Home > Avon Co-operative Bank > Securities
Avon Co-operative Bank, Securities
| 2017-09-30 | Rank | |
| Total securities | $15,060,000 | 4,143 |
| U.S. Government securities | $7,367,000 | 4,104 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $7,367,000 | 3,961 |
| Securities issued by states & political subdivisions | $7,693,000 | 2,996 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $7,367,000 | 2,997 |
| Certificates of participation in pools of residential mortgages | $6,307,000 | 2,625 |
| Issued or guaranteed by U.S. | $6,307,000 | 2,624 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,060,000 | 2,388 |
| CMOs issued by government agencies or sponsored agencies | $1,060,000 | 2,329 |
| 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) | $15,060,000 | 3,844 |
| Total debt securities | $15,061,000 | 4,118 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $15,606,000 | 4,143 |
| U.S. Government securities | $7,902,000 | 4,081 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $7,902,000 | 3,948 |
| Securities issued by states & political subdivisions | $7,704,000 | 3,042 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $7,902,000 | 2,967 |
| Certificates of participation in pools of residential mortgages | $6,745,000 | 2,607 |
| Issued or guaranteed by U.S. | $6,745,000 | 2,606 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,157,000 | 2,388 |
| CMOs issued by government agencies or sponsored agencies | $1,157,000 | 2,321 |
| 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) | $15,606,000 | 3,842 |
| Total debt securities | $15,606,000 | 4,118 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $15,898,000 | 4,158 |
| U.S. Government securities | $8,417,000 | 4,060 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $8,417,000 | 3,918 |
| Securities issued by states & political subdivisions | $7,481,000 | 3,105 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $8,417,000 | 2,947 |
| Certificates of participation in pools of residential mortgages | $7,162,000 | 2,589 |
| Issued or guaranteed by U.S. | $7,162,000 | 2,589 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,255,000 | 2,390 |
| CMOs issued by government agencies or sponsored agencies | $1,255,000 | 2,320 |
| 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) | $15,898,000 | 3,854 |
| Total debt securities | $15,897,000 | 4,134 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $16,260,000 | 4,137 |
| U.S. Government securities | $8,785,000 | 4,008 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,785,000 | 3,870 |
| Securities issued by states & political subdivisions | $7,475,000 | 3,132 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $8,785,000 | 2,901 |
| Certificates of participation in pools of residential mortgages | $7,467,000 | 2,554 |
| Issued or guaranteed by U.S. | $7,467,000 | 2,551 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,318,000 | 2,379 |
| CMOs issued by government agencies or sponsored agencies | $1,318,000 | 2,305 |
| 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) | $16,260,000 | 3,821 |
| Total debt securities | $16,258,000 | 4,111 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $14,112,000 | 4,322 |
| U.S. Government securities | $5,604,000 | 4,522 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $5,604,000 | 4,401 |
| Securities issued by states & political subdivisions | $8,508,000 | 2,988 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $5,604,000 | 3,367 |
| Certificates of participation in pools of residential mortgages | $4,211,000 | 3,152 |
| Issued or guaranteed by U.S. | $4,211,000 | 3,151 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,393,000 | 2,370 |
| CMOs issued by government agencies or sponsored agencies | $1,393,000 | 2,299 |
| 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) | $14,112,000 | 4,004 |
| Total debt securities | $14,112,000 | 4,299 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $13,087,000 | 4,483 |
| U.S. Government securities | $4,270,000 | 4,816 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,270,000 | 4,689 |
| Securities issued by states & political subdivisions | $8,817,000 | 2,954 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $4,270,000 | 3,614 |
| Certificates of participation in pools of residential mortgages | $2,797,000 | 3,504 |
| Issued or guaranteed by U.S. | $2,797,000 | 3,498 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,473,000 | 2,364 |
| CMOs issued by government agencies or sponsored agencies | $1,473,000 | 2,294 |
| 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) | $13,087,000 | 4,158 |
| Total debt securities | $13,087,000 | 4,460 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $13,538,000 | 4,510 |
| U.S. Government securities | $4,561,000 | 4,860 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $4,561,000 | 4,751 |
| Securities issued by states & political subdivisions | $8,977,000 | 2,930 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $4,470,000 | 3,592 |
| Certificates of participation in pools of residential mortgages | $2,923,000 | 3,507 |
| Issued or guaranteed by U.S. | $2,923,000 | 3,504 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,547,000 | 2,364 |
| CMOs issued by government agencies or sponsored agencies | $1,547,000 | 2,293 |
| 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) | $13,538,000 | 4,173 |
| Total debt securities | $13,538,000 | 4,488 |
| Structured notes | ||
| Amortized cost | $91,000 | 1,436 |
| Fair value | $91,000 | 1,436 |
| 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 | $13,976,000 | 4,522 |
| U.S. Government securities | $5,530,000 | 4,753 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,530,000 | 4,638 |
| Securities issued by states & political subdivisions | $8,446,000 | 3,017 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $5,258,000 | 3,456 |
| Certificates of participation in pools of residential mortgages | $3,655,000 | 3,343 |
| Issued or guaranteed by U.S. | $3,655,000 | 3,340 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,603,000 | 2,364 |
| CMOs issued by government agencies or sponsored agencies | $1,603,000 | 2,294 |
| 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) | $13,976,000 | 4,175 |
| Total debt securities | $13,976,000 | 4,500 |
| Structured notes | ||
| Amortized cost | $273,000 | 1,465 |
| Fair value | $272,000 | 1,463 |
| 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 | $14,141,000 | 4,600 |
| U.S. Government securities | $5,802,000 | 4,816 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $5,802,000 | 4,702 |
| Securities issued by states & political subdivisions | $8,339,000 | 3,058 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $5,529,000 | 3,462 |
| Certificates of participation in pools of residential mortgages | $3,846,000 | 3,337 |
| Issued or guaranteed by U.S. | $3,846,000 | 3,333 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,683,000 | 2,360 |
| CMOs issued by government agencies or sponsored agencies | $1,683,000 | 2,289 |
| 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) | $14,141,000 | 4,240 |
| Total debt securities | $14,141,000 | 4,577 |
| Structured notes | ||
| Amortized cost | $273,000 | 1,645 |
| Fair value | $273,000 | 1,646 |
| 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 | $14,610,000 | 4,631 |
| U.S. Government securities | $6,311,000 | 4,854 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $6,311,000 | 4,744 |
| Securities issued by states & political subdivisions | $8,299,000 | 3,076 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $5,816,000 | 3,498 |
| Certificates of participation in pools of residential mortgages | $4,022,000 | 3,380 |
| Issued or guaranteed by U.S. | $4,022,000 | 3,377 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,794,000 | 2,385 |
| CMOs issued by government agencies or sponsored agencies | $1,794,000 | 2,308 |
| 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) | $14,610,000 | 4,271 |
| Total debt securities | $14,610,000 | 4,611 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,671 |
| Fair value | $495,000 | 1,633 |
| 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 | $14,187,000 | 4,728 |
| U.S. Government securities | $6,597,000 | 4,883 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $6,597,000 | 4,780 |
| Securities issued by states & political subdivisions | $7,590,000 | 3,166 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $6,097,000 | 3,516 |
| Certificates of participation in pools of residential mortgages | $4,231,000 | 3,403 |
| Issued or guaranteed by U.S. | $4,231,000 | 3,401 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,866,000 | 2,405 |
| CMOs issued by government agencies or sponsored agencies | $1,866,000 | 2,327 |
| 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) | $14,187,000 | 4,360 |
| Total debt securities | $14,186,000 | 4,707 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,779 |
| Fair value | $500,000 | 1,700 |
| 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 | $13,162,000 | 4,892 |
| U.S. Government securities | $5,749,000 | 5,095 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $5,749,000 | 4,983 |
| Securities issued by states & political subdivisions | $7,413,000 | 3,227 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $5,269,000 | 3,718 |
| Certificates of participation in pools of residential mortgages | $5,269,000 | 3,224 |
| Issued or guaranteed by U.S. | $5,269,000 | 3,220 |
| 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) | $13,162,000 | 4,510 |
| Total debt securities | $13,161,000 | 4,869 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,864 |
| Fair value | $480,000 | 1,897 |
| 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 | $13,305,000 | 4,976 |
| U.S. Government securities | $5,914,000 | 5,159 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,914,000 | 5,043 |
| Securities issued by states & political subdivisions | $7,391,000 | 3,262 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $5,444,000 | 3,769 |
| Certificates of participation in pools of residential mortgages | $5,444,000 | 3,276 |
| Issued or guaranteed by U.S. | $5,444,000 | 3,273 |
| 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) | $13,305,000 | 4,585 |
| Total debt securities | $13,306,000 | 4,951 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,976 |
| Fair value | $470,000 | 2,006 |
| 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 | $12,759,000 | 5,108 |
| U.S. Government securities | $6,368,000 | 5,160 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $6,368,000 | 5,038 |
| Securities issued by states & political subdivisions | $6,391,000 | 3,466 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $5,901,000 | 3,754 |
| Certificates of participation in pools of residential mortgages | $5,901,000 | 3,251 |
| Issued or guaranteed by U.S. | $5,901,000 | 3,250 |
| 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) | $12,759,000 | 4,700 |
| Total debt securities | $12,760,000 | 5,085 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,019 |
| Fair value | $467,000 | 2,047 |
| 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 | $14,621,000 | 4,969 |
| U.S. Government securities | $8,257,000 | 4,890 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,257,000 | 4,787 |
| Securities issued by states & political subdivisions | $6,364,000 | 3,499 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $7,796,000 | 3,503 |
| Certificates of participation in pools of residential mortgages | $7,796,000 | 2,983 |
| Issued or guaranteed by U.S. | $7,796,000 | 2,983 |
| 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) | $14,621,000 | 4,573 |
| Total debt securities | $14,621,000 | 4,943 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,067 |
| Fair value | $461,000 | 2,093 |
| 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 | $14,793,000 | 4,963 |
| U.S. Government securities | $8,464,000 | 4,852 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,464,000 | 4,758 |
| Securities issued by states & political subdivisions | $6,329,000 | 3,504 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $8,012,000 | 3,462 |
| Certificates of participation in pools of residential mortgages | $8,012,000 | 2,941 |
| Issued or guaranteed by U.S. | $8,012,000 | 2,939 |
| 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) | $14,793,000 | 4,564 |
| Total debt securities | $14,794,000 | 4,937 |
| Structured notes | ||
| Amortized cost | $497,000 | 2,071 |
| Fair value | $452,000 | 2,093 |
| 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 | $16,405,000 | 4,854 |
| U.S. Government securities | $9,710,000 | 4,717 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,710,000 | 4,618 |
| Securities issued by states & political subdivisions | $6,695,000 | 3,451 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $8,753,000 | 3,375 |
| Certificates of participation in pools of residential mortgages | $8,753,000 | 2,834 |
| Issued or guaranteed by U.S. | $8,753,000 | 2,831 |
| 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) | $16,405,000 | 4,464 |
| Total debt securities | $16,403,000 | 4,816 |
| Structured notes | ||
| Amortized cost | $497,000 | 2,070 |
| Fair value | $459,000 | 2,072 |
| 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 | $17,199,000 | 4,764 |
| U.S. Government securities | $10,857,000 | 4,537 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $10,857,000 | 4,431 |
| Securities issued by states & political subdivisions | $6,342,000 | 3,505 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $10,378,000 | 3,185 |
| Certificates of participation in pools of residential mortgages | $10,378,000 | 2,596 |
| Issued or guaranteed by U.S. | $10,378,000 | 2,594 |
| 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) | $17,199,000 | 4,394 |
| Total debt securities | $17,200,000 | 4,729 |
| Structured notes | ||
| Amortized cost | $497,000 | 2,064 |
| Fair value | $479,000 | 2,044 |
| 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 | $17,849,000 | 4,720 |
| U.S. Government securities | $11,384,000 | 4,519 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $11,384,000 | 4,417 |
| Securities issued by states & political subdivisions | $6,465,000 | 3,467 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $11,384,000 | 3,130 |
| Certificates of participation in pools of residential mortgages | $11,384,000 | 2,493 |
| Issued or guaranteed by U.S. | $11,384,000 | 2,492 |
| 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) | $17,849,000 | 4,355 |
| Total debt securities | $17,847,000 | 4,689 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $18,854,000 | 4,587 |
| U.S. Government securities | $12,338,000 | 4,363 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $12,338,000 | 4,258 |
| Securities issued by states & political subdivisions | $6,516,000 | 3,436 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $12,338,000 | 3,052 |
| Certificates of participation in pools of residential mortgages | $12,338,000 | 2,392 |
| Issued or guaranteed by U.S. | $12,338,000 | 2,390 |
| 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) | $18,854,000 | 4,233 |
| Total debt securities | $18,854,000 | 4,556 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $19,728,000 | 4,569 |
| U.S. Government securities | $13,196,000 | 4,349 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $13,196,000 | 4,253 |
| Securities issued by states & political subdivisions | $6,532,000 | 3,412 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $13,196,000 | 3,096 |
| Certificates of participation in pools of residential mortgages | $13,196,000 | 2,427 |
| Issued or guaranteed by U.S. | $13,196,000 | 2,425 |
| 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) | $19,728,000 | 4,217 |
| Total debt securities | $19,728,000 | 4,539 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $20,679,000 | 4,520 |
| U.S. Government securities | $14,152,000 | 4,267 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $14,152,000 | 4,177 |
| Securities issued by states & political subdivisions | $6,527,000 | 3,359 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $14,152,000 | 3,028 |
| Certificates of participation in pools of residential mortgages | $14,152,000 | 2,369 |
| Issued or guaranteed by U.S. | $14,152,000 | 2,368 |
| 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) | $20,679,000 | 4,174 |
| Total debt securities | $20,679,000 | 4,492 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $21,386,000 | 4,484 |
| U.S. Government securities | $14,907,000 | 4,286 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $14,907,000 | 4,187 |
| Securities issued by states & political subdivisions | $6,479,000 | 3,275 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $14,907,000 | 2,964 |
| Certificates of participation in pools of residential mortgages | $14,907,000 | 2,288 |
| Issued or guaranteed by U.S. | $14,907,000 | 2,285 |
| 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) | $21,386,000 | 4,133 |
| Total debt securities | $21,386,000 | 4,460 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $20,965,000 | 4,465 |
| U.S. Government securities | $14,424,000 | 4,282 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $14,424,000 | 4,191 |
| Securities issued by states & political subdivisions | $6,541,000 | 3,221 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $14,424,000 | 2,932 |
| Certificates of participation in pools of residential mortgages | $14,424,000 | 2,229 |
| Issued or guaranteed by U.S. | $14,424,000 | 2,224 |
| 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) | $20,965,000 | 4,098 |
| Total debt securities | $20,965,000 | 4,436 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $19,694,000 | 4,538 |
| U.S. Government securities | $13,556,000 | 4,368 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $13,556,000 | 4,272 |
| Securities issued by states & political subdivisions | $6,138,000 | 3,256 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $13,556,000 | 2,950 |
| Certificates of participation in pools of residential mortgages | $13,556,000 | 2,255 |
| Issued or guaranteed by U.S. | $13,556,000 | 2,249 |
| 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) | $19,694,000 | 4,168 |
| Total debt securities | $19,694,000 | 4,504 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $21,648,000 | 4,389 |
| U.S. Government securities | $13,972,000 | 4,416 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $13,972,000 | 4,302 |
| Securities issued by states & political subdivisions | $7,676,000 | 2,886 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $13,972,000 | 2,868 |
| Certificates of participation in pools of residential mortgages | $13,972,000 | 2,157 |
| Issued or guaranteed by U.S. | $13,972,000 | 2,154 |
| 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) | $21,648,000 | 4,029 |
| Total debt securities | $21,648,000 | 4,358 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $21,204,000 | 4,403 |
| U.S. Government securities | $13,614,000 | 4,447 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $13,614,000 | 4,324 |
| Securities issued by states & political subdivisions | $7,590,000 | 2,861 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $13,614,000 | 2,817 |
| Certificates of participation in pools of residential mortgages | $13,614,000 | 2,129 |
| Issued or guaranteed by U.S. | $13,614,000 | 2,125 |
| 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) | $21,204,000 | 4,050 |
| Total debt securities | $21,205,000 | 4,372 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $20,243,000 | 4,365 |
| U.S. Government securities | $12,678,000 | 4,440 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $12,678,000 | 4,316 |
| Securities issued by states & political subdivisions | $7,565,000 | 2,875 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $12,678,000 | 2,827 |
| Certificates of participation in pools of residential mortgages | $12,678,000 | 2,138 |
| Issued or guaranteed by U.S. | $12,678,000 | 2,132 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| 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) | $20,243,000 | 4,012 |
| Total debt securities | $20,243,000 | 4,336 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $20,088,000 | 4,343 |
| U.S. Government securities | $13,579,000 | 4,237 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $13,579,000 | 4,127 |
| Securities issued by states & political subdivisions | $6,509,000 | 2,993 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $13,579,000 | 2,727 |
| Certificates of participation in pools of residential mortgages | $13,579,000 | 1,996 |
| Issued or guaranteed by U.S. | $13,579,000 | 1,989 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| 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) | $20,088,000 | 3,975 |
| Total debt securities | $20,088,000 | 4,305 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $18,677,000 | 4,551 |
| U.S. Government securities | $12,639,000 | 4,466 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $12,639,000 | 4,353 |
| Securities issued by states & political subdivisions | $6,038,000 | 3,005 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $12,639,000 | 2,824 |
| Certificates of participation in pools of residential mortgages | $12,639,000 | 2,141 |
| Issued or guaranteed by U.S. | $12,639,000 | 2,133 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| 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) | $18,677,000 | 4,133 |
| Total debt securities | $18,676,000 | 4,511 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $16,223,000 | 4,880 |
| U.S. Government securities | $10,191,000 | 4,963 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,191,000 | 4,862 |
| Securities issued by states & political subdivisions | $6,032,000 | 2,974 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $10,191,000 | 3,184 |
| Certificates of participation in pools of residential mortgages | $10,191,000 | 2,506 |
| Issued or guaranteed by U.S. | $10,191,000 | 2,500 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| 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) | $16,223,000 | 4,445 |
| Total debt securities | $16,223,000 | 4,839 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $17,839,000 | 4,651 |
| U.S. Government securities | $11,831,000 | 4,617 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,831,000 | 4,521 |
| Securities issued by states & political subdivisions | $6,008,000 | 2,997 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $11,831,000 | 3,022 |
| Certificates of participation in pools of residential mortgages | $11,831,000 | 2,362 |
| Issued or guaranteed by U.S. | $11,831,000 | 2,355 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| 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) | $17,839,000 | 4,230 |
| Total debt securities | $17,838,000 | 4,608 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $18,613,000 | 4,596 |
| U.S. Government securities | $12,550,000 | 4,524 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $12,550,000 | 4,434 |
| Securities issued by states & political subdivisions | $6,063,000 | 2,981 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $12,550,000 | 3,000 |
| Certificates of participation in pools of residential mortgages | $12,550,000 | 2,339 |
| Issued or guaranteed by U.S. | $12,550,000 | 2,330 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| 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) | $18,613,000 | 4,173 |
| Total debt securities | $18,611,000 | 4,553 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $19,211,000 | 4,519 |
| U.S. Government securities | $13,337,000 | 4,398 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $13,337,000 | 4,301 |
| Securities issued by states & political subdivisions | $5,874,000 | 2,977 |
| Other domestic debt securities | $0 | 3,425 |
| 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 | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $13,337,000 | 2,943 |
| Certificates of participation in pools of residential mortgages | $13,337,000 | 2,310 |
| Issued or guaranteed by U.S. | $13,337,000 | 2,302 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| 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) | $19,211,000 | 4,077 |
| Total debt securities | $19,211,000 | 4,478 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $20,211,000 | 4,416 |
| U.S. Government securities | $14,329,000 | 4,303 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $14,329,000 | 4,224 |
| Securities issued by states & political subdivisions | $5,882,000 | 2,927 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $14,329,000 | 2,888 |
| Certificates of participation in pools of residential mortgages | $14,329,000 | 2,247 |
| Issued or guaranteed by U.S. | $14,329,000 | 2,233 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| 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) | $1,000 | 3,494 |
| Available-for-sale securities (fair market value) | $20,210,000 | 3,970 |
| Total debt securities | $20,211,000 | 4,381 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $21,132,000 | 4,319 |
| U.S. Government securities | $15,304,000 | 4,195 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $15,304,000 | 4,121 |
| Securities issued by states & political subdivisions | $5,828,000 | 2,919 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $15,304,000 | 2,748 |
| Certificates of participation in pools of residential mortgages | $15,304,000 | 2,128 |
| Issued or guaranteed by U.S. | $15,304,000 | 2,114 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| 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) | $119,000 | 3,207 |
| Available-for-sale securities (fair market value) | $21,013,000 | 3,876 |
| Total debt securities | $21,132,000 | 4,285 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $21,551,000 | 4,195 |
| U.S. Government securities | $15,982,000 | 4,053 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $15,982,000 | 3,974 |
| Securities issued by states & political subdivisions | $5,569,000 | 2,937 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $15,982,000 | 2,585 |
| Certificates of participation in pools of residential mortgages | $15,982,000 | 1,990 |
| Issued or guaranteed by U.S. | $15,982,000 | 1,979 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $134,000 | 3,214 |
| Available-for-sale securities (fair market value) | $21,417,000 | 3,746 |
| Total debt securities | $21,550,000 | 4,161 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $22,674,000 | 4,123 |
| U.S. Government securities | $16,719,000 | 3,980 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $16,719,000 | 3,917 |
| Securities issued by states & political subdivisions | $5,955,000 | 2,859 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $16,719,000 | 2,518 |
| Certificates of participation in pools of residential mortgages | $16,719,000 | 1,915 |
| Issued or guaranteed by U.S. | $16,719,000 | 1,905 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $320,000 | 3,001 |
| Available-for-sale securities (fair market value) | $22,354,000 | 3,693 |
| Total debt securities | $22,674,000 | 4,075 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $24,056,000 | 3,963 |
| U.S. Government securities | $17,969,000 | 3,784 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $17,969,000 | 3,719 |
| Securities issued by states & political subdivisions | $6,087,000 | 2,841 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $17,969,000 | 2,321 |
| Certificates of participation in pools of residential mortgages | $17,969,000 | 1,752 |
| Issued or guaranteed by U.S. | $17,969,000 | 1,742 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $327,000 | 3,040 |
| Available-for-sale securities (fair market value) | $23,729,000 | 3,554 |
| Total debt securities | $24,057,000 | 3,910 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $22,532,000 | 4,145 |
| U.S. Government securities | $15,580,000 | 4,199 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $15,580,000 | 4,110 |
| Securities issued by states & political subdivisions | $6,952,000 | 2,631 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $15,580,000 | 2,271 |
| Certificates of participation in pools of residential mortgages | $15,580,000 | 1,698 |
| Issued or guaranteed by U.S. | $15,580,000 | 1,688 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $338,000 | 3,079 |
| Available-for-sale securities (fair market value) | $22,194,000 | 3,713 |
| Total debt securities | $22,533,000 | 4,091 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $23,003,000 | 4,116 |
| U.S. Government securities | $16,069,000 | 4,200 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $16,069,000 | 4,112 |
| Securities issued by states & political subdivisions | $6,934,000 | 2,591 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $16,069,000 | 2,077 |
| Certificates of participation in pools of residential mortgages | $16,069,000 | 1,537 |
| Issued or guaranteed by U.S. | $16,069,000 | 1,528 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $349,000 | 3,130 |
| Available-for-sale securities (fair market value) | $22,654,000 | 3,670 |
| Total debt securities | $23,002,000 | 4,061 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $22,810,000 | 4,118 |
| U.S. Government securities | $15,814,000 | 4,268 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $15,814,000 | 4,161 |
| Securities issued by states & political subdivisions | $6,996,000 | 2,586 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $15,814,000 | 2,046 |
| Certificates of participation in pools of residential mortgages | $15,814,000 | 1,525 |
| Issued or guaranteed by U.S. | $15,814,000 | 1,517 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $565,000 | 2,998 |
| Available-for-sale securities (fair market value) | $22,245,000 | 3,692 |
| Total debt securities | $22,808,000 | 4,081 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $21,671,000 | 4,278 |
| U.S. Government securities | $14,295,000 | 4,548 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $14,295,000 | 4,429 |
| Securities issued by states & political subdivisions | $7,176,000 | 2,538 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $200,000 | 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 | $0 | 6,814 |
| Mortgage-backed securities | $14,295,000 | 2,172 |
| Certificates of participation in pools of residential mortgages | $14,295,000 | 1,651 |
| Issued or guaranteed by U.S. | $14,295,000 | 1,645 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $577,000 | 3,034 |
| Available-for-sale securities (fair market value) | $21,094,000 | 3,832 |
| Total debt securities | $21,471,000 | 4,262 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $22,789,000 | 4,180 |
| U.S. Government securities | $15,442,000 | 4,412 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $15,442,000 | 4,296 |
| Securities issued by states & political subdivisions | $7,147,000 | 2,554 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $200,000 | 1,534 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $14,943,000 | 2,112 |
| Certificates of participation in pools of residential mortgages | $14,943,000 | 1,606 |
| Issued or guaranteed by U.S. | $14,943,000 | 1,597 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $597,000 | 3,089 |
| Available-for-sale securities (fair market value) | $22,192,000 | 3,717 |
| Total debt securities | $22,591,000 | 4,150 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $23,577,000 | 4,130 |
| U.S. Government securities | $16,196,000 | 4,347 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $16,196,000 | 4,219 |
| Securities issued by states & political subdivisions | $7,181,000 | 2,532 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $200,000 | 1,570 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $15,700,000 | 2,043 |
| Certificates of participation in pools of residential mortgages | $15,700,000 | 1,570 |
| Issued or guaranteed by U.S. | $15,700,000 | 1,559 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $614,000 | 3,140 |
| Available-for-sale securities (fair market value) | $22,963,000 | 3,659 |
| Total debt securities | $23,376,000 | 4,097 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $24,312,000 | 4,044 |
| U.S. Government securities | $16,973,000 | 4,208 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $16,973,000 | 4,085 |
| Securities issued by states & political subdivisions | $7,139,000 | 2,529 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $200,000 | 1,593 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $16,480,000 | 1,996 |
| Certificates of participation in pools of residential mortgages | $16,480,000 | 1,544 |
| Issued or guaranteed by U.S. | $16,480,000 | 1,535 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $818,000 | 3,050 |
| Available-for-sale securities (fair market value) | $23,494,000 | 3,596 |
| Total debt securities | $24,112,000 | 4,017 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $25,423,000 | 3,989 |
| U.S. Government securities | $18,250,000 | 4,050 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $18,250,000 | 3,919 |
| Securities issued by states & political subdivisions | $6,973,000 | 2,540 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $200,000 | 1,619 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $17,757,000 | 1,936 |
| Certificates of participation in pools of residential mortgages | $17,757,000 | 1,478 |
| Issued or guaranteed by U.S. | $17,757,000 | 1,471 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $866,000 | 3,088 |
| Available-for-sale securities (fair market value) | $24,557,000 | 3,540 |
| Total debt securities | $25,224,000 | 3,948 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $24,801,000 | 4,061 |
| U.S. Government securities | $20,579,000 | 3,710 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $20,579,000 | 3,580 |
| Securities issued by states & political subdivisions | $4,022,000 | 3,421 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $200,000 | 1,636 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $20,087,000 | 1,794 |
| Certificates of participation in pools of residential mortgages | $20,087,000 | 1,376 |
| Issued or guaranteed by U.S. | $20,087,000 | 1,366 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $889,000 | 3,155 |
| Available-for-sale securities (fair market value) | $23,912,000 | 3,587 |
| Total debt securities | $24,602,000 | 4,025 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $25,914,000 | 3,908 |
| U.S. Government securities | $22,452,000 | 3,446 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $22,452,000 | 3,320 |
| Securities issued by states & political subdivisions | $3,262,000 | 3,711 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $200,000 | 1,645 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $21,959,000 | 1,710 |
| Certificates of participation in pools of residential mortgages | $21,959,000 | 1,312 |
| Issued or guaranteed by U.S. | $21,959,000 | 1,302 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $937,000 | 3,155 |
| Available-for-sale securities (fair market value) | $24,977,000 | 3,469 |
| Total debt securities | $25,712,000 | 3,877 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $27,897,000 | 3,766 |
| U.S. Government securities | $25,138,000 | 3,223 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $25,138,000 | 3,104 |
| Securities issued by states & political subdivisions | $2,559,000 | 4,026 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $200,000 | 1,678 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $24,642,000 | 1,628 |
| Certificates of participation in pools of residential mortgages | $24,642,000 | 1,234 |
| Issued or guaranteed by U.S. | $24,642,000 | 1,225 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,146,000 | 3,075 |
| Available-for-sale securities (fair market value) | $26,751,000 | 3,359 |
| Total debt securities | $27,695,000 | 3,726 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $30,078,000 | 3,615 |
| U.S. Government securities | $26,875,000 | 3,100 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $26,875,000 | 2,977 |
| Securities issued by states & political subdivisions | $2,503,000 | 4,055 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $700,000 | 1,324 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $26,384,000 | 1,599 |
| Certificates of participation in pools of residential mortgages | $26,384,000 | 1,218 |
| Issued or guaranteed by U.S. | $26,384,000 | 1,209 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,199,000 | 3,099 |
| Available-for-sale securities (fair market value) | $28,879,000 | 3,222 |
| Total debt securities | $29,377,000 | 3,622 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $30,805,000 | 3,554 |
| U.S. Government securities | $25,917,000 | 3,179 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $25,917,000 | 3,053 |
| Securities issued by states & political subdivisions | $1,188,000 | 4,958 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $3,700,000 | 686 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,818 |
| Mortgage-backed securities | $24,919,000 | 1,667 |
| Certificates of participation in pools of residential mortgages | $24,919,000 | 1,271 |
| Issued or guaranteed by U.S. | $24,919,000 | 1,263 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,233,000 | 3,116 |
| Available-for-sale securities (fair market value) | $29,572,000 | 3,174 |
| Total debt securities | $27,106,000 | 3,828 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $29,700,000 | 3,648 |
| U.S. Government securities | $26,510,000 | 3,126 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $26,510,000 | 3,013 |
| Securities issued by states & political subdivisions | $1,190,000 | 4,985 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $2,000,000 | 937 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $503,000 | 6,849 |
| Mortgage-backed securities | $25,508,000 | 1,660 |
| Certificates of participation in pools of residential mortgages | $25,508,000 | 1,259 |
| Issued or guaranteed by U.S. | $25,508,000 | 1,249 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,271,000 | 3,135 |
| Available-for-sale securities (fair market value) | $28,429,000 | 3,249 |
| Total debt securities | $27,695,000 | 3,763 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $28,692,000 | 3,774 |
| U.S. Government securities | $24,845,000 | 3,340 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $24,845,000 | 3,219 |
| Securities issued by states & political subdivisions | $1,347,000 | 4,833 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $2,500,000 | 866 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $686,000 | 6,754 |
| Mortgage-backed securities | $23,844,000 | 1,762 |
| Certificates of participation in pools of residential mortgages | $23,844,000 | 1,338 |
| Issued or guaranteed by U.S. | $23,844,000 | 1,327 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,496,000 | 3,040 |
| Available-for-sale securities (fair market value) | $27,196,000 | 3,404 |
| Total debt securities | $26,185,000 | 3,962 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $28,248,000 | 3,834 |
| U.S. Government securities | $24,370,000 | 3,345 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $24,370,000 | 3,225 |
| Securities issued by states & political subdivisions | $1,378,000 | 4,818 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $2,500,000 | 925 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $690,000 | 6,724 |
| Mortgage-backed securities | $22,102,000 | 1,883 |
| Certificates of participation in pools of residential mortgages | $22,102,000 | 1,417 |
| Issued or guaranteed by U.S. | $22,102,000 | 1,405 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,594,000 | 2,985 |
| Available-for-sale securities (fair market value) | $26,654,000 | 3,457 |
| Total debt securities | $25,743,000 | 4,009 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $27,882,000 | 3,917 |
| U.S. Government securities | $24,016,000 | 3,443 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $24,016,000 | 3,319 |
| Securities issued by states & political subdivisions | $1,366,000 | 4,866 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $2,500,000 | 924 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $680,000 | 6,739 |
| Mortgage-backed securities | $21,733,000 | 1,907 |
| Certificates of participation in pools of residential mortgages | $21,733,000 | 1,449 |
| Issued or guaranteed by U.S. | $21,733,000 | 1,437 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,677,000 | 2,994 |
| Available-for-sale securities (fair market value) | $26,205,000 | 3,528 |
| Total debt securities | $25,375,000 | 4,097 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $26,403,000 | 3,992 |
| U.S. Government securities | $23,003,000 | 3,451 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $23,003,000 | 3,327 |
| Securities issued by states & political subdivisions | $900,000 | 5,348 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $2,500,000 | 968 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $680,000 | 6,768 |
| Mortgage-backed securities | $20,698,000 | 1,965 |
| Certificates of participation in pools of residential mortgages | $20,698,000 | 1,484 |
| Issued or guaranteed by U.S. | $20,698,000 | 1,478 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,846,000 | 2,963 |
| Available-for-sale securities (fair market value) | $24,557,000 | 3,611 |
| Total debt securities | $23,903,000 | 4,178 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $24,108,000 | 4,149 |
| U.S. Government securities | $19,773,000 | 3,727 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $19,773,000 | 3,583 |
| Securities issued by states & political subdivisions | $1,085,000 | 5,116 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $3,250,000 | 869 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $682,000 | 6,784 |
| Mortgage-backed securities | $16,946,000 | 2,257 |
| Certificates of participation in pools of residential mortgages | $16,946,000 | 1,696 |
| Issued or guaranteed by U.S. | $16,946,000 | 1,688 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,284,000 | 2,783 |
| Available-for-sale securities (fair market value) | $21,824,000 | 3,861 |
| Total debt securities | $20,858,000 | 4,483 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $1,000 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $22,449,000 | 4,331 |
| U.S. Government securities | $19,364,000 | 3,789 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $19,364,000 | 3,627 |
| Securities issued by states & political subdivisions | $1,085,000 | 5,055 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,000,000 | 1,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $685,000 | 6,811 |
| Mortgage-backed securities | $16,522,000 | 2,273 |
| Certificates of participation in pools of residential mortgages | $16,522,000 | 1,708 |
| Issued or guaranteed by U.S. | $16,522,000 | 1,702 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,614,000 | 2,721 |
| Available-for-sale securities (fair market value) | $19,835,000 | 4,063 |
| Total debt securities | $20,447,000 | 4,500 |
| 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 | $21,086,000 | 4,486 |
| U.S. Government securities | $17,001,000 | 4,122 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $17,001,000 | 3,952 |
| Securities issued by states & political subdivisions | $1,085,000 | 5,073 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $3,000,000 | 920 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $680,000 | 6,856 |
| Mortgage-backed securities | $14,146,000 | 2,499 |
| Certificates of participation in pools of residential mortgages | $14,146,000 | 1,862 |
| Issued or guaranteed by U.S. | $14,146,000 | 1,854 |
| 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) | $2,918,000 | 2,684 |
| Available-for-sale securities (fair market value) | $18,168,000 | 4,251 |
| Total debt securities | $18,086,000 | 4,861 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $14,313,000 | 5,509 |
| U.S. Government securities | $6,228,000 | 6,746 |
| U.S. Treasury securities | $1,386,000 | 1,690 |
| U.S. Government agency obligations | $4,842,000 | 7,052 |
| Securities issued by states & political subdivisions | $1,085,000 | 5,150 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $7,000,000 | 536 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $2,592,000 | 4,935 |
| Certificates of participation in pools of residential mortgages | $2,592,000 | 4,119 |
| Issued or guaranteed by U.S. | $2,592,000 | 4,103 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,313,000 | 1,873 |
| Available-for-sale securities (fair market value) | $7,000,000 | 6,404 |
| Total debt securities | $7,313,000 | 7,130 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $10,435,000 | 6,664 |
| U.S. Government securities | $6,041,000 | 7,289 |
| U.S. Treasury securities | $2,915,000 | 1,592 |
| U.S. Government agency obligations | $3,126,000 | 8,208 |
| Securities issued by states & political subdivisions | $1,085,000 | 5,229 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,309,000 | 1,140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $2,126,000 | 4,699 |
| Certificates of participation in pools of residential mortgages | $2,126,000 | 3,881 |
| Issued or guaranteed by U.S. | $2,126,000 | 3,861 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,126,000 | 2,297 |
| Available-for-sale securities (fair market value) | $3,309,000 | 7,772 |
| Total debt securities | $7,126,000 | 7,514 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $10,808,000 | 6,835 |
| U.S. Government securities | $6,414,000 | 7,419 |
| U.S. Treasury securities | $2,922,000 | 2,284 |
| U.S. Government agency obligations | $3,492,000 | 8,233 |
| Securities issued by states & political subdivisions | $1,085,000 | 5,505 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,309,000 | 1,101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $2,492,000 | 4,764 |
| Certificates of participation in pools of residential mortgages | $2,492,000 | 3,880 |
| Issued or guaranteed by U.S. | $2,492,000 | 3,863 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| 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) | $7,499,000 | 2,493 |
| Available-for-sale securities (fair market value) | $3,309,000 | 7,978 |
| Total debt securities | $7,499,000 | 7,697 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $9,974,000 | 7,115 |
| U.S. Government securities | $4,580,000 | 8,242 |
| U.S. Treasury securities | $2,925,000 | 3,236 |
| U.S. Government agency obligations | $1,655,000 | 8,950 |
| Securities issued by states & political subdivisions | $1,085,000 | 5,654 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,309,000 | 930 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $1,655,000 | 5,557 |
| Certificates of participation in pools of residential mortgages | $1,655,000 | 4,645 |
| Issued or guaranteed by U.S. | $1,655,000 | 4,624 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,665,000 | 3,207 |
| Available-for-sale securities (fair market value) | $4,309,000 | 7,614 |
| Total debt securities | $5,665,000 | 8,396 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $7,042,000 | 8,429 |
| U.S. Government securities | $5,305,000 | 8,414 |
| U.S. Treasury securities | $2,912,000 | 4,410 |
| U.S. Government agency obligations | $2,393,000 | 8,793 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,737,000 | 1,626 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $2,393,000 | 5,131 |
| Certificates of participation in pools of residential mortgages | $2,393,000 | 4,106 |
| Issued or guaranteed by U.S. | $2,393,000 | 4,092 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,305,000 | 4,020 |
| Available-for-sale securities (fair market value) | $1,737,000 | 8,847 |
| Total debt securities | $5,305,000 | 8,968 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $6,256,000 | 9,280 |
| U.S. Government securities | $4,519,000 | 9,401 |
| U.S. Treasury securities | $2,913,000 | 5,194 |
| U.S. Government agency obligations | $1,606,000 | 9,729 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,737,000 | 1,644 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $1,606,000 | 6,206 |
| Certificates of participation in pools of residential mortgages | $1,606,000 | 5,084 |
| Issued or guaranteed by U.S. | $1,606,000 | 5,067 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,519,000 | 4,910 |
| Available-for-sale securities (fair market value) | $1,737,000 | 9,156 |
| Total debt securities | $4,519,000 | 9,868 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $6,981,000 | 9,406 |
| U.S. Government securities | $3,744,000 | 10,195 |
| U.S. Treasury securities | $2,912,000 | 6,178 |
| U.S. Government agency obligations | $832,000 | 10,627 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,237,000 | 1,033 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $832,000 | 7,519 |
| Certificates of participation in pools of residential mortgages | $832,000 | 6,356 |
| Issued or guaranteed by U.S. | $832,000 | 6,325 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,744,000 | 5,606 |
| Available-for-sale securities (fair market value) | $3,237,000 | 8,818 |
| Total debt securities | $3,744,000 | 10,629 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $5,517,000 | 10,611 |
| U.S. Government securities | $3,780,000 | 10,811 |
| U.S. Treasury securities | $2,852,000 | 7,344 |
| U.S. Government agency obligations | $928,000 | 10,968 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,737,000 | 1,432 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $928,000 | 7,864 |
| Certificates of participation in pools of residential mortgages | $928,000 | 6,552 |
| Issued or guaranteed by U.S. | $928,000 | 6,531 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,780,000 | 8,776 |
| Available-for-sale securities (fair market value) | $1,737,000 | 9,084 |
| Total debt securities | $3,780,000 | 11,249 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $4,545,000 | 11,493 |
| U.S. Government securities | $1,258,000 | 12,586 |
| U.S. Treasury securities | $1,231,000 | 9,542 |
| U.S. Government agency obligations | $27,000 | 12,191 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $50,000 | 6,140 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,000 | 4,803 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,237,000 | 1,028 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $27,000 | 10,561 |
| Certificates of participation in pools of residential mortgages | $27,000 | 9,784 |
| Issued or guaranteed by U.S. | $27,000 | 9,731 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,308,000 | 12,686 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $4,376,000 | 11,933 |
| U.S. Government securities | $39,000 | 13,606 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $39,000 | 12,630 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $100,000 | 6,649 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 5,148 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,237,000 | 722 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $39,000 | 10,971 |
| Certificates of participation in pools of residential mortgages | $39,000 | 10,061 |
| Issued or guaranteed by U.S. | $39,000 | 9,985 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $139,000 | 13,624 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |