Home > AFFINITY BANK > Securities
AFFINITY BANK, Securities
| 2019-12-31 | Rank | |
| Total securities | $16,355,000 | 3,591 |
| U.S. Government securities | $13,631,000 | 3,049 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $13,631,000 | 2,885 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $2,724,000 | 1,155 |
| 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 | $2,724,000 | 811 |
| 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 | $6,245,000 | 3,033 |
| Mortgage-backed securities | $12,642,000 | 2,404 |
| Certificates of participation in pools of residential mortgages | $10,420,000 | 1,951 |
| Issued or guaranteed by U.S. | $10,420,000 | 1,897 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,222,000 | 2,054 |
| CMOs issued by government agencies or sponsored agencies | $2,222,000 | 2,004 |
| 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) | $16,355,000 | 3,348 |
| Total debt securities | $16,355,000 | 3,569 |
| Structured notes | ||
| Amortized cost | $999,000 | 461 |
| Fair value | $989,000 | 474 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $17,325,000 | 3,555 |
| U.S. Government securities | $14,604,000 | 3,000 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $14,604,000 | 2,838 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $2,721,000 | 1,162 |
| 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 | $2,721,000 | 819 |
| 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 | $9,278,000 | 2,721 |
| Mortgage-backed securities | $13,615,000 | 2,328 |
| Certificates of participation in pools of residential mortgages | $11,145,000 | 1,879 |
| Issued or guaranteed by U.S. | $11,145,000 | 1,822 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,470,000 | 2,024 |
| CMOs issued by government agencies or sponsored agencies | $2,470,000 | 1,975 |
| 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) | $17,325,000 | 3,310 |
| Total debt securities | $17,325,000 | 3,535 |
| Structured notes | ||
| Amortized cost | $999,000 | 576 |
| Fair value | $989,000 | 593 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $18,245,000 | 3,573 |
| U.S. Government securities | $15,519,000 | 2,970 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $15,519,000 | 2,808 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $2,726,000 | 1,146 |
| 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 | $2,726,000 | 823 |
| 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 | $8,291,000 | 2,900 |
| Mortgage-backed securities | $14,544,000 | 2,250 |
| Certificates of participation in pools of residential mortgages | $11,929,000 | 1,808 |
| Issued or guaranteed by U.S. | $11,929,000 | 1,775 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,615,000 | 1,970 |
| CMOs issued by government agencies or sponsored agencies | $2,615,000 | 1,919 |
| 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) | $18,245,000 | 3,330 |
| Total debt securities | $18,245,000 | 3,555 |
| Structured notes | ||
| Amortized cost | $999,000 | 624 |
| Fair value | $975,000 | 662 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $18,667,000 | 3,608 |
| U.S. Government securities | $15,932,000 | 2,973 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $15,932,000 | 2,810 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $2,735,000 | 1,144 |
| 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 | $2,735,000 | 820 |
| 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 | $15,931,000 | 2,214 |
| Mortgage-backed securities | $14,982,000 | 2,214 |
| Certificates of participation in pools of residential mortgages | $12,289,000 | 1,775 |
| Issued or guaranteed by U.S. | $12,289,000 | 1,738 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,693,000 | 1,961 |
| CMOs issued by government agencies or sponsored agencies | $2,693,000 | 1,906 |
| 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) | $18,667,000 | 3,338 |
| Total debt securities | $18,667,000 | 3,585 |
| Structured notes | ||
| Amortized cost | $999,000 | 640 |
| Fair value | $950,000 | 673 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $17,394,000 | 3,732 |
| U.S. Government securities | $16,014,000 | 2,983 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $16,014,000 | 2,817 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $1,380,000 | 1,400 |
| 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 | $1,380,000 | 1,066 |
| 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 | $16,014,000 | 2,198 |
| Mortgage-backed securities | $15,093,000 | 2,196 |
| Certificates of participation in pools of residential mortgages | $12,327,000 | 1,778 |
| Issued or guaranteed by U.S. | $12,327,000 | 1,755 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,766,000 | 1,941 |
| CMOs issued by government agencies or sponsored agencies | $2,766,000 | 1,886 |
| 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) | $17,394,000 | 3,457 |
| Total debt securities | $17,394,000 | 3,708 |
| Structured notes | ||
| Amortized cost | $999,000 | 658 |
| Fair value | $921,000 | 692 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $17,914,000 | 3,721 |
| U.S. Government securities | $16,314,000 | 2,984 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $16,314,000 | 2,829 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $1,600,000 | 1,299 |
| 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 | $1,600,000 | 1,009 |
| 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 | $16,314,000 | 2,183 |
| Mortgage-backed securities | $15,416,000 | 2,202 |
| Certificates of participation in pools of residential mortgages | $12,564,000 | 1,788 |
| Issued or guaranteed by U.S. | $12,564,000 | 1,778 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,852,000 | 1,907 |
| CMOs issued by government agencies or sponsored agencies | $2,852,000 | 1,854 |
| 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) | $17,914,000 | 3,442 |
| Total debt securities | $17,914,000 | 3,701 |
| Structured notes | ||
| Amortized cost | $999,000 | 646 |
| Fair value | $898,000 | 684 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $15,353,000 | 3,962 |
| U.S. Government securities | $12,988,000 | 3,305 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $12,988,000 | 3,157 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $2,365,000 | 1,279 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $750,000 | 137 |
| Other domestic debt securities - All other | $1,615,000 | 1,011 |
| 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 | $12,988,000 | 2,499 |
| Mortgage-backed securities | $12,064,000 | 2,496 |
| Certificates of participation in pools of residential mortgages | $11,050,000 | 1,975 |
| Issued or guaranteed by U.S. | $11,050,000 | 1,892 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,014,000 | 2,387 |
| CMOs issued by government agencies or sponsored agencies | $1,014,000 | 2,335 |
| 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) | $15,353,000 | 3,678 |
| Total debt securities | $15,353,000 | 3,938 |
| Structured notes | ||
| Amortized cost | $999,000 | 651 |
| Fair value | $924,000 | 684 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $11,442,000 | 4,344 |
| U.S. Government securities | $9,072,000 | 3,821 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $9,072,000 | 3,667 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $2,370,000 | 1,134 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $750,000 | 144 |
| Other domestic debt securities - All other | $1,620,000 | 1,028 |
| 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 | $9,072,000 | 2,923 |
| Mortgage-backed securities | $8,148,000 | 2,837 |
| Certificates of participation in pools of residential mortgages | $8,148,000 | 2,271 |
| Issued or guaranteed by U.S. | $8,148,000 | 2,268 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| 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) | $11,442,000 | 4,060 |
| Total debt securities | $11,442,000 | 4,319 |
| Structured notes | ||
| Amortized cost | $998,000 | 644 |
| Fair value | $924,000 | 666 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $10,828,000 | 4,445 |
| U.S. Government securities | $8,468,000 | 3,917 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $8,468,000 | 3,771 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $2,360,000 | 1,123 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $750,000 | 154 |
| Other domestic debt securities - All other | $1,610,000 | 1,053 |
| 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 | $8,468,000 | 3,051 |
| Mortgage-backed securities | $7,519,000 | 2,939 |
| Certificates of participation in pools of residential mortgages | $7,519,000 | 2,418 |
| Issued or guaranteed by U.S. | $7,519,000 | 2,416 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| 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) | $10,828,000 | 4,160 |
| Total debt securities | $10,828,000 | 4,418 |
| Structured notes | ||
| Amortized cost | $999,000 | 640 |
| Fair value | $949,000 | 662 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $11,251,000 | 4,440 |
| U.S. Government securities | $8,891,000 | 3,894 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $8,891,000 | 3,748 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $2,360,000 | 1,152 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $750,000 | 166 |
| Other domestic debt securities - All other | $1,610,000 | 1,081 |
| 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 | $8,891,000 | 3,048 |
| Mortgage-backed securities | $7,934,000 | 2,934 |
| Certificates of participation in pools of residential mortgages | $7,934,000 | 2,399 |
| Issued or guaranteed by U.S. | $7,934,000 | 2,397 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| 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) | $11,251,000 | 4,150 |
| Total debt securities | $11,251,000 | 4,416 |
| Structured notes | ||
| Amortized cost | $999,000 | 672 |
| Fair value | $957,000 | 687 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $11,592,000 | 4,462 |
| U.S. Government securities | $9,243,000 | 3,897 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $9,243,000 | 3,761 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $2,349,000 | 1,173 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $750,000 | 170 |
| Other domestic debt securities - All other | $1,599,000 | 1,106 |
| 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 | $9,243,000 | 3,020 |
| Mortgage-backed securities | $8,284,000 | 2,925 |
| Certificates of participation in pools of residential mortgages | $8,284,000 | 2,399 |
| Issued or guaranteed by U.S. | $8,284,000 | 2,398 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $11,592,000 | 4,168 |
| Total debt securities | $11,592,000 | 4,440 |
| Structured notes | ||
| Amortized cost | $999,000 | 718 |
| Fair value | $959,000 | 736 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $12,032,000 | 4,474 |
| U.S. Government securities | $9,447,000 | 3,906 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $9,447,000 | 3,767 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $2,585,000 | 1,169 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $750,000 | 168 |
| Other domestic debt securities - All other | $1,835,000 | 1,069 |
| 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 | $9,447,000 | 3,027 |
| Mortgage-backed securities | $8,505,000 | 2,940 |
| Certificates of participation in pools of residential mortgages | $8,505,000 | 2,413 |
| Issued or guaranteed by U.S. | $8,505,000 | 2,412 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $12,032,000 | 4,156 |
| Total debt securities | $12,032,000 | 4,454 |
| Structured notes | ||
| Amortized cost | $999,000 | 745 |
| Fair value | $942,000 | 767 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $11,205,000 | 4,559 |
| U.S. Government securities | $8,620,000 | 4,027 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,620,000 | 3,892 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $2,585,000 | 1,158 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $750,000 | 172 |
| Other domestic debt securities - All other | $1,835,000 | 1,064 |
| 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 | $8,620,000 | 3,139 |
| Mortgage-backed securities | $7,674,000 | 3,037 |
| Certificates of participation in pools of residential mortgages | $7,674,000 | 2,528 |
| Issued or guaranteed by U.S. | $7,674,000 | 2,525 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $11,205,000 | 4,233 |
| Total debt securities | $11,205,000 | 4,532 |
| Structured notes | ||
| Amortized cost | $999,000 | 734 |
| Fair value | $946,000 | 751 |
| 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 | $11,920,000 | 4,506 |
| U.S. Government securities | $9,360,000 | 3,933 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $9,360,000 | 3,810 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $2,560,000 | 1,165 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $750,000 | 175 |
| Other domestic debt securities - All other | $1,810,000 | 1,068 |
| 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 | $9,360,000 | 3,072 |
| Mortgage-backed securities | $8,361,000 | 2,963 |
| Certificates of participation in pools of residential mortgages | $8,361,000 | 2,471 |
| Issued or guaranteed by U.S. | $8,361,000 | 2,469 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $11,920,000 | 4,188 |
| Total debt securities | $11,920,000 | 4,484 |
| Structured notes | ||
| Amortized cost | $999,000 | 725 |
| Fair value | $999,000 | 703 |
| 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 | $12,167,000 | 4,571 |
| U.S. Government securities | $9,640,000 | 3,999 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $9,640,000 | 3,875 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $2,527,000 | 1,193 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $757,000 | 181 |
| Other domestic debt securities - All other | $1,770,000 | 1,088 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,640,000 | 3,085 |
| Mortgage-backed securities | $7,640,000 | 3,100 |
| Certificates of participation in pools of residential mortgages | $7,640,000 | 2,595 |
| Issued or guaranteed by U.S. | $7,640,000 | 2,591 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $12,167,000 | 4,238 |
| Total debt securities | $12,167,000 | 4,544 |
| Structured notes | ||
| Amortized cost | $1,988,000 | 589 |
| Fair value | $2,000,000 | 558 |
| 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 | $12,291,000 | 4,633 |
| U.S. Government securities | $9,840,000 | 4,072 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $9,840,000 | 3,952 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $2,451,000 | 1,220 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $746,000 | 179 |
| Other domestic debt securities - All other | $1,705,000 | 1,097 |
| 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 | $9,840,000 | 3,096 |
| Mortgage-backed securities | $7,842,000 | 3,088 |
| Certificates of participation in pools of residential mortgages | $7,842,000 | 2,589 |
| Issued or guaranteed by U.S. | $7,842,000 | 2,587 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $12,291,000 | 4,277 |
| Total debt securities | $12,290,000 | 4,612 |
| Structured notes | ||
| Amortized cost | $1,987,000 | 709 |
| Fair value | $1,998,000 | 658 |
| 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 | $12,483,000 | 4,664 |
| U.S. Government securities | $9,982,000 | 4,108 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,982,000 | 3,971 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $2,501,000 | 1,187 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $726,000 | 182 |
| Other domestic debt securities - All other | $1,775,000 | 1,073 |
| 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 | $9,983,000 | 3,110 |
| Mortgage-backed securities | $7,991,000 | 3,084 |
| Certificates of participation in pools of residential mortgages | $7,991,000 | 2,584 |
| Issued or guaranteed by U.S. | $7,991,000 | 2,581 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $12,483,000 | 4,311 |
| Total debt securities | $12,483,000 | 4,641 |
| Structured notes | ||
| Amortized cost | $1,987,000 | 815 |
| Fair value | $1,991,000 | 751 |
| 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 | $12,852,000 | 4,704 |
| U.S. Government securities | $10,329,000 | 4,141 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $10,329,000 | 4,014 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $2,523,000 | 1,194 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $730,000 | 179 |
| Other domestic debt securities - All other | $1,793,000 | 1,069 |
| 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 | $10,329,000 | 3,084 |
| Mortgage-backed securities | $8,342,000 | 3,079 |
| Certificates of participation in pools of residential mortgages | $8,342,000 | 2,571 |
| Issued or guaranteed by U.S. | $8,342,000 | 2,569 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $12,852,000 | 4,338 |
| Total debt securities | $12,852,000 | 4,680 |
| Structured notes | ||
| Amortized cost | $1,987,000 | 925 |
| Fair value | $1,987,000 | 900 |
| 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 | $14,299,000 | 4,659 |
| U.S. Government securities | $9,522,000 | 4,379 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $9,522,000 | 4,268 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $4,777,000 | 902 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $734,000 | 181 |
| Other domestic debt securities - All other | $4,043,000 | 739 |
| 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 | $9,523,000 | 3,233 |
| Mortgage-backed securities | $8,525,000 | 3,130 |
| Certificates of participation in pools of residential mortgages | $8,525,000 | 2,610 |
| Issued or guaranteed by U.S. | $8,525,000 | 2,606 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $14,299,000 | 4,293 |
| Total debt securities | $14,300,000 | 4,639 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,260 |
| Fair value | $997,000 | 1,320 |
| 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 | $14,808,000 | 4,675 |
| U.S. Government securities | $9,969,000 | 4,401 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $9,969,000 | 4,273 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $4,839,000 | 890 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $737,000 | 172 |
| Other domestic debt securities - All other | $4,102,000 | 721 |
| 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 | $9,969,000 | 3,208 |
| Mortgage-backed securities | $8,968,000 | 3,127 |
| Certificates of participation in pools of residential mortgages | $8,968,000 | 2,606 |
| Issued or guaranteed by U.S. | $8,968,000 | 2,603 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $14,808,000 | 4,307 |
| Total debt securities | $14,808,000 | 4,652 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,342 |
| Fair value | $1,001,000 | 1,371 |
| 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 | $14,968,000 | 4,719 |
| U.S. Government securities | $10,129,000 | 4,423 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $10,129,000 | 4,310 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $4,839,000 | 901 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $741,000 | 172 |
| Other domestic debt securities - All other | $4,098,000 | 730 |
| 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 | $10,129,000 | 3,193 |
| Mortgage-backed securities | $9,133,000 | 3,154 |
| Certificates of participation in pools of residential mortgages | $9,133,000 | 2,629 |
| Issued or guaranteed by U.S. | $9,133,000 | 2,625 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $14,968,000 | 4,336 |
| Total debt securities | $14,968,000 | 4,700 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,423 |
| Fair value | $996,000 | 1,496 |
| 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 | $15,151,000 | 4,789 |
| U.S. Government securities | $10,271,000 | 4,512 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $10,271,000 | 4,394 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $4,880,000 | 923 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $745,000 | 178 |
| Other domestic debt securities - All other | $4,135,000 | 729 |
| 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 | $10,271,000 | 3,214 |
| Mortgage-backed securities | $9,275,000 | 3,220 |
| Certificates of participation in pools of residential mortgages | $9,275,000 | 2,686 |
| Issued or guaranteed by U.S. | $9,275,000 | 2,684 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $15,151,000 | 4,401 |
| Total debt securities | $15,151,000 | 4,768 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,534 |
| Fair value | $996,000 | 1,579 |
| 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 | $15,327,000 | 4,845 |
| U.S. Government securities | $10,464,000 | 4,559 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $10,464,000 | 4,452 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $4,863,000 | 942 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $748,000 | 181 |
| Other domestic debt securities - All other | $4,115,000 | 752 |
| 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 | $10,464,000 | 3,196 |
| Mortgage-backed securities | $8,491,000 | 3,380 |
| Certificates of participation in pools of residential mortgages | $8,491,000 | 2,847 |
| Issued or guaranteed by U.S. | $8,491,000 | 2,847 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $15,327,000 | 4,445 |
| Total debt securities | $15,326,000 | 4,822 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,190 |
| Fair value | $1,973,000 | 1,239 |
| 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 | $15,330,000 | 4,891 |
| U.S. Government securities | $10,483,000 | 4,584 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $10,483,000 | 4,483 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $4,847,000 | 974 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $752,000 | 182 |
| Other domestic debt securities - All other | $4,095,000 | 789 |
| 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 | $10,483,000 | 3,213 |
| Mortgage-backed securities | $8,541,000 | 3,397 |
| Certificates of participation in pools of residential mortgages | $8,541,000 | 2,862 |
| Issued or guaranteed by U.S. | $8,541,000 | 2,862 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $15,330,000 | 4,495 |
| Total debt securities | $15,330,000 | 4,859 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,222 |
| Fair value | $1,942,000 | 1,270 |
| 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 | $15,833,000 | 4,849 |
| U.S. Government securities | $11,008,000 | 4,516 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,008,000 | 4,420 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $4,825,000 | 1,016 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $755,000 | 194 |
| Other domestic debt securities - All other | $4,070,000 | 813 |
| 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 | $11,008,000 | 3,148 |
| Mortgage-backed securities | $8,608,000 | 3,379 |
| Certificates of participation in pools of residential mortgages | $8,608,000 | 2,858 |
| Issued or guaranteed by U.S. | $8,608,000 | 2,857 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $15,833,000 | 4,464 |
| Total debt securities | $15,833,000 | 4,822 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,200 |
| Fair value | $1,899,000 | 1,258 |
| 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 | $14,986,000 | 4,986 |
| U.S. Government securities | $11,341,000 | 4,512 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,341,000 | 4,412 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $3,645,000 | 1,208 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $3,645,000 | 107 |
| 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 | $11,341,000 | 3,089 |
| Mortgage-backed securities | $8,908,000 | 3,353 |
| Certificates of participation in pools of residential mortgages | $8,908,000 | 2,801 |
| Issued or guaranteed by U.S. | $8,908,000 | 2,798 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $14,986,000 | 4,590 |
| Total debt securities | $14,986,000 | 4,955 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,174 |
| Fair value | $1,925,000 | 1,234 |
| 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 | $14,892,000 | 5,003 |
| U.S. Government securities | $10,443,000 | 4,594 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $10,443,000 | 4,493 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $4,449,000 | 1,116 |
| 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 | $4,449,000 | 98 |
| 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 | $10,443,000 | 3,188 |
| Mortgage-backed securities | $8,000,000 | 3,495 |
| Certificates of participation in pools of residential mortgages | $8,000,000 | 2,923 |
| Issued or guaranteed by U.S. | $8,000,000 | 2,921 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| 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) | $14,892,000 | 4,615 |
| Total debt securities | $14,892,000 | 4,971 |
| Structured notes | ||
| Amortized cost | $2,800,000 | 1,022 |
| Fair value | $2,730,000 | 1,027 |
| 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 | $14,089,000 | 5,096 |
| U.S. Government securities | $9,627,000 | 4,781 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $9,627,000 | 4,680 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $4,462,000 | 1,114 |
| 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 | $4,462,000 | 94 |
| 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 | $7,029,000 | 3,865 |
| Mortgage-backed securities | $9,107,000 | 3,385 |
| Certificates of participation in pools of residential mortgages | $9,107,000 | 2,780 |
| Issued or guaranteed by U.S. | $9,107,000 | 2,779 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $14,089,000 | 4,734 |
| Total debt securities | $14,089,000 | 5,064 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,809 |
| Fair value | $800,000 | 1,813 |
| 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 | $12,596,000 | 5,243 |
| U.S. Government securities | $8,137,000 | 4,993 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $8,137,000 | 4,894 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $4,459,000 | 1,084 |
| 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 | $4,459,000 | 89 |
| 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 | $6,025,000 | 4,060 |
| Mortgage-backed securities | $8,137,000 | 3,561 |
| Certificates of participation in pools of residential mortgages | $8,137,000 | 2,931 |
| Issued or guaranteed by U.S. | $8,137,000 | 2,929 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $12,596,000 | 4,861 |
| Total debt securities | $12,596,000 | 5,216 |
| Structured notes | ||
| Amortized cost | $3,344,000 | 972 |
| Fair value | $3,125,000 | 1,001 |
| 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 | $10,803,000 | 5,544 |
| U.S. Government securities | $6,399,000 | 5,433 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,399,000 | 5,319 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $4,404,000 | 1,130 |
| 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 | $4,404,000 | 87 |
| 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 | $6,399,000 | 4,019 |
| Mortgage-backed securities | $6,399,000 | 3,968 |
| Certificates of participation in pools of residential mortgages | $6,399,000 | 3,395 |
| Issued or guaranteed by U.S. | $6,399,000 | 3,395 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $10,803,000 | 5,157 |
| Total debt securities | $10,803,000 | 5,515 |
| Structured notes | ||
| Amortized cost | $3,346,000 | 1,015 |
| Fair value | $3,125,000 | 1,041 |
| 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 | $17,891,000 | 4,775 |
| U.S. Government securities | $11,986,000 | 4,590 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $11,986,000 | 4,497 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $5,905,000 | 978 |
| 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 | $5,905,000 | 68 |
| 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 | $10,910,000 | 3,210 |
| Mortgage-backed securities | $9,874,000 | 3,482 |
| Certificates of participation in pools of residential mortgages | $9,874,000 | 2,850 |
| Issued or guaranteed by U.S. | $9,874,000 | 2,850 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $17,891,000 | 4,402 |
| Total debt securities | $17,891,000 | 4,743 |
| Structured notes | ||
| Amortized cost | $2,906,000 | 1,290 |
| Fair value | $2,912,000 | 1,291 |
| 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 | $22,350,000 | 4,399 |
| U.S. Government securities | $16,440,000 | 4,109 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $16,440,000 | 4,017 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $5,910,000 | 970 |
| 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 | $5,910,000 | 70 |
| 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 | $10,957,000 | 3,224 |
| Mortgage-backed securities | $10,141,000 | 3,472 |
| Certificates of participation in pools of residential mortgages | $10,141,000 | 2,815 |
| Issued or guaranteed by U.S. | $10,141,000 | 2,813 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $22,350,000 | 4,052 |
| Total debt securities | $22,351,000 | 4,367 |
| Structured notes | ||
| Amortized cost | $4,906,000 | 1,074 |
| Fair value | $4,892,000 | 1,068 |
| 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 | $20,896,000 | 4,470 |
| U.S. Government securities | $15,060,000 | 4,194 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $15,060,000 | 4,106 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $5,836,000 | 963 |
| 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 | $5,836,000 | 68 |
| 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 | $12,949,000 | 2,817 |
| Mortgage-backed securities | $3,724,000 | 4,491 |
| Certificates of participation in pools of residential mortgages | $3,724,000 | 3,924 |
| Issued or guaranteed by U.S. | $3,724,000 | 3,918 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| 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) | $20,896,000 | 4,103 |
| Total debt securities | $20,896,000 | 4,442 |
| Structured notes | ||
| Amortized cost | $8,897,000 | 628 |
| Fair value | $8,920,000 | 629 |
| 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 | $14,762,000 | 5,094 |
| U.S. Government securities | $8,820,000 | 5,118 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $8,820,000 | 5,018 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $5,942,000 | 948 |
| 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 | $5,942,000 | 70 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,821,000 | 3,392 |
| Mortgage-backed securities | $1,292,000 | 5,111 |
| Certificates of participation in pools of residential mortgages | $1,292,000 | 4,685 |
| Issued or guaranteed by U.S. | $1,292,000 | 4,674 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| 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) | $14,762,000 | 4,682 |
| Total debt securities | $14,762,000 | 5,064 |
| Structured notes | ||
| Amortized cost | $6,290,000 | 866 |
| Fair value | $6,308,000 | 865 |
| 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 | $29,335,000 | 3,679 |
| U.S. Government securities | $23,360,000 | 3,321 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $23,360,000 | 3,222 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $5,975,000 | 920 |
| 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 | $5,975,000 | 78 |
| 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 | $19,193,000 | 2,224 |
| Mortgage-backed securities | $15,826,000 | 2,694 |
| Certificates of participation in pools of residential mortgages | $15,826,000 | 1,978 |
| Issued or guaranteed by U.S. | $15,826,000 | 1,976 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| 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) | $29,335,000 | 3,381 |
| Total debt securities | $29,335,000 | 3,648 |
| Structured notes | ||
| Amortized cost | $6,290,000 | 996 |
| Fair value | $6,316,000 | 995 |
| 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 | $36,864,000 | 3,146 |
| U.S. Government securities | $28,787,000 | 2,862 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $28,787,000 | 2,775 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $8,077,000 | 810 |
| 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 | $8,077,000 | 64 |
| 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 | $22,578,000 | 2,009 |
| Mortgage-backed securities | $23,796,000 | 2,077 |
| Certificates of participation in pools of residential mortgages | $23,796,000 | 1,436 |
| Issued or guaranteed by U.S. | $23,796,000 | 1,429 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| 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) | $36,864,000 | 2,871 |
| Total debt securities | $36,863,000 | 3,118 |
| Structured notes | ||
| Amortized cost | $2,794,000 | 1,764 |
| Fair value | $2,566,000 | 1,807 |
| 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 | $42,694,000 | 2,754 |
| U.S. Government securities | $33,797,000 | 2,420 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $33,797,000 | 2,339 |
| Securities issued by states & political subdivisions | $983,000 | 4,949 |
| Other domestic debt securities | $7,914,000 | 876 |
| 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 | $7,914,000 | 64 |
| 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 | $22,838,000 | 1,944 |
| Mortgage-backed securities | $20,677,000 | 2,185 |
| Certificates of participation in pools of residential mortgages | $20,645,000 | 1,516 |
| Issued or guaranteed by U.S. | $20,645,000 | 1,509 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $32,000 | 3,717 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,400 |
| 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) | $42,694,000 | 2,475 |
| Total debt securities | $42,693,000 | 2,726 |
| Structured notes | ||
| Amortized cost | $5,294,000 | 1,074 |
| Fair value | $5,086,000 | 1,096 |
| 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 | $40,205,000 | 2,853 |
| U.S. Government securities | $30,943,000 | 2,575 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $30,943,000 | 2,487 |
| Securities issued by states & political subdivisions | $1,026,000 | 4,845 |
| Other domestic debt securities | $8,236,000 | 882 |
| 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 | $8,236,000 | 59 |
| 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 | $26,176,000 | 1,771 |
| Mortgage-backed securities | $15,686,000 | 2,528 |
| Certificates of participation in pools of residential mortgages | $15,651,000 | 1,823 |
| Issued or guaranteed by U.S. | $15,651,000 | 1,817 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $35,000 | 3,709 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,387 |
| 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) | $40,205,000 | 2,574 |
| Total debt securities | $40,205,000 | 2,825 |
| Structured notes | ||
| Amortized cost | $6,294,000 | 931 |
| Fair value | $6,132,000 | 941 |
| 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 | $33,033,000 | 3,268 |
| U.S. Government securities | $23,829,000 | 3,113 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $23,829,000 | 3,024 |
| Securities issued by states & political subdivisions | $1,008,000 | 4,844 |
| Other domestic debt securities | $8,196,000 | 874 |
| 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 | $8,196,000 | 64 |
| 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 | $22,345,000 | 2,006 |
| Mortgage-backed securities | $11,040,000 | 3,011 |
| Certificates of participation in pools of residential mortgages | $11,003,000 | 2,298 |
| Issued or guaranteed by U.S. | $11,003,000 | 2,292 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $37,000 | 3,634 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 3,314 |
| 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) | $33,033,000 | 2,949 |
| Total debt securities | $33,033,000 | 3,233 |
| Structured notes | ||
| Amortized cost | $4,300,000 | 1,324 |
| Fair value | $4,096,000 | 1,355 |
| 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 | $28,327,000 | 3,622 |
| U.S. Government securities | $17,735,000 | 3,801 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $17,735,000 | 3,714 |
| Securities issued by states & political subdivisions | $1,006,000 | 4,847 |
| Other domestic debt securities | $9,586,000 | 842 |
| 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 | $8,986,000 | 62 |
| Other domestic debt securities - All other | $600,000 | 1,572 |
| 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 | $18,741,000 | 2,302 |
| Mortgage-backed securities | $11,707,000 | 2,994 |
| Certificates of participation in pools of residential mortgages | $11,665,000 | 2,309 |
| Issued or guaranteed by U.S. | $11,665,000 | 2,304 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $42,000 | 3,625 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 3,287 |
| 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) | $28,327,000 | 3,286 |
| Total debt securities | $28,327,000 | 3,594 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,523 |
| Fair value | $600,000 | 2,603 |
| 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 | $39,220,000 | 2,896 |
| U.S. Government securities | $29,866,000 | 2,689 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $29,866,000 | 2,619 |
| Securities issued by states & political subdivisions | $1,008,000 | 4,888 |
| Other domestic debt securities | $8,346,000 | 943 |
| 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 | $7,746,000 | 72 |
| Other domestic debt securities - All other | $600,000 | 1,617 |
| 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 | $22,350,000 | 2,072 |
| Mortgage-backed securities | $21,395,000 | 2,189 |
| Certificates of participation in pools of residential mortgages | $21,351,000 | 1,608 |
| Issued or guaranteed by U.S. | $21,351,000 | 1,601 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $44,000 | 3,636 |
| CMOs issued by government agencies or sponsored agencies | $44,000 | 3,284 |
| 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) | $39,220,000 | 2,577 |
| Total debt securities | $39,221,000 | 2,878 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,268 |
| Fair value | $600,000 | 2,355 |
| 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 | $32,832,000 | 3,287 |
| U.S. Government securities | $23,078,000 | 3,191 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $23,078,000 | 3,124 |
| Securities issued by states & political subdivisions | $1,406,000 | 4,677 |
| Other domestic debt securities | $8,348,000 | 993 |
| 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 | $7,548,000 | 85 |
| Other domestic debt securities - All other | $800,000 | 1,608 |
| 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 | $24,437,000 | 1,949 |
| Mortgage-backed securities | $22,571,000 | 2,165 |
| Certificates of participation in pools of residential mortgages | $22,524,000 | 1,591 |
| Issued or guaranteed by U.S. | $22,524,000 | 1,584 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $47,000 | 3,634 |
| CMOs issued by government agencies or sponsored agencies | $47,000 | 3,272 |
| 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) | $32,832,000 | 2,958 |
| Total debt securities | $32,832,000 | 3,252 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,831 |
| Fair value | $800,000 | 1,837 |
| 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 | $34,794,000 | 3,104 |
| U.S. Government securities | $28,120,000 | 2,759 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $28,120,000 | 2,695 |
| Securities issued by states & political subdivisions | $1,275,000 | 4,744 |
| Other domestic debt securities | $5,399,000 | 1,287 |
| 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 | $5,399,000 | 627 |
| 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 | $28,006,000 | 1,755 |
| Mortgage-backed securities | $27,618,000 | 1,900 |
| Certificates of participation in pools of residential mortgages | $27,568,000 | 1,383 |
| Issued or guaranteed by U.S. | $27,568,000 | 1,373 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $50,000 | 3,634 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 3,263 |
| 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) | $34,794,000 | 2,771 |
| Total debt securities | $34,795,000 | 3,074 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,370 |
| Fair value | $726,000 | 1,412 |
| 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 | $40,537,000 | 2,757 |
| U.S. Government securities | $30,751,000 | 2,618 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $30,751,000 | 2,561 |
| Securities issued by states & political subdivisions | $1,279,000 | 4,658 |
| Other domestic debt securities | $8,507,000 | 962 |
| 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 | $8,507,000 | 450 |
| 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 | $31,528,000 | 1,623 |
| Mortgage-backed securities | $30,236,000 | 1,801 |
| Certificates of participation in pools of residential mortgages | $30,181,000 | 1,321 |
| Issued or guaranteed by U.S. | $30,181,000 | 1,310 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $55,000 | 3,639 |
| CMOs issued by government agencies or sponsored agencies | $55,000 | 3,261 |
| 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) | $40,537,000 | 2,462 |
| Total debt securities | $40,537,000 | 2,731 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,117 |
| Fair value | $726,000 | 1,157 |
| 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 | $52,709,000 | 2,213 |
| U.S. Government securities | $42,029,000 | 1,985 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $42,029,000 | 1,948 |
| Securities issued by states & political subdivisions | $1,272,000 | 4,629 |
| Other domestic debt securities | $9,408,000 | 872 |
| 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 | $9,408,000 | 407 |
| 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 | $39,939,000 | 1,329 |
| Mortgage-backed securities | $33,030,000 | 1,630 |
| Certificates of participation in pools of residential mortgages | $32,973,000 | 1,194 |
| Issued or guaranteed by U.S. | $32,973,000 | 1,185 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $57,000 | 3,601 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 3,250 |
| 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) | $52,709,000 | 1,942 |
| Total debt securities | $52,708,000 | 2,185 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,169 |
| Fair value | $785,000 | 1,183 |
| 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 | $52,049,000 | 2,171 |
| U.S. Government securities | $39,978,000 | 2,023 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $39,978,000 | 1,979 |
| Securities issued by states & political subdivisions | $1,361,000 | 4,549 |
| Other domestic debt securities | $10,710,000 | 798 |
| 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 | $10,710,000 | 351 |
| 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 | $39,525,000 | 1,317 |
| Mortgage-backed securities | $31,343,000 | 1,633 |
| Certificates of participation in pools of residential mortgages | $31,284,000 | 1,190 |
| Issued or guaranteed by U.S. | $31,284,000 | 1,176 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $59,000 | 3,522 |
| CMOs issued by government agencies or sponsored agencies | $59,000 | 3,163 |
| 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) | $52,049,000 | 1,907 |
| Total debt securities | $52,049,000 | 2,145 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,144 |
| Fair value | $785,000 | 1,149 |
| 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 | $48,543,000 | 2,374 |
| U.S. Government securities | $34,929,000 | 2,313 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $34,929,000 | 2,264 |
| Securities issued by states & political subdivisions | $1,359,000 | 4,588 |
| Other domestic debt securities | $12,255,000 | 780 |
| 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 | $12,255,000 | 375 |
| 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 | $34,513,000 | 1,461 |
| Mortgage-backed securities | $26,421,000 | 1,831 |
| Certificates of participation in pools of residential mortgages | $26,360,000 | 1,354 |
| Issued or guaranteed by U.S. | $26,360,000 | 1,342 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $61,000 | 3,531 |
| CMOs issued by government agencies or sponsored agencies | $61,000 | 3,195 |
| 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) | $48,543,000 | 2,092 |
| Total debt securities | $48,542,000 | 2,327 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,193 |
| Fair value | $807,000 | 1,186 |
| 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 | $49,973,000 | 2,319 |
| U.S. Government securities | $36,560,000 | 2,230 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $36,560,000 | 2,188 |
| Securities issued by states & political subdivisions | $1,789,000 | 4,369 |
| Other domestic debt securities | $11,624,000 | 776 |
| 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 | $11,624,000 | 391 |
| 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 | $34,819,000 | 1,418 |
| Mortgage-backed securities | $24,622,000 | 1,860 |
| Certificates of participation in pools of residential mortgages | $24,545,000 | 1,372 |
| Issued or guaranteed by U.S. | $24,545,000 | 1,363 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $77,000 | 3,494 |
| CMOs issued by government agencies or sponsored agencies | $77,000 | 3,152 |
| 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) | $49,973,000 | 2,032 |
| Total debt securities | $49,975,000 | 2,264 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,302 |
| Fair value | $808,000 | 1,304 |
| 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 | $49,322,000 | 2,323 |
| U.S. Government securities | $35,493,000 | 2,292 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $35,493,000 | 2,242 |
| Securities issued by states & political subdivisions | $1,316,000 | 4,656 |
| Other domestic debt securities | $12,513,000 | 694 |
| 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 | $12,513,000 | 359 |
| 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 | $36,443,000 | 1,348 |
| Mortgage-backed securities | $20,793,000 | 1,870 |
| Certificates of participation in pools of residential mortgages | $20,715,000 | 1,370 |
| Issued or guaranteed by U.S. | $20,715,000 | 1,362 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $78,000 | 3,418 |
| CMOs issued by government agencies or sponsored agencies | $78,000 | 3,095 |
| 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) | $49,322,000 | 2,024 |
| Total debt securities | $49,321,000 | 2,272 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,377 |
| Fair value | $1,309,000 | 1,376 |
| 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 | $48,137,000 | 2,367 |
| U.S. Government securities | $37,212,000 | 2,207 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $37,212,000 | 2,159 |
| Securities issued by states & political subdivisions | $1,321,000 | 4,652 |
| Other domestic debt securities | $9,604,000 | 765 |
| 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 | $9,604,000 | 429 |
| 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 | $27,717,000 | 1,679 |
| Mortgage-backed securities | $21,235,000 | 1,723 |
| Certificates of participation in pools of residential mortgages | $21,152,000 | 1,259 |
| Issued or guaranteed by U.S. | $21,152,000 | 1,250 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $83,000 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $83,000 | 3,045 |
| 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) | $48,137,000 | 2,050 |
| Total debt securities | $48,137,000 | 2,322 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,572 |
| Fair value | $1,300,000 | 1,574 |
| 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 | $37,920,000 | 2,887 |
| U.S. Government securities | $29,553,000 | 2,713 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $29,553,000 | 2,651 |
| Securities issued by states & political subdivisions | $874,000 | 5,014 |
| Other domestic debt securities | $7,493,000 | 848 |
| 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 | $7,493,000 | 485 |
| 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 | $20,974,000 | 2,101 |
| Mortgage-backed securities | $19,226,000 | 1,806 |
| Certificates of participation in pools of residential mortgages | $19,134,000 | 1,341 |
| Issued or guaranteed by U.S. | $19,134,000 | 1,333 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $92,000 | 3,335 |
| CMOs issued by government agencies or sponsored agencies | $92,000 | 3,018 |
| 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) | $37,920,000 | 2,522 |
| Total debt securities | $37,930,000 | 2,847 |
| Structured notes | ||
| Amortized cost | $1,792,000 | 1,441 |
| Fair value | $1,800,000 | 1,431 |
| 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 | $47,217,000 | 2,420 |
| U.S. Government securities | $37,578,000 | 2,232 |
| U.S. Treasury securities | $15,987,000 | 188 |
| U.S. Government agency obligations | $21,591,000 | 3,386 |
| Securities issued by states & political subdivisions | $895,000 | 5,042 |
| Other domestic debt securities | $8,744,000 | 787 |
| 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 | $8,744,000 | 451 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,997,000 | 2,029 |
| Mortgage-backed securities | $13,678,000 | 2,227 |
| Certificates of participation in pools of residential mortgages | $13,576,000 | 1,706 |
| Issued or guaranteed by U.S. | $13,576,000 | 1,701 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $102,000 | 3,302 |
| CMOs issued by government agencies or sponsored agencies | $102,000 | 3,005 |
| 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) | $47,217,000 | 2,099 |
| Total debt securities | $47,217,000 | 2,368 |
| Structured notes | ||
| Amortized cost | $1,792,000 | 1,511 |
| Fair value | $1,796,000 | 1,499 |
| 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 | $33,802,000 | 3,183 |
| U.S. Government securities | $21,366,000 | 3,553 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $21,366,000 | 3,455 |
| Securities issued by states & political subdivisions | $893,000 | 5,076 |
| Other domestic debt securities | $11,543,000 | 650 |
| 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 | $11,543,000 | 369 |
| 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 | $25,619,000 | 1,802 |
| Mortgage-backed securities | $13,169,000 | 2,283 |
| Certificates of participation in pools of residential mortgages | $13,059,000 | 1,772 |
| Issued or guaranteed by U.S. | $13,059,000 | 1,762 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $110,000 | 3,289 |
| CMOs issued by government agencies or sponsored agencies | $110,000 | 2,998 |
| 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) | $33,802,000 | 2,766 |
| Total debt securities | $33,802,000 | 3,149 |
| Structured notes | ||
| Amortized cost | $1,971,000 | 1,549 |
| Fair value | $1,777,000 | 1,605 |
| 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 | $29,279,000 | 3,556 |
| U.S. Government securities | $20,599,000 | 3,684 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $20,599,000 | 3,580 |
| Securities issued by states & political subdivisions | $894,000 | 5,110 |
| Other domestic debt securities | $7,786,000 | 816 |
| 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 | $7,786,000 | 490 |
| 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 | $26,298,000 | 1,729 |
| Mortgage-backed securities | $12,446,000 | 2,356 |
| Certificates of participation in pools of residential mortgages | $12,321,000 | 1,844 |
| Issued or guaranteed by U.S. | $12,321,000 | 1,832 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $125,000 | 3,246 |
| CMOs issued by government agencies or sponsored agencies | $125,000 | 2,955 |
| 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) | $29,279,000 | 3,090 |
| Total debt securities | $29,279,000 | 3,505 |
| Structured notes | ||
| Amortized cost | $1,791,000 | 1,694 |
| Fair value | $1,767,000 | 1,691 |
| 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 | $26,549,000 | 3,797 |
| U.S. Government securities | $18,380,000 | 3,997 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $18,380,000 | 3,874 |
| Securities issued by states & political subdivisions | $374,000 | 5,691 |
| Other domestic debt securities | $7,795,000 | 819 |
| 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 | $7,795,000 | 506 |
| 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 | $16,869,000 | 2,458 |
| Mortgage-backed securities | $10,303,000 | 2,584 |
| Certificates of participation in pools of residential mortgages | $10,155,000 | 2,089 |
| Issued or guaranteed by U.S. | $10,155,000 | 2,078 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $148,000 | 3,218 |
| CMOs issued by government agencies or sponsored agencies | $148,000 | 2,910 |
| 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) | $26,549,000 | 3,312 |
| Total debt securities | $26,550,000 | 3,737 |
| Structured notes | ||
| Amortized cost | $1,791,000 | 1,747 |
| Fair value | $1,761,000 | 1,739 |
| 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 | $22,615,000 | 4,294 |
| U.S. Government securities | $17,024,000 | 4,227 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $17,024,000 | 4,092 |
| Securities issued by states & political subdivisions | $376,000 | 5,725 |
| Other domestic debt securities | $5,215,000 | 1,034 |
| 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 | $5,215,000 | 676 |
| 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 | $15,410,000 | 2,636 |
| Mortgage-backed securities | $9,381,000 | 2,752 |
| Certificates of participation in pools of residential mortgages | $9,203,000 | 2,266 |
| Issued or guaranteed by U.S. | $9,203,000 | 2,256 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $178,000 | 3,197 |
| CMOs issued by government agencies or sponsored agencies | $178,000 | 2,891 |
| 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) | $22,615,000 | 3,710 |
| Total debt securities | $22,618,000 | 4,233 |
| Structured notes | ||
| Amortized cost | $1,291,000 | 1,996 |
| Fair value | $1,274,000 | 1,993 |
| 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 | $21,465,000 | 4,434 |
| U.S. Government securities | $15,869,000 | 4,408 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $15,869,000 | 4,268 |
| Securities issued by states & political subdivisions | $376,000 | 5,741 |
| Other domestic debt securities | $5,220,000 | 1,043 |
| 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 | $5,220,000 | 701 |
| 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 | $14,762,000 | 2,667 |
| Mortgage-backed securities | $8,704,000 | 2,899 |
| Certificates of participation in pools of residential mortgages | $8,501,000 | 2,374 |
| Issued or guaranteed by U.S. | $8,501,000 | 2,365 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $203,000 | 3,172 |
| CMOs issued by government agencies or sponsored agencies | $203,000 | 2,877 |
| 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) | $21,465,000 | 3,831 |
| Total debt securities | $21,465,000 | 4,368 |
| Structured notes | ||
| Amortized cost | $1,291,000 | 1,987 |
| Fair value | $1,289,000 | 1,975 |
| 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 | $19,997,000 | 4,616 |
| U.S. Government securities | $14,386,000 | 4,620 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $14,386,000 | 4,481 |
| Securities issued by states & political subdivisions | $380,000 | 5,763 |
| Other domestic debt securities | $5,231,000 | 1,056 |
| 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 | $5,231,000 | 716 |
| 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 | $15,216,000 | 2,591 |
| Mortgage-backed securities | $8,144,000 | 3,009 |
| Certificates of participation in pools of residential mortgages | $7,879,000 | 2,509 |
| Issued or guaranteed by U.S. | $7,879,000 | 2,498 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $265,000 | 3,108 |
| CMOs issued by government agencies or sponsored agencies | $265,000 | 2,812 |
| 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) | $19,997,000 | 3,993 |
| Total debt securities | $19,997,000 | 4,556 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,377 |
| Fair value | $800,000 | 2,375 |
| 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 | $17,349,000 | 5,047 |
| U.S. Government securities | $12,236,000 | 5,089 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $12,236,000 | 4,949 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $5,113,000 | 1,078 |
| 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 | $5,113,000 | 741 |
| 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 | $15,660,000 | 2,519 |
| Mortgage-backed securities | $6,481,000 | 3,441 |
| Certificates of participation in pools of residential mortgages | $6,124,000 | 2,934 |
| Issued or guaranteed by U.S. | $6,124,000 | 2,921 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $357,000 | 3,059 |
| CMOs issued by government agencies or sponsored agencies | $357,000 | 2,776 |
| 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) | $17,349,000 | 4,401 |
| Total debt securities | $17,349,000 | 4,997 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,366 |
| Fair value | $791,000 | 2,390 |
| 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 | $15,614,000 | 5,364 |
| U.S. Government securities | $11,957,000 | 5,228 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,957,000 | 5,077 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $3,425,000 | 1,361 |
| 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 | $3,425,000 | 1,000 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $232,000 | 1,669 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,062,000 | 2,711 |
| Mortgage-backed securities | $6,729,000 | 3,486 |
| Certificates of participation in pools of residential mortgages | $6,269,000 | 2,975 |
| Issued or guaranteed by U.S. | $6,269,000 | 2,964 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $460,000 | 3,020 |
| CMOs issued by government agencies or sponsored agencies | $460,000 | 2,749 |
| 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) | $15,614,000 | 4,703 |
| Total debt securities | $15,381,000 | 5,342 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,353 |
| Fair value | $791,000 | 2,358 |
| 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 | $20,306,000 | 4,688 |
| U.S. Government securities | $16,870,000 | 4,307 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $16,870,000 | 4,172 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $3,436,000 | 1,390 |
| 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 | $3,436,000 | 1,028 |
| 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 | $19,806,000 | 2,080 |
| Mortgage-backed securities | $7,404,000 | 3,380 |
| Certificates of participation in pools of residential mortgages | $6,836,000 | 2,875 |
| Issued or guaranteed by U.S. | $6,836,000 | 2,866 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $568,000 | 2,933 |
| CMOs issued by government agencies or sponsored agencies | $568,000 | 2,672 |
| 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) | $20,306,000 | 4,064 |
| Total debt securities | $20,305,000 | 4,622 |
| Structured notes | ||
| Amortized cost | $2,300,000 | 1,399 |
| Fair value | $2,274,000 | 1,401 |
| 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 | $19,069,000 | 4,829 |
| U.S. Government securities | $15,633,000 | 4,487 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $15,633,000 | 4,344 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $3,436,000 | 1,397 |
| 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 | $3,436,000 | 1,071 |
| 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 | $12,091,000 | 2,932 |
| Mortgage-backed securities | $8,143,000 | 3,258 |
| Certificates of participation in pools of residential mortgages | $7,462,000 | 2,786 |
| Issued or guaranteed by U.S. | $7,462,000 | 2,779 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $681,000 | 2,881 |
| CMOs issued by government agencies or sponsored agencies | $681,000 | 2,631 |
| 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) | $19,069,000 | 4,198 |
| Total debt securities | $19,070,000 | 4,771 |
| Structured notes | ||
| Amortized cost | $3,800,000 | 1,060 |
| Fair value | $3,771,000 | 1,065 |
| 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 | $29,527,000 | 3,696 |
| U.S. Government securities | $25,611,000 | 3,261 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $25,611,000 | 3,143 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $3,916,000 | 1,353 |
| 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 | $3,916,000 | 1,033 |
| 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 | $12,677,000 | 2,834 |
| Mortgage-backed securities | $8,814,000 | 3,164 |
| Certificates of participation in pools of residential mortgages | $8,088,000 | 2,703 |
| Issued or guaranteed by U.S. | $8,088,000 | 2,695 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $726,000 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $726,000 | 2,652 |
| 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) | $29,527,000 | 3,193 |
| Total debt securities | $29,525,000 | 3,630 |
| Structured notes | ||
| Amortized cost | $6,300,000 | 659 |
| Fair value | $6,110,000 | 664 |
| 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 | $27,564,000 | 3,898 |
| U.S. Government securities | $23,615,000 | 3,419 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $23,615,000 | 3,302 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $3,949,000 | 1,437 |
| 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 | $3,949,000 | 1,112 |
| 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 | $3,224,000 | 5,230 |
| Mortgage-backed securities | $8,638,000 | 3,255 |
| Certificates of participation in pools of residential mortgages | $8,360,000 | 2,676 |
| Issued or guaranteed by U.S. | $8,360,000 | 2,666 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $278,000 | 3,374 |
| CMOs issued by government agencies or sponsored agencies | $278,000 | 3,085 |
| 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) | $27,564,000 | 3,368 |
| Total debt securities | $27,563,000 | 3,820 |
| Structured notes | ||
| Amortized cost | $5,800,000 | 621 |
| Fair value | $5,801,000 | 621 |
| 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 | $12,247,000 | 6,164 |
| U.S. Government securities | $8,317,000 | 6,224 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,317,000 | 6,051 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $3,930,000 | 1,459 |
| 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 | $3,930,000 | 1,206 |
| 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 | $3,879,000 | 4,911 |
| Mortgage-backed securities | $8,317,000 | 3,288 |
| Certificates of participation in pools of residential mortgages | $7,994,000 | 2,754 |
| Issued or guaranteed by U.S. | $7,994,000 | 2,738 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $323,000 | 3,367 |
| CMOs issued by government agencies or sponsored agencies | $323,000 | 3,202 |
| 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) | $12,247,000 | 5,432 |
| Total debt securities | $12,249,000 | 6,078 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,896 |
| Fair value | $800,000 | 1,906 |
| 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 | $7,564,000 | 7,108 |
| U.S. Government securities | $4,154,000 | 7,396 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,154,000 | 7,211 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $3,410,000 | 1,654 |
| 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 | $3,410,000 | 1,383 |
| 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 | $4,168,000 | 4,761 |
| Mortgage-backed securities | $4,154,000 | 4,309 |
| Certificates of participation in pools of residential mortgages | $3,751,000 | 3,831 |
| Issued or guaranteed by U.S. | $3,751,000 | 3,818 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $403,000 | 3,353 |
| CMOs issued by government agencies or sponsored agencies | $403,000 | 3,187 |
| 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) | $7,564,000 | 6,311 |
| Total debt securities | $7,564,000 | 7,010 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,633 |
| Fair value | $800,000 | 1,638 |
| 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 | $6,111,000 | 7,462 |
| U.S. Government securities | $2,992,000 | 7,849 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,992,000 | 7,672 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $3,119,000 | 1,818 |
| 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 | $3,119,000 | 1,538 |
| 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 | $2,992,000 | 4,837 |
| Certificates of participation in pools of residential mortgages | $2,499,000 | 4,390 |
| Issued or guaranteed by U.S. | $2,499,000 | 4,372 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $493,000 | 3,471 |
| CMOs issued by government agencies or sponsored agencies | $493,000 | 3,306 |
| 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) | $6,111,000 | 6,642 |
| Total debt securities | $6,111,000 | 7,369 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $4,397,000 | 7,989 |
| U.S. Government securities | $2,797,000 | 7,973 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,797,000 | 7,790 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $1,600,000 | 2,379 |
| 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 | $1,600,000 | 2,078 |
| 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 | $2,797,000 | 4,968 |
| Certificates of participation in pools of residential mortgages | $2,296,000 | 4,514 |
| Issued or guaranteed by U.S. | $2,296,000 | 4,497 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $501,000 | 3,556 |
| CMOs issued by government agencies or sponsored agencies | $501,000 | 3,389 |
| 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) | $4,397,000 | 7,132 |
| Total debt securities | $4,397,000 | 7,905 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $2,521,000 | 8,550 |
| U.S. Government securities | $1,421,000 | 8,545 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,421,000 | 8,386 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $1,100,000 | 2,706 |
| 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 | $1,100,000 | 2,368 |
| 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 | $1,421,000 | 5,651 |
| Certificates of participation in pools of residential mortgages | $1,421,000 | 5,027 |
| Issued or guaranteed by U.S. | $1,421,000 | 5,009 |
| 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) | $2,521,000 | 7,666 |
| Total debt securities | $2,522,000 | 8,461 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |