127,026,000 | 368 |
| Issued or guaranteed by U.S. | $127,026,000 | 362 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $10,479,000 | 1,322 |
| CMOs issued by government agencies or sponsored agencies | $10,479,000 | 1,063 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $4,952,000 | 107 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $4,952,000 | 66 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $164,022,000 | 660 |
| Total debt securities | $164,022,000 | 756 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $167,745,000 | 747 |
| U.S. Government securities | $158,750,000 | 569 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $158,750,000 | 552 |
| Securities issued by states & political subdivisions | $8,995,000 | 2,300 |
| 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 | $10,397,000 | 3,342 |
| Mortgage-backed securities | $158,750,000 | 464 |
| Certificates of participation in pools of residential mortgages | $146,219,000 | 337 |
| Issued or guaranteed by U.S. | $146,219,000 | 332 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $12,531,000 | 1,209 |
| CMOs issued by government agencies or sponsored agencies | $12,531,000 | 945 |
| 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) | $167,745,000 | 633 |
| Total debt securities | $167,745,000 | 732 |
| 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 | $133,136,000 | 921 |
| U.S. Government securities | $133,136,000 | 664 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $133,136,000 | 652 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $133,136,000 | 520 |
| Certificates of participation in pools of residential mortgages | $132,402,000 | 356 |
| Issued or guaranteed by U.S. | $132,402,000 | 350 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $734,000 | 3,026 |
| CMOs issued by government agencies or sponsored agencies | $734,000 | 2,693 |
| 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) | $133,136,000 | 787 |
| Total debt securities | $133,136,000 | 900 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $107,712,000 | 1,101 |
| U.S. Government securities | $107,712,000 | 763 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $107,712,000 | 751 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,939,000 | 891 |
| Mortgage-backed securities | $107,712,000 | 582 |
| Certificates of participation in pools of residential mortgages | $106,923,000 | 413 |
| Issued or guaranteed by U.S. | $106,923,000 | 409 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $789,000 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $789,000 | 2,575 |
| 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) | $107,712,000 | 951 |
| Total debt securities | $107,712,000 | 1,087 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $80,232,000 | 1,496 |
| U.S. Government securities | $80,232,000 | 1,036 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $80,232,000 | 1,016 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,327,000 | 763 |
| Mortgage-backed securities | $80,232,000 | 741 |
| Certificates of participation in pools of residential mortgages | $79,408,000 | 514 |
| Issued or guaranteed by U.S. | $79,408,000 | 510 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $824,000 | 2,892 |
| CMOs issued by government agencies or sponsored agencies | $824,000 | 2,566 |
| 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) | $80,232,000 | 1,299 |
| Total debt securities | $80,232,000 | 1,470 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $67,878,000 | 1,744 |
| U.S. Government securities | $67,878,000 | 1,239 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $67,878,000 | 1,216 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,822,000 | 867 |
| Mortgage-backed securities | $66,877,000 | 850 |
| Certificates of participation in pools of residential mortgages | $65,986,000 | 586 |
| Issued or guaranteed by U.S. | $65,986,000 | 580 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $891,000 | 2,849 |
| CMOs issued by government agencies or sponsored agencies | $891,000 | 2,516 |
| 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) | $67,878,000 | 1,533 |
| Total debt securities | $67,878,000 | 1,700 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $75,880,000 | 1,570 |
| U.S. Government securities | $75,880,000 | 1,100 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $75,880,000 | 1,077 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,583,000 | 974 |
| Mortgage-backed securities | $66,290,000 | 772 |
| Certificates of participation in pools of residential mortgages | $58,948,000 | 583 |
| Issued or guaranteed by U.S. | $58,948,000 | 576 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,342,000 | 1,352 |
| CMOs issued by government agencies or sponsored agencies | $7,342,000 | 1,108 |
| 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) | $75,880,000 | 1,370 |
| Total debt securities | $75,881,000 | 1,530 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $85,145,000 | 1,401 |
| U.S. Government securities | $85,145,000 | 992 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $85,145,000 | 963 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,175,000 | 1,478 |
| Mortgage-backed securities | $54,380,000 | 860 |
| Certificates of participation in pools of residential mortgages | $46,719,000 | 690 |
| Issued or guaranteed by U.S. | $46,719,000 | 681 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $7,661,000 | 1,296 |
| CMOs issued by government agencies or sponsored agencies | $7,661,000 | 1,046 |
| 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) | $85,145,000 | 1,211 |
| Total debt securities | $85,145,000 | 1,371 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,213 |
| Fair value | $1,997,000 | 1,248 |
| 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 | $58,606,000 | 1,957 |
| U.S. Government securities | $58,606,000 | 1,454 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $58,606,000 | 1,424 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,301,000 | 1,134 |
| Mortgage-backed securities | $26,122,000 | 1,452 |
| Certificates of participation in pools of residential mortgages | $23,243,000 | 1,153 |
| Issued or guaranteed by U.S. | $23,243,000 | 1,145 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,879,000 | 1,902 |
| CMOs issued by government agencies or sponsored agencies | $2,879,000 | 1,626 |
| 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) | $58,606,000 | 1,687 |
| Total debt securities | $58,607,000 | 1,912 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,275 |
| Fair value | $1,968,000 | 1,348 |
| 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 | $64,981,000 | 1,803 |
| U.S. Government securities | $64,981,000 | 1,325 |
| U.S. Treasury securities | $997,000 | 939 |
| U.S. Government agency obligations | $63,984,000 | 1,311 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,993,000 | 948 |
| Mortgage-backed securities | $20,466,000 | 1,713 |
| Certificates of participation in pools of residential mortgages | $17,504,000 | 1,427 |
| Issued or guaranteed by U.S. | $17,504,000 | 1,420 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,962,000 | 1,860 |
| CMOs issued by government agencies or sponsored agencies | $2,962,000 | 1,589 |
| 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) | $64,981,000 | 1,548 |
| Total debt securities | $64,981,000 | 1,770 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,328 |
| Fair value | $1,978,000 | 1,423 |
| 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 | $70,962,000 | 1,677 |
| U.S. Government securities | $70,962,000 | 1,261 |
| U.S. Treasury securities | $993,000 | 1,013 |
| U.S. Government agency obligations | $69,969,000 | 1,241 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,706,000 | 916 |
| Mortgage-backed securities | $21,369,000 | 1,662 |
| Certificates of participation in pools of residential mortgages | $18,382,000 | 1,386 |
| Issued or guaranteed by U.S. | $18,382,000 | 1,379 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,987,000 | 1,858 |
| CMOs issued by government agencies or sponsored agencies | $2,987,000 | 1,601 |
| 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) | $70,962,000 | 1,447 |
| Total debt securities | $70,962,000 | 1,644 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,406 |
| Fair value | $1,972,000 | 1,508 |
| 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 | $72,437,000 | 1,667 |
| U.S. Government securities | $72,437,000 | 1,244 |
| U.S. Treasury securities | $988,000 | 1,102 |
| U.S. Government agency obligations | $71,449,000 | 1,229 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,761,000 | 1,595 |
| Mortgage-backed securities | $21,013,000 | 1,688 |
| Certificates of participation in pools of residential mortgages | $19,008,000 | 1,377 |
| Issued or guaranteed by U.S. | $19,008,000 | 1,367 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,005,000 | 2,075 |
| CMOs issued by government agencies or sponsored agencies | $2,005,000 | 1,815 |
| 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) | $72,437,000 | 1,426 |
| Total debt securities | $72,438,000 | 1,636 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,480 |
| Fair value | $1,967,000 | 1,594 |
| 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 | $74,764,000 | 1,615 |
| U.S. Government securities | $74,764,000 | 1,218 |
| U.S. Treasury securities | $981,000 | 1,138 |
| U.S. Government agency obligations | $73,783,000 | 1,195 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,926,000 | 1,800 |
| Mortgage-backed securities | $21,876,000 | 1,650 |
| Certificates of participation in pools of residential mortgages | $19,898,000 | 1,341 |
| Issued or guaranteed by U.S. | $19,898,000 | 1,334 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,978,000 | 2,074 |
| CMOs issued by government agencies or sponsored agencies | $1,978,000 | 1,819 |
| 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) | $74,764,000 | 1,386 |
| Total debt securities | $74,764,000 | 1,584 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,533 |
| Fair value | $1,934,000 | 1,657 |
| 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 | $67,934,000 | 1,790 |
| U.S. Government securities | $67,934,000 | 1,341 |
| U.S. Treasury securities | $981,000 | 1,224 |
| U.S. Government agency obligations | $66,953,000 | 1,317 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,291,000 | 1,904 |
| Mortgage-backed securities | $18,780,000 | 1,869 |
| Certificates of participation in pools of residential mortgages | $16,781,000 | 1,535 |
| Issued or guaranteed by U.S. | $16,781,000 | 1,526 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,999,000 | 2,074 |
| CMOs issued by government agencies or sponsored agencies | $1,999,000 | 1,814 |
| 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) | $67,934,000 | 1,527 |
| Total debt securities | $67,935,000 | 1,754 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,539 |
| Fair value | $1,954,000 | 1,646 |
| 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 | $62,927,000 | 1,919 |
| U.S. Government securities | $62,927,000 | 1,456 |
| U.S. Treasury securities | $982,000 | 1,244 |
| U.S. Government agency obligations | $61,945,000 | 1,429 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,347,000 | 1,887 |
| Mortgage-backed securities | $13,666,000 | 2,274 |
| Certificates of participation in pools of residential mortgages | $13,666,000 | 1,772 |
| Issued or guaranteed by U.S. | $13,666,000 | 1,762 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $62,927,000 | 1,637 |
| Total debt securities | $62,927,000 | 1,883 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,536 |
| Fair value | $1,962,000 | 1,640 |
| 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 | $66,234,000 | 1,822 |
| U.S. Government securities | $66,234,000 | 1,353 |
| U.S. Treasury securities | $987,000 | 1,218 |
| U.S. Government agency obligations | $65,247,000 | 1,324 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,572,000 | 1,821 |
| Mortgage-backed securities | $11,580,000 | 2,529 |
| Certificates of participation in pools of residential mortgages | $11,580,000 | 2,008 |
| Issued or guaranteed by U.S. | $11,580,000 | 1,997 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $66,234,000 | 1,531 |
| Total debt securities | $66,234,000 | 1,774 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,512 |
| Fair value | $1,984,000 | 1,566 |
| 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 | $54,469,000 | 2,185 |
| U.S. Government securities | $54,469,000 | 1,662 |
| U.S. Treasury securities | $990,000 | 1,247 |
| U.S. Government agency obligations | $53,479,000 | 1,625 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,469,000 | 2,807 |
| Mortgage-backed securities | $9,946,000 | 2,829 |
| Certificates of participation in pools of residential mortgages | $9,946,000 | 2,279 |
| Issued or guaranteed by U.S. | $9,946,000 | 2,268 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $54,469,000 | 1,828 |
| Total debt securities | $54,469,000 | 2,138 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,508 |
| Fair value | $1,991,000 | 1,564 |
| 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 | $44,520,000 | 2,635 |
| U.S. Government securities | $44,520,000 | 2,038 |
| U.S. Treasury securities | $3,982,000 | 714 |
| U.S. Government agency obligations | $40,538,000 | 2,123 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,580,000 | 3,887 |
| Mortgage-backed securities | $8,265,000 | 3,148 |
| Certificates of participation in pools of residential mortgages | $8,265,000 | 2,580 |
| Issued or guaranteed by U.S. | $8,265,000 | 2,571 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| 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) | $44,520,000 | 2,221 |
| Total debt securities | $44,520,000 | 2,588 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,493 |
| Fair value | $1,964,000 | 1,583 |
| 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 | $27,132,000 | 3,885 |
| U.S. Government securities | $27,132,000 | 3,078 |
| U.S. Treasury securities | $1,000,000 | 1,286 |
| U.S. Government agency obligations | $26,132,000 | 3,032 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $5,585,000 | 3,766 |
| Certificates of participation in pools of residential mortgages | $5,585,000 | 3,135 |
| Issued or guaranteed by U.S. | $5,585,000 | 3,126 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| 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) | $27,132,000 | 3,357 |
| Total debt securities | $27,131,000 | 3,826 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $21,064,000 | 4,583 |
| U.S. Government securities | $21,064,000 | 3,723 |
| U.S. Treasury securities | $5,007,000 | 613 |
| U.S. Government agency obligations | $16,057,000 | 4,282 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $21,064,000 | 3,967 |
| Total debt securities | $21,065,000 | 4,521 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |