Home > Cornerstone Bank > Securities
Cornerstone Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $20,069,000 | 3,575 |
| U.S. Government securities | $13,053,000 | 3,377 |
| U.S. Treasury securities | $5,432,000 | 1,792 |
| U.S. Government agency obligations | $7,621,000 | 3,436 |
| Securities issued by states & political subdivisions | $959,000 | 3,541 |
| Other domestic debt securities | $6,057,000 | 1,266 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $6,057,000 | 883 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,491,000 | 3,498 |
| Mortgage-backed securities | $6,522,000 | 2,867 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,740,000 | 3,062 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,782,000 | 1,447 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $6,057,000 | 1,125 |
| Available-for-sale securities (fair market value) | $14,012,000 | 3,569 |
| Total debt securities | $20,069,000 | 3,554 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $19,562,000 | 3,603 |
| U.S. Government securities | $12,596,000 | 3,427 |
| U.S. Treasury securities | $4,901,000 | 1,881 |
| U.S. Government agency obligations | $7,695,000 | 3,432 |
| Securities issued by states & political subdivisions | $900,000 | 3,585 |
| Other domestic debt securities | $6,066,000 | 1,250 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $6,066,000 | 871 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,541,000 | 3,478 |
| Mortgage-backed securities | $6,622,000 | 2,858 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,774,000 | 3,057 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,848,000 | 1,418 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $6,066,000 | 1,137 |
| Available-for-sale securities (fair market value) | $13,496,000 | 3,593 |
| Total debt securities | $19,559,000 | 3,581 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $22,683,000 | 3,526 |
| U.S. Government securities | $15,112,000 | 3,324 |
| U.S. Treasury securities | $6,848,000 | 1,712 |
| U.S. Government agency obligations | $8,264,000 | 3,427 |
| Securities issued by states & political subdivisions | $1,072,000 | 3,582 |
| Other domestic debt securities | $6,499,000 | 1,238 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $6,499,000 | 852 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,888,000 | 3,420 |
| Mortgage-backed securities | $7,192,000 | 2,839 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,900,000 | 3,064 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,292,000 | 1,388 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $6,499,000 | 1,133 |
| Available-for-sale securities (fair market value) | $16,184,000 | 3,520 |
| Total debt securities | $22,683,000 | 3,505 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $24,825,000 | 3,521 |
| U.S. Government securities | $17,064,000 | 3,285 |
| U.S. Treasury securities | $7,352,000 | 1,736 |
| U.S. Government agency obligations | $9,712,000 | 3,333 |
| Securities issued by states & political subdivisions | $1,255,000 | 3,601 |
| Other domestic debt securities | $6,506,000 | 1,286 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $6,506,000 | 884 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,305,000 | 3,571 |
| Mortgage-backed securities | $7,661,000 | 2,851 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,031,000 | 3,081 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,630,000 | 1,387 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $6,506,000 | 1,168 |
| Available-for-sale securities (fair market value) | $18,319,000 | 3,517 |
| Total debt securities | $24,825,000 | 3,498 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $24,166,000 | 3,574 |
| U.S. Government securities | $16,142,000 | 3,345 |
| U.S. Treasury securities | $6,314,000 | 1,877 |
| U.S. Government agency obligations | $9,828,000 | 3,321 |
| Securities issued by states & political subdivisions | $1,930,000 | 3,510 |
| Other domestic debt securities | $6,094,000 | 1,325 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $6,094,000 | 925 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,331,000 | 3,523 |
| Mortgage-backed securities | $7,802,000 | 2,871 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,100,000 | 3,089 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,702,000 | 1,397 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $6,094,000 | 1,209 |
| Available-for-sale securities (fair market value) | $18,072,000 | 3,554 |
| Total debt securities | $24,166,000 | 3,552 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $23,000,000 | 3,623 |
| U.S. Government securities | $15,491,000 | 3,392 |
| U.S. Treasury securities | $5,805,000 | 1,947 |
| U.S. Government agency obligations | $9,686,000 | 3,344 |
| Securities issued by states & political subdivisions | $1,885,000 | 3,557 |
| Other domestic debt securities | $5,624,000 | 1,318 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $5,624,000 | 956 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,394,000 | 3,501 |
| Mortgage-backed securities | $8,152,000 | 2,856 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,165,000 | 3,093 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,987,000 | 1,379 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $5,624,000 | 1,212 |
| Available-for-sale securities (fair market value) | $17,376,000 | 3,589 |
| Total debt securities | $23,000,000 | 3,599 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $15,139,000 | 3,986 |
| U.S. Government securities | $12,257,000 | 3,627 |
| U.S. Treasury securities | $3,911,000 | 2,190 |
| U.S. Government agency obligations | $8,346,000 | 3,484 |
| Securities issued by states & political subdivisions | $2,882,000 | 3,426 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,603,000 | 3,480 |
| Mortgage-backed securities | $7,868,000 | 2,923 |
| Certificates of participation in pools of residential mortgages | $2,386,000 | 3,174 |
| Issued or guaranteed by U.S. | $2,386,000 | 3,085 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $5,482,000 | 1,534 |
| CMOs issued by government agencies or sponsored agencies | $5,482,000 | 1,460 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $15,139,000 | 3,716 |
| Total debt securities | $15,139,000 | 3,970 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $13,374,000 | 4,033 |
| U.S. Government securities | $10,289,000 | 3,687 |
| U.S. Treasury securities | $1,464,000 | 2,354 |
| U.S. Government agency obligations | $8,825,000 | 3,422 |
| Securities issued by states & political subdivisions | $3,085,000 | 3,392 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,953,000 | 3,424 |
| Mortgage-backed securities | $8,335,000 | 2,894 |
| Certificates of participation in pools of residential mortgages | $2,646,000 | 3,148 |
| Issued or guaranteed by U.S. | $2,646,000 | 3,058 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $5,689,000 | 1,519 |
| CMOs issued by government agencies or sponsored agencies | $5,689,000 | 1,451 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $13,374,000 | 3,785 |
| Total debt securities | $13,374,000 | 4,018 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $12,099,000 | 4,049 |
| U.S. Government securities | $8,842,000 | 3,677 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $8,842,000 | 3,393 |
| Securities issued by states & political subdivisions | $3,257,000 | 3,407 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,319,000 | 3,543 |
| Mortgage-backed securities | $8,330,000 | 2,891 |
| Certificates of participation in pools of residential mortgages | $2,987,000 | 3,085 |
| Issued or guaranteed by U.S. | $2,987,000 | 2,992 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $5,343,000 | 1,531 |
| CMOs issued by government agencies or sponsored agencies | $5,343,000 | 1,475 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $12,099,000 | 3,833 |
| Total debt securities | $12,099,000 | 4,031 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $12,673,000 | 4,007 |
| U.S. Government securities | $9,832,000 | 3,568 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $9,832,000 | 3,323 |
| Securities issued by states & political subdivisions | $2,841,000 | 3,516 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,531,000 | 3,523 |
| Mortgage-backed securities | $9,312,000 | 2,838 |
| Certificates of participation in pools of residential mortgages | $3,307,000 | 3,062 |
| Issued or guaranteed by U.S. | $3,307,000 | 2,975 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $6,005,000 | 1,476 |
| CMOs issued by government agencies or sponsored agencies | $6,005,000 | 1,430 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $12,673,000 | 3,794 |
| Total debt securities | $12,673,000 | 3,987 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $11,575,000 | 4,039 |
| U.S. Government securities | $10,216,000 | 3,500 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $10,216,000 | 3,276 |
| Securities issued by states & political subdivisions | $1,359,000 | 3,787 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,219,000 | 3,574 |
| Mortgage-backed securities | $8,206,000 | 2,913 |
| Certificates of participation in pools of residential mortgages | $2,455,000 | 3,202 |
| Issued or guaranteed by U.S. | $2,455,000 | 3,105 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $5,751,000 | 1,449 |
| CMOs issued by government agencies or sponsored agencies | $5,751,000 | 1,408 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $11,575,000 | 3,820 |
| Total debt securities | $11,575,000 | 4,014 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $13,141,000 | 3,895 |
| U.S. Government securities | $11,789,000 | 3,280 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $11,789,000 | 3,095 |
| Securities issued by states & political subdivisions | $1,352,000 | 3,793 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,861,000 | 3,479 |
| Mortgage-backed securities | $9,269,000 | 2,792 |
| Certificates of participation in pools of residential mortgages | $2,743,000 | 3,098 |
| Issued or guaranteed by U.S. | $2,743,000 | 3,007 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $6,526,000 | 1,335 |
| CMOs issued by government agencies or sponsored agencies | $6,526,000 | 1,287 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $13,141,000 | 3,673 |
| Total debt securities | $13,141,000 | 3,871 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $14,863,000 | 3,712 |
| U.S. Government securities | $13,799,000 | 2,943 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $13,799,000 | 2,802 |
| Securities issued by states & political subdivisions | $1,064,000 | 3,869 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,020,000 | 3,452 |
| Mortgage-backed securities | $10,760,000 | 2,581 |
| Certificates of participation in pools of residential mortgages | $3,002,000 | 3,008 |
| Issued or guaranteed by U.S. | $3,002,000 | 2,931 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $7,758,000 | 1,243 |
| CMOs issued by government agencies or sponsored agencies | $7,758,000 | 1,203 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $14,863,000 | 3,493 |
| Total debt securities | $14,863,000 | 3,691 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $15,133,000 | 3,641 |
| U.S. Government securities | $14,325,000 | 2,869 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $14,325,000 | 2,726 |
| Securities issued by states & political subdivisions | $808,000 | 3,921 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,268,000 | 3,431 |
| Mortgage-backed securities | $11,273,000 | 2,531 |
| Certificates of participation in pools of residential mortgages | $3,304,000 | 2,942 |
| Issued or guaranteed by U.S. | $3,304,000 | 2,856 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $7,969,000 | 1,250 |
| CMOs issued by government agencies or sponsored agencies | $7,969,000 | 1,213 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $15,133,000 | 3,418 |
| Total debt securities | $15,133,000 | 3,616 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $16,482,000 | 3,548 |
| U.S. Government securities | $15,677,000 | 2,771 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $15,677,000 | 2,638 |
| Securities issued by states & political subdivisions | $805,000 | 3,925 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,532,000 | 3,409 |
| Mortgage-backed securities | $12,616,000 | 2,441 |
| Certificates of participation in pools of residential mortgages | $3,666,000 | 2,879 |
| Issued or guaranteed by U.S. | $3,666,000 | 2,798 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $8,950,000 | 1,220 |
| CMOs issued by government agencies or sponsored agencies | $8,950,000 | 1,180 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $16,482,000 | 3,316 |
| Total debt securities | $16,482,000 | 3,525 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $17,210,000 | 3,485 |
| U.S. Government securities | $17,210,000 | 2,677 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $17,210,000 | 2,542 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,182,000 | 3,480 |
| Mortgage-backed securities | $13,658,000 | 2,369 |
| Certificates of participation in pools of residential mortgages | $3,902,000 | 2,854 |
| Issued or guaranteed by U.S. | $3,902,000 | 2,759 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $9,756,000 | 1,189 |
| CMOs issued by government agencies or sponsored agencies | $9,756,000 | 1,153 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $17,210,000 | 3,255 |
| Total debt securities | $17,210,000 | 3,460 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $20,516,000 | 3,332 |
| U.S. Government securities | $20,516,000 | 2,544 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $20,516,000 | 2,403 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,250,000 | 3,535 |
| Mortgage-backed securities | $14,269,000 | 2,290 |
| Certificates of participation in pools of residential mortgages | $4,481,000 | 2,696 |
| Issued or guaranteed by U.S. | $4,481,000 | 2,612 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $9,788,000 | 1,180 |
| CMOs issued by government agencies or sponsored agencies | $9,788,000 | 1,146 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $20,516,000 | 3,098 |
| Total debt securities | $20,516,000 | 3,308 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $19,454,000 | 3,443 |
| U.S. Government securities | $19,454,000 | 2,653 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $19,454,000 | 2,514 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,833,000 | 3,681 |
| Mortgage-backed securities | $13,706,000 | 2,320 |
| Certificates of participation in pools of residential mortgages | $4,728,000 | 2,651 |
| Issued or guaranteed by U.S. | $4,728,000 | 2,568 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $8,978,000 | 1,239 |
| CMOs issued by government agencies or sponsored agencies | $8,978,000 | 1,203 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $19,454,000 | 3,207 |
| Total debt securities | $19,454,000 | 3,420 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $20,490,000 | 3,435 |
| U.S. Government securities | $20,490,000 | 2,624 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $20,490,000 | 2,475 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,900,000 | 3,731 |
| Mortgage-backed securities | $14,247,000 | 2,269 |
| Certificates of participation in pools of residential mortgages | $4,914,000 | 2,610 |
| Issued or guaranteed by U.S. | $4,914,000 | 2,542 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $9,333,000 | 1,222 |
| CMOs issued by government agencies or sponsored agencies | $9,333,000 | 1,184 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $20,490,000 | 3,196 |
| Total debt securities | $20,490,000 | 3,414 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $22,286,000 | 3,358 |
| U.S. Government securities | $22,286,000 | 2,533 |
| U.S. Treasury securities | $1,483,000 | 1,110 |
| U.S. Government agency obligations | $20,803,000 | 2,484 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,363,000 | 3,322 |
| Mortgage-backed securities | $14,619,000 | 2,238 |
| Certificates of participation in pools of residential mortgages | $5,070,000 | 2,597 |
| Issued or guaranteed by U.S. | $5,070,000 | 2,529 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $9,549,000 | 1,207 |
| CMOs issued by government agencies or sponsored agencies | $9,549,000 | 1,167 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $22,286,000 | 3,115 |
| Total debt securities | $22,286,000 | 3,339 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $22,485,000 | 3,393 |
| U.S. Government securities | $22,485,000 | 2,539 |
| U.S. Treasury securities | $1,463,000 | 1,119 |
| U.S. Government agency obligations | $21,022,000 | 2,479 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,648,000 | 3,029 |
| Mortgage-backed securities | $14,915,000 | 2,214 |
| Certificates of participation in pools of residential mortgages | $5,183,000 | 2,590 |
| Issued or guaranteed by U.S. | $5,183,000 | 2,546 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $9,732,000 | 1,183 |
| CMOs issued by government agencies or sponsored agencies | $9,732,000 | 1,146 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $22,485,000 | 3,143 |
| Total debt securities | $22,485,000 | 3,372 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $22,431,000 | 3,423 |
| U.S. Government securities | $22,431,000 | 2,556 |
| U.S. Treasury securities | $1,444,000 | 1,099 |
| U.S. Government agency obligations | $20,987,000 | 2,501 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,766,000 | 3,035 |
| Mortgage-backed securities | $14,445,000 | 2,271 |
| Certificates of participation in pools of residential mortgages | $5,350,000 | 2,604 |
| Issued or guaranteed by U.S. | $5,350,000 | 2,588 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $9,095,000 | 1,202 |
| CMOs issued by government agencies or sponsored agencies | $9,095,000 | 1,162 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $22,431,000 | 3,168 |
| Total debt securities | $22,431,000 | 3,400 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $22,181,000 | 3,496 |
| U.S. Government securities | $22,181,000 | 2,570 |
| U.S. Treasury securities | $1,452,000 | 1,081 |
| U.S. Government agency obligations | $20,729,000 | 2,534 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,051,000 | 3,031 |
| Mortgage-backed securities | $14,177,000 | 2,332 |
| Certificates of participation in pools of residential mortgages | $5,635,000 | 2,606 |
| Issued or guaranteed by U.S. | $5,635,000 | 2,482 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $8,542,000 | 1,250 |
| CMOs issued by government agencies or sponsored agencies | $8,542,000 | 1,206 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $22,181,000 | 3,224 |
| Total debt securities | $22,181,000 | 3,472 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $22,895,000 | 3,480 |
| U.S. Government securities | $22,895,000 | 2,593 |
| U.S. Treasury securities | $1,460,000 | 1,039 |
| U.S. Government agency obligations | $21,435,000 | 2,564 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,365,000 | 3,031 |
| Mortgage-backed securities | $14,354,000 | 2,308 |
| Certificates of participation in pools of residential mortgages | $5,906,000 | 2,600 |
| Issued or guaranteed by U.S. | $5,906,000 | 2,598 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,448,000 | 1,248 |
| CMOs issued by government agencies or sponsored agencies | $8,448,000 | 1,198 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $22,895,000 | 3,209 |
| Total debt securities | $22,895,000 | 3,457 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $22,834,000 | 3,551 |
| U.S. Government securities | $22,834,000 | 2,615 |
| U.S. Treasury securities | $1,479,000 | 980 |
| U.S. Government agency obligations | $21,355,000 | 2,577 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,707,000 | 3,016 |
| Mortgage-backed securities | $14,688,000 | 2,304 |
| Certificates of participation in pools of residential mortgages | $6,286,000 | 2,577 |
| Issued or guaranteed by U.S. | $6,286,000 | 2,575 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $8,402,000 | 1,241 |
| CMOs issued by government agencies or sponsored agencies | $8,402,000 | 1,197 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $22,834,000 | 3,273 |
| Total debt securities | $22,834,000 | 3,525 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $20,030,000 | 3,760 |
| U.S. Government securities | $20,030,000 | 2,823 |
| U.S. Treasury securities | $1,505,000 | 923 |
| U.S. Government agency obligations | $18,525,000 | 2,811 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,170,000 | 3,001 |
| Mortgage-backed securities | $12,468,000 | 2,504 |
| Certificates of participation in pools of residential mortgages | $6,663,000 | 2,577 |
| Issued or guaranteed by U.S. | $6,663,000 | 2,576 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,805,000 | 1,456 |
| CMOs issued by government agencies or sponsored agencies | $5,805,000 | 1,407 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $20,030,000 | 3,475 |
| Total debt securities | $20,030,000 | 3,737 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $20,809,000 | 3,760 |
| U.S. Government securities | $20,809,000 | 2,809 |
| U.S. Treasury securities | $1,509,000 | 942 |
| U.S. Government agency obligations | $19,300,000 | 2,802 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,539,000 | 2,974 |
| Mortgage-backed securities | $13,231,000 | 2,464 |
| Certificates of participation in pools of residential mortgages | $7,005,000 | 2,572 |
| Issued or guaranteed by U.S. | $7,005,000 | 2,571 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,226,000 | 1,429 |
| CMOs issued by government agencies or sponsored agencies | $6,226,000 | 1,376 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $20,809,000 | 3,462 |
| Total debt securities | $20,809,000 | 3,739 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $21,555,000 | 3,753 |
| U.S. Government securities | $21,555,000 | 2,796 |
| U.S. Treasury securities | $1,493,000 | 1,000 |
| U.S. Government agency obligations | $20,062,000 | 2,786 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,972,000 | 2,951 |
| Mortgage-backed securities | $14,027,000 | 2,439 |
| Certificates of participation in pools of residential mortgages | $7,273,000 | 2,577 |
| Issued or guaranteed by U.S. | $7,273,000 | 2,577 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,754,000 | 1,385 |
| CMOs issued by government agencies or sponsored agencies | $6,754,000 | 1,324 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $21,555,000 | 3,449 |
| Total debt securities | $21,555,000 | 3,731 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $20,171,000 | 3,853 |
| U.S. Government securities | $20,171,000 | 2,901 |
| U.S. Treasury securities | $497,000 | 1,245 |
| U.S. Government agency obligations | $19,674,000 | 2,800 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,749,000 | 2,879 |
| Mortgage-backed securities | $14,266,000 | 2,394 |
| Certificates of participation in pools of residential mortgages | $7,023,000 | 2,622 |
| Issued or guaranteed by U.S. | $7,023,000 | 2,618 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,243,000 | 1,327 |
| CMOs issued by government agencies or sponsored agencies | $7,243,000 | 1,265 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $20,171,000 | 3,542 |
| Total debt securities | $20,171,000 | 3,824 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $19,921,000 | 3,870 |
| U.S. Government securities | $19,921,000 | 2,907 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $19,921,000 | 2,798 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,068,000 | 2,978 |
| Mortgage-backed securities | $14,340,000 | 2,400 |
| Certificates of participation in pools of residential mortgages | $6,725,000 | 2,691 |
| Issued or guaranteed by U.S. | $6,725,000 | 2,690 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,615,000 | 1,306 |
| CMOs issued by government agencies or sponsored agencies | $7,615,000 | 1,247 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $19,921,000 | 3,557 |
| Total debt securities | $19,921,000 | 3,846 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $18,355,000 | 4,051 |
| U.S. Government securities | $18,355,000 | 3,091 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $18,355,000 | 2,979 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,565,000 | 2,845 |
| Mortgage-backed securities | $8,692,000 | 2,962 |
| Certificates of participation in pools of residential mortgages | $2,870,000 | 3,483 |
| Issued or guaranteed by U.S. | $2,870,000 | 3,477 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,822,000 | 1,510 |
| CMOs issued by government agencies or sponsored agencies | $5,822,000 | 1,439 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $18,355,000 | 3,728 |
| Total debt securities | $18,355,000 | 4,028 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $18,949,000 | 4,069 |
| U.S. Government securities | $18,949,000 | 3,115 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $18,949,000 | 3,008 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,529,000 | 3,013 |
| Mortgage-backed securities | $6,747,000 | 3,236 |
| Certificates of participation in pools of residential mortgages | $1,674,000 | 3,868 |
| Issued or guaranteed by U.S. | $1,674,000 | 3,863 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,073,000 | 1,621 |
| CMOs issued by government agencies or sponsored agencies | $5,073,000 | 1,550 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $18,949,000 | 3,734 |
| Total debt securities | $18,949,000 | 4,047 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $20,389,000 | 4,003 |
| U.S. Government securities | $20,389,000 | 3,045 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $20,389,000 | 2,926 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,512,000 | 2,926 |
| Mortgage-backed securities | $5,149,000 | 3,476 |
| Certificates of participation in pools of residential mortgages | $1,692,000 | 3,874 |
| Issued or guaranteed by U.S. | $1,692,000 | 3,870 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,457,000 | 1,885 |
| CMOs issued by government agencies or sponsored agencies | $3,457,000 | 1,820 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $20,389,000 | 3,666 |
| Total debt securities | $20,389,000 | 3,977 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $23,324,000 | 3,855 |
| U.S. Government securities | $23,324,000 | 2,879 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $23,324,000 | 2,785 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,878,000 | 3,020 |
| Mortgage-backed securities | $4,567,000 | 3,627 |
| Certificates of participation in pools of residential mortgages | $1,799,000 | 3,905 |
| Issued or guaranteed by U.S. | $1,799,000 | 3,900 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,768,000 | 2,059 |
| CMOs issued by government agencies or sponsored agencies | $2,768,000 | 1,996 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $23,324,000 | 3,525 |
| Total debt securities | $23,324,000 | 3,829 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $23,732,000 | 3,915 |
| U.S. Government securities | $23,732,000 | 2,953 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $23,732,000 | 2,866 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,865,000 | 3,492 |
| Mortgage-backed securities | $4,974,000 | 3,644 |
| Certificates of participation in pools of residential mortgages | $1,859,000 | 3,962 |
| Issued or guaranteed by U.S. | $1,859,000 | 3,957 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,115,000 | 2,043 |
| CMOs issued by government agencies or sponsored agencies | $3,115,000 | 1,977 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $23,732,000 | 3,583 |
| Total debt securities | $23,732,000 | 3,892 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $26,113,000 | 3,780 |
| U.S. Government securities | $26,113,000 | 2,831 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $26,113,000 | 2,742 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,744,000 | 4,349 |
| Mortgage-backed securities | $5,457,000 | 3,622 |
| Certificates of participation in pools of residential mortgages | $1,976,000 | 3,995 |
| Issued or guaranteed by U.S. | $1,976,000 | 3,989 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,481,000 | 2,015 |
| CMOs issued by government agencies or sponsored agencies | $3,481,000 | 1,947 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $26,113,000 | 3,447 |
| Total debt securities | $26,113,000 | 3,755 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $29,464,000 | 3,591 |
| U.S. Government securities | $29,464,000 | 2,650 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $29,464,000 | 2,564 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,548,000 | 2,520 |
| Mortgage-backed securities | $7,735,000 | 3,323 |
| Certificates of participation in pools of residential mortgages | $2,047,000 | 4,040 |
| Issued or guaranteed by U.S. | $2,047,000 | 4,034 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,688,000 | 1,707 |
| CMOs issued by government agencies or sponsored agencies | $5,688,000 | 1,636 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $29,464,000 | 3,272 |
| Total debt securities | $29,464,000 | 3,568 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $29,273,000 | 3,684 |
| U.S. Government securities | $29,273,000 | 2,739 |
| U.S. Treasury securities | $480,000 | 1,258 |
| U.S. Government agency obligations | $28,793,000 | 2,681 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,288,000 | 2,369 |
| Mortgage-backed securities | $7,643,000 | 3,431 |
| Certificates of participation in pools of residential mortgages | $1,645,000 | 4,275 |
| Issued or guaranteed by U.S. | $1,645,000 | 4,271 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,998,000 | 1,695 |
| CMOs issued by government agencies or sponsored agencies | $5,998,000 | 1,621 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $29,273,000 | 3,370 |
| Total debt securities | $29,273,000 | 3,661 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $27,949,000 | 3,814 |
| U.S. Government securities | $27,949,000 | 2,872 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $27,949,000 | 2,783 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,303,000 | 2,840 |
| Mortgage-backed securities | $8,135,000 | 3,422 |
| Certificates of participation in pools of residential mortgages | $1,787,000 | 4,278 |
| Issued or guaranteed by U.S. | $1,787,000 | 4,275 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,348,000 | 1,668 |
| CMOs issued by government agencies or sponsored agencies | $6,348,000 | 1,595 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $27,949,000 | 3,481 |
| Total debt securities | $27,949,000 | 3,785 |
| Structured notes | ||
| Amortized cost | $301,000 | 2,127 |
| Fair value | $301,000 | 2,131 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $33,366,000 | 3,488 |
| U.S. Government securities | $33,366,000 | 2,587 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $33,366,000 | 2,514 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,472,000 | 2,465 |
| Mortgage-backed securities | $9,725,000 | 3,238 |
| Certificates of participation in pools of residential mortgages | $1,837,000 | 4,299 |
| Issued or guaranteed by U.S. | $1,837,000 | 4,295 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $7,888,000 | 1,518 |
| CMOs issued by government agencies or sponsored agencies | $7,888,000 | 1,452 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $33,366,000 | 3,184 |
| Total debt securities | $33,366,000 | 3,463 |
| Structured notes | ||
| Amortized cost | $301,000 | 2,173 |
| Fair value | $300,000 | 2,179 |
| 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 | $34,626,000 | 3,412 |
| U.S. Government securities | $34,626,000 | 2,506 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $34,626,000 | 2,438 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,542,000 | 2,080 |
| Mortgage-backed securities | $10,017,000 | 3,203 |
| Certificates of participation in pools of residential mortgages | $1,870,000 | 4,316 |
| Issued or guaranteed by U.S. | $1,870,000 | 4,310 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $8,147,000 | 1,502 |
| CMOs issued by government agencies or sponsored agencies | $8,147,000 | 1,435 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $34,626,000 | 3,119 |
| Total debt securities | $34,626,000 | 3,386 |
| Structured notes | ||
| Amortized cost | $302,000 | 2,176 |
| Fair value | $299,000 | 2,180 |
| 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 | $32,574,000 | 3,542 |
| U.S. Government securities | $32,574,000 | 2,619 |
| U.S. Treasury securities | $462,000 | 1,005 |
| U.S. Government agency obligations | $32,112,000 | 2,581 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,617,000 | 2,050 |
| Mortgage-backed securities | $8,635,000 | 3,395 |
| Certificates of participation in pools of residential mortgages | $1,878,000 | 4,335 |
| Issued or guaranteed by U.S. | $1,878,000 | 4,328 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $6,757,000 | 1,654 |
| CMOs issued by government agencies or sponsored agencies | $6,757,000 | 1,570 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $32,574,000 | 3,259 |
| Total debt securities | $32,574,000 | 3,508 |
| Structured notes | ||
| Amortized cost | $302,000 | 2,171 |
| Fair value | $299,000 | 2,177 |
| 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 | $30,997,000 | 3,639 |
| U.S. Government securities | $30,997,000 | 2,701 |
| U.S. Treasury securities | $465,000 | 1,027 |
| U.S. Government agency obligations | $30,532,000 | 2,667 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,288,000 | 1,999 |
| Mortgage-backed securities | $11,174,000 | 3,098 |
| Certificates of participation in pools of residential mortgages | $3,180,000 | 3,932 |
| Issued or guaranteed by U.S. | $3,180,000 | 3,926 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,994,000 | 1,561 |
| CMOs issued by government agencies or sponsored agencies | $7,994,000 | 1,477 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $30,997,000 | 3,348 |
| Total debt securities | $30,997,000 | 3,601 |
| Structured notes | ||
| Amortized cost | $303,000 | 2,165 |
| Fair value | $298,000 | 2,168 |
| 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 | $30,309,000 | 3,708 |
| U.S. Government securities | $30,309,000 | 2,797 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $30,309,000 | 2,730 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,312,000 | 2,150 |
| Mortgage-backed securities | $12,547,000 | 2,992 |
| Certificates of participation in pools of residential mortgages | $3,656,000 | 3,851 |
| Issued or guaranteed by U.S. | $3,656,000 | 3,847 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,891,000 | 1,529 |
| CMOs issued by government agencies or sponsored agencies | $8,891,000 | 1,441 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $30,309,000 | 3,436 |
| Total debt securities | $30,309,000 | 3,673 |
| Structured notes | ||
| Amortized cost | $303,000 | 2,213 |
| Fair value | $304,000 | 2,214 |
| 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 | $30,360,000 | 3,654 |
| U.S. Government securities | $30,360,000 | 2,711 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $30,360,000 | 2,645 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,532,000 | 2,115 |
| Mortgage-backed securities | $17,508,000 | 2,574 |
| Certificates of participation in pools of residential mortgages | $3,954,000 | 3,779 |
| Issued or guaranteed by U.S. | $3,954,000 | 3,776 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $13,554,000 | 1,273 |
| CMOs issued by government agencies or sponsored agencies | $13,554,000 | 1,194 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $30,360,000 | 3,384 |
| Total debt securities | $30,360,000 | 3,622 |
| Structured notes | ||
| Amortized cost | $303,000 | 2,258 |
| Fair value | $304,000 | 2,258 |
| 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 | $26,730,000 | 3,943 |
| U.S. Government securities | $26,730,000 | 2,998 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $26,730,000 | 2,944 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,656,000 | 2,175 |
| Mortgage-backed securities | $19,418,000 | 2,556 |
| Certificates of participation in pools of residential mortgages | $4,235,000 | 3,845 |
| Issued or guaranteed by U.S. | $4,235,000 | 3,843 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $15,183,000 | 1,254 |
| CMOs issued by government agencies or sponsored agencies | $15,183,000 | 1,172 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $26,730,000 | 3,641 |
| Total debt securities | $26,730,000 | 3,911 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $28,322,000 | 3,833 |
| U.S. Government securities | $28,322,000 | 2,951 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $28,322,000 | 2,889 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,638,000 | 2,544 |
| Mortgage-backed securities | $22,881,000 | 2,348 |
| Certificates of participation in pools of residential mortgages | $1,362,000 | 4,706 |
| Issued or guaranteed by U.S. | $1,362,000 | 4,704 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $21,519,000 | 1,017 |
| CMOs issued by government agencies or sponsored agencies | $21,519,000 | 942 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $28,322,000 | 3,555 |
| Total debt securities | $28,322,000 | 3,801 |
| 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 | $27,686,000 | 3,900 |
| U.S. Government securities | $27,686,000 | 3,040 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $27,686,000 | 2,984 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,300,000 | 3,321 |
| Mortgage-backed securities | $23,336,000 | 2,349 |
| Certificates of participation in pools of residential mortgages | $1,871,000 | 4,546 |
| Issued or guaranteed by U.S. | $1,871,000 | 4,542 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $21,465,000 | 1,041 |
| CMOs issued by government agencies or sponsored agencies | $21,465,000 | 965 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $27,686,000 | 3,604 |
| Total debt securities | $27,686,000 | 3,873 |
| 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 | $26,713,000 | 3,957 |
| U.S. Government securities | $26,713,000 | 3,026 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $26,713,000 | 2,957 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,944,000 | 3,578 |
| Mortgage-backed securities | $21,072,000 | 2,395 |
| Certificates of participation in pools of residential mortgages | $2,021,000 | 4,435 |
| Issued or guaranteed by U.S. | $2,021,000 | 4,428 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $19,051,000 | 1,108 |
| CMOs issued by government agencies or sponsored agencies | $19,051,000 | 982 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $26,713,000 | 3,637 |
| Total debt securities | $26,713,000 | 3,928 |
| 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 | $19,676,000 | 4,543 |
| U.S. Government securities | $19,676,000 | 3,614 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $19,676,000 | 3,532 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,705,000 | 3,082 |
| Mortgage-backed securities | $17,125,000 | 2,652 |
| Certificates of participation in pools of residential mortgages | $2,229,000 | 4,306 |
| Issued or guaranteed by U.S. | $2,229,000 | 4,292 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $14,896,000 | 1,275 |
| CMOs issued by government agencies or sponsored agencies | $14,896,000 | 1,128 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $19,676,000 | 4,171 |
| Total debt securities | $19,676,000 | 4,508 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,637 |
| Fair value | $500,000 | 2,735 |
| 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 | $19,846,000 | 4,584 |
| U.S. Government securities | $19,846,000 | 3,677 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $19,846,000 | 3,579 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,739,000 | 3,093 |
| Mortgage-backed securities | $17,299,000 | 2,577 |
| Certificates of participation in pools of residential mortgages | $2,320,000 | 4,268 |
| Issued or guaranteed by U.S. | $2,320,000 | 4,256 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $14,979,000 | 1,252 |
| CMOs issued by government agencies or sponsored agencies | $14,979,000 | 1,091 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $19,846,000 | 4,204 |
| Total debt securities | $19,846,000 | 4,548 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,818 |
| Fair value | $500,000 | 2,903 |
| 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 | $21,545,000 | 4,364 |
| U.S. Government securities | $21,545,000 | 3,491 |
| U.S. Treasury securities | $1,003,000 | 939 |
| U.S. Government agency obligations | $20,542,000 | 3,490 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,429,000 | 3,320 |
| Mortgage-backed securities | $19,542,000 | 2,333 |
| Certificates of participation in pools of residential mortgages | $2,378,000 | 4,209 |
| Issued or guaranteed by U.S. | $2,378,000 | 4,199 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $17,164,000 | 1,128 |
| CMOs issued by government agencies or sponsored agencies | $17,164,000 | 975 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $21,545,000 | 4,020 |
| Total debt securities | $21,545,000 | 4,331 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,874 |
| Fair value | $484,000 | 2,991 |
| 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 | $22,789,000 | 4,109 |
| U.S. Government securities | $22,789,000 | 3,202 |
| U.S. Treasury securities | $1,903,000 | 787 |
| U.S. Government agency obligations | $20,886,000 | 3,291 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,515,000 | 3,092 |
| Mortgage-backed securities | $19,890,000 | 2,236 |
| Certificates of participation in pools of residential mortgages | $2,472,000 | 4,069 |
| Issued or guaranteed by U.S. | $2,472,000 | 4,060 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $17,418,000 | 1,105 |
| CMOs issued by government agencies or sponsored agencies | $17,418,000 | 940 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $22,789,000 | 3,785 |
| Total debt securities | $22,789,000 | 4,070 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,741 |
| Fair value | $479,000 | 2,862 |
| 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 | $21,762,000 | 4,165 |
| U.S. Government securities | $21,762,000 | 3,257 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $21,762,000 | 3,156 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,687,000 | 2,956 |
| Mortgage-backed securities | $5,808,000 | 3,841 |
| Certificates of participation in pools of residential mortgages | $2,375,000 | 4,096 |
| Issued or guaranteed by U.S. | $2,375,000 | 4,087 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,433,000 | 2,237 |
| CMOs issued by government agencies or sponsored agencies | $3,433,000 | 1,992 |
| 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) | $21,762,000 | 3,825 |
| Total debt securities | $21,762,000 | 4,127 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,790 |
| Fair value | $509,000 | 2,797 |
| 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 | $20,104,000 | 4,376 |
| U.S. Government securities | $20,104,000 | 3,483 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $20,104,000 | 3,396 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,554,000 | 3,150 |
| Mortgage-backed securities | $3,103,000 | 4,489 |
| Certificates of participation in pools of residential mortgages | $1,596,000 | 4,459 |
| Issued or guaranteed by U.S. | $1,596,000 | 4,450 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,507,000 | 2,689 |
| CMOs issued by government agencies or sponsored agencies | $1,507,000 | 2,389 |
| 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) | $20,104,000 | 3,982 |
| Total debt securities | $20,104,000 | 4,334 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,460 |
| Fair value | $1,011,000 | 2,483 |
| 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 | $24,246,000 | 3,975 |
| U.S. Government securities | $24,246,000 | 3,141 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $24,246,000 | 3,061 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,194,000 | 4,605 |
| Mortgage-backed securities | $5,325,000 | 4,019 |
| Certificates of participation in pools of residential mortgages | $3,738,000 | 3,806 |
| Issued or guaranteed by U.S. | $3,738,000 | 3,799 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,587,000 | 2,627 |
| CMOs issued by government agencies or sponsored agencies | $1,587,000 | 2,305 |
| 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) | $24,246,000 | 3,613 |
| Total debt securities | $24,246,000 | 3,944 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,432 |
| Fair value | $1,008,000 | 2,255 |
| 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 | $29,589,000 | 3,514 |
| U.S. Government securities | $29,589,000 | 2,704 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $29,589,000 | 2,637 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,413,000 | 5,289 |
| Mortgage-backed securities | $10,825,000 | 3,159 |
| Certificates of participation in pools of residential mortgages | $3,860,000 | 3,855 |
| Issued or guaranteed by U.S. | $3,860,000 | 3,846 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $6,965,000 | 1,615 |
| CMOs issued by government agencies or sponsored agencies | $6,965,000 | 1,359 |
| 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) | $29,589,000 | 3,181 |
| Total debt securities | $29,589,000 | 3,482 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,245 |
| Fair value | $3,010,000 | 1,170 |
| 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 | $36,497,000 | 3,054 |
| U.S. Government securities | $36,497,000 | 2,278 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $36,497,000 | 2,215 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,905,000 | 5,149 |
| Mortgage-backed securities | $13,048,000 | 2,937 |
| Certificates of participation in pools of residential mortgages | $6,230,000 | 3,302 |
| Issued or guaranteed by U.S. | $6,230,000 | 3,293 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $6,818,000 | 1,632 |
| CMOs issued by government agencies or sponsored agencies | $6,818,000 | 1,344 |
| 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) | $36,497,000 | 2,731 |
| Total debt securities | $36,497,000 | 3,027 |
| Structured notes | ||
| Amortized cost | $5,494,000 | 512 |
| Fair value | $5,512,000 | 504 |
| 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 | $22,715,000 | 4,108 |
| U.S. Government securities | $22,197,000 | 3,235 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $22,197,000 | 3,170 |
| Securities issued by states & political subdivisions | $275,000 | 5,585 |
| Other domestic debt securities | $243,000 | 3,108 |
| 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 | $243,000 | 2,136 |
| 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 | $8,760,000 | 3,580 |
| Mortgage-backed securities | $6,071,000 | 4,036 |
| Certificates of participation in pools of residential mortgages | $5,414,000 | 3,579 |
| Issued or guaranteed by U.S. | $5,414,000 | 3,567 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $657,000 | 3,096 |
| CMOs issued by government agencies or sponsored agencies | $657,000 | 2,735 |
| 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) | $22,715,000 | 3,702 |
| Total debt securities | $22,715,000 | 4,065 |
| Structured notes | ||
| Amortized cost | $2,997,000 | 589 |
| Fair value | $2,987,000 | 565 |
| 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 | $30,680,000 | 3,413 |
| U.S. Government securities | $28,610,000 | 2,777 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $28,610,000 | 2,712 |
| Securities issued by states & political subdivisions | $1,843,000 | 4,353 |
| Other domestic debt securities | $227,000 | 3,051 |
| 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 | $227,000 | 2,267 |
| 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 | $5,872,000 | 4,232 |
| Mortgage-backed securities | $4,950,000 | 4,377 |
| Certificates of participation in pools of residential mortgages | $4,210,000 | 3,986 |
| Issued or guaranteed by U.S. | $4,210,000 | 3,974 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $740,000 | 3,082 |
| CMOs issued by government agencies or sponsored agencies | $740,000 | 2,707 |
| 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) | $30,680,000 | 3,048 |
| Total debt securities | $30,680,000 | 3,379 |
| Structured notes | ||
| Amortized cost | $2,997,000 | 437 |
| Fair value | $2,999,000 | 426 |
| 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 | $34,915,000 | 3,092 |
| U.S. Government securities | $31,228,000 | 2,592 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $31,228,000 | 2,539 |
| Securities issued by states & political subdivisions | $3,687,000 | 3,524 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,942,000 | 4,549 |
| Mortgage-backed securities | $280,000 | 6,021 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $280,000 | 3,359 |
| CMOs issued by government agencies or sponsored agencies | $280,000 | 3,030 |
| 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) | $34,915,000 | 2,741 |
| Total debt securities | $34,915,000 | 3,050 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,430 |
| Fair value | $500,000 | 1,398 |
| 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 | $36,445,000 | 2,940 |
| U.S. Government securities | $33,925,000 | 2,351 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $33,925,000 | 2,299 |
| Securities issued by states & political subdivisions | $2,520,000 | 3,952 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,716,000 | 3,494 |
| Mortgage-backed securities | $2,009,000 | 5,148 |
| Certificates of participation in pools of residential mortgages | $2,009,000 | 4,692 |
| Issued or guaranteed by U.S. | $2,009,000 | 4,677 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $36,445,000 | 2,597 |
| Total debt securities | $36,445,000 | 2,903 |
| Structured notes | ||
| Amortized cost | $1,342,000 | 827 |
| Fair value | $1,348,000 | 825 |
| 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 | $32,255,000 | 3,259 |
| U.S. Government securities | $30,592,000 | 2,588 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $30,592,000 | 2,541 |
| Securities issued by states & political subdivisions | $1,663,000 | 4,426 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,644,000 | 3,617 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| 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) | $32,255,000 | 2,915 |
| Total debt securities | $32,255,000 | 3,223 |
| Structured notes | ||
| Amortized cost | $1,342,000 | 871 |
| Fair value | $1,374,000 | 861 |
| 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 | $27,679,000 | 3,635 |
| U.S. Government securities | $26,238,000 | 2,909 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $26,238,000 | 2,857 |
| Securities issued by states & political subdivisions | $1,441,000 | 4,566 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,447,000 | 3,861 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| 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) | $27,679,000 | 3,246 |
| Total debt securities | $27,679,000 | 3,577 |
| Structured notes | ||
| Amortized cost | $2,839,000 | 547 |
| Fair value | $2,870,000 | 543 |
| 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 | $30,285,000 | 3,422 |
| U.S. Government securities | $29,277,000 | 2,727 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $29,277,000 | 2,668 |
| Securities issued by states & political subdivisions | $1,008,000 | 4,884 |
| 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 | $8,214,000 | 3,720 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| 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) | $30,285,000 | 3,033 |
| Total debt securities | $30,285,000 | 3,376 |
| Structured notes | ||
| Amortized cost | $3,336,000 | 719 |
| Fair value | $3,356,000 | 721 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $30,400,000 | 3,427 |
| U.S. Government securities | $29,699,000 | 2,718 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $29,699,000 | 2,661 |
| Securities issued by states & political subdivisions | $701,000 | 5,156 |
| 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 | $6,333,000 | 4,167 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| 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) | $30,400,000 | 3,002 |
| Total debt securities | $30,400,000 | 3,388 |
| Structured notes | ||
| Amortized cost | $2,340,000 | 1,138 |
| Fair value | $2,340,000 | 1,132 |
| 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 | $26,761,000 | 3,720 |
| U.S. Government securities | $26,761,000 | 2,971 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $26,761,000 | 2,897 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,344,000 | 3,708 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| 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) | $26,761,000 | 3,265 |
| Total debt securities | $26,761,000 | 3,671 |
| Structured notes | ||
| Amortized cost | $1,843,000 | 1,424 |
| Fair value | $1,810,000 | 1,429 |
| 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 | $24,944,000 | 3,907 |
| U.S. Government securities | $24,944,000 | 3,114 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $24,944,000 | 3,030 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,938,000 | 3,622 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $24,944,000 | 3,437 |
| Total debt securities | $24,944,000 | 3,854 |
| Structured notes | ||
| Amortized cost | $1,348,000 | 1,724 |
| Fair value | $1,342,000 | 1,724 |
| 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 | $26,051,000 | 3,825 |
| U.S. Government securities | $26,051,000 | 3,061 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $26,051,000 | 2,977 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,113,000 | 3,568 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| 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) | $26,051,000 | 3,343 |
| Total debt securities | $26,051,000 | 3,774 |
| Structured notes | ||
| Amortized cost | $1,842,000 | 1,594 |
| Fair value | $1,838,000 | 1,586 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $29,382,000 | 3,546 |
| U.S. Government securities | $29,382,000 | 2,811 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $29,382,000 | 2,728 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,107,000 | 3,585 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| 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) | $29,382,000 | 3,080 |
| Total debt securities | $29,382,000 | 3,495 |
| Structured notes | ||
| Amortized cost | $1,493,000 | 1,850 |
| Fair value | $1,486,000 | 1,805 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $26,193,000 | 3,834 |
| U.S. Government securities | $26,193,000 | 3,074 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $26,193,000 | 2,987 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,648,000 | 3,300 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $26,193,000 | 3,342 |
| Total debt securities | $26,194,000 | 3,773 |
| Structured notes | ||
| Amortized cost | $493,000 | 2,807 |
| Fair value | $487,000 | 2,732 |
| 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 | $23,995,000 | 4,140 |
| U.S. Government securities | $23,995,000 | 3,343 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $23,995,000 | 3,221 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,292,000 | 3,968 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| 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) | $23,995,000 | 3,589 |
| Total debt securities | $23,995,000 | 4,080 |
| 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 | $22,480,000 | 4,310 |
| U.S. Government securities | $22,480,000 | 3,481 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $22,480,000 | 3,359 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,956,000 | 5,411 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $22,480,000 | 3,715 |
| Total debt securities | $22,480,000 | 4,252 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $13,005,000 | 5,720 |
| U.S. Government securities | $13,005,000 | 4,898 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $13,005,000 | 4,760 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,169,000 | 4,548 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $13,005,000 | 5,035 |
| Total debt securities | $13,005,000 | 5,660 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $9,066,000 | 6,566 |
| U.S. Government securities | $9,066,000 | 5,827 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $9,066,000 | 5,685 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $9,066,000 | 5,824 |
| Total debt securities | $9,066,000 | 6,511 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $8,012,000 | 6,883 |
| U.S. Government securities | $8,012,000 | 6,181 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,012,000 | 6,034 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $8,012,000 | 6,111 |
| Total debt securities | $8,012,000 | 6,828 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $8,110,000 | 6,854 |
| U.S. Government securities | $8,110,000 | 6,137 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,110,000 | 5,995 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $8,110,000 | 6,085 |
| Total debt securities | $8,110,000 | 6,798 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $6,471,000 | 7,327 |
| U.S. Government securities | $6,471,000 | 6,656 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,471,000 | 6,501 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $6,471,000 | 6,520 |
| Total debt securities | $6,471,000 | 7,256 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,417 |
| Fair value | $499,000 | 2,538 |
| 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 | $8,175,000 | 6,957 |
| U.S. Government securities | $8,175,000 | 6,231 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $8,175,000 | 6,074 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $8,175,000 | 6,201 |
| Total debt securities | $8,175,000 | 6,893 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $6,557,000 | 7,372 |
| U.S. Government securities | $6,557,000 | 6,658 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,557,000 | 6,497 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $6,557,000 | 6,554 |
| Total debt securities | $6,557,000 | 7,285 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $9,781,000 | 6,663 |
| U.S. Government securities | $9,781,000 | 5,835 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,781,000 | 5,670 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $9,781,000 | 5,903 |
| Total debt securities | $9,781,000 | 6,581 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,031 |
| Fair value | $501,000 | 2,099 |
| 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 | $9,995,000 | 6,554 |
| U.S. Government securities | $9,995,000 | 5,624 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $9,995,000 | 5,459 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $9,995,000 | 5,810 |
| Total debt securities | $9,995,000 | 6,454 |
| Structured notes | ||
| Amortized cost | $554,000 | 1,734 |
| Fair value | $557,000 | 1,738 |
| 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 | $7,511,000 | 7,076 |
| U.S. Government securities | $7,511,000 | 6,245 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $7,511,000 | 6,070 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $7,511,000 | 6,295 |
| Total debt securities | $7,511,000 | 6,979 |
| Structured notes | ||
| Amortized cost | $501,000 | 1,570 |
| Fair value | $502,000 | 1,671 |
| 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 | $5,201,000 | 7,748 |
| U.S. Government securities | $5,201,000 | 7,060 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,201,000 | 6,852 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| 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) | $5,201,000 | 6,904 |
| Total debt securities | $5,201,000 | 7,665 |
| Structured notes | ||
| Amortized cost | $303,000 | 1,568 |
| Fair value | $300,000 | 1,586 |
| 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 | $4,667,000 | 7,927 |
| U.S. Government securities | $4,667,000 | 7,296 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,667,000 | 7,091 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $4,667,000 | 7,052 |
| Total debt securities | $4,667,000 | 7,849 |
| Structured notes | ||
| Amortized cost | $1,076,000 | 722 |
| Fair value | $1,069,000 | 722 |
| 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 | $3,333,000 | 8,474 |
| U.S. Government securities | $3,333,000 | 7,921 |
| U.S. Treasury securities | $250,000 | 2,876 |
| U.S. Government agency obligations | $3,083,000 | 7,798 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $3,333,000 | 7,507 |
| Total debt securities | $3,333,000 | 8,375 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |