Home > State Bank of New Prague > Securities
State Bank of New Prague, Securities
| 2017-09-30 | Rank | |
| Total securities | $53,922,000 | 2,213 |
| U.S. Government securities | $13,557,000 | 3,369 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $13,557,000 | 3,240 |
| Securities issued by states & political subdivisions | $32,804,000 | 1,192 |
| Other domestic debt securities | $137,000 | 1,950 |
| Privately issued residential mortgage-backed securities | $137,000 | 448 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $7,424,000 | 79 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,594,000 | 1,518 |
| Mortgage-backed securities | $13,694,000 | 2,408 |
| Certificates of participation in pools of residential mortgages | $7,855,000 | 2,414 |
| Issued or guaranteed by U.S. | $7,855,000 | 2,412 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $4,333,000 | 1,656 |
| CMOs issued by government agencies or sponsored agencies | $4,196,000 | 1,618 |
| Privately issued | $137,000 | 419 |
| Commercial mortgage-backed securities | $1,506,000 | 1,102 |
| Commercial mortgage pass-through securities | $1,506,000 | 742 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $53,922,000 | 2,030 |
| Total debt securities | $53,922,000 | 2,190 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $55,176,000 | 2,197 |
| U.S. Government securities | $12,565,000 | 3,512 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $12,565,000 | 3,382 |
| Securities issued by states & political subdivisions | $34,997,000 | 1,142 |
| Other domestic debt securities | $7,614,000 | 685 |
| Privately issued residential mortgage-backed securities | $154,000 | 459 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $7,460,000 | 518 |
| 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 | $32,206,000 | 1,512 |
| Mortgage-backed securities | $12,719,000 | 2,522 |
| Certificates of participation in pools of residential mortgages | $9,505,000 | 2,251 |
| Issued or guaranteed by U.S. | $9,505,000 | 2,250 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,214,000 | 1,890 |
| CMOs issued by government agencies or sponsored agencies | $3,060,000 | 1,843 |
| Privately issued | $154,000 | 428 |
| 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) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $55,176,000 | 2,013 |
| Total debt securities | $55,176,000 | 2,176 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $54,550,000 | 2,239 |
| U.S. Government securities | $13,082,000 | 3,509 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $13,082,000 | 3,381 |
| Securities issued by states & political subdivisions | $34,737,000 | 1,146 |
| Other domestic debt securities | $6,731,000 | 743 |
| Privately issued residential mortgage-backed securities | $154,000 | 488 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $6,577,000 | 566 |
| 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 | $31,385,000 | 1,553 |
| Mortgage-backed securities | $13,236,000 | 2,511 |
| Certificates of participation in pools of residential mortgages | $9,894,000 | 2,254 |
| Issued or guaranteed by U.S. | $9,894,000 | 2,254 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,342,000 | 1,872 |
| CMOs issued by government agencies or sponsored agencies | $3,188,000 | 1,823 |
| Privately issued | $154,000 | 458 |
| 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) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $54,550,000 | 2,052 |
| Total debt securities | $54,550,000 | 2,215 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $54,791,000 | 2,228 |
| U.S. Government securities | $13,109,000 | 3,485 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,109,000 | 3,355 |
| Securities issued by states & political subdivisions | $34,837,000 | 1,157 |
| Other domestic debt securities | $6,845,000 | 727 |
| Privately issued residential mortgage-backed securities | $158,000 | 503 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $15,000 | 353 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $6,672,000 | 545 |
| 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 | $31,546,000 | 1,537 |
| Mortgage-backed securities | $13,267,000 | 2,480 |
| Certificates of participation in pools of residential mortgages | $11,078,000 | 2,154 |
| Issued or guaranteed by U.S. | $11,078,000 | 2,153 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,189,000 | 2,094 |
| CMOs issued by government agencies or sponsored agencies | $2,031,000 | 2,071 |
| Privately issued | $158,000 | 473 |
| 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) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $54,791,000 | 2,043 |
| Total debt securities | $54,791,000 | 2,200 |
| 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 | $58,160,000 | 2,127 |
| U.S. Government securities | $14,196,000 | 3,379 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $14,196,000 | 3,264 |
| Securities issued by states & political subdivisions | $36,418,000 | 1,116 |
| Other domestic debt securities | $7,546,000 | 703 |
| Privately issued residential mortgage-backed securities | $164,000 | 505 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $33,000 | 350 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $7,349,000 | 531 |
| 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 | $29,058,000 | 1,631 |
| Mortgage-backed securities | $14,360,000 | 2,399 |
| Certificates of participation in pools of residential mortgages | $11,968,000 | 2,086 |
| Issued or guaranteed by U.S. | $11,968,000 | 2,086 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,379,000 | 2,077 |
| CMOs issued by government agencies or sponsored agencies | $2,215,000 | 2,049 |
| Privately issued | $164,000 | 478 |
| Commercial mortgage-backed securities | $13,000 | 1,271 |
| Commercial mortgage pass-through securities | $13,000 | 862 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $58,160,000 | 1,951 |
| Total debt securities | $58,160,000 | 2,105 |
| 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 | $59,028,000 | 2,137 |
| U.S. Government securities | $15,003,000 | 3,397 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $15,003,000 | 3,278 |
| Securities issued by states & political subdivisions | $36,804,000 | 1,096 |
| Other domestic debt securities | $7,221,000 | 727 |
| Privately issued residential mortgage-backed securities | $170,000 | 523 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $53,000 | 352 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $6,998,000 | 539 |
| 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 | $31,477,000 | 1,584 |
| Mortgage-backed securities | $15,173,000 | 2,372 |
| Certificates of participation in pools of residential mortgages | $12,617,000 | 2,055 |
| Issued or guaranteed by U.S. | $12,617,000 | 2,051 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,539,000 | 2,062 |
| CMOs issued by government agencies or sponsored agencies | $2,369,000 | 2,025 |
| Privately issued | $170,000 | 492 |
| Commercial mortgage-backed securities | $17,000 | 1,202 |
| Commercial mortgage pass-through securities | $17,000 | 819 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $59,028,000 | 1,939 |
| Total debt securities | $59,028,000 | 2,110 |
| 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 | $59,776,000 | 2,148 |
| U.S. Government securities | $15,622,000 | 3,418 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $15,622,000 | 3,305 |
| Securities issued by states & political subdivisions | $36,448,000 | 1,095 |
| Other domestic debt securities | $7,706,000 | 693 |
| Privately issued residential mortgage-backed securities | $179,000 | 520 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $73,000 | 348 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $7,454,000 | 519 |
| 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 | $30,351,000 | 1,633 |
| Mortgage-backed securities | $15,801,000 | 2,334 |
| Certificates of participation in pools of residential mortgages | $13,084,000 | 2,036 |
| Issued or guaranteed by U.S. | $13,084,000 | 2,034 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,683,000 | 2,039 |
| CMOs issued by government agencies or sponsored agencies | $2,504,000 | 2,014 |
| Privately issued | $179,000 | 492 |
| Commercial mortgage-backed securities | $34,000 | 1,181 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $34,000 | 773 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $59,776,000 | 1,946 |
| Total debt securities | $59,776,000 | 2,125 |
| 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 | $58,795,000 | 2,193 |
| U.S. Government securities | $15,608,000 | 3,475 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $15,608,000 | 3,349 |
| Securities issued by states & political subdivisions | $35,330,000 | 1,127 |
| Other domestic debt securities | $7,857,000 | 677 |
| Privately issued residential mortgage-backed securities | $200,000 | 514 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $92,000 | 353 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $7,565,000 | 505 |
| 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 | $29,327,000 | 1,678 |
| Mortgage-backed securities | $15,808,000 | 2,345 |
| Certificates of participation in pools of residential mortgages | $12,473,000 | 2,079 |
| Issued or guaranteed by U.S. | $12,473,000 | 2,076 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,821,000 | 2,035 |
| CMOs issued by government agencies or sponsored agencies | $2,621,000 | 2,013 |
| Privately issued | $200,000 | 488 |
| Commercial mortgage-backed securities | $514,000 | 1,031 |
| Commercial mortgage pass-through securities | $476,000 | 713 |
| Other commercial mortgage-backed securities | $38,000 | 716 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $58,795,000 | 1,994 |
| Total debt securities | $58,795,000 | 2,166 |
| 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 | $58,010,000 | 2,235 |
| U.S. Government securities | $16,853,000 | 3,428 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $16,853,000 | 3,325 |
| Securities issued by states & political subdivisions | $33,230,000 | 1,184 |
| Other domestic debt securities | $7,927,000 | 677 |
| Privately issued residential mortgage-backed securities | $203,000 | 528 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $112,000 | 361 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $7,612,000 | 502 |
| 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 | $29,943,000 | 1,658 |
| Mortgage-backed securities | $17,056,000 | 2,289 |
| Certificates of participation in pools of residential mortgages | $13,082,000 | 2,050 |
| Issued or guaranteed by U.S. | $13,082,000 | 2,048 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,006,000 | 2,008 |
| CMOs issued by government agencies or sponsored agencies | $2,803,000 | 1,989 |
| Privately issued | $203,000 | 501 |
| Commercial mortgage-backed securities | $968,000 | 914 |
| Commercial mortgage pass-through securities | $486,000 | 688 |
| Other commercial mortgage-backed securities | $482,000 | 649 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $58,010,000 | 2,037 |
| Total debt securities | $58,010,000 | 2,214 |
| 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 | $58,095,000 | 2,270 |
| U.S. Government securities | $17,874,000 | 3,403 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $17,874,000 | 3,299 |
| Securities issued by states & political subdivisions | $32,241,000 | 1,206 |
| Other domestic debt securities | $7,980,000 | 669 |
| Privately issued residential mortgage-backed securities | $206,000 | 552 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $131,000 | 360 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $7,643,000 | 493 |
| 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 | $29,623,000 | 1,679 |
| Mortgage-backed securities | $18,080,000 | 2,282 |
| Certificates of participation in pools of residential mortgages | $13,707,000 | 2,046 |
| Issued or guaranteed by U.S. | $13,707,000 | 2,044 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,193,000 | 2,028 |
| CMOs issued by government agencies or sponsored agencies | $2,987,000 | 1,995 |
| Privately issued | $206,000 | 525 |
| Commercial mortgage-backed securities | $1,180,000 | 807 |
| Commercial mortgage pass-through securities | $483,000 | 650 |
| Other commercial mortgage-backed securities | $697,000 | 594 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $58,095,000 | 2,062 |
| Total debt securities | $58,095,000 | 2,248 |
| Structured notes | ||
| Amortized cost | $483,000 | 1,701 |
| Fair value | $483,000 | 1,698 |
| 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 | $57,841,000 | 2,320 |
| U.S. Government securities | $18,509,000 | 3,414 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $18,509,000 | 3,306 |
| Securities issued by states & political subdivisions | $31,187,000 | 1,233 |
| Other domestic debt securities | $8,145,000 | 651 |
| Privately issued residential mortgage-backed securities | $210,000 | 595 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $151,000 | 364 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $7,784,000 | 487 |
| 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 | $29,793,000 | 1,693 |
| Mortgage-backed securities | $18,719,000 | 2,286 |
| Certificates of participation in pools of residential mortgages | $13,257,000 | 2,115 |
| Issued or guaranteed by U.S. | $13,257,000 | 2,115 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,438,000 | 2,025 |
| CMOs issued by government agencies or sponsored agencies | $3,228,000 | 1,988 |
| Privately issued | $210,000 | 564 |
| Commercial mortgage-backed securities | $2,024,000 | 682 |
| Commercial mortgage pass-through securities | $488,000 | 633 |
| Other commercial mortgage-backed securities | $1,536,000 | 480 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $57,841,000 | 2,093 |
| Total debt securities | $57,841,000 | 2,294 |
| 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 | $54,738,000 | 2,422 |
| U.S. Government securities | $16,389,000 | 3,673 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $16,389,000 | 3,555 |
| Securities issued by states & political subdivisions | $30,702,000 | 1,256 |
| Other domestic debt securities | $7,647,000 | 688 |
| Privately issued residential mortgage-backed securities | $178,000 | 618 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $170,000 | 364 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $7,299,000 | 506 |
| 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 | $30,631,000 | 1,667 |
| Mortgage-backed securities | $16,567,000 | 2,442 |
| Certificates of participation in pools of residential mortgages | $11,216,000 | 2,369 |
| Issued or guaranteed by U.S. | $11,216,000 | 2,367 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,035,000 | 2,137 |
| CMOs issued by government agencies or sponsored agencies | $2,857,000 | 2,100 |
| Privately issued | $178,000 | 585 |
| Commercial mortgage-backed securities | $2,316,000 | 629 |
| Commercial mortgage pass-through securities | $485,000 | 637 |
| Other commercial mortgage-backed securities | $1,831,000 | 455 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $54,738,000 | 2,195 |
| Total debt securities | $54,738,000 | 2,404 |
| 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 | $57,255,000 | 2,389 |
| U.S. Government securities | $17,549,000 | 3,647 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $17,549,000 | 3,531 |
| Securities issued by states & political subdivisions | $32,002,000 | 1,206 |
| Other domestic debt securities | $7,704,000 | 706 |
| Privately issued residential mortgage-backed securities | $183,000 | 654 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $190,000 | 369 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $7,331,000 | 515 |
| 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 | $32,691,000 | 1,582 |
| Mortgage-backed securities | $17,732,000 | 2,437 |
| Certificates of participation in pools of residential mortgages | $12,524,000 | 2,310 |
| Issued or guaranteed by U.S. | $12,524,000 | 2,308 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,241,000 | 2,139 |
| CMOs issued by government agencies or sponsored agencies | $3,058,000 | 2,103 |
| Privately issued | $183,000 | 624 |
| Commercial mortgage-backed securities | $1,967,000 | 655 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $1,967,000 | 407 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $57,255,000 | 2,151 |
| Total debt securities | $57,255,000 | 2,367 |
| 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 | $56,871,000 | 2,413 |
| U.S. Government securities | $16,705,000 | 3,800 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $16,705,000 | 3,692 |
| Securities issued by states & political subdivisions | $32,107,000 | 1,204 |
| Other domestic debt securities | $8,059,000 | 710 |
| Privately issued residential mortgage-backed securities | $188,000 | 666 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $207,000 | 386 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $7,664,000 | 505 |
| 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 | $33,602,000 | 1,566 |
| Mortgage-backed securities | $16,893,000 | 2,524 |
| Certificates of participation in pools of residential mortgages | $11,882,000 | 2,406 |
| Issued or guaranteed by U.S. | $11,882,000 | 2,404 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,868,000 | 2,242 |
| CMOs issued by government agencies or sponsored agencies | $2,680,000 | 2,215 |
| Privately issued | $188,000 | 638 |
| Commercial mortgage-backed securities | $2,143,000 | 623 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $2,143,000 | 372 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $56,871,000 | 2,190 |
| Total debt securities | $56,871,000 | 2,392 |
| Structured notes | ||
| Amortized cost | $71,000 | 2,332 |
| Fair value | $71,000 | 2,332 |
| 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 | $56,397,000 | 2,439 |
| U.S. Government securities | $17,695,000 | 3,712 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $17,695,000 | 3,611 |
| Securities issued by states & political subdivisions | $30,639,000 | 1,263 |
| Other domestic debt securities | $8,063,000 | 729 |
| Privately issued residential mortgage-backed securities | $187,000 | 694 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $225,000 | 399 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $7,651,000 | 523 |
| 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 | $31,828,000 | 1,630 |
| Mortgage-backed securities | $17,882,000 | 2,476 |
| Certificates of participation in pools of residential mortgages | $12,357,000 | 2,386 |
| Issued or guaranteed by U.S. | $12,357,000 | 2,385 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,045,000 | 2,195 |
| CMOs issued by government agencies or sponsored agencies | $2,858,000 | 2,165 |
| Privately issued | $187,000 | 666 |
| Commercial mortgage-backed securities | $2,480,000 | 573 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $2,480,000 | 329 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $56,397,000 | 2,219 |
| Total debt securities | $56,397,000 | 2,420 |
| Structured notes | ||
| Amortized cost | $212,000 | 2,297 |
| Fair value | $216,000 | 2,298 |
| 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 | $56,384,000 | 2,432 |
| U.S. Government securities | $18,625,000 | 3,623 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $18,625,000 | 3,523 |
| Securities issued by states & political subdivisions | $30,189,000 | 1,285 |
| Other domestic debt securities | $7,570,000 | 783 |
| Privately issued residential mortgage-backed securities | $194,000 | 723 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $588,000 | 351 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $6,788,000 | 581 |
| 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 | $32,949,000 | 1,580 |
| Mortgage-backed securities | $18,819,000 | 2,410 |
| Certificates of participation in pools of residential mortgages | $12,686,000 | 2,346 |
| Issued or guaranteed by U.S. | $12,686,000 | 2,346 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,225,000 | 2,149 |
| CMOs issued by government agencies or sponsored agencies | $3,031,000 | 2,110 |
| Privately issued | $194,000 | 691 |
| Commercial mortgage-backed securities | $2,908,000 | 502 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $2,908,000 | 297 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $56,384,000 | 2,212 |
| Total debt securities | $56,384,000 | 2,407 |
| Structured notes | ||
| Amortized cost | $261,000 | 2,215 |
| Fair value | $265,000 | 2,214 |
| 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 | $56,163,000 | 2,462 |
| U.S. Government securities | $19,977,000 | 3,513 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $19,977,000 | 3,424 |
| Securities issued by states & political subdivisions | $28,544,000 | 1,346 |
| Other domestic debt securities | $7,642,000 | 799 |
| Privately issued residential mortgage-backed securities | $192,000 | 752 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $622,000 | 354 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $6,828,000 | 591 |
| 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 | $34,297,000 | 1,530 |
| Mortgage-backed securities | $20,169,000 | 2,345 |
| Certificates of participation in pools of residential mortgages | $13,494,000 | 2,284 |
| Issued or guaranteed by U.S. | $13,494,000 | 2,282 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,450,000 | 2,135 |
| CMOs issued by government agencies or sponsored agencies | $3,258,000 | 2,088 |
| Privately issued | $192,000 | 721 |
| Commercial mortgage-backed securities | $3,225,000 | 472 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $3,225,000 | 282 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $56,163,000 | 2,235 |
| Total debt securities | $56,163,000 | 2,438 |
| Structured notes | ||
| Amortized cost | $429,000 | 2,108 |
| Fair value | $440,000 | 2,095 |
| 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 | $53,997,000 | 2,530 |
| U.S. Government securities | $19,954,000 | 3,519 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $19,954,000 | 3,428 |
| Securities issued by states & political subdivisions | $26,327,000 | 1,436 |
| Other domestic debt securities | $7,716,000 | 807 |
| Privately issued residential mortgage-backed securities | $199,000 | 768 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $654,000 | 360 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $6,863,000 | 605 |
| 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 | $34,719,000 | 1,502 |
| Mortgage-backed securities | $20,153,000 | 2,356 |
| Certificates of participation in pools of residential mortgages | $12,851,000 | 2,323 |
| Issued or guaranteed by U.S. | $12,851,000 | 2,322 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,800,000 | 2,115 |
| CMOs issued by government agencies or sponsored agencies | $3,601,000 | 2,060 |
| Privately issued | $199,000 | 736 |
| Commercial mortgage-backed securities | $3,502,000 | 444 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $3,502,000 | 246 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $53,997,000 | 2,298 |
| Total debt securities | $53,997,000 | 2,507 |
| 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 | $56,713,000 | 2,447 |
| U.S. Government securities | $21,387,000 | 3,413 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $21,387,000 | 3,327 |
| Securities issued by states & political subdivisions | $26,848,000 | 1,386 |
| Other domestic debt securities | $8,478,000 | 789 |
| Privately issued residential mortgage-backed securities | $198,000 | 813 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $677,000 | 353 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $7,603,000 | 563 |
| 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 | $31,904,000 | 1,612 |
| Mortgage-backed securities | $21,585,000 | 2,305 |
| Certificates of participation in pools of residential mortgages | $13,371,000 | 2,303 |
| Issued or guaranteed by U.S. | $13,371,000 | 2,303 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,286,000 | 2,088 |
| CMOs issued by government agencies or sponsored agencies | $4,088,000 | 2,026 |
| Privately issued | $198,000 | 781 |
| Commercial mortgage-backed securities | $3,928,000 | 374 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $3,928,000 | 196 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $56,713,000 | 2,253 |
| Total debt securities | $56,713,000 | 2,419 |
| 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 | $61,528,000 | 2,248 |
| U.S. Government securities | $25,850,000 | 3,007 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $25,850,000 | 2,942 |
| Securities issued by states & political subdivisions | $27,136,000 | 1,334 |
| Other domestic debt securities | $8,542,000 | 765 |
| Privately issued residential mortgage-backed securities | $208,000 | 844 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $720,000 | 327 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $7,614,000 | 542 |
| 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 | $34,843,000 | 1,499 |
| Mortgage-backed securities | $26,058,000 | 2,057 |
| Certificates of participation in pools of residential mortgages | $16,562,000 | 2,027 |
| Issued or guaranteed by U.S. | $16,562,000 | 2,025 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $5,508,000 | 1,963 |
| CMOs issued by government agencies or sponsored agencies | $5,300,000 | 1,905 |
| Privately issued | $208,000 | 812 |
| Commercial mortgage-backed securities | $3,988,000 | 311 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $3,988,000 | 165 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $61,528,000 | 2,066 |
| Total debt securities | $61,528,000 | 2,224 |
| 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 | $62,635,000 | 2,249 |
| U.S. Government securities | $28,213,000 | 2,907 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $28,213,000 | 2,851 |
| Securities issued by states & political subdivisions | $25,827,000 | 1,371 |
| Other domestic debt securities | $8,595,000 | 784 |
| Privately issued residential mortgage-backed securities | $223,000 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $710,000 | 317 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $7,662,000 | 563 |
| 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 | $35,694,000 | 1,463 |
| Mortgage-backed securities | $28,436,000 | 2,055 |
| Certificates of participation in pools of residential mortgages | $18,308,000 | 1,971 |
| Issued or guaranteed by U.S. | $18,308,000 | 1,971 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $6,084,000 | 1,950 |
| CMOs issued by government agencies or sponsored agencies | $5,861,000 | 1,890 |
| Privately issued | $223,000 | 848 |
| Commercial mortgage-backed securities | $4,044,000 | 293 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $4,044,000 | 166 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $62,635,000 | 2,056 |
| Total debt securities | $62,635,000 | 2,225 |
| 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 | $63,211,000 | 2,222 |
| U.S. Government securities | $29,248,000 | 2,895 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $29,248,000 | 2,838 |
| Securities issued by states & political subdivisions | $24,542,000 | 1,404 |
| Other domestic debt securities | $9,421,000 | 765 |
| Privately issued residential mortgage-backed securities | $233,000 | 933 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $747,000 | 275 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $8,441,000 | 538 |
| 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 | $37,933,000 | 1,414 |
| Mortgage-backed securities | $29,481,000 | 2,021 |
| Certificates of participation in pools of residential mortgages | $19,593,000 | 1,910 |
| Issued or guaranteed by U.S. | $19,593,000 | 1,910 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,880,000 | 1,989 |
| CMOs issued by government agencies or sponsored agencies | $5,647,000 | 1,926 |
| Privately issued | $233,000 | 897 |
| Commercial mortgage-backed securities | $4,008,000 | 278 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $4,008,000 | 161 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $63,211,000 | 2,033 |
| Total debt securities | $63,211,000 | 2,201 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,450 |
| Fair value | $479,000 | 2,608 |
| 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 | $64,685,000 | 2,168 |
| U.S. Government securities | $30,316,000 | 2,872 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $30,316,000 | 2,811 |
| Securities issued by states & political subdivisions | $24,938,000 | 1,331 |
| Other domestic debt securities | $9,431,000 | 757 |
| Privately issued residential mortgage-backed securities | $252,000 | 955 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $766,000 | 225 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $8,413,000 | 529 |
| 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 | $35,815,000 | 1,476 |
| Mortgage-backed securities | $30,568,000 | 1,984 |
| Certificates of participation in pools of residential mortgages | $21,100,000 | 1,808 |
| Issued or guaranteed by U.S. | $21,100,000 | 1,806 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,525,000 | 2,065 |
| CMOs issued by government agencies or sponsored agencies | $5,273,000 | 2,000 |
| Privately issued | $252,000 | 921 |
| Commercial mortgage-backed securities | $3,943,000 | 248 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $3,943,000 | 146 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $64,685,000 | 1,985 |
| Total debt securities | $64,685,000 | 2,153 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,683 |
| Fair value | $476,000 | 2,849 |
| 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 | $61,112,000 | 2,226 |
| U.S. Government securities | $27,553,000 | 2,974 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $27,553,000 | 2,911 |
| Securities issued by states & political subdivisions | $24,294,000 | 1,324 |
| Other domestic debt securities | $9,265,000 | 767 |
| Privately issued residential mortgage-backed securities | $284,000 | 1,021 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $804,000 | 166 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $8,177,000 | 504 |
| 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 | $36,761,000 | 1,364 |
| Mortgage-backed securities | $27,837,000 | 2,010 |
| Certificates of participation in pools of residential mortgages | $19,007,000 | 1,848 |
| Issued or guaranteed by U.S. | $19,007,000 | 1,847 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,110,000 | 2,267 |
| CMOs issued by government agencies or sponsored agencies | $3,826,000 | 2,136 |
| Privately issued | $284,000 | 969 |
| Commercial mortgage-backed securities | $4,720,000 | 182 |
| Commercial mortgage pass-through securities | $783,000 | 246 |
| Other commercial mortgage-backed securities | $3,937,000 | 113 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $61,112,000 | 2,011 |
| Total debt securities | $61,112,000 | 2,206 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,578 |
| Fair value | $493,000 | 2,719 |
| 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 | $62,544,000 | 2,106 |
| U.S. Government securities | $29,253,000 | 2,789 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $29,253,000 | 2,720 |
| Securities issued by states & political subdivisions | $24,287,000 | 1,286 |
| Other domestic debt securities | $9,004,000 | 768 |
| Privately issued residential mortgage-backed securities | $372,000 | 1,010 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $885,000 | 149 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $7,747,000 | 492 |
| 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 | $37,758,000 | 1,315 |
| Mortgage-backed securities | $29,625,000 | 1,877 |
| Certificates of participation in pools of residential mortgages | $20,425,000 | 1,692 |
| Issued or guaranteed by U.S. | $20,425,000 | 1,686 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,440,000 | 2,185 |
| CMOs issued by government agencies or sponsored agencies | $4,068,000 | 2,055 |
| Privately issued | $372,000 | 957 |
| Commercial mortgage-backed securities | $4,760,000 | 148 |
| Commercial mortgage pass-through securities | $801,000 | 225 |
| Other commercial mortgage-backed securities | $3,959,000 | 91 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $62,544,000 | 1,905 |
| Total debt securities | $62,544,000 | 2,087 |
| 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 | $58,403,000 | 2,244 |
| U.S. Government securities | $27,575,000 | 2,980 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $27,575,000 | 2,893 |
| Securities issued by states & political subdivisions | $23,742,000 | 1,253 |
| Other domestic debt securities | $7,086,000 | 841 |
| Privately issued residential mortgage-backed securities | $457,000 | 992 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $943,000 | 138 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $5,686,000 | 567 |
| 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 | $37,994,000 | 1,337 |
| Mortgage-backed securities | $28,032,000 | 1,899 |
| Certificates of participation in pools of residential mortgages | $18,897,000 | 1,745 |
| Issued or guaranteed by U.S. | $18,897,000 | 1,742 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,605,000 | 2,116 |
| CMOs issued by government agencies or sponsored agencies | $4,148,000 | 2,001 |
| Privately issued | $457,000 | 938 |
| Commercial mortgage-backed securities | $4,530,000 | 138 |
| Commercial mortgage pass-through securities | $777,000 | 227 |
| Other commercial mortgage-backed securities | $3,753,000 | 78 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $58,403,000 | 2,018 |
| Total debt securities | $58,403,000 | 2,223 |
| 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 | $55,836,000 | 2,305 |
| U.S. Government securities | $25,659,000 | 3,117 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $25,659,000 | 3,028 |
| Securities issued by states & political subdivisions | $24,012,000 | 1,198 |
| Other domestic debt securities | $6,165,000 | 945 |
| Privately issued residential mortgage-backed securities | $605,000 | 972 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $991,000 | 134 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $4,569,000 | 664 |
| 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 | $29,527,000 | 1,632 |
| Mortgage-backed securities | $26,264,000 | 1,968 |
| Certificates of participation in pools of residential mortgages | $17,110,000 | 1,847 |
| Issued or guaranteed by U.S. | $17,110,000 | 1,844 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,725,000 | 2,046 |
| CMOs issued by government agencies or sponsored agencies | $4,120,000 | 1,948 |
| Privately issued | $605,000 | 922 |
| Commercial mortgage-backed securities | $4,429,000 | 132 |
| Commercial mortgage pass-through securities | $763,000 | 213 |
| Other commercial mortgage-backed securities | $3,666,000 | 73 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $55,836,000 | 2,080 |
| Total debt securities | $55,836,000 | 2,283 |
| 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 | $50,942,000 | 2,382 |
| U.S. Government securities | $20,259,000 | 3,448 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $20,259,000 | 3,351 |
| Securities issued by states & political subdivisions | $23,562,000 | 1,204 |
| Other domestic debt securities | $7,121,000 | 936 |
| Privately issued residential mortgage-backed securities | $807,000 | 962 |
| Commercial mortgage-backed securities - Total | $752,000 | 278 |
| Asset backed securities | $1,026,000 | 119 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $4,536,000 | 652 |
| 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 | $20,056,000 | 2,127 |
| Mortgage-backed securities | $21,818,000 | 2,114 |
| Certificates of participation in pools of residential mortgages | $14,527,000 | 1,966 |
| Issued or guaranteed by U.S. | $14,527,000 | 1,960 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,539,000 | 1,793 |
| CMOs issued by government agencies or sponsored agencies | $5,732,000 | 1,682 |
| Privately issued | $807,000 | 917 |
| Commercial mortgage-backed securities | $752,000 | 278 |
| Commercial mortgage pass-through securities | $752,000 | 207 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $50,942,000 | 2,147 |
| Total debt securities | $50,942,000 | 2,357 |
| 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 | $45,793,000 | 2,565 |
| U.S. Government securities | $13,913,000 | 4,188 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $13,913,000 | 4,076 |
| Securities issued by states & political subdivisions | $24,719,000 | 1,101 |
| Other domestic debt securities | $7,161,000 | 946 |
| Privately issued residential mortgage-backed securities | $978,000 | 992 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $1,033,000 | 119 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $5,150,000 | 597 |
| 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 | $21,130,000 | 2,056 |
| Mortgage-backed securities | $14,891,000 | 2,604 |
| Certificates of participation in pools of residential mortgages | $10,099,000 | 2,395 |
| Issued or guaranteed by U.S. | $10,099,000 | 2,391 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,792,000 | 2,016 |
| CMOs issued by government agencies or sponsored agencies | $3,814,000 | 1,935 |
| Privately issued | $978,000 | 947 |
| 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) | $45,793,000 | 2,312 |
| Total debt securities | $45,793,000 | 2,534 |
| 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 | $45,743,000 | 2,569 |
| U.S. Government securities | $15,127,000 | 4,081 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $15,127,000 | 3,971 |
| Securities issued by states & political subdivisions | $24,726,000 | 1,026 |
| Other domestic debt securities | $5,890,000 | 1,048 |
| Privately issued residential mortgage-backed securities | $1,082,000 | 992 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $1,051,000 | 113 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $3,757,000 | 704 |
| 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 | $32,263,000 | 1,516 |
| Mortgage-backed securities | $16,209,000 | 2,484 |
| Certificates of participation in pools of residential mortgages | $11,477,000 | 2,246 |
| Issued or guaranteed by U.S. | $11,477,000 | 2,240 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $4,732,000 | 1,948 |
| CMOs issued by government agencies or sponsored agencies | $3,650,000 | 1,873 |
| Privately issued | $1,082,000 | 957 |
| 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) | $45,743,000 | 2,287 |
| Total debt securities | $45,743,000 | 2,534 |
| 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 | $47,700,000 | 2,489 |
| U.S. Government securities | $15,794,000 | 4,036 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $15,794,000 | 3,944 |
| Securities issued by states & political subdivisions | $25,897,000 | 948 |
| Other domestic debt securities | $6,009,000 | 1,078 |
| Privately issued residential mortgage-backed securities | $1,216,000 | 1,007 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $1,040,000 | 113 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $3,753,000 | 727 |
| 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 | $35,013,000 | 1,488 |
| Mortgage-backed securities | $17,010,000 | 2,478 |
| Certificates of participation in pools of residential mortgages | $13,225,000 | 2,161 |
| Issued or guaranteed by U.S. | $13,225,000 | 2,155 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,785,000 | 2,057 |
| CMOs issued by government agencies or sponsored agencies | $2,569,000 | 2,037 |
| Privately issued | $1,216,000 | 969 |
| 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) | $47,700,000 | 2,225 |
| Total debt securities | $47,700,000 | 2,467 |
| 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 | $50,732,000 | 2,339 |
| U.S. Government securities | $18,560,000 | 3,681 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $18,560,000 | 3,611 |
| Securities issued by states & political subdivisions | $26,045,000 | 938 |
| Other domestic debt securities | $6,127,000 | 1,115 |
| Privately issued residential mortgage-backed securities | $1,596,000 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $847,000 | 153 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $3,684,000 | 748 |
| 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 | $39,057,000 | 1,364 |
| Mortgage-backed securities | $20,156,000 | 2,274 |
| Certificates of participation in pools of residential mortgages | $18,560,000 | 1,778 |
| Issued or guaranteed by U.S. | $18,560,000 | 1,772 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,596,000 | 2,620 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $1,596,000 | 916 |
| 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) | $50,732,000 | 2,079 |
| Total debt securities | $50,732,000 | 2,314 |
| 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 | $49,777,000 | 2,381 |
| U.S. Government securities | $19,628,000 | 3,543 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $19,628,000 | 3,467 |
| Securities issued by states & political subdivisions | $22,546,000 | 1,094 |
| Other domestic debt securities | $7,603,000 | 1,055 |
| Privately issued residential mortgage-backed securities | $1,701,000 | 995 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $890,000 | 155 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $5,012,000 | 640 |
| 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 | $30,523,000 | 1,633 |
| Mortgage-backed securities | $21,329,000 | 2,243 |
| Certificates of participation in pools of residential mortgages | $19,628,000 | 1,750 |
| Issued or guaranteed by U.S. | $19,628,000 | 1,745 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,701,000 | 2,579 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $1,701,000 | 955 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $49,777,000 | 2,112 |
| Total debt securities | $49,777,000 | 2,352 |
| 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 | $43,938,000 | 2,589 |
| U.S. Government securities | $20,830,000 | 3,384 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $20,830,000 | 3,311 |
| Securities issued by states & political subdivisions | $13,338,000 | 1,787 |
| Other domestic debt securities | $9,770,000 | 933 |
| Privately issued residential mortgage-backed securities | $1,724,000 | 1,012 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $890,000 | 168 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $7,156,000 | 504 |
| 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 | $29,667,000 | 1,677 |
| Mortgage-backed securities | $22,554,000 | 2,194 |
| Certificates of participation in pools of residential mortgages | $20,544,000 | 1,730 |
| Issued or guaranteed by U.S. | $20,544,000 | 1,723 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,010,000 | 2,492 |
| CMOs issued by government agencies or sponsored agencies | $286,000 | 3,016 |
| Privately issued | $1,724,000 | 973 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $43,938,000 | 2,289 |
| Total debt securities | $43,938,000 | 2,563 |
| 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 | $45,989,000 | 2,511 |
| U.S. Government securities | $25,038,000 | 3,020 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $25,038,000 | 2,960 |
| Securities issued by states & political subdivisions | $11,500,000 | 1,915 |
| Other domestic debt securities | $9,451,000 | 911 |
| Privately issued residential mortgage-backed securities | $2,052,000 | 994 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $937,000 | 221 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,462,000 | 559 |
| 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 | $33,694,000 | 1,535 |
| Mortgage-backed securities | $27,090,000 | 1,946 |
| Certificates of participation in pools of residential mortgages | $24,050,000 | 1,579 |
| Issued or guaranteed by U.S. | $24,050,000 | 1,567 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,040,000 | 2,212 |
| CMOs issued by government agencies or sponsored agencies | $988,000 | 2,562 |
| Privately issued | $2,052,000 | 954 |
| 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) | $45,989,000 | 2,220 |
| Total debt securities | $45,989,000 | 2,478 |
| 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 | $43,039,000 | 2,603 |
| U.S. Government securities | $26,490,000 | 2,915 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $26,490,000 | 2,861 |
| Securities issued by states & political subdivisions | $10,371,000 | 2,019 |
| Other domestic debt securities | $6,178,000 | 1,083 |
| Privately issued residential mortgage-backed securities | $2,088,000 | 940 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $961,000 | 205 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,129,000 | 866 |
| 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 | $31,409,000 | 1,629 |
| Mortgage-backed securities | $28,578,000 | 1,832 |
| Certificates of participation in pools of residential mortgages | $25,097,000 | 1,491 |
| Issued or guaranteed by U.S. | $25,097,000 | 1,483 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,481,000 | 2,059 |
| CMOs issued by government agencies or sponsored agencies | $1,393,000 | 2,326 |
| Privately issued | $2,088,000 | 904 |
| 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) | $43,039,000 | 2,310 |
| Total debt securities | $43,039,000 | 2,575 |
| 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 | $43,718,000 | 2,535 |
| U.S. Government securities | $27,267,000 | 2,794 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $27,267,000 | 2,740 |
| Securities issued by states & political subdivisions | $11,065,000 | 1,892 |
| Other domestic debt securities | $5,386,000 | 1,150 |
| Privately issued residential mortgage-backed securities | $2,113,000 | 936 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $964,000 | 198 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,309,000 | 1,015 |
| 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 | $30,837,000 | 1,617 |
| Mortgage-backed securities | $29,380,000 | 1,708 |
| Certificates of participation in pools of residential mortgages | $25,735,000 | 1,381 |
| Issued or guaranteed by U.S. | $25,735,000 | 1,369 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,645,000 | 1,956 |
| CMOs issued by government agencies or sponsored agencies | $1,532,000 | 2,185 |
| Privately issued | $2,113,000 | 899 |
| 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) | $43,718,000 | 2,237 |
| Total debt securities | $43,718,000 | 2,505 |
| 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 | $41,985,000 | 2,668 |
| U.S. Government securities | $27,919,000 | 2,777 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $27,919,000 | 2,733 |
| Securities issued by states & political subdivisions | $11,841,000 | 1,822 |
| Other domestic debt securities | $2,225,000 | 1,769 |
| Privately issued residential mortgage-backed securities | $1,473,000 | 1,030 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $752,000 | 1,714 |
| 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 | $33,601,000 | 1,494 |
| Mortgage-backed securities | $28,018,000 | 1,761 |
| Certificates of participation in pools of residential mortgages | $24,857,000 | 1,414 |
| Issued or guaranteed by U.S. | $24,857,000 | 1,404 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,161,000 | 2,054 |
| CMOs issued by government agencies or sponsored agencies | $1,688,000 | 2,136 |
| Privately issued | $1,473,000 | 981 |
| 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) | $41,985,000 | 2,355 |
| Total debt securities | $41,985,000 | 2,628 |
| 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 | $39,139,000 | 2,823 |
| U.S. Government securities | $26,114,000 | 2,919 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $26,114,000 | 2,867 |
| Securities issued by states & political subdivisions | $12,067,000 | 1,801 |
| Other domestic debt securities | $958,000 | 2,236 |
| Privately issued residential mortgage-backed securities | $958,000 | 1,123 |
| 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 | $31,222,000 | 1,549 |
| Mortgage-backed securities | $25,659,000 | 1,801 |
| Certificates of participation in pools of residential mortgages | $22,781,000 | 1,473 |
| Issued or guaranteed by U.S. | $22,781,000 | 1,460 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,878,000 | 2,097 |
| CMOs issued by government agencies or sponsored agencies | $1,920,000 | 2,046 |
| Privately issued | $958,000 | 1,062 |
| 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) | $39,139,000 | 2,507 |
| Total debt securities | $39,139,000 | 2,783 |
| 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 | $38,676,000 | 2,849 |
| U.S. Government securities | $25,469,000 | 3,021 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $25,469,000 | 2,964 |
| Securities issued by states & political subdivisions | $12,239,000 | 1,756 |
| Other domestic debt securities | $968,000 | 2,053 |
| Privately issued residential mortgage-backed securities | $968,000 | 1,027 |
| 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 | $31,217,000 | 1,551 |
| Mortgage-backed securities | $24,202,000 | 1,682 |
| Certificates of participation in pools of residential mortgages | $21,242,000 | 1,347 |
| Issued or guaranteed by U.S. | $21,242,000 | 1,340 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,960,000 | 1,972 |
| CMOs issued by government agencies or sponsored agencies | $1,992,000 | 1,940 |
| Privately issued | $968,000 | 976 |
| 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) | $38,676,000 | 2,508 |
| Total debt securities | $38,676,000 | 2,807 |
| 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 | $30,786,000 | 3,391 |
| U.S. Government securities | $16,706,000 | 4,106 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $16,706,000 | 4,018 |
| Securities issued by states & political subdivisions | $12,783,000 | 1,655 |
| Other domestic debt securities | $1,297,000 | 1,826 |
| Privately issued residential mortgage-backed securities | $952,000 | 996 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $345,000 | 1,870 |
| 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 | $22,251,000 | 2,021 |
| Mortgage-backed securities | $15,385,000 | 2,133 |
| Certificates of participation in pools of residential mortgages | $12,451,000 | 1,855 |
| Issued or guaranteed by U.S. | $12,451,000 | 1,845 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,934,000 | 1,924 |
| CMOs issued by government agencies or sponsored agencies | $1,982,000 | 1,901 |
| Privately issued | $952,000 | 947 |
| 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) | $30,786,000 | 2,978 |
| Total debt securities | $30,786,000 | 3,352 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $30,894,000 | 3,360 |
| U.S. Government securities | $16,211,000 | 4,197 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $16,211,000 | 4,094 |
| Securities issued by states & political subdivisions | $13,390,000 | 1,574 |
| Other domestic debt securities | $1,293,000 | 1,761 |
| Privately issued residential mortgage-backed securities | $945,000 | 949 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $348,000 | 1,831 |
| 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 | $22,071,000 | 2,020 |
| Mortgage-backed securities | $15,538,000 | 2,067 |
| Certificates of participation in pools of residential mortgages | $12,585,000 | 1,790 |
| Issued or guaranteed by U.S. | $12,585,000 | 1,784 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,953,000 | 1,884 |
| CMOs issued by government agencies or sponsored agencies | $2,008,000 | 1,872 |
| Privately issued | $945,000 | 896 |
| 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) | $30,894,000 | 2,946 |
| Total debt securities | $30,894,000 | 3,323 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $28,437,000 | 3,566 |
| U.S. Government securities | $14,933,000 | 4,444 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $14,933,000 | 4,331 |
| Securities issued by states & political subdivisions | $12,190,000 | 1,700 |
| Other domestic debt securities | $1,314,000 | 1,761 |
| Privately issued residential mortgage-backed securities | $967,000 | 911 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $347,000 | 1,872 |
| 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 | $21,300,000 | 2,085 |
| Mortgage-backed securities | $15,163,000 | 2,110 |
| Certificates of participation in pools of residential mortgages | $12,028,000 | 1,849 |
| Issued or guaranteed by U.S. | $12,028,000 | 1,842 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,135,000 | 1,831 |
| CMOs issued by government agencies or sponsored agencies | $2,168,000 | 1,807 |
| Privately issued | $967,000 | 853 |
| 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) | $28,437,000 | 3,115 |
| Total debt securities | $28,437,000 | 3,530 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $29,151,000 | 3,545 |
| U.S. Government securities | $15,397,000 | 4,419 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $15,397,000 | 4,303 |
| Securities issued by states & political subdivisions | $12,445,000 | 1,663 |
| Other domestic debt securities | $1,309,000 | 1,774 |
| Privately issued residential mortgage-backed securities | $963,000 | 892 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $346,000 | 1,919 |
| 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 | $22,696,000 | 1,985 |
| Mortgage-backed securities | $15,626,000 | 2,058 |
| Certificates of participation in pools of residential mortgages | $12,333,000 | 1,832 |
| Issued or guaranteed by U.S. | $12,333,000 | 1,823 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,293,000 | 1,803 |
| CMOs issued by government agencies or sponsored agencies | $2,330,000 | 1,770 |
| Privately issued | $963,000 | 843 |
| 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) | $29,151,000 | 3,082 |
| Total debt securities | $29,151,000 | 3,497 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $29,904,000 | 3,505 |
| U.S. Government securities | $15,857,000 | 4,390 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $15,857,000 | 4,270 |
| Securities issued by states & political subdivisions | $12,742,000 | 1,609 |
| Other domestic debt securities | $1,305,000 | 1,786 |
| Privately issued residential mortgage-backed securities | $959,000 | 876 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $346,000 | 1,965 |
| 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 | $23,097,000 | 1,941 |
| Mortgage-backed securities | $16,086,000 | 2,013 |
| Certificates of participation in pools of residential mortgages | $12,627,000 | 1,814 |
| Issued or guaranteed by U.S. | $12,627,000 | 1,802 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,459,000 | 1,734 |
| CMOs issued by government agencies or sponsored agencies | $2,500,000 | 1,707 |
| Privately issued | $959,000 | 817 |
| 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) | $29,904,000 | 3,043 |
| Total debt securities | $29,904,000 | 3,454 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $30,232,000 | 3,481 |
| U.S. Government securities | $16,148,000 | 4,332 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $16,148,000 | 4,203 |
| Securities issued by states & political subdivisions | $12,790,000 | 1,574 |
| Other domestic debt securities | $1,294,000 | 1,817 |
| Privately issued residential mortgage-backed securities | $951,000 | 854 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $343,000 | 2,013 |
| 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 | $23,177,000 | 1,928 |
| Mortgage-backed securities | $16,376,000 | 2,004 |
| Certificates of participation in pools of residential mortgages | $12,822,000 | 1,815 |
| Issued or guaranteed by U.S. | $12,822,000 | 1,805 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,554,000 | 1,701 |
| CMOs issued by government agencies or sponsored agencies | $2,603,000 | 1,669 |
| Privately issued | $951,000 | 798 |
| 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) | $30,232,000 | 3,023 |
| Total debt securities | $30,231,000 | 3,423 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $31,360,000 | 3,445 |
| U.S. Government securities | $17,146,000 | 4,208 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $17,146,000 | 4,076 |
| Securities issued by states & political subdivisions | $12,908,000 | 1,551 |
| Other domestic debt securities | $1,306,000 | 1,845 |
| Privately issued residential mortgage-backed securities | $961,000 | 858 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $345,000 | 2,114 |
| 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 | $22,413,000 | 1,953 |
| Mortgage-backed securities | $17,380,000 | 1,972 |
| Certificates of participation in pools of residential mortgages | $13,613,000 | 1,766 |
| Issued or guaranteed by U.S. | $13,613,000 | 1,755 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,767,000 | 1,659 |
| CMOs issued by government agencies or sponsored agencies | $2,806,000 | 1,621 |
| Privately issued | $961,000 | 802 |
| 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) | $31,360,000 | 2,986 |
| Total debt securities | $31,359,000 | 3,394 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $32,327,000 | 3,354 |
| U.S. Government securities | $18,031,000 | 4,073 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $18,031,000 | 3,947 |
| Securities issued by states & political subdivisions | $12,985,000 | 1,528 |
| Other domestic debt securities | $1,311,000 | 1,914 |
| Privately issued residential mortgage-backed securities | $966,000 | 822 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $345,000 | 2,225 |
| 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 | $24,591,000 | 1,814 |
| Mortgage-backed securities | $18,269,000 | 1,928 |
| Certificates of participation in pools of residential mortgages | $14,378,000 | 1,714 |
| Issued or guaranteed by U.S. | $14,378,000 | 1,702 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,891,000 | 1,638 |
| CMOs issued by government agencies or sponsored agencies | $2,925,000 | 1,602 |
| Privately issued | $966,000 | 771 |
| 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) | $32,327,000 | 2,901 |
| Total debt securities | $32,327,000 | 3,307 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $31,578,000 | 3,402 |
| U.S. Government securities | $19,023,000 | 3,888 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $19,023,000 | 3,759 |
| Securities issued by states & political subdivisions | $12,207,000 | 1,627 |
| Other domestic debt securities | $348,000 | 2,797 |
| 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 | $348,000 | 2,298 |
| 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 | $22,190,000 | 1,914 |
| Mortgage-backed securities | $18,290,000 | 1,911 |
| Certificates of participation in pools of residential mortgages | $15,330,000 | 1,656 |
| Issued or guaranteed by U.S. | $15,330,000 | 1,643 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,960,000 | 1,841 |
| CMOs issued by government agencies or sponsored agencies | $2,960,000 | 1,607 |
| 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) | $31,578,000 | 2,934 |
| Total debt securities | $31,578,000 | 3,347 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $31,231,000 | 3,486 |
| U.S. Government securities | $20,011,000 | 3,793 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $20,011,000 | 3,672 |
| Securities issued by states & political subdivisions | $10,867,000 | 1,789 |
| Other domestic debt securities | $353,000 | 2,856 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $349,000 | 2,384 |
| 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 | $20,418,000 | 2,050 |
| Mortgage-backed securities | $19,283,000 | 1,894 |
| Certificates of participation in pools of residential mortgages | $16,312,000 | 1,644 |
| Issued or guaranteed by U.S. | $16,312,000 | 1,630 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,971,000 | 1,863 |
| CMOs issued by government agencies or sponsored agencies | $2,967,000 | 1,639 |
| Privately issued | $4,000 | 1,142 |
| 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) | $31,231,000 | 3,020 |
| Total debt securities | $31,231,000 | 3,437 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $31,510,000 | 3,485 |
| U.S. Government securities | $19,896,000 | 3,881 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,896,000 | 3,749 |
| Securities issued by states & political subdivisions | $10,912,000 | 1,779 |
| Other domestic debt securities | $702,000 | 2,521 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,250 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $698,000 | 2,085 |
| 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 | $19,181,000 | 2,172 |
| Mortgage-backed securities | $19,171,000 | 1,964 |
| Certificates of participation in pools of residential mortgages | $16,212,000 | 1,712 |
| Issued or guaranteed by U.S. | $16,212,000 | 1,700 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,959,000 | 1,903 |
| CMOs issued by government agencies or sponsored agencies | $2,955,000 | 1,684 |
| Privately issued | $4,000 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $31,510,000 | 3,010 |
| Total debt securities | $31,510,000 | 3,435 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| 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 | $31,899,000 | 3,469 |
| U.S. Government securities | $19,229,000 | 3,975 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,229,000 | 3,840 |
| Securities issued by states & political subdivisions | $11,642,000 | 1,689 |
| Other domestic debt securities | $1,028,000 | 2,254 |
| Privately issued residential mortgage-backed securities | $67,000 | 1,097 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $961,000 | 1,988 |
| 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 | $21,520,000 | 1,942 |
| Mortgage-backed securities | $17,870,000 | 2,072 |
| Certificates of participation in pools of residential mortgages | $14,808,000 | 1,837 |
| Issued or guaranteed by U.S. | $14,808,000 | 1,830 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,062,000 | 1,897 |
| CMOs issued by government agencies or sponsored agencies | $2,995,000 | 1,696 |
| Privately issued | $67,000 | 1,009 |
| 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) | $31,899,000 | 2,990 |
| Total debt securities | $31,899,000 | 3,413 |
| 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 | $33,191,000 | 3,364 |
| U.S. Government securities | $19,805,000 | 3,861 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $19,805,000 | 3,728 |
| Securities issued by states & political subdivisions | $12,347,000 | 1,599 |
| Other domestic debt securities | $1,039,000 | 2,278 |
| Privately issued residential mortgage-backed securities | $67,000 | 1,053 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $972,000 | 2,038 |
| 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 | $20,445,000 | 1,997 |
| Mortgage-backed securities | $18,432,000 | 2,043 |
| Certificates of participation in pools of residential mortgages | $15,366,000 | 1,814 |
| Issued or guaranteed by U.S. | $15,366,000 | 1,806 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,066,000 | 1,882 |
| CMOs issued by government agencies or sponsored agencies | $2,999,000 | 1,694 |
| Privately issued | $67,000 | 967 |
| 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) | $33,191,000 | 2,891 |
| Total debt securities | $33,191,000 | 3,304 |
| 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 |
| 2004-06-30 | Rank | |
| Total securities | $34,535,000 | 3,293 |
| U.S. Government securities | $19,874,000 | 3,906 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $19,874,000 | 3,763 |
| Securities issued by states & political subdivisions | $12,775,000 | 1,525 |
| Other domestic debt securities | $1,886,000 | 1,937 |
| Privately issued residential mortgage-backed securities | $140,000 | 982 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,746,000 | 1,644 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,609,000 | 2,057 |
| Mortgage-backed securities | $18,582,000 | 2,082 |
| Certificates of participation in pools of residential mortgages | $15,511,000 | 1,819 |
| Issued or guaranteed by U.S. | $15,511,000 | 1,810 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,071,000 | 1,912 |
| CMOs issued by government agencies or sponsored agencies | $2,931,000 | 1,744 |
| Privately issued | $140,000 | 909 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $34,535,000 | 2,840 |
| Total debt securities | $34,535,000 | 3,232 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $34,103,000 | 3,323 |
| U.S. Government securities | $18,683,000 | 4,023 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $18,683,000 | 3,878 |
| Securities issued by states & political subdivisions | $13,485,000 | 1,472 |
| Other domestic debt securities | $1,935,000 | 2,028 |
| Privately issued residential mortgage-backed securities | $142,000 | 1,044 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,793,000 | 1,731 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,472,000 | 1,961 |
| Mortgage-backed securities | $17,351,000 | 2,215 |
| Certificates of participation in pools of residential mortgages | $13,812,000 | 1,995 |
| Issued or guaranteed by U.S. | $13,812,000 | 1,986 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,539,000 | 1,880 |
| CMOs issued by government agencies or sponsored agencies | $3,397,000 | 1,697 |
| Privately issued | $142,000 | 958 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $34,103,000 | 2,867 |
| Total debt securities | $34,103,000 | 3,254 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $30,556,000 | 3,661 |
| U.S. Government securities | $13,586,000 | 4,953 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $13,586,000 | 4,804 |
| Securities issued by states & political subdivisions | $13,442,000 | 1,472 |
| Other domestic debt securities | $3,528,000 | 1,556 |
| Privately issued residential mortgage-backed securities | $180,000 | 881 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,348,000 | 1,317 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,400,000 | 2,069 |
| Mortgage-backed securities | $11,544,000 | 2,789 |
| Certificates of participation in pools of residential mortgages | $7,514,000 | 2,860 |
| Issued or guaranteed by U.S. | $7,514,000 | 2,846 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,030,000 | 1,773 |
| CMOs issued by government agencies or sponsored agencies | $3,850,000 | 1,692 |
| Privately issued | $180,000 | 769 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $30,556,000 | 3,160 |
| Total debt securities | $30,556,000 | 3,603 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $31,212,000 | 3,534 |
| U.S. Government securities | $12,509,000 | 5,039 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $12,509,000 | 4,886 |
| Securities issued by states & political subdivisions | $13,935,000 | 1,410 |
| Other domestic debt securities | $4,768,000 | 1,397 |
| Privately issued residential mortgage-backed securities | $181,000 | 951 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,587,000 | 1,167 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,260,000 | 2,209 |
| Mortgage-backed securities | $10,455,000 | 2,915 |
| Certificates of participation in pools of residential mortgages | $6,062,000 | 3,141 |
| Issued or guaranteed by U.S. | $6,062,000 | 3,126 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,393,000 | 1,722 |
| CMOs issued by government agencies or sponsored agencies | $4,212,000 | 1,624 |
| Privately issued | $181,000 | 836 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $31,212,000 | 3,066 |
| Total debt securities | $31,212,000 | 3,461 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $27,365,000 | 3,798 |
| U.S. Government securities | $12,159,000 | 5,039 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $12,159,000 | 4,875 |
| Securities issued by states & political subdivisions | $9,946,000 | 1,938 |
| Other domestic debt securities | $5,260,000 | 1,342 |
| Privately issued residential mortgage-backed securities | $189,000 | 994 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,071,000 | 1,119 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,469,000 | 2,490 |
| Mortgage-backed securities | $9,326,000 | 3,164 |
| Certificates of participation in pools of residential mortgages | $4,414,000 | 3,627 |
| Issued or guaranteed by U.S. | $4,414,000 | 3,617 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $4,912,000 | 1,745 |
| CMOs issued by government agencies or sponsored agencies | $4,723,000 | 1,676 |
| Privately issued | $189,000 | 880 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $27,365,000 | 3,284 |
| Total debt securities | $27,365,000 | 3,720 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $30,227,000 | 3,499 |
| U.S. Government securities | $14,645,000 | 4,588 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $14,645,000 | 4,426 |
| Securities issued by states & political subdivisions | $10,129,000 | 1,805 |
| Other domestic debt securities | $5,453,000 | 1,332 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,453,000 | 1,077 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,400,000 | 2,385 |
| Mortgage-backed securities | $11,460,000 | 2,852 |
| Certificates of participation in pools of residential mortgages | $5,591,000 | 3,250 |
| Issued or guaranteed by U.S. | $5,591,000 | 3,239 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $5,869,000 | 1,678 |
| CMOs issued by government agencies or sponsored agencies | $5,869,000 | 1,569 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $30,227,000 | 3,021 |
| Total debt securities | $30,227,000 | 3,423 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $29,841,000 | 3,541 |
| U.S. Government securities | $13,574,000 | 4,751 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $13,574,000 | 4,572 |
| Securities issued by states & political subdivisions | $10,308,000 | 1,752 |
| Other domestic debt securities | $5,959,000 | 1,270 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,959,000 | 1,036 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,725,000 | 2,116 |
| Mortgage-backed securities | $11,858,000 | 2,763 |
| Certificates of participation in pools of residential mortgages | $6,440,000 | 2,975 |
| Issued or guaranteed by U.S. | $6,440,000 | 2,964 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,418,000 | 1,768 |
| CMOs issued by government agencies or sponsored agencies | $5,418,000 | 1,668 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $29,841,000 | 3,032 |
| Total debt securities | $29,841,000 | 3,470 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $20,078,000 | 4,516 |
| U.S. Government securities | $7,193,000 | 6,374 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $7,193,000 | 6,145 |
| Securities issued by states & political subdivisions | $8,982,000 | 1,884 |
| Other domestic debt securities | $3,903,000 | 1,641 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,903,000 | 1,338 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,447,000 | 3,087 |
| Mortgage-backed securities | $5,470,000 | 3,841 |
| Certificates of participation in pools of residential mortgages | $2,227,000 | 4,339 |
| Issued or guaranteed by U.S. | $2,227,000 | 4,321 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,243,000 | 2,285 |
| CMOs issued by government agencies or sponsored agencies | $3,243,000 | 2,148 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $20,078,000 | 3,826 |
| Total debt securities | $20,078,000 | 4,425 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $15,253,000 | 5,520 |
| U.S. Government securities | $6,790,000 | 7,006 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,790,000 | 6,640 |
| Securities issued by states & political subdivisions | $5,286,000 | 2,708 |
| Other domestic debt securities | $3,011,000 | 1,569 |
| Privately issued residential mortgage-backed securities | $717,000 | 815 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,294,000 | 1,534 |
| Foreign debt securities | NA | NA |
| Equity securities | $166,000 | 6,127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,016,000 | 3,400 |
| Mortgage-backed securities | $6,060,000 | 3,074 |
| Certificates of participation in pools of residential mortgages | $1,170,000 | 4,620 |
| Issued or guaranteed by U.S. | $1,170,000 | 4,604 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,890,000 | 1,531 |
| CMOs issued by government agencies or sponsored agencies | $4,173,000 | 1,520 |
| Privately issued | $717,000 | 719 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $15,253,000 | 4,551 |
| Total debt securities | $15,087,000 | 5,414 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $14,617,000 | 5,887 |
| U.S. Government securities | $6,951,000 | 7,196 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,951,000 | 6,668 |
| Securities issued by states & political subdivisions | $5,005,000 | 2,905 |
| Other domestic debt securities | $2,501,000 | 1,659 |
| Privately issued residential mortgage-backed securities | $561,000 | 895 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,940,000 | 1,568 |
| Foreign debt securities | NA | NA |
| Equity securities | $160,000 | 6,089 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,448,000 | 3,542 |
| Mortgage-backed securities | $5,625,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | $502,000 | 5,731 |
| Issued or guaranteed by U.S. | $502,000 | 5,716 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $5,123,000 | 1,591 |
| CMOs issued by government agencies or sponsored agencies | $4,562,000 | 1,558 |
| Privately issued | $561,000 | 787 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $14,617,000 | 4,835 |
| Total debt securities | $14,457,000 | 5,811 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $13,562,000 | 6,135 |
| U.S. Government securities | $7,254,000 | 7,051 |
| U.S. Treasury securities | $300,000 | 6,384 |
| U.S. Government agency obligations | $6,954,000 | 6,335 |
| Securities issued by states & political subdivisions | $5,655,000 | 2,724 |
| Other domestic debt securities | $504,000 | 2,701 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $504,000 | 2,239 |
| Foreign debt securities | NA | NA |
| Equity securities | $149,000 | 5,942 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,693,000 | 3,648 |
| Mortgage-backed securities | $5,468,000 | 3,683 |
| Certificates of participation in pools of residential mortgages | $753,000 | 5,577 |
| Issued or guaranteed by U.S. | $753,000 | 5,559 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $4,715,000 | 1,817 |
| CMOs issued by government agencies or sponsored agencies | $4,715,000 | 1,701 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $13,562,000 | 4,914 |
| Total debt securities | $13,413,000 | 6,045 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $11,026,000 | 7,109 |
| U.S. Government securities | $7,455,000 | 7,469 |
| U.S. Treasury securities | $302,000 | 7,496 |
| U.S. Government agency obligations | $7,153,000 | 6,281 |
| Securities issued by states & political subdivisions | $3,362,000 | 3,581 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $209,000 | 5,329 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,762,000 | 3,800 |
| Mortgage-backed securities | $4,404,000 | 4,055 |
| Certificates of participation in pools of residential mortgages | $462,000 | 6,231 |
| Issued or guaranteed by U.S. | $462,000 | 6,211 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,942,000 | 1,960 |
| CMOs issued by government agencies or sponsored agencies | $3,942,000 | 1,880 |
| Privately issued | $0 | 1,491 |
| 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 | 7,375 |
| Available-for-sale securities (fair market value) | $11,026,000 | 5,442 |
| Total debt securities | $10,817,000 | 7,037 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $11,821,000 | 7,332 |
| U.S. Government securities | $8,599,000 | 7,570 |
| U.S. Treasury securities | $804,000 | 7,575 |
| U.S. Government agency obligations | $7,795,000 | 6,364 |
| Securities issued by states & political subdivisions | $2,910,000 | 4,009 |
| Other domestic debt securities | $103,000 | 3,748 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $103,000 | 2,873 |
| Foreign debt securities | NA | NA |
| Equity securities | $209,000 | 5,205 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,616,000 | 3,933 |
| Mortgage-backed securities | $5,139,000 | 4,177 |
| Certificates of participation in pools of residential mortgages | $646,000 | 6,380 |
| Issued or guaranteed by U.S. | $646,000 | 6,364 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $4,493,000 | 2,074 |
| CMOs issued by government agencies or sponsored agencies | $4,493,000 | 1,961 |
| Privately issued | $0 | 1,788 |
| 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 | 8,064 |
| Available-for-sale securities (fair market value) | $11,821,000 | 5,465 |
| Total debt securities | $11,612,000 | 7,276 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $10,720,000 | 8,023 |
| U.S. Government securities | $8,178,000 | 8,091 |
| U.S. Treasury securities | $1,005,000 | 8,492 |
| U.S. Government agency obligations | $7,173,000 | 6,618 |
| Securities issued by states & political subdivisions | $2,231,000 | 4,658 |
| Other domestic debt securities | $106,000 | 4,348 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $106,000 | 3,391 |
| Foreign debt securities | NA | NA |
| Equity securities | $205,000 | 5,005 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,546,000 | 4,421 |
| Mortgage-backed securities | $5,653,000 | 4,234 |
| Certificates of participation in pools of residential mortgages | $843,000 | 6,336 |
| Issued or guaranteed by U.S. | $843,000 | 6,304 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $4,810,000 | 2,230 |
| CMOs issued by government agencies or sponsored agencies | $4,810,000 | 2,103 |
| Privately issued | $0 | 2,213 |
| 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 | 8,463 |
| Available-for-sale securities (fair market value) | $10,720,000 | 5,940 |
| Total debt securities | $10,515,000 | 7,971 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $10,282,000 | 8,654 |
| U.S. Government securities | $7,436,000 | 8,929 |
| U.S. Treasury securities | $966,000 | 9,815 |
| U.S. Government agency obligations | $6,470,000 | 6,899 |
| Securities issued by states & political subdivisions | $2,492,000 | 4,637 |
| Other domestic debt securities | $149,000 | 4,825 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $149,000 | 3,851 |
| Foreign debt securities | NA | NA |
| Equity securities | $205,000 | 4,747 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,653,000 | 4,932 |
| Mortgage-backed securities | $4,194,000 | 5,107 |
| Certificates of participation in pools of residential mortgages | $1,414,000 | 5,847 |
| Issued or guaranteed by U.S. | $1,414,000 | 5,821 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,780,000 | 3,154 |
| CMOs issued by government agencies or sponsored agencies | $2,780,000 | 3,004 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,641,000 | 9,563 |
| Available-for-sale securities (fair market value) | $7,641,000 | 5,591 |
| Total debt securities | $10,077,000 | 8,608 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $7,692,000 | 10,010 |
| U.S. Government securities | $5,377,000 | 10,295 |
| U.S. Treasury securities | $1,903,000 | 8,677 |
| U.S. Government agency obligations | $3,474,000 | 8,994 |
| Securities issued by states & political subdivisions | $1,154,000 | 6,523 |
| Other domestic debt securities | $1,044,000 | 3,243 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,044,000 | 2,472 |
| Foreign debt securities | NA | NA |
| Equity securities | $117,000 | 5,408 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,602,000 | 5,499 |
| Mortgage-backed securities | $125,000 | 10,188 |
| Certificates of participation in pools of residential mortgages | $125,000 | 9,309 |
| Issued or guaranteed by U.S. | $125,000 | 9,258 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,575,000 | 9,914 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $8,966,000 | 9,608 |
| U.S. Government securities | $7,383,000 | 9,326 |
| U.S. Treasury securities | $1,100,000 | 10,116 |
| U.S. Government agency obligations | $6,283,000 | 7,183 |
| Securities issued by states & political subdivisions | $631,000 | 7,357 |
| Other domestic debt securities | $952,000 | 4,194 |
| Privately issued residential mortgage-backed securities | $56,000 | 3,748 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $896,000 | 3,130 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,899,000 | 5,216 |
| Mortgage-backed securities | $389,000 | 10,014 |
| Certificates of participation in pools of residential mortgages | $318,000 | 9,091 |
| Issued or guaranteed by U.S. | $318,000 | 9,019 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $71,000 | 7,063 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 6,588 |
| Privately issued | $56,000 | 3,220 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,966,000 | 9,475 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |