Home > The Bank of Holland > Securities
The Bank of Holland, Securities
| 2015-09-30 | Rank | |
| Total securities | $32,543,000 | 3,264 |
| U.S. Government securities | $27,584,000 | 2,615 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $27,584,000 | 2,526 |
| Securities issued by states & political subdivisions | $1,142,000 | 4,590 |
| Other domestic debt securities | $3,817,000 | 1,006 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,817,000 | 771 |
| 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 | $10,195,000 | 3,109 |
| Mortgage-backed securities | $27,584,000 | 1,721 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $21,193,000 | 760 |
| CMOs issued by government agencies or sponsored agencies | $21,193,000 | 726 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $6,391,000 | 470 |
| Commercial mortgage pass-through securities | $3,441,000 | 367 |
| Other commercial mortgage-backed securities | $2,950,000 | 413 |
| Held to maturity securities (book value) | $1,142,000 | 1,843 |
| Available-for-sale securities (fair market value) | $31,401,000 | 3,036 |
| Total debt securities | $32,543,000 | 3,240 |
| Structured notes | ||
| Amortized cost | $2,835,000 | 731 |
| Fair value | $2,817,000 | 736 |
| 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 | $34,962,000 | 3,190 |
| U.S. Government securities | $29,803,000 | 2,561 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $29,803,000 | 2,472 |
| Securities issued by states & political subdivisions | $1,349,000 | 4,541 |
| Other domestic debt securities | $3,810,000 | 1,015 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $3,810,000 | 773 |
| 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 | $10,081,000 | 3,157 |
| Mortgage-backed securities | $29,803,000 | 1,677 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $23,496,000 | 752 |
| CMOs issued by government agencies or sponsored agencies | $23,496,000 | 715 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $6,307,000 | 446 |
| Commercial mortgage pass-through securities | $3,408,000 | 348 |
| Other commercial mortgage-backed securities | $2,899,000 | 401 |
| Held to maturity securities (book value) | $1,349,000 | 1,837 |
| Available-for-sale securities (fair market value) | $33,613,000 | 2,987 |
| Total debt securities | $34,962,000 | 3,164 |
| Structured notes | ||
| Amortized cost | $2,830,000 | 826 |
| Fair value | $2,810,000 | 829 |
| 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 | $67,320,000 | 2,067 |
| U.S. Government securities | $59,598,000 | 1,540 |
| U.S. Treasury securities | $6,049,000 | 497 |
| U.S. Government agency obligations | $53,549,000 | 1,633 |
| Securities issued by states & political subdivisions | $3,809,000 | 3,865 |
| Other domestic debt securities | $3,913,000 | 1,006 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $3,913,000 | 760 |
| 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 | $55,072,000 | 1,093 |
| Mortgage-backed securities | $53,549,000 | 1,111 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $30,174,000 | 643 |
| CMOs issued by government agencies or sponsored agencies | $30,174,000 | 606 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $23,375,000 | 210 |
| Commercial mortgage pass-through securities | $17,883,000 | 125 |
| Other commercial mortgage-backed securities | $5,492,000 | 279 |
| Held to maturity securities (book value) | $22,094,000 | 737 |
| Available-for-sale securities (fair market value) | $45,226,000 | 2,500 |
| Total debt securities | $67,320,000 | 2,038 |
| Structured notes | ||
| Amortized cost | $3,913,000 | 726 |
| Fair value | $3,796,000 | 732 |
| 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 | $77,909,000 | 1,819 |
| U.S. Government securities | $67,167,000 | 1,400 |
| U.S. Treasury securities | $11,752,000 | 340 |
| U.S. Government agency obligations | $55,415,000 | 1,580 |
| Securities issued by states & political subdivisions | $3,810,000 | 3,911 |
| Other domestic debt securities | $6,932,000 | 728 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $6,932,000 | 524 |
| 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 | $56,940,000 | 1,052 |
| Mortgage-backed securities | $55,415,000 | 1,102 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $32,056,000 | 625 |
| CMOs issued by government agencies or sponsored agencies | $32,056,000 | 586 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $23,359,000 | 202 |
| Commercial mortgage pass-through securities | $17,818,000 | 127 |
| Other commercial mortgage-backed securities | $5,541,000 | 258 |
| Held to maturity securities (book value) | $25,207,000 | 689 |
| Available-for-sale securities (fair market value) | $52,702,000 | 2,261 |
| Total debt securities | $77,909,000 | 1,798 |
| Structured notes | ||
| Amortized cost | $3,912,000 | 760 |
| Fair value | $3,739,000 | 770 |
| 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 | $79,641,000 | 1,814 |
| U.S. Government securities | $68,899,000 | 1,393 |
| U.S. Treasury securities | $11,423,000 | 335 |
| U.S. Government agency obligations | $57,476,000 | 1,577 |
| Securities issued by states & political subdivisions | $3,811,000 | 3,951 |
| Other domestic debt securities | $6,931,000 | 758 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $6,931,000 | 535 |
| 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 | $59,002,000 | 1,017 |
| Mortgage-backed securities | $57,476,000 | 1,105 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $34,160,000 | 620 |
| CMOs issued by government agencies or sponsored agencies | $34,160,000 | 582 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $23,316,000 | 199 |
| Commercial mortgage pass-through securities | $17,758,000 | 124 |
| Other commercial mortgage-backed securities | $5,558,000 | 244 |
| Held to maturity securities (book value) | $25,268,000 | 691 |
| Available-for-sale securities (fair market value) | $54,373,000 | 2,253 |
| Total debt securities | $76,621,000 | 1,859 |
| Structured notes | ||
| Amortized cost | $911,000 | 1,718 |
| Fair value | $911,000 | 1,718 |
| 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 | $82,039,000 | 1,784 |
| U.S. Government securities | $71,186,000 | 1,369 |
| U.S. Treasury securities | $11,334,000 | 309 |
| U.S. Government agency obligations | $59,852,000 | 1,540 |
| Securities issued by states & political subdivisions | $3,923,000 | 3,962 |
| Other domestic debt securities | $6,930,000 | 778 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $6,930,000 | 547 |
| 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 | $61,488,000 | 977 |
| Mortgage-backed securities | $59,852,000 | 1,070 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $36,476,000 | 606 |
| CMOs issued by government agencies or sponsored agencies | $36,476,000 | 567 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $23,376,000 | 191 |
| Commercial mortgage pass-through securities | $17,802,000 | 120 |
| Other commercial mortgage-backed securities | $5,574,000 | 239 |
| Held to maturity securities (book value) | $25,438,000 | 687 |
| Available-for-sale securities (fair market value) | $56,601,000 | 2,202 |
| Total debt securities | $79,019,000 | 1,810 |
| Structured notes | ||
| Amortized cost | $910,000 | 1,756 |
| Fair value | $910,000 | 1,753 |
| 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 | $81,454,000 | 1,799 |
| U.S. Government securities | $73,203,000 | 1,351 |
| U.S. Treasury securities | $11,181,000 | 297 |
| U.S. Government agency obligations | $62,022,000 | 1,504 |
| Securities issued by states & political subdivisions | $4,322,000 | 3,905 |
| Other domestic debt securities | $3,929,000 | 1,091 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $3,929,000 | 814 |
| 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 | $63,931,000 | 946 |
| Mortgage-backed securities | $62,022,000 | 1,037 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $41,336,000 | 550 |
| CMOs issued by government agencies or sponsored agencies | $41,336,000 | 515 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $20,686,000 | 192 |
| Commercial mortgage pass-through securities | $17,782,000 | 117 |
| Other commercial mortgage-backed securities | $2,904,000 | 309 |
| Held to maturity securities (book value) | $22,892,000 | 713 |
| Available-for-sale securities (fair market value) | $58,562,000 | 2,151 |
| Total debt securities | $78,434,000 | 1,839 |
| Structured notes | ||
| Amortized cost | $910,000 | 1,789 |
| Fair value | $910,000 | 1,779 |
| 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 | $80,169,000 | 1,837 |
| U.S. Government securities | $71,916,000 | 1,357 |
| U.S. Treasury securities | $10,895,000 | 279 |
| U.S. Government agency obligations | $61,021,000 | 1,509 |
| Securities issued by states & political subdivisions | $1,991,000 | 4,552 |
| Other domestic debt securities | $6,262,000 | 874 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $6,262,000 | 617 |
| 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 | $62,932,000 | 947 |
| Mortgage-backed securities | $61,021,000 | 1,033 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $40,440,000 | 560 |
| CMOs issued by government agencies or sponsored agencies | $40,440,000 | 527 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $20,581,000 | 183 |
| Commercial mortgage pass-through securities | $17,668,000 | 113 |
| Other commercial mortgage-backed securities | $2,913,000 | 295 |
| Held to maturity securities (book value) | $20,619,000 | 754 |
| Available-for-sale securities (fair market value) | $59,550,000 | 2,115 |
| Total debt securities | $77,149,000 | 1,867 |
| Structured notes | ||
| Amortized cost | $909,000 | 1,781 |
| Fair value | $909,000 | 1,758 |
| 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 | $86,310,000 | 1,743 |
| U.S. Government securities | $78,266,000 | 1,266 |
| U.S. Treasury securities | $11,102,000 | 266 |
| U.S. Government agency obligations | $67,164,000 | 1,426 |
| Securities issued by states & political subdivisions | $1,783,000 | 4,643 |
| Other domestic debt securities | $6,261,000 | 890 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $6,261,000 | 622 |
| 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 | $68,868,000 | 866 |
| Mortgage-backed securities | $67,164,000 | 976 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $46,504,000 | 513 |
| CMOs issued by government agencies or sponsored agencies | $46,504,000 | 480 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $20,660,000 | 179 |
| Commercial mortgage pass-through securities | $17,738,000 | 106 |
| Other commercial mortgage-backed securities | $2,922,000 | 296 |
| Held to maturity securities (book value) | $20,461,000 | 735 |
| Available-for-sale securities (fair market value) | $65,849,000 | 1,964 |
| Total debt securities | $83,290,000 | 1,773 |
| Structured notes | ||
| Amortized cost | $908,000 | 1,780 |
| Fair value | $908,000 | 1,768 |
| 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 | $89,791,000 | 1,660 |
| U.S. Government securities | $81,747,000 | 1,228 |
| U.S. Treasury securities | $11,278,000 | 253 |
| U.S. Government agency obligations | $70,469,000 | 1,360 |
| Securities issued by states & political subdivisions | $1,784,000 | 4,631 |
| Other domestic debt securities | $6,260,000 | 919 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $6,260,000 | 644 |
| 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 | $72,173,000 | 814 |
| Mortgage-backed securities | $70,469,000 | 944 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $49,635,000 | 498 |
| CMOs issued by government agencies or sponsored agencies | $49,635,000 | 469 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $20,834,000 | 168 |
| Commercial mortgage pass-through securities | $17,903,000 | 102 |
| Other commercial mortgage-backed securities | $2,931,000 | 270 |
| Held to maturity securities (book value) | $20,504,000 | 689 |
| Available-for-sale securities (fair market value) | $69,287,000 | 1,881 |
| Total debt securities | $86,771,000 | 1,688 |
| Structured notes | ||
| Amortized cost | $908,000 | 1,749 |
| Fair value | $908,000 | 1,748 |
| 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 | $86,571,000 | 1,738 |
| U.S. Government securities | $78,205,000 | 1,286 |
| U.S. Treasury securities | $12,779,000 | 250 |
| U.S. Government agency obligations | $65,426,000 | 1,470 |
| Securities issued by states & political subdivisions | $1,989,000 | 4,555 |
| Other domestic debt securities | $6,377,000 | 915 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $6,377,000 | 629 |
| 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 | $67,296,000 | 884 |
| Mortgage-backed securities | $63,322,000 | 1,066 |
| Certificates of participation in pools of residential mortgages | $184,000 | 5,146 |
| Issued or guaranteed by U.S. | $184,000 | 5,141 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $53,832,000 | 490 |
| CMOs issued by government agencies or sponsored agencies | $53,832,000 | 456 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $9,306,000 | 241 |
| Commercial mortgage pass-through securities | $9,306,000 | 150 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $3,927,000 | 1,420 |
| Available-for-sale securities (fair market value) | $82,644,000 | 1,645 |
| Total debt securities | $86,571,000 | 1,712 |
| Structured notes | ||
| Amortized cost | $907,000 | 1,778 |
| Fair value | $907,000 | 1,781 |
| 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 | $76,219,000 | 1,904 |
| U.S. Government securities | $69,032,000 | 1,434 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $69,032,000 | 1,390 |
| Securities issued by states & political subdivisions | $1,994,000 | 4,565 |
| Other domestic debt securities | $5,193,000 | 995 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $5,193,000 | 692 |
| 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 | $61,409,000 | 942 |
| Mortgage-backed securities | $66,801,000 | 1,000 |
| Certificates of participation in pools of residential mortgages | $291,000 | 5,079 |
| Issued or guaranteed by U.S. | $291,000 | 5,075 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $57,037,000 | 470 |
| CMOs issued by government agencies or sponsored agencies | $57,037,000 | 437 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $9,473,000 | 209 |
| Commercial mortgage pass-through securities | $9,473,000 | 126 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $2,743,000 | 1,556 |
| Available-for-sale securities (fair market value) | $73,476,000 | 1,793 |
| Total debt securities | $76,219,000 | 1,880 |
| Structured notes | ||
| Amortized cost | $906,000 | 1,818 |
| Fair value | $906,000 | 1,822 |
| 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 | $78,016,000 | 1,871 |
| U.S. Government securities | $70,820,000 | 1,421 |
| U.S. Treasury securities | $7,914,000 | 311 |
| U.S. Government agency obligations | $62,906,000 | 1,533 |
| Securities issued by states & political subdivisions | $2,004,000 | 4,577 |
| Other domestic debt securities | $5,192,000 | 1,031 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $5,192,000 | 725 |
| 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 | $64,790,000 | 901 |
| Mortgage-backed securities | $60,574,000 | 1,159 |
| Certificates of participation in pools of residential mortgages | $1,210,000 | 4,729 |
| Issued or guaranteed by U.S. | $1,210,000 | 4,726 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $59,364,000 | 478 |
| CMOs issued by government agencies or sponsored agencies | $59,364,000 | 449 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $2,742,000 | 1,578 |
| Available-for-sale securities (fair market value) | $75,274,000 | 1,758 |
| Total debt securities | $78,016,000 | 1,848 |
| Structured notes | ||
| Amortized cost | $906,000 | 1,960 |
| Fair value | $906,000 | 1,957 |
| 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 | $68,373,000 | 2,086 |
| U.S. Government securities | $61,038,000 | 1,643 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $61,038,000 | 1,606 |
| Securities issued by states & political subdivisions | $2,144,000 | 4,502 |
| Other domestic debt securities | $5,191,000 | 1,044 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $5,191,000 | 734 |
| 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 | $63,062,000 | 933 |
| Mortgage-backed securities | $58,618,000 | 1,234 |
| Certificates of participation in pools of residential mortgages | $1,525,000 | 4,648 |
| Issued or guaranteed by U.S. | $1,525,000 | 4,646 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $57,093,000 | 504 |
| CMOs issued by government agencies or sponsored agencies | $57,093,000 | 472 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $2,741,000 | 1,575 |
| Available-for-sale securities (fair market value) | $65,632,000 | 1,952 |
| Total debt securities | $68,373,000 | 2,066 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $88,682,000 | 1,656 |
| U.S. Government securities | $81,230,000 | 1,310 |
| U.S. Treasury securities | $10,736,000 | 258 |
| U.S. Government agency obligations | $70,494,000 | 1,446 |
| Securities issued by states & political subdivisions | $2,261,000 | 4,404 |
| Other domestic debt securities | $5,191,000 | 1,041 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $5,191,000 | 725 |
| 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 | $68,110,000 | 891 |
| Mortgage-backed securities | $67,849,000 | 1,079 |
| Certificates of participation in pools of residential mortgages | $4,098,000 | 3,918 |
| Issued or guaranteed by U.S. | $4,098,000 | 3,913 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $63,751,000 | 487 |
| CMOs issued by government agencies or sponsored agencies | $63,751,000 | 457 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $2,741,000 | 1,603 |
| Available-for-sale securities (fair market value) | $85,941,000 | 1,554 |
| Total debt securities | $88,682,000 | 1,633 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $94,069,000 | 1,526 |
| U.S. Government securities | $86,615,000 | 1,176 |
| U.S. Treasury securities | $13,130,000 | 220 |
| U.S. Government agency obligations | $73,485,000 | 1,327 |
| Securities issued by states & political subdivisions | $2,263,000 | 4,383 |
| Other domestic debt securities | $5,191,000 | 1,014 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $5,191,000 | 676 |
| 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 | $75,617,000 | 728 |
| Mortgage-backed securities | $70,739,000 | 989 |
| Certificates of participation in pools of residential mortgages | $4,352,000 | 3,755 |
| Issued or guaranteed by U.S. | $4,352,000 | 3,749 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $66,387,000 | 476 |
| CMOs issued by government agencies or sponsored agencies | $66,387,000 | 420 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $2,741,000 | 1,647 |
| Available-for-sale securities (fair market value) | $91,328,000 | 1,419 |
| Total debt securities | $94,069,000 | 1,511 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $87,780,000 | 1,588 |
| U.S. Government securities | $80,318,000 | 1,230 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $80,318,000 | 1,184 |
| Securities issued by states & political subdivisions | $2,271,000 | 4,345 |
| Other domestic debt securities | $5,191,000 | 1,012 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $5,191,000 | 645 |
| 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 | $82,381,000 | 667 |
| Mortgage-backed securities | $77,370,000 | 899 |
| Certificates of participation in pools of residential mortgages | $4,624,000 | 3,657 |
| Issued or guaranteed by U.S. | $4,624,000 | 3,646 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $72,746,000 | 453 |
| CMOs issued by government agencies or sponsored agencies | $72,746,000 | 393 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $2,741,000 | 1,668 |
| Available-for-sale securities (fair market value) | $85,039,000 | 1,477 |
| Total debt securities | $87,780,000 | 1,572 |
| 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 | $88,793,000 | 1,568 |
| U.S. Government securities | $81,352,000 | 1,236 |
| U.S. Treasury securities | $2,180,000 | 670 |
| U.S. Government agency obligations | $79,172,000 | 1,212 |
| Securities issued by states & political subdivisions | $2,251,000 | 4,348 |
| Other domestic debt securities | $5,190,000 | 1,002 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $5,190,000 | 612 |
| 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 | $81,291,000 | 684 |
| Mortgage-backed securities | $76,045,000 | 881 |
| Certificates of participation in pools of residential mortgages | $5,565,000 | 3,399 |
| Issued or guaranteed by U.S. | $5,565,000 | 3,391 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $70,480,000 | 445 |
| CMOs issued by government agencies or sponsored agencies | $70,480,000 | 384 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $2,740,000 | 1,704 |
| Available-for-sale securities (fair market value) | $86,053,000 | 1,458 |
| Total debt securities | $88,793,000 | 1,546 |
| 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 | $89,286,000 | 1,549 |
| U.S. Government securities | $81,773,000 | 1,213 |
| U.S. Treasury securities | $2,106,000 | 710 |
| U.S. Government agency obligations | $79,667,000 | 1,204 |
| Securities issued by states & political subdivisions | $2,324,000 | 4,293 |
| Other domestic debt securities | $5,189,000 | 1,030 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $5,189,000 | 596 |
| 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 | $81,849,000 | 686 |
| Mortgage-backed securities | $76,441,000 | 859 |
| Certificates of participation in pools of residential mortgages | $5,653,000 | 3,307 |
| Issued or guaranteed by U.S. | $5,653,000 | 3,301 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $70,788,000 | 432 |
| CMOs issued by government agencies or sponsored agencies | $70,788,000 | 371 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $2,739,000 | 1,718 |
| Available-for-sale securities (fair market value) | $86,547,000 | 1,428 |
| Total debt securities | $89,286,000 | 1,527 |
| 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 | $60,212,000 | 2,077 |
| U.S. Government securities | $52,983,000 | 1,672 |
| U.S. Treasury securities | $2,555,000 | 678 |
| U.S. Government agency obligations | $50,428,000 | 1,688 |
| Securities issued by states & political subdivisions | $2,040,000 | 4,395 |
| Other domestic debt securities | $5,189,000 | 1,089 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $5,189,000 | 594 |
| 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 | $47,311,000 | 1,080 |
| Mortgage-backed securities | $46,983,000 | 1,250 |
| Certificates of participation in pools of residential mortgages | $5,952,000 | 3,128 |
| Issued or guaranteed by U.S. | $5,952,000 | 3,121 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $41,031,000 | 637 |
| CMOs issued by government agencies or sponsored agencies | $41,031,000 | 539 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $2,739,000 | 1,730 |
| Available-for-sale securities (fair market value) | $57,473,000 | 1,959 |
| Total debt securities | $60,212,000 | 2,054 |
| 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 | $51,736,000 | 2,316 |
| U.S. Government securities | $47,760,000 | 1,810 |
| U.S. Treasury securities | $509,000 | 987 |
| U.S. Government agency obligations | $47,251,000 | 1,756 |
| Securities issued by states & political subdivisions | $1,526,000 | 4,544 |
| Other domestic debt securities | $2,450,000 | 1,588 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $2,450,000 | 931 |
| 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 | $47,727,000 | 1,068 |
| Mortgage-backed securities | $47,251,000 | 1,189 |
| Certificates of participation in pools of residential mortgages | $17,107,000 | 1,717 |
| Issued or guaranteed by U.S. | $17,107,000 | 1,712 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $30,144,000 | 771 |
| CMOs issued by government agencies or sponsored agencies | $30,144,000 | 652 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $51,736,000 | 2,083 |
| Total debt securities | $51,736,000 | 2,287 |
| 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 | $55,735,000 | 2,173 |
| U.S. Government securities | $51,787,000 | 1,693 |
| U.S. Treasury securities | $514,000 | 912 |
| U.S. Government agency obligations | $51,273,000 | 1,649 |
| Securities issued by states & political subdivisions | $1,498,000 | 4,533 |
| Other domestic debt securities | $2,450,000 | 1,585 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $2,450,000 | 900 |
| 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 | $51,711,000 | 1,009 |
| Mortgage-backed securities | $51,273,000 | 1,105 |
| Certificates of participation in pools of residential mortgages | $20,952,000 | 1,485 |
| Issued or guaranteed by U.S. | $20,952,000 | 1,480 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $30,321,000 | 754 |
| CMOs issued by government agencies or sponsored agencies | $30,321,000 | 621 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $55,735,000 | 1,946 |
| Total debt securities | $55,735,000 | 2,147 |
| 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 | $63,365,000 | 1,978 |
| U.S. Government securities | $60,342,000 | 1,508 |
| U.S. Treasury securities | $519,000 | 923 |
| U.S. Government agency obligations | $59,823,000 | 1,466 |
| Securities issued by states & political subdivisions | $573,000 | 5,150 |
| Other domestic debt securities | $2,450,000 | 1,634 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $2,450,000 | 930 |
| 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 | $60,308,000 | 921 |
| Mortgage-backed securities | $59,823,000 | 998 |
| Certificates of participation in pools of residential mortgages | $28,043,000 | 1,251 |
| Issued or guaranteed by U.S. | $28,043,000 | 1,247 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $31,780,000 | 728 |
| CMOs issued by government agencies or sponsored agencies | $31,780,000 | 592 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $63,365,000 | 1,770 |
| Total debt securities | $63,365,000 | 1,946 |
| 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 | $63,007,000 | 1,956 |
| U.S. Government securities | $59,260,000 | 1,507 |
| U.S. Treasury securities | $523,000 | 868 |
| U.S. Government agency obligations | $58,737,000 | 1,470 |
| Securities issued by states & political subdivisions | $572,000 | 5,196 |
| Other domestic debt securities | $3,175,000 | 1,503 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $3,175,000 | 807 |
| 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 | $55,155,000 | 978 |
| Mortgage-backed securities | $58,737,000 | 1,025 |
| Certificates of participation in pools of residential mortgages | $30,362,000 | 1,214 |
| Issued or guaranteed by U.S. | $30,362,000 | 1,209 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $28,375,000 | 759 |
| CMOs issued by government agencies or sponsored agencies | $28,375,000 | 606 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $63,007,000 | 1,741 |
| Total debt securities | $63,007,000 | 1,937 |
| Structured notes | ||
| Amortized cost | $778,000 | 2,283 |
| Fair value | $725,000 | 2,319 |
| 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 | $65,900,000 | 1,876 |
| U.S. Government securities | $62,186,000 | 1,419 |
| U.S. Treasury securities | $528,000 | 815 |
| U.S. Government agency obligations | $61,658,000 | 1,391 |
| Securities issued by states & political subdivisions | $574,000 | 5,235 |
| Other domestic debt securities | $3,140,000 | 1,600 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $3,140,000 | 870 |
| 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 | $62,150,000 | 887 |
| Mortgage-backed securities | $61,658,000 | 1,005 |
| Certificates of participation in pools of residential mortgages | $33,711,000 | 1,146 |
| Issued or guaranteed by U.S. | $33,711,000 | 1,138 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $27,947,000 | 754 |
| CMOs issued by government agencies or sponsored agencies | $27,947,000 | 591 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $65,900,000 | 1,657 |
| Total debt securities | $65,900,000 | 1,849 |
| Structured notes | ||
| Amortized cost | $778,000 | 1,852 |
| Fair value | $690,000 | 1,903 |
| 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 | $71,077,000 | 1,742 |
| U.S. Government securities | $67,452,000 | 1,284 |
| U.S. Treasury securities | $529,000 | 802 |
| U.S. Government agency obligations | $66,923,000 | 1,250 |
| Securities issued by states & political subdivisions | $573,000 | 5,241 |
| Other domestic debt securities | $3,052,000 | 1,645 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $3,052,000 | 897 |
| 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 | $67,415,000 | 829 |
| Mortgage-backed securities | $66,923,000 | 943 |
| Certificates of participation in pools of residential mortgages | $36,342,000 | 1,092 |
| Issued or guaranteed by U.S. | $36,342,000 | 1,082 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $30,581,000 | 692 |
| CMOs issued by government agencies or sponsored agencies | $30,581,000 | 518 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $71,077,000 | 1,516 |
| Total debt securities | $71,077,000 | 1,720 |
| Structured notes | ||
| Amortized cost | $777,000 | 1,380 |
| Fair value | $602,000 | 1,469 |
| 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 | $66,629,000 | 1,825 |
| U.S. Government securities | $63,152,000 | 1,375 |
| U.S. Treasury securities | $534,000 | 752 |
| U.S. Government agency obligations | $62,618,000 | 1,351 |
| Securities issued by states & political subdivisions | $702,000 | 5,072 |
| Other domestic debt securities | $2,775,000 | 1,636 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,775,000 | 957 |
| 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 | $62,520,000 | 901 |
| Mortgage-backed securities | $62,618,000 | 1,009 |
| Certificates of participation in pools of residential mortgages | $31,714,000 | 1,275 |
| Issued or guaranteed by U.S. | $31,714,000 | 1,264 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $30,904,000 | 688 |
| CMOs issued by government agencies or sponsored agencies | $30,904,000 | 499 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $66,629,000 | 1,605 |
| Total debt securities | $66,629,000 | 1,805 |
| Structured notes | ||
| Amortized cost | $777,000 | 1,128 |
| Fair value | $325,000 | 1,493 |
| 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 | $94,786,000 | 1,297 |
| U.S. Government securities | $91,141,000 | 935 |
| U.S. Treasury securities | $541,000 | 716 |
| U.S. Government agency obligations | $90,600,000 | 919 |
| Securities issued by states & political subdivisions | $692,000 | 5,045 |
| Other domestic debt securities | $2,953,000 | 1,558 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,953,000 | 900 |
| 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 | $91,054,000 | 638 |
| Mortgage-backed securities | $90,600,000 | 710 |
| Certificates of participation in pools of residential mortgages | $14,202,000 | 2,226 |
| Issued or guaranteed by U.S. | $14,202,000 | 2,216 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $76,398,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $76,398,000 | 256 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $94,786,000 | 1,123 |
| Total debt securities | $94,786,000 | 1,274 |
| Structured notes | ||
| Amortized cost | $776,000 | 1,183 |
| Fair value | $503,000 | 1,355 |
| 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 | $71,068,000 | 1,664 |
| U.S. Government securities | $67,515,000 | 1,256 |
| U.S. Treasury securities | $778,000 | 709 |
| U.S. Government agency obligations | $66,737,000 | 1,244 |
| Securities issued by states & political subdivisions | $692,000 | 5,046 |
| Other domestic debt securities | $2,861,000 | 1,547 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,861,000 | 898 |
| 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 | $60,295,000 | 916 |
| Mortgage-backed securities | $66,737,000 | 890 |
| Certificates of participation in pools of residential mortgages | $8,396,000 | 2,902 |
| Issued or guaranteed by U.S. | $8,396,000 | 2,891 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $58,341,000 | 419 |
| CMOs issued by government agencies or sponsored agencies | $58,341,000 | 282 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $71,068,000 | 1,439 |
| Total debt securities | $71,068,000 | 1,644 |
| Structured notes | ||
| Amortized cost | $776,000 | 1,159 |
| Fair value | $411,000 | 1,485 |
| 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 | $75,613,000 | 1,594 |
| U.S. Government securities | $71,884,000 | 1,170 |
| U.S. Treasury securities | $771,000 | 714 |
| U.S. Government agency obligations | $71,113,000 | 1,162 |
| Securities issued by states & political subdivisions | $692,000 | 5,088 |
| Other domestic debt securities | $3,037,000 | 1,559 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,037,000 | 939 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,782,000 | 757 |
| Mortgage-backed securities | $71,113,000 | 826 |
| Certificates of participation in pools of residential mortgages | $18,841,000 | 1,759 |
| Issued or guaranteed by U.S. | $18,841,000 | 1,747 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $52,272,000 | 439 |
| CMOs issued by government agencies or sponsored agencies | $52,272,000 | 300 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $75,613,000 | 1,378 |
| Total debt securities | $75,613,000 | 1,558 |
| Structured notes | ||
| Amortized cost | $775,000 | 1,207 |
| Fair value | $587,000 | 1,317 |
| 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 | $73,691,000 | 1,612 |
| U.S. Government securities | $72,206,000 | 1,163 |
| U.S. Treasury securities | $796,000 | 732 |
| U.S. Government agency obligations | $71,410,000 | 1,151 |
| Securities issued by states & political subdivisions | $707,000 | 5,100 |
| Other domestic debt securities | $778,000 | 2,351 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $778,000 | 1,656 |
| 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 | $72,084,000 | 751 |
| Mortgage-backed securities | $71,410,000 | 806 |
| Certificates of participation in pools of residential mortgages | $21,068,000 | 1,564 |
| Issued or guaranteed by U.S. | $21,068,000 | 1,553 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $50,342,000 | 438 |
| CMOs issued by government agencies or sponsored agencies | $50,342,000 | 300 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $73,691,000 | 1,404 |
| Total debt securities | $73,691,000 | 1,572 |
| Structured notes | ||
| Amortized cost | $775,000 | 1,315 |
| Fair value | $778,000 | 1,317 |
| 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 | $66,827,000 | 1,751 |
| U.S. Government securities | $66,128,000 | 1,276 |
| U.S. Treasury securities | $1,504,000 | 630 |
| U.S. Government agency obligations | $64,624,000 | 1,281 |
| Securities issued by states & political subdivisions | $699,000 | 5,130 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,025,000 | 800 |
| Mortgage-backed securities | $59,645,000 | 850 |
| Certificates of participation in pools of residential mortgages | $24,090,000 | 1,224 |
| Issued or guaranteed by U.S. | $24,090,000 | 1,212 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $35,555,000 | 525 |
| CMOs issued by government agencies or sponsored agencies | $35,555,000 | 383 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $66,827,000 | 1,520 |
| Total debt securities | $66,827,000 | 1,708 |
| 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 | $61,508,000 | 1,889 |
| U.S. Government securities | $60,816,000 | 1,402 |
| U.S. Treasury securities | $1,498,000 | 667 |
| U.S. Government agency obligations | $59,318,000 | 1,410 |
| Securities issued by states & political subdivisions | $692,000 | 5,162 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,681,000 | 1,277 |
| Mortgage-backed securities | $53,390,000 | 872 |
| Certificates of participation in pools of residential mortgages | $19,795,000 | 1,341 |
| Issued or guaranteed by U.S. | $19,795,000 | 1,329 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $33,595,000 | 524 |
| CMOs issued by government agencies or sponsored agencies | $33,595,000 | 391 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $61,508,000 | 1,623 |
| Total debt securities | $61,508,000 | 1,845 |
| 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 | $38,177,000 | 2,874 |
| U.S. Government securities | $37,491,000 | 2,203 |
| U.S. Treasury securities | $1,486,000 | 761 |
| U.S. Government agency obligations | $36,005,000 | 2,215 |
| Securities issued by states & political subdivisions | $686,000 | 5,195 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,729,000 | 1,975 |
| Mortgage-backed securities | $30,142,000 | 1,325 |
| Certificates of participation in pools of residential mortgages | $6,701,000 | 2,615 |
| Issued or guaranteed by U.S. | $6,701,000 | 2,602 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $23,441,000 | 635 |
| CMOs issued by government agencies or sponsored agencies | $23,441,000 | 486 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $38,177,000 | 2,508 |
| Total debt securities | $38,177,000 | 2,833 |
| 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 | $34,555,000 | 3,121 |
| U.S. Government securities | $33,853,000 | 2,444 |
| U.S. Treasury securities | $1,484,000 | 818 |
| U.S. Government agency obligations | $32,369,000 | 2,456 |
| Securities issued by states & political subdivisions | $702,000 | 5,230 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,991,000 | 1,827 |
| Mortgage-backed securities | $25,487,000 | 1,472 |
| Certificates of participation in pools of residential mortgages | $7,106,000 | 2,518 |
| Issued or guaranteed by U.S. | $7,106,000 | 2,508 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $18,381,000 | 719 |
| CMOs issued by government agencies or sponsored agencies | $18,381,000 | 567 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $34,555,000 | 2,704 |
| Total debt securities | $34,555,000 | 3,080 |
| 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 | $37,714,000 | 2,954 |
| U.S. Government securities | $37,011,000 | 2,311 |
| U.S. Treasury securities | $2,476,000 | 693 |
| U.S. Government agency obligations | $34,535,000 | 2,378 |
| Securities issued by states & political subdivisions | $703,000 | 5,245 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,897,000 | 1,672 |
| Mortgage-backed securities | $27,678,000 | 1,410 |
| Certificates of participation in pools of residential mortgages | $7,432,000 | 2,465 |
| Issued or guaranteed by U.S. | $7,432,000 | 2,453 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $20,246,000 | 690 |
| CMOs issued by government agencies or sponsored agencies | $20,246,000 | 551 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $37,714,000 | 2,560 |
| Total debt securities | $37,714,000 | 2,912 |
| 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 | $34,233,000 | 3,194 |
| U.S. Government securities | $33,531,000 | 2,528 |
| U.S. Treasury securities | $2,468,000 | 713 |
| U.S. Government agency obligations | $31,063,000 | 2,635 |
| Securities issued by states & political subdivisions | $702,000 | 5,282 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,903,000 | 1,583 |
| Mortgage-backed securities | $24,235,000 | 1,529 |
| Certificates of participation in pools of residential mortgages | $7,781,000 | 2,424 |
| Issued or guaranteed by U.S. | $7,781,000 | 2,412 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $16,454,000 | 788 |
| CMOs issued by government agencies or sponsored agencies | $16,454,000 | 626 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $34,233,000 | 2,768 |
| Total debt securities | $34,233,000 | 3,153 |
| 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 | $27,263,000 | 3,727 |
| U.S. Government securities | $26,568,000 | 3,044 |
| U.S. Treasury securities | $2,448,000 | 759 |
| U.S. Government agency obligations | $24,120,000 | 3,185 |
| Securities issued by states & political subdivisions | $695,000 | 5,316 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,325,000 | 1,843 |
| Mortgage-backed securities | $17,378,000 | 1,939 |
| Certificates of participation in pools of residential mortgages | $7,136,000 | 2,547 |
| Issued or guaranteed by U.S. | $7,136,000 | 2,535 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $10,242,000 | 1,001 |
| CMOs issued by government agencies or sponsored agencies | $10,242,000 | 824 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $27,263,000 | 3,255 |
| Total debt securities | $27,263,000 | 3,672 |
| 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 | $25,700,000 | 3,956 |
| U.S. Government securities | $24,493,000 | 3,294 |
| U.S. Treasury securities | $2,452,000 | 809 |
| U.S. Government agency obligations | $22,041,000 | 3,414 |
| Securities issued by states & political subdivisions | $1,207,000 | 4,886 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,251,000 | 1,849 |
| Mortgage-backed securities | $15,250,000 | 2,117 |
| Certificates of participation in pools of residential mortgages | $7,746,000 | 2,474 |
| Issued or guaranteed by U.S. | $7,746,000 | 2,464 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,504,000 | 1,200 |
| CMOs issued by government agencies or sponsored agencies | $7,504,000 | 1,008 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $25,700,000 | 3,451 |
| Total debt securities | $25,700,000 | 3,896 |
| 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 | $25,849,000 | 3,973 |
| U.S. Government securities | $24,639,000 | 3,269 |
| U.S. Treasury securities | $3,450,000 | 704 |
| U.S. Government agency obligations | $21,189,000 | 3,505 |
| Securities issued by states & political subdivisions | $1,210,000 | 4,909 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,392,000 | 1,825 |
| Mortgage-backed securities | $14,378,000 | 2,210 |
| Certificates of participation in pools of residential mortgages | $8,179,000 | 2,428 |
| Issued or guaranteed by U.S. | $8,179,000 | 2,419 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $6,199,000 | 1,328 |
| CMOs issued by government agencies or sponsored agencies | $6,199,000 | 1,124 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $25,849,000 | 3,437 |
| Total debt securities | $25,849,000 | 3,901 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,098 |
| Fair value | $989,000 | 2,180 |
| 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 | $25,030,000 | 4,011 |
| U.S. Government securities | $23,808,000 | 3,314 |
| U.S. Treasury securities | $3,461,000 | 687 |
| U.S. Government agency obligations | $20,347,000 | 3,580 |
| Securities issued by states & political subdivisions | $1,222,000 | 4,901 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,498,000 | 1,827 |
| Mortgage-backed securities | $13,469,000 | 2,314 |
| Certificates of participation in pools of residential mortgages | $8,924,000 | 2,353 |
| Issued or guaranteed by U.S. | $8,924,000 | 2,343 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,545,000 | 1,539 |
| CMOs issued by government agencies or sponsored agencies | $4,545,000 | 1,333 |
| 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) | $25,030,000 | 3,464 |
| Total debt securities | $25,030,000 | 3,951 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,039 |
| Fair value | $999,000 | 2,046 |
| 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 | $25,897,000 | 3,959 |
| U.S. Government securities | $24,669,000 | 3,267 |
| U.S. Treasury securities | $3,466,000 | 705 |
| U.S. Government agency obligations | $21,203,000 | 3,535 |
| Securities issued by states & political subdivisions | $1,228,000 | 4,890 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,332,000 | 1,758 |
| Mortgage-backed securities | $14,295,000 | 2,300 |
| Certificates of participation in pools of residential mortgages | $9,585,000 | 2,325 |
| Issued or guaranteed by U.S. | $9,585,000 | 2,314 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $4,710,000 | 1,552 |
| CMOs issued by government agencies or sponsored agencies | $4,710,000 | 1,350 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $25,897,000 | 3,426 |
| Total debt securities | $25,897,000 | 3,889 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $999,000 | 2,064 |
| 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 | $26,472,000 | 3,950 |
| U.S. Government securities | $25,242,000 | 3,265 |
| U.S. Treasury securities | $3,447,000 | 782 |
| U.S. Government agency obligations | $21,795,000 | 3,514 |
| Securities issued by states & political subdivisions | $1,230,000 | 4,897 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,259,000 | 2,348 |
| Mortgage-backed securities | $14,938,000 | 2,306 |
| Certificates of participation in pools of residential mortgages | $10,106,000 | 2,306 |
| Issued or guaranteed by U.S. | $10,106,000 | 2,296 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,832,000 | 1,569 |
| CMOs issued by government agencies or sponsored agencies | $4,832,000 | 1,374 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $26,472,000 | 3,421 |
| Total debt securities | $26,472,000 | 3,893 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $992,000 | 2,092 |
| 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 | $25,550,000 | 4,055 |
| U.S. Government securities | $24,247,000 | 3,367 |
| U.S. Treasury securities | $248,000 | 1,789 |
| U.S. Government agency obligations | $23,999,000 | 3,273 |
| Securities issued by states & political subdivisions | $1,223,000 | 4,932 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $80,000 | 1,907 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,398,000 | 2,299 |
| Mortgage-backed securities | $15,815,000 | 2,268 |
| Certificates of participation in pools of residential mortgages | $10,752,000 | 2,267 |
| Issued or guaranteed by U.S. | $10,752,000 | 2,258 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $5,063,000 | 1,552 |
| CMOs issued by government agencies or sponsored agencies | $5,063,000 | 1,360 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $25,550,000 | 3,506 |
| Total debt securities | $25,470,000 | 4,001 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,405 |
| Fair value | $2,249,000 | 1,406 |
| 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 | $23,736,000 | 4,255 |
| U.S. Government securities | $22,426,000 | 3,566 |
| U.S. Treasury securities | $250,000 | 1,799 |
| U.S. Government agency obligations | $22,176,000 | 3,480 |
| Securities issued by states & political subdivisions | $1,230,000 | 4,942 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $80,000 | 1,935 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,004,000 | 2,413 |
| Mortgage-backed securities | $12,960,000 | 2,554 |
| Certificates of participation in pools of residential mortgages | $7,763,000 | 2,727 |
| Issued or guaranteed by U.S. | $7,763,000 | 2,720 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,197,000 | 1,522 |
| CMOs issued by government agencies or sponsored agencies | $5,197,000 | 1,350 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $23,736,000 | 3,680 |
| Total debt securities | $23,656,000 | 4,199 |
| Structured notes | ||
| Amortized cost | $3,251,000 | 1,167 |
| Fair value | $3,253,000 | 1,168 |
| 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 | $20,375,000 | 4,741 |
| U.S. Government securities | $19,630,000 | 3,945 |
| U.S. Treasury securities | $751,000 | 1,539 |
| U.S. Government agency obligations | $18,879,000 | 3,907 |
| Securities issued by states & political subdivisions | $663,000 | 5,518 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $82,000 | 1,979 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,957,000 | 2,301 |
| Mortgage-backed securities | $13,479,000 | 2,519 |
| Certificates of participation in pools of residential mortgages | $8,301,000 | 2,662 |
| Issued or guaranteed by U.S. | $8,301,000 | 2,655 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,178,000 | 1,549 |
| CMOs issued by government agencies or sponsored agencies | $5,178,000 | 1,373 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $20,375,000 | 4,130 |
| Total debt securities | $20,293,000 | 4,686 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,462 |
| Fair value | $1,998,000 | 1,466 |
| 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 | $19,335,000 | 4,869 |
| U.S. Government securities | $19,252,000 | 3,954 |
| U.S. Treasury securities | $765,000 | 1,503 |
| U.S. Government agency obligations | $18,487,000 | 3,899 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $83,000 | 2,004 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,740,000 | 2,207 |
| Mortgage-backed securities | $12,731,000 | 2,661 |
| Certificates of participation in pools of residential mortgages | $9,270,000 | 2,517 |
| Issued or guaranteed by U.S. | $9,270,000 | 2,510 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,461,000 | 1,891 |
| CMOs issued by government agencies or sponsored agencies | $3,461,000 | 1,688 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $19,335,000 | 4,258 |
| Total debt securities | $19,252,000 | 4,811 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,296 |
| Fair value | $2,023,000 | 1,303 |
| 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 | $19,725,000 | 4,846 |
| U.S. Government securities | $19,642,000 | 3,956 |
| U.S. Treasury securities | $516,000 | 1,741 |
| U.S. Government agency obligations | $19,126,000 | 3,900 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $83,000 | 2,037 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,117,000 | 2,097 |
| Mortgage-backed securities | $11,607,000 | 2,779 |
| Certificates of participation in pools of residential mortgages | $9,656,000 | 2,468 |
| Issued or guaranteed by U.S. | $9,656,000 | 2,456 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,951,000 | 2,329 |
| CMOs issued by government agencies or sponsored agencies | $1,951,000 | 2,205 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $19,725,000 | 4,234 |
| Total debt securities | $19,642,000 | 4,782 |
| Structured notes | ||
| Amortized cost | $3,502,000 | 841 |
| Fair value | $3,522,000 | 841 |
| 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 | $17,043,000 | 5,192 |
| U.S. Government securities | $16,959,000 | 4,231 |
| U.S. Treasury securities | $522,000 | 1,787 |
| U.S. Government agency obligations | $16,437,000 | 4,149 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $84,000 | 2,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,320,000 | 2,205 |
| Mortgage-backed securities | $10,077,000 | 2,972 |
| Certificates of participation in pools of residential mortgages | $9,083,000 | 2,537 |
| Issued or guaranteed by U.S. | $9,083,000 | 2,528 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $994,000 | 2,838 |
| CMOs issued by government agencies or sponsored agencies | $994,000 | 2,690 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $17,043,000 | 4,546 |
| Total debt securities | $16,959,000 | 5,121 |
| Structured notes | ||
| Amortized cost | $3,505,000 | 697 |
| Fair value | $3,538,000 | 695 |
| 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 | $12,162,000 | 6,023 |
| U.S. Government securities | $12,084,000 | 5,060 |
| U.S. Treasury securities | $1,534,000 | 1,278 |
| U.S. Government agency obligations | $10,550,000 | 5,262 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $78,000 | 2,114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,359,000 | 2,801 |
| Mortgage-backed securities | $6,650,000 | 3,704 |
| Certificates of participation in pools of residential mortgages | $5,347,000 | 3,336 |
| Issued or guaranteed by U.S. | $5,347,000 | 3,325 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,303,000 | 2,824 |
| CMOs issued by government agencies or sponsored agencies | $1,303,000 | 2,669 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $12,162,000 | 5,294 |
| Total debt securities | $12,084,000 | 5,946 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,191 |
| Fair value | $1,042,000 | 1,164 |
| 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 | $13,805,000 | 5,713 |
| U.S. Government securities | $13,715,000 | 4,750 |
| U.S. Treasury securities | $3,561,000 | 834 |
| U.S. Government agency obligations | $10,154,000 | 5,361 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $90,000 | 2,079 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,234,000 | 3,036 |
| Mortgage-backed securities | $5,073,000 | 4,134 |
| Certificates of participation in pools of residential mortgages | $3,204,000 | 4,078 |
| Issued or guaranteed by U.S. | $3,204,000 | 4,063 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,869,000 | 2,670 |
| CMOs issued by government agencies or sponsored agencies | $1,869,000 | 2,540 |
| 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) | $13,805,000 | 4,987 |
| Total debt securities | $13,715,000 | 5,634 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 910 |
| Fair value | $1,033,000 | 896 |
| 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 | $15,025,000 | 5,466 |
| U.S. Government securities | $14,938,000 | 4,484 |
| U.S. Treasury securities | $3,589,000 | 874 |
| U.S. Government agency obligations | $11,349,000 | 5,085 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $87,000 | 2,104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,227,000 | 2,541 |
| Mortgage-backed securities | $5,715,000 | 3,929 |
| Certificates of participation in pools of residential mortgages | $2,566,000 | 4,347 |
| Issued or guaranteed by U.S. | $2,566,000 | 4,332 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,149,000 | 2,218 |
| CMOs issued by government agencies or sponsored agencies | $3,149,000 | 2,117 |
| 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) | $15,025,000 | 4,718 |
| Total debt securities | $14,938,000 | 5,382 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 765 |
| Fair value | $1,033,000 | 749 |
| 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 | $19,651,000 | 4,578 |
| U.S. Government securities | $19,048,000 | 3,664 |
| U.S. Treasury securities | $3,583,000 | 1,001 |
| U.S. Government agency obligations | $15,465,000 | 4,075 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $504,000 | 3,378 |
| 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 | $504,000 | 2,924 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $99,000 | 2,019 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,731,000 | 3,016 |
| Mortgage-backed securities | $8,558,000 | 3,110 |
| Certificates of participation in pools of residential mortgages | $4,304,000 | 3,367 |
| Issued or guaranteed by U.S. | $4,304,000 | 3,352 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $4,254,000 | 2,033 |
| CMOs issued by government agencies or sponsored agencies | $4,254,000 | 1,908 |
| 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) | $19,651,000 | 3,881 |
| Total debt securities | $19,552,000 | 4,504 |
| Structured notes | ||
| Amortized cost | $193,000 | 812 |
| Fair value | $194,000 | 808 |
| 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 | $15,696,000 | 5,428 |
| U.S. Government securities | $15,021,000 | 4,522 |
| U.S. Treasury securities | $1,502,000 | 2,278 |
| U.S. Government agency obligations | $13,519,000 | 4,572 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $497,000 | 2,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $497,000 | 2,625 |
| Foreign debt securities | NA | NA |
| Equity securities | $178,000 | 6,014 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,474,000 | 4,891 |
| Mortgage-backed securities | $6,564,000 | 2,955 |
| Certificates of participation in pools of residential mortgages | $2,033,000 | 3,948 |
| Issued or guaranteed by U.S. | $2,033,000 | 3,927 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,531,000 | 1,583 |
| CMOs issued by government agencies or sponsored agencies | $4,531,000 | 1,458 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $15,696,000 | 4,486 |
| Total debt securities | $15,518,000 | 5,338 |
| 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 | $14,249,000 | 5,967 |
| U.S. Government securities | $10,958,000 | 5,809 |
| U.S. Treasury securities | $985,000 | 3,882 |
| U.S. Government agency obligations | $9,973,000 | 5,603 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $3,195,000 | 1,495 |
| Privately issued residential mortgage-backed securities | $1,200,000 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,995,000 | 1,521 |
| Foreign debt securities | NA | NA |
| Equity securities | $96,000 | 6,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,500,000 | 4,441 |
| Mortgage-backed securities | $3,854,000 | 4,045 |
| Certificates of participation in pools of residential mortgages | $905,000 | 5,158 |
| Issued or guaranteed by U.S. | $905,000 | 5,147 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,949,000 | 2,094 |
| CMOs issued by government agencies or sponsored agencies | $1,749,000 | 2,425 |
| Privately issued | $1,200,000 | 628 |
| 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) | $14,249,000 | 4,889 |
| Total debt securities | $14,154,000 | 5,883 |
| 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 | $5,732,000 | 8,491 |
| U.S. Government securities | $5,692,000 | 7,720 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $5,692,000 | 6,868 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| 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 | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $40,000 | 7,263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $2,697,000 | 4,909 |
| Certificates of participation in pools of residential mortgages | $1,009,000 | 5,256 |
| Issued or guaranteed by U.S. | $1,009,000 | 5,238 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,688,000 | 2,794 |
| CMOs issued by government agencies or sponsored agencies | $1,688,000 | 2,659 |
| 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) | $5,732,000 | 7,098 |
| Total debt securities | $5,691,000 | 8,384 |
| 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 |