Home > Cumberland Bank and Trust > Securities
Cumberland Bank and Trust, Securities
| 2017-12-31 | Rank | |
| Total securities | $15,079,000 | 4,088 |
| U.S. Government securities | $6,808,000 | 4,133 |
| U.S. Treasury securities | $503,000 | 1,183 |
| U.S. Government agency obligations | $6,305,000 | 4,069 |
| Securities issued by states & political subdivisions | $8,271,000 | 2,884 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,633,000 | 3,318 |
| Mortgage-backed securities | $1,335,000 | 3,968 |
| Certificates of participation in pools of residential mortgages | $1,335,000 | 3,676 |
| Issued or guaranteed by U.S. | $1,335,000 | 3,670 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $15,079,000 | 3,809 |
| Total debt securities | $15,081,000 | 4,066 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $15,340,000 | 4,130 |
| U.S. Government securities | $7,004,000 | 4,151 |
| U.S. Treasury securities | $509,000 | 1,158 |
| U.S. Government agency obligations | $6,495,000 | 4,100 |
| Securities issued by states & political subdivisions | $8,336,000 | 2,911 |
| 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 | $6,734,000 | 3,341 |
| Mortgage-backed securities | $1,426,000 | 3,992 |
| Certificates of participation in pools of residential mortgages | $1,426,000 | 3,697 |
| Issued or guaranteed by U.S. | $1,426,000 | 3,691 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $15,340,000 | 3,826 |
| Total debt securities | $15,339,000 | 4,103 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $15,540,000 | 4,145 |
| U.S. Government securities | $7,164,000 | 4,173 |
| U.S. Treasury securities | $511,000 | 1,184 |
| U.S. Government agency obligations | $6,653,000 | 4,142 |
| Securities issued by states & political subdivisions | $8,376,000 | 2,938 |
| 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 | $6,820,000 | 3,348 |
| Mortgage-backed securities | $1,521,000 | 4,016 |
| Certificates of participation in pools of residential mortgages | $1,521,000 | 3,714 |
| Issued or guaranteed by U.S. | $1,521,000 | 3,707 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $15,540,000 | 3,844 |
| Total debt securities | $15,540,000 | 4,120 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $15,595,000 | 4,188 |
| U.S. Government securities | $7,213,000 | 4,236 |
| U.S. Treasury securities | $508,000 | 1,223 |
| U.S. Government agency obligations | $6,705,000 | 4,178 |
| Securities issued by states & political subdivisions | $8,382,000 | 2,976 |
| 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 | $6,835,000 | 3,380 |
| Mortgage-backed securities | $1,591,000 | 4,061 |
| Certificates of participation in pools of residential mortgages | $1,591,000 | 3,756 |
| Issued or guaranteed by U.S. | $1,591,000 | 3,751 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $15,595,000 | 3,880 |
| Total debt securities | $15,594,000 | 4,164 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $16,213,000 | 4,139 |
| U.S. Government securities | $7,845,000 | 4,135 |
| U.S. Treasury securities | $509,000 | 1,202 |
| U.S. Government agency obligations | $7,336,000 | 4,067 |
| Securities issued by states & political subdivisions | $8,368,000 | 3,014 |
| 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 | $6,584,000 | 3,436 |
| Mortgage-backed securities | $1,683,000 | 4,069 |
| Certificates of participation in pools of residential mortgages | $1,683,000 | 3,757 |
| Issued or guaranteed by U.S. | $1,683,000 | 3,750 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $16,213,000 | 3,824 |
| Total debt securities | $16,213,000 | 4,113 |
| 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 | $16,894,000 | 4,103 |
| U.S. Government securities | $8,084,000 | 4,109 |
| U.S. Treasury securities | $524,000 | 1,063 |
| U.S. Government agency obligations | $7,560,000 | 4,075 |
| Securities issued by states & political subdivisions | $8,810,000 | 2,953 |
| 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 | $6,724,000 | 3,449 |
| Mortgage-backed securities | $1,834,000 | 4,074 |
| Certificates of participation in pools of residential mortgages | $1,834,000 | 3,751 |
| Issued or guaranteed by U.S. | $1,834,000 | 3,748 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $16,894,000 | 3,776 |
| Total debt securities | $16,894,000 | 4,077 |
| 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 | $17,161,000 | 4,145 |
| U.S. Government securities | $8,232,000 | 4,187 |
| U.S. Treasury securities | $527,000 | 1,096 |
| U.S. Government agency obligations | $7,705,000 | 4,155 |
| Securities issued by states & political subdivisions | $8,929,000 | 2,934 |
| 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 | $6,765,000 | 3,503 |
| Mortgage-backed securities | $1,934,000 | 4,084 |
| Certificates of participation in pools of residential mortgages | $1,934,000 | 3,750 |
| Issued or guaranteed by U.S. | $1,934,000 | 3,744 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $17,161,000 | 3,807 |
| Total debt securities | $17,161,000 | 4,123 |
| 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 | $20,649,000 | 3,937 |
| U.S. Government securities | $11,821,000 | 3,833 |
| U.S. Treasury securities | $2,051,000 | 772 |
| U.S. Government agency obligations | $9,770,000 | 3,964 |
| Securities issued by states & political subdivisions | $8,828,000 | 2,948 |
| 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 | $7,808,000 | 3,376 |
| Mortgage-backed securities | $2,002,000 | 4,107 |
| Certificates of participation in pools of residential mortgages | $2,002,000 | 3,766 |
| Issued or guaranteed by U.S. | $2,002,000 | 3,762 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $20,649,000 | 3,611 |
| Total debt securities | $20,648,000 | 3,913 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $18,581,000 | 4,136 |
| U.S. Government securities | $9,942,000 | 4,116 |
| U.S. Treasury securities | $2,030,000 | 818 |
| U.S. Government agency obligations | $7,912,000 | 4,278 |
| Securities issued by states & political subdivisions | $8,639,000 | 2,986 |
| 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 | $8,033,000 | 3,385 |
| Mortgage-backed securities | $1,429,000 | 4,276 |
| Certificates of participation in pools of residential mortgages | $1,429,000 | 3,981 |
| Issued or guaranteed by U.S. | $1,429,000 | 3,977 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $18,581,000 | 3,792 |
| Total debt securities | $18,581,000 | 4,112 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,254 |
| Fair value | $499,000 | 1,294 |
| 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 | $15,826,000 | 4,440 |
| U.S. Government securities | $8,060,000 | 4,460 |
| U.S. Treasury securities | $1,036,000 | 956 |
| U.S. Government agency obligations | $7,024,000 | 4,518 |
| Securities issued by states & political subdivisions | $7,766,000 | 3,147 |
| 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 | $8,110,000 | 3,406 |
| Mortgage-backed securities | $1,506,000 | 4,320 |
| Certificates of participation in pools of residential mortgages | $1,506,000 | 4,006 |
| Issued or guaranteed by U.S. | $1,506,000 | 4,001 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $15,826,000 | 4,083 |
| Total debt securities | $15,826,000 | 4,415 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,416 |
| Fair value | $501,000 | 1,435 |
| 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 | $16,974,000 | 4,426 |
| U.S. Government securities | $8,069,000 | 4,592 |
| U.S. Treasury securities | $1,027,000 | 985 |
| U.S. Government agency obligations | $7,042,000 | 4,636 |
| Securities issued by states & political subdivisions | $8,905,000 | 2,983 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,095,000 | 3,616 |
| Mortgage-backed securities | $1,552,000 | 4,380 |
| Certificates of participation in pools of residential mortgages | $1,552,000 | 4,070 |
| Issued or guaranteed by U.S. | $1,552,000 | 4,065 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $16,974,000 | 4,062 |
| Total debt securities | $16,974,000 | 4,406 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,561 |
| Fair value | $500,000 | 1,576 |
| 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 | $16,969,000 | 4,467 |
| U.S. Government securities | $8,201,000 | 4,640 |
| U.S. Treasury securities | $522,000 | 1,132 |
| U.S. Government agency obligations | $7,679,000 | 4,618 |
| Securities issued by states & political subdivisions | $8,768,000 | 2,993 |
| 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 | $6,800,000 | 3,701 |
| Mortgage-backed securities | $1,660,000 | 4,423 |
| Certificates of participation in pools of residential mortgages | $1,660,000 | 4,103 |
| Issued or guaranteed by U.S. | $1,660,000 | 4,096 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $16,969,000 | 4,110 |
| Total debt securities | $16,968,000 | 4,449 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,664 |
| 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 | $16,146,000 | 4,609 |
| U.S. Government securities | $7,700,000 | 4,772 |
| U.S. Treasury securities | $518,000 | 1,171 |
| U.S. Government agency obligations | $7,182,000 | 4,752 |
| Securities issued by states & political subdivisions | $8,446,000 | 3,070 |
| 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 | $6,800,000 | 3,740 |
| Mortgage-backed securities | $1,717,000 | 4,485 |
| Certificates of participation in pools of residential mortgages | $1,717,000 | 4,152 |
| Issued or guaranteed by U.S. | $1,717,000 | 4,145 |
| 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) | $16,146,000 | 4,238 |
| Total debt securities | $16,144,000 | 4,589 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $16,616,000 | 4,662 |
| U.S. Government securities | $7,713,000 | 4,883 |
| U.S. Treasury securities | $517,000 | 1,180 |
| U.S. Government agency obligations | $7,196,000 | 4,853 |
| Securities issued by states & political subdivisions | $8,903,000 | 3,026 |
| 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 | $6,643,000 | 3,830 |
| Mortgage-backed securities | $1,768,000 | 4,555 |
| Certificates of participation in pools of residential mortgages | $1,768,000 | 4,236 |
| Issued or guaranteed by U.S. | $1,768,000 | 4,232 |
| 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) | $16,616,000 | 4,283 |
| Total debt securities | $16,616,000 | 4,644 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $14,834,000 | 4,897 |
| U.S. Government securities | $6,392,000 | 5,158 |
| U.S. Treasury securities | $519,000 | 1,140 |
| U.S. Government agency obligations | $5,873,000 | 5,135 |
| Securities issued by states & political subdivisions | $8,442,000 | 3,149 |
| 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 | $6,680,000 | 3,851 |
| Mortgage-backed securities | $942,000 | 4,865 |
| Certificates of participation in pools of residential mortgages | $942,000 | 4,582 |
| Issued or guaranteed by U.S. | $942,000 | 4,579 |
| 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) | $14,834,000 | 4,490 |
| Total debt securities | $14,833,000 | 4,872 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| 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 | $14,325,000 | 4,997 |
| U.S. Government securities | $5,921,000 | 5,274 |
| U.S. Treasury securities | $518,000 | 1,006 |
| U.S. Government agency obligations | $5,403,000 | 5,246 |
| Securities issued by states & political subdivisions | $8,404,000 | 3,154 |
| 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 | $6,306,000 | 3,948 |
| Mortgage-backed securities | $980,000 | 4,890 |
| Certificates of participation in pools of residential mortgages | $980,000 | 4,596 |
| Issued or guaranteed by U.S. | $980,000 | 4,592 |
| 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) | $14,325,000 | 4,593 |
| Total debt securities | $14,325,000 | 4,970 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| 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 | $14,908,000 | 4,947 |
| U.S. Government securities | $6,636,000 | 5,151 |
| U.S. Treasury securities | $519,000 | 941 |
| U.S. Government agency obligations | $6,117,000 | 5,131 |
| Securities issued by states & political subdivisions | $8,272,000 | 3,166 |
| 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 | $5,299,000 | 4,166 |
| Mortgage-backed securities | $1,010,000 | 4,899 |
| Certificates of participation in pools of residential mortgages | $1,010,000 | 4,599 |
| Issued or guaranteed by U.S. | $1,010,000 | 4,594 |
| 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) | $14,908,000 | 4,553 |
| Total debt securities | $14,908,000 | 4,922 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $14,934,000 | 4,997 |
| U.S. Government securities | $6,412,000 | 5,244 |
| U.S. Treasury securities | $522,000 | 933 |
| U.S. Government agency obligations | $5,890,000 | 5,219 |
| Securities issued by states & political subdivisions | $8,522,000 | 3,136 |
| 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 | $7,116,000 | 3,797 |
| Mortgage-backed securities | $1,575,000 | 4,777 |
| Certificates of participation in pools of residential mortgages | $1,575,000 | 4,435 |
| Issued or guaranteed by U.S. | $1,575,000 | 4,430 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $14,934,000 | 4,596 |
| Total debt securities | $14,933,000 | 4,966 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| 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 | $15,215,000 | 4,966 |
| U.S. Government securities | $6,614,000 | 5,205 |
| U.S. Treasury securities | $525,000 | 947 |
| U.S. Government agency obligations | $6,089,000 | 5,187 |
| Securities issued by states & political subdivisions | $8,601,000 | 3,119 |
| 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 | $7,292,000 | 3,760 |
| Mortgage-backed securities | $1,725,000 | 4,746 |
| Certificates of participation in pools of residential mortgages | $1,725,000 | 4,358 |
| Issued or guaranteed by U.S. | $1,725,000 | 4,354 |
| 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) | $15,215,000 | 4,585 |
| Total debt securities | $15,215,000 | 4,938 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $14,244,000 | 5,079 |
| U.S. Government securities | $4,971,000 | 5,543 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,971,000 | 5,430 |
| Securities issued by states & political subdivisions | $9,273,000 | 2,986 |
| 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 | $5,411,000 | 4,203 |
| Mortgage-backed securities | $1,860,000 | 4,756 |
| Certificates of participation in pools of residential mortgages | $1,860,000 | 4,343 |
| Issued or guaranteed by U.S. | $1,860,000 | 4,340 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $14,244,000 | 4,717 |
| Total debt securities | $14,244,000 | 5,045 |
| 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 | $13,620,000 | 5,134 |
| U.S. Government securities | $4,720,000 | 5,616 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,720,000 | 5,497 |
| Securities issued by states & political subdivisions | $8,900,000 | 3,005 |
| 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 | $6,158,000 | 4,033 |
| Mortgage-backed securities | $2,078,000 | 4,724 |
| Certificates of participation in pools of residential mortgages | $2,078,000 | 4,286 |
| Issued or guaranteed by U.S. | $2,078,000 | 4,285 |
| 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) | $13,620,000 | 4,753 |
| Total debt securities | $13,621,000 | 5,104 |
| 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 | $14,309,000 | 5,115 |
| U.S. Government securities | $5,868,000 | 5,536 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $5,868,000 | 5,419 |
| Securities issued by states & political subdivisions | $8,441,000 | 3,057 |
| 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 | $6,095,000 | 4,084 |
| Mortgage-backed securities | $3,132,000 | 4,597 |
| Certificates of participation in pools of residential mortgages | $3,132,000 | 4,119 |
| Issued or guaranteed by U.S. | $3,132,000 | 4,117 |
| 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) | $14,309,000 | 4,734 |
| Total debt securities | $14,309,000 | 5,087 |
| 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 | $14,775,000 | 5,084 |
| U.S. Government securities | $6,081,000 | 5,558 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $6,081,000 | 5,445 |
| Securities issued by states & political subdivisions | $8,694,000 | 2,952 |
| 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 | $4,449,000 | 4,509 |
| Mortgage-backed securities | $3,330,000 | 4,609 |
| Certificates of participation in pools of residential mortgages | $3,330,000 | 4,107 |
| Issued or guaranteed by U.S. | $3,330,000 | 4,105 |
| 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) | $14,775,000 | 4,709 |
| Total debt securities | $14,775,000 | 5,053 |
| 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 | $14,616,000 | 5,173 |
| U.S. Government securities | $6,320,000 | 5,621 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $6,320,000 | 5,507 |
| Securities issued by states & political subdivisions | $8,296,000 | 2,933 |
| 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 | $4,861,000 | 4,440 |
| Mortgage-backed securities | $2,944,000 | 4,714 |
| Certificates of participation in pools of residential mortgages | $2,944,000 | 4,221 |
| Issued or guaranteed by U.S. | $2,944,000 | 4,218 |
| 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) | $14,616,000 | 4,763 |
| Total debt securities | $14,617,000 | 5,146 |
| 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 | $15,150,000 | 5,077 |
| U.S. Government securities | $6,529,000 | 5,580 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $6,529,000 | 5,474 |
| Securities issued by states & political subdivisions | $8,621,000 | 2,850 |
| 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 | $5,199,000 | 4,136 |
| Mortgage-backed securities | $3,124,000 | 4,621 |
| Certificates of participation in pools of residential mortgages | $3,124,000 | 4,090 |
| Issued or guaranteed by U.S. | $3,124,000 | 4,084 |
| 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) | $15,150,000 | 4,656 |
| Total debt securities | $15,150,000 | 5,052 |
| 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 | $14,719,000 | 5,100 |
| U.S. Government securities | $6,381,000 | 5,594 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $6,381,000 | 5,476 |
| Securities issued by states & political subdivisions | $8,338,000 | 2,835 |
| 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 | $5,352,000 | 4,087 |
| Mortgage-backed securities | $3,361,000 | 4,539 |
| Certificates of participation in pools of residential mortgages | $3,361,000 | 3,975 |
| Issued or guaranteed by U.S. | $3,361,000 | 3,961 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $14,719,000 | 4,686 |
| Total debt securities | $14,719,000 | 5,070 |
| 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 | $12,317,000 | 5,490 |
| U.S. Government securities | $5,269,000 | 5,969 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $5,269,000 | 5,845 |
| Securities issued by states & political subdivisions | $7,048,000 | 3,002 |
| 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 | $2,682,000 | 4,927 |
| Mortgage-backed securities | $2,231,000 | 4,798 |
| Certificates of participation in pools of residential mortgages | $2,231,000 | 4,301 |
| Issued or guaranteed by U.S. | $2,231,000 | 4,290 |
| 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) | $12,317,000 | 5,047 |
| Total debt securities | $12,317,000 | 5,458 |
| 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 | $11,779,000 | 5,551 |
| U.S. Government securities | $5,447,000 | 5,928 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,447,000 | 5,794 |
| Securities issued by states & political subdivisions | $6,332,000 | 3,129 |
| 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 | $4,704,000 | 4,306 |
| Mortgage-backed securities | $2,303,000 | 4,741 |
| Certificates of participation in pools of residential mortgages | $2,303,000 | 4,237 |
| Issued or guaranteed by U.S. | $2,303,000 | 4,227 |
| 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) | $11,779,000 | 5,117 |
| Total debt securities | $11,780,000 | 5,515 |
| 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 | $11,313,000 | 5,524 |
| U.S. Government securities | $5,667,000 | 5,763 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,667,000 | 5,640 |
| Securities issued by states & political subdivisions | $5,646,000 | 3,280 |
| 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 | $4,867,000 | 4,240 |
| Mortgage-backed securities | $2,463,000 | 4,633 |
| Certificates of participation in pools of residential mortgages | $2,463,000 | 4,074 |
| Issued or guaranteed by U.S. | $2,463,000 | 4,065 |
| 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) | $11,313,000 | 5,085 |
| Total debt securities | $11,313,000 | 5,490 |
| 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 | $10,176,000 | 5,637 |
| U.S. Government securities | $4,355,000 | 6,055 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,355,000 | 5,931 |
| Securities issued by states & political subdivisions | $5,821,000 | 3,155 |
| 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 | $5,072,000 | 4,220 |
| Mortgage-backed securities | $2,024,000 | 4,796 |
| Certificates of participation in pools of residential mortgages | $2,024,000 | 4,225 |
| Issued or guaranteed by U.S. | $2,024,000 | 4,218 |
| 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) | $10,176,000 | 5,188 |
| Total debt securities | $10,176,000 | 5,604 |
| 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 | $10,070,000 | 5,724 |
| U.S. Government securities | $4,597,000 | 6,137 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,597,000 | 6,021 |
| Securities issued by states & political subdivisions | $5,473,000 | 3,159 |
| 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 | $4,973,000 | 4,327 |
| Mortgage-backed securities | $2,098,000 | 4,787 |
| Certificates of participation in pools of residential mortgages | $2,098,000 | 4,256 |
| Issued or guaranteed by U.S. | $2,098,000 | 4,247 |
| 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) | $10,070,000 | 5,258 |
| Total debt securities | $10,070,000 | 5,684 |
| 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 | $11,977,000 | 5,461 |
| U.S. Government securities | $5,371,000 | 6,034 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $5,371,000 | 5,914 |
| Securities issued by states & political subdivisions | $6,606,000 | 2,837 |
| 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 | $5,327,000 | 4,299 |
| Mortgage-backed securities | $1,078,000 | 5,281 |
| Certificates of participation in pools of residential mortgages | $1,078,000 | 4,832 |
| Issued or guaranteed by U.S. | $1,078,000 | 4,823 |
| 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) | $11,977,000 | 5,006 |
| Total debt securities | $11,977,000 | 5,422 |
| 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 | $12,079,000 | 5,428 |
| U.S. Government securities | $6,192,000 | 5,806 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,192,000 | 5,702 |
| Securities issued by states & political subdivisions | $5,887,000 | 3,025 |
| 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 | $10,137,000 | 3,314 |
| Mortgage-backed securities | $1,187,000 | 5,308 |
| Certificates of participation in pools of residential mortgages | $1,187,000 | 4,862 |
| Issued or guaranteed by U.S. | $1,187,000 | 4,852 |
| 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) | $12,079,000 | 4,977 |
| Total debt securities | $12,079,000 | 5,385 |
| 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 | $14,146,000 | 5,160 |
| U.S. Government securities | $6,669,000 | 5,717 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,669,000 | 5,626 |
| Securities issued by states & political subdivisions | $5,496,000 | 3,111 |
| Other domestic debt securities | $1,981,000 | 1,935 |
| 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 | $1,981,000 | 1,129 |
| 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 | $11,240,000 | 3,140 |
| Mortgage-backed securities | $1,309,000 | 5,332 |
| Certificates of participation in pools of residential mortgages | $1,309,000 | 4,905 |
| Issued or guaranteed by U.S. | $1,309,000 | 4,892 |
| 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) | $14,146,000 | 4,737 |
| Total debt securities | $14,146,000 | 5,114 |
| 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 | $13,839,000 | 5,216 |
| U.S. Government securities | $6,713,000 | 5,713 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,713,000 | 5,630 |
| Securities issued by states & political subdivisions | $5,193,000 | 3,155 |
| Other domestic debt securities | $1,915,000 | 1,982 |
| 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 | $1,915,000 | 1,165 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $18,000 | 1,513 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,552,000 | 3,435 |
| Mortgage-backed securities | $1,491,000 | 5,325 |
| Certificates of participation in pools of residential mortgages | $1,491,000 | 4,887 |
| Issued or guaranteed by U.S. | $1,491,000 | 4,873 |
| 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) | $13,839,000 | 4,763 |
| Total debt securities | $13,821,000 | 5,178 |
| 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 | $15,939,000 | 4,947 |
| U.S. Government securities | $8,746,000 | 5,349 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,746,000 | 5,270 |
| Securities issued by states & political subdivisions | $5,226,000 | 3,083 |
| Other domestic debt securities | $1,960,000 | 1,892 |
| 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 | $1,960,000 | 1,162 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $7,000 | 1,632 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,373,000 | 3,688 |
| Mortgage-backed securities | $1,655,000 | 5,350 |
| Certificates of participation in pools of residential mortgages | $1,655,000 | 4,898 |
| Issued or guaranteed by U.S. | $1,655,000 | 4,883 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $15,939,000 | 4,474 |
| Total debt securities | $15,932,000 | 4,902 |
| 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 | $16,294,000 | 4,923 |
| U.S. Government securities | $9,097,000 | 5,346 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,097,000 | 5,263 |
| Securities issued by states & political subdivisions | $5,030,000 | 3,103 |
| Other domestic debt securities | $2,160,000 | 1,771 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,160,000 | 1,071 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $7,000 | 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 | $10,556,000 | 3,354 |
| Mortgage-backed securities | $1,788,000 | 5,291 |
| Certificates of participation in pools of residential mortgages | $1,788,000 | 4,838 |
| Issued or guaranteed by U.S. | $1,788,000 | 4,823 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $16,294,000 | 4,443 |
| Total debt securities | $16,287,000 | 4,889 |
| 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 | $16,562,000 | 4,856 |
| U.S. Government securities | $9,555,000 | 5,195 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,555,000 | 5,109 |
| Securities issued by states & political subdivisions | $4,733,000 | 3,174 |
| Other domestic debt securities | $2,274,000 | 1,705 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,274,000 | 1,026 |
| 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 | $6,901,000 | 4,052 |
| Mortgage-backed securities | $3,387,000 | 4,677 |
| Certificates of participation in pools of residential mortgages | $3,387,000 | 4,156 |
| Issued or guaranteed by U.S. | $3,387,000 | 4,145 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $16,562,000 | 4,359 |
| Total debt securities | $16,562,000 | 4,817 |
| 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 | $16,625,000 | 4,892 |
| U.S. Government securities | $9,710,000 | 5,192 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $9,710,000 | 5,101 |
| Securities issued by states & political subdivisions | $4,675,000 | 3,209 |
| Other domestic debt securities | $2,240,000 | 1,764 |
| 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 | $2,240,000 | 1,125 |
| 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 | $7,331,000 | 3,911 |
| Mortgage-backed securities | $3,443,000 | 4,651 |
| Certificates of participation in pools of residential mortgages | $3,443,000 | 4,140 |
| Issued or guaranteed by U.S. | $3,443,000 | 4,125 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $16,625,000 | 4,391 |
| Total debt securities | $16,625,000 | 4,840 |
| 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 | $16,619,000 | 4,879 |
| U.S. Government securities | $10,376,000 | 5,057 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $10,376,000 | 4,957 |
| Securities issued by states & political subdivisions | $4,744,000 | 3,196 |
| Other domestic debt securities | $1,499,000 | 1,950 |
| 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 | $1,499,000 | 1,304 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,560,000 | 3,836 |
| Mortgage-backed securities | $3,688,000 | 4,493 |
| Certificates of participation in pools of residential mortgages | $3,688,000 | 3,952 |
| Issued or guaranteed by U.S. | $3,688,000 | 3,937 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $16,619,000 | 4,388 |
| Total debt securities | $16,619,000 | 4,823 |
| 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 | $17,013,000 | 4,865 |
| U.S. Government securities | $11,602,000 | 4,938 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $11,602,000 | 4,843 |
| Securities issued by states & political subdivisions | $4,410,000 | 3,283 |
| Other domestic debt securities | $1,001,000 | 1,987 |
| 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 | $1,001,000 | 1,380 |
| 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 | $4,114,000 | 4,790 |
| Mortgage-backed securities | $1,726,000 | 4,974 |
| Certificates of participation in pools of residential mortgages | $1,726,000 | 4,509 |
| Issued or guaranteed by U.S. | $1,726,000 | 4,491 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $17,013,000 | 4,317 |
| Total debt securities | $17,013,000 | 4,814 |
| 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 | $16,741,000 | 4,918 |
| U.S. Government securities | $11,927,000 | 4,972 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,927,000 | 4,875 |
| Securities issued by states & political subdivisions | $3,816,000 | 3,466 |
| Other domestic debt securities | $998,000 | 1,973 |
| 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 | $998,000 | 1,377 |
| 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 | $4,930,000 | 4,577 |
| Mortgage-backed securities | $2,062,000 | 4,697 |
| Certificates of participation in pools of residential mortgages | $2,062,000 | 4,162 |
| Issued or guaranteed by U.S. | $2,062,000 | 4,149 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $16,741,000 | 4,361 |
| Total debt securities | $16,741,000 | 4,871 |
| 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 | $16,118,000 | 5,018 |
| U.S. Government securities | $11,418,000 | 5,108 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,418,000 | 5,001 |
| Securities issued by states & political subdivisions | $3,713,000 | 3,500 |
| Other domestic debt securities | $987,000 | 1,942 |
| 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 | $987,000 | 1,374 |
| 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 | $3,420,000 | 5,109 |
| Mortgage-backed securities | $1,959,000 | 4,734 |
| Certificates of participation in pools of residential mortgages | $1,959,000 | 4,189 |
| Issued or guaranteed by U.S. | $1,959,000 | 4,176 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $16,118,000 | 4,449 |
| Total debt securities | $16,118,000 | 4,979 |
| 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 | $16,791,000 | 4,961 |
| U.S. Government securities | $11,938,000 | 5,021 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $11,938,000 | 4,904 |
| Securities issued by states & political subdivisions | $3,846,000 | 3,466 |
| Other domestic debt securities | $1,007,000 | 1,897 |
| 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 | $1,007,000 | 1,333 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,441,000 | 5,121 |
| Mortgage-backed securities | $2,101,000 | 4,665 |
| Certificates of participation in pools of residential mortgages | $2,101,000 | 4,117 |
| Issued or guaranteed by U.S. | $2,101,000 | 4,101 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $16,791,000 | 4,371 |
| Total debt securities | $16,791,000 | 4,913 |
| 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 | $17,079,000 | 4,987 |
| U.S. Government securities | $12,501,000 | 4,955 |
| U.S. Treasury securities | $747,000 | 1,118 |
| U.S. Government agency obligations | $11,754,000 | 4,974 |
| Securities issued by states & political subdivisions | $3,577,000 | 3,580 |
| Other domestic debt securities | $1,001,000 | 1,913 |
| 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 | $1,001,000 | 1,367 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,327,000 | 4,800 |
| Mortgage-backed securities | $2,203,000 | 4,619 |
| Certificates of participation in pools of residential mortgages | $2,203,000 | 4,071 |
| Issued or guaranteed by U.S. | $2,203,000 | 4,060 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $17,079,000 | 4,390 |
| Total debt securities | $17,080,000 | 4,941 |
| 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 | $14,155,000 | 5,440 |
| U.S. Government securities | $12,534,000 | 4,992 |
| U.S. Treasury securities | $990,000 | 1,092 |
| U.S. Government agency obligations | $11,544,000 | 5,067 |
| Securities issued by states & political subdivisions | $1,621,000 | 4,537 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,683,000 | 5,062 |
| Mortgage-backed securities | $2,295,000 | 4,571 |
| Certificates of participation in pools of residential mortgages | $2,295,000 | 4,006 |
| Issued or guaranteed by U.S. | $2,295,000 | 3,985 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $14,155,000 | 4,801 |
| Total debt securities | $14,155,000 | 5,388 |
| 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 | $13,559,000 | 5,574 |
| U.S. Government securities | $12,552,000 | 4,994 |
| U.S. Treasury securities | $983,000 | 1,132 |
| U.S. Government agency obligations | $11,569,000 | 5,081 |
| Securities issued by states & political subdivisions | $1,007,000 | 5,038 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,655,000 | 5,090 |
| Mortgage-backed securities | $2,408,000 | 4,518 |
| Certificates of participation in pools of residential mortgages | $2,408,000 | 3,951 |
| Issued or guaranteed by U.S. | $2,408,000 | 3,935 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $13,559,000 | 4,906 |
| Total debt securities | $13,559,000 | 5,524 |
| 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 | $12,837,000 | 5,738 |
| U.S. Government securities | $11,802,000 | 5,186 |
| U.S. Treasury securities | $979,000 | 1,228 |
| U.S. Government agency obligations | $10,823,000 | 5,269 |
| Securities issued by states & political subdivisions | $1,035,000 | 5,021 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,417,000 | 4,803 |
| Mortgage-backed securities | $2,570,000 | 4,480 |
| Certificates of participation in pools of residential mortgages | $2,570,000 | 3,915 |
| Issued or guaranteed by U.S. | $2,570,000 | 3,900 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $12,837,000 | 5,077 |
| Total debt securities | $12,836,000 | 5,685 |
| 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 | $10,947,000 | 6,129 |
| U.S. Government securities | $10,947,000 | 5,366 |
| U.S. Treasury securities | $1,476,000 | 1,023 |
| U.S. Government agency obligations | $9,471,000 | 5,562 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,426,000 | 4,786 |
| Mortgage-backed securities | $2,721,000 | 4,455 |
| Certificates of participation in pools of residential mortgages | $2,721,000 | 3,869 |
| Issued or guaranteed by U.S. | $2,721,000 | 3,854 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $10,947,000 | 5,422 |
| Total debt securities | $10,947,000 | 6,076 |
| 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 | $12,060,000 | 5,891 |
| U.S. Government securities | $12,060,000 | 5,083 |
| U.S. Treasury securities | $1,475,000 | 1,029 |
| U.S. Government agency obligations | $10,585,000 | 5,282 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,194,000 | 4,541 |
| Mortgage-backed securities | $2,937,000 | 4,422 |
| Certificates of participation in pools of residential mortgages | $2,937,000 | 3,834 |
| Issued or guaranteed by U.S. | $2,937,000 | 3,820 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $12,060,000 | 5,190 |
| Total debt securities | $12,061,000 | 5,826 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,409 |
| Fair value | $748,000 | 2,408 |
| 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 | $12,294,000 | 5,903 |
| U.S. Government securities | $12,294,000 | 5,081 |
| U.S. Treasury securities | $1,473,000 | 1,068 |
| U.S. Government agency obligations | $10,821,000 | 5,283 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,192,000 | 4,519 |
| Mortgage-backed securities | $3,167,000 | 4,403 |
| Certificates of participation in pools of residential mortgages | $3,167,000 | 3,819 |
| Issued or guaranteed by U.S. | $3,167,000 | 3,805 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $12,294,000 | 5,181 |
| Total debt securities | $12,294,000 | 5,837 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,395 |
| Fair value | $748,000 | 2,400 |
| 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 | $12,952,000 | 5,842 |
| U.S. Government securities | $12,952,000 | 5,003 |
| U.S. Treasury securities | $1,467,000 | 1,153 |
| U.S. Government agency obligations | $11,485,000 | 5,187 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,171,000 | 4,558 |
| Mortgage-backed securities | $3,358,000 | 4,426 |
| Certificates of participation in pools of residential mortgages | $3,358,000 | 3,842 |
| Issued or guaranteed by U.S. | $3,358,000 | 3,833 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $12,952,000 | 5,130 |
| Total debt securities | $12,952,000 | 5,782 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,383 |
| Fair value | $747,000 | 2,384 |
| 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 | $12,532,000 | 5,963 |
| U.S. Government securities | $12,532,000 | 5,118 |
| U.S. Treasury securities | $1,480,000 | 1,166 |
| U.S. Government agency obligations | $11,052,000 | 5,303 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,219,000 | 4,530 |
| Mortgage-backed securities | $3,344,000 | 4,484 |
| Certificates of participation in pools of residential mortgages | $3,344,000 | 3,882 |
| Issued or guaranteed by U.S. | $3,344,000 | 3,873 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $12,532,000 | 5,228 |
| Total debt securities | $12,532,000 | 5,893 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,327 |
| Fair value | $748,000 | 2,336 |
| 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 | $13,117,000 | 5,862 |
| U.S. Government securities | $13,117,000 | 5,018 |
| U.S. Treasury securities | $1,490,000 | 1,162 |
| U.S. Government agency obligations | $11,627,000 | 5,170 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,243,000 | 4,517 |
| Mortgage-backed securities | $3,550,000 | 4,433 |
| Certificates of participation in pools of residential mortgages | $3,550,000 | 3,829 |
| Issued or guaranteed by U.S. | $3,550,000 | 3,821 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $13,117,000 | 5,128 |
| Total debt securities | $13,115,000 | 5,794 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,312 |
| Fair value | $749,000 | 2,327 |
| 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 | $12,639,000 | 6,029 |
| U.S. Government securities | $12,639,000 | 5,164 |
| U.S. Treasury securities | $1,467,000 | 1,237 |
| U.S. Government agency obligations | $11,172,000 | 5,354 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,637,000 | 4,730 |
| Mortgage-backed securities | $3,678,000 | 4,462 |
| Certificates of participation in pools of residential mortgages | $3,678,000 | 3,851 |
| Issued or guaranteed by U.S. | $3,678,000 | 3,842 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $12,639,000 | 5,282 |
| Total debt securities | $12,638,000 | 5,958 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,280 |
| Fair value | $743,000 | 2,287 |
| 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 | $11,217,000 | 6,319 |
| U.S. Government securities | $11,217,000 | 5,454 |
| U.S. Treasury securities | $1,517,000 | 1,170 |
| U.S. Government agency obligations | $9,700,000 | 5,662 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,552,000 | 4,351 |
| Mortgage-backed securities | $2,581,000 | 4,944 |
| Certificates of participation in pools of residential mortgages | $2,581,000 | 4,322 |
| Issued or guaranteed by U.S. | $2,581,000 | 4,312 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $11,217,000 | 5,583 |
| Total debt securities | $11,217,000 | 6,237 |
| 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 | $8,390,000 | 6,978 |
| U.S. Government securities | $8,390,000 | 6,212 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,390,000 | 6,037 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,611,000 | 4,621 |
| Mortgage-backed securities | $1,671,000 | 5,369 |
| Certificates of participation in pools of residential mortgages | $1,671,000 | 4,804 |
| Issued or guaranteed by U.S. | $1,671,000 | 4,786 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $8,390,000 | 6,198 |
| Total debt securities | $8,400,000 | 6,894 |
| Structured notes | ||
| Amortized cost | $501,000 | 2,026 |
| Fair value | $497,000 | 2,177 |
| 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 | $8,084,000 | 6,982 |
| U.S. Government securities | $8,084,000 | 6,147 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,084,000 | 5,954 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,413,000 | 4,275 |
| Mortgage-backed securities | $1,382,000 | 5,525 |
| Certificates of participation in pools of residential mortgages | $1,382,000 | 4,982 |
| Issued or guaranteed by U.S. | $1,382,000 | 4,962 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $8,084,000 | 6,191 |
| Total debt securities | $8,083,000 | 6,895 |
| Structured notes | ||
| Amortized cost | $502,000 | 1,766 |
| Fair value | $502,000 | 1,838 |
| 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 | $8,452,000 | 6,853 |
| U.S. Government securities | $8,452,000 | 5,972 |
| U.S. Treasury securities | $101,000 | 2,248 |
| U.S. Government agency obligations | $8,351,000 | 5,819 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,017,000 | 4,048 |
| Mortgage-backed securities | $1,900,000 | 5,376 |
| Certificates of participation in pools of residential mortgages | $1,900,000 | 4,749 |
| Issued or guaranteed by U.S. | $1,900,000 | 4,733 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $8,452,000 | 6,081 |
| Total debt securities | $8,451,000 | 6,750 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $8,694,000 | 6,791 |
| U.S. Government securities | $8,694,000 | 5,933 |
| U.S. Treasury securities | $102,000 | 2,297 |
| U.S. Government agency obligations | $8,592,000 | 5,785 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $879,000 | 6,699 |
| Mortgage-backed securities | $4,232,000 | 4,414 |
| Certificates of participation in pools of residential mortgages | $4,232,000 | 3,681 |
| Issued or guaranteed by U.S. | $4,232,000 | 3,670 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $8,694,000 | 6,010 |
| Total debt securities | $8,693,000 | 6,692 |
| 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 | $8,700,000 | 6,832 |
| U.S. Government securities | $8,700,000 | 5,955 |
| U.S. Treasury securities | $103,000 | 2,445 |
| U.S. Government agency obligations | $8,597,000 | 5,787 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $367,000 | 7,134 |
| Mortgage-backed securities | $4,138,000 | 4,435 |
| Certificates of participation in pools of residential mortgages | $4,138,000 | 3,685 |
| Issued or guaranteed by U.S. | $4,138,000 | 3,672 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $8,700,000 | 6,028 |
| Total debt securities | $8,698,000 | 6,733 |
| 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 | $3,655,000 | 8,368 |
| U.S. Government securities | $3,655,000 | 7,793 |
| U.S. Treasury securities | $104,000 | 3,052 |
| U.S. Government agency obligations | $3,551,000 | 7,583 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $3,655,000 | 7,401 |
| Total debt securities | $3,655,000 | 8,272 |
| 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 |