Home > First South Bank > Securities
First South Bank, Securities
| 2019-03-31 | Rank | |
| Total securities | $25,666,000 | 3,189 |
| U.S. Government securities | $25,163,000 | 2,371 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $25,163,000 | 2,234 |
| Securities issued by states & political subdivisions | $503,000 | 4,212 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $503,000 | 4,345 |
| Mortgage-backed securities | $18,780,000 | 1,976 |
| Certificates of participation in pools of residential mortgages | $4,573,000 | 2,691 |
| Issued or guaranteed by U.S. | $4,573,000 | 2,620 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $6,491,000 | 1,434 |
| CMOs issued by government agencies or sponsored agencies | $6,491,000 | 1,389 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $7,716,000 | 738 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $7,716,000 | 431 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $25,666,000 | 2,947 |
| Total debt securities | $25,665,000 | 3,170 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $25,496,000 | 3,221 |
| U.S. Government securities | $24,998,000 | 2,405 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $24,998,000 | 2,279 |
| Securities issued by states & political subdivisions | $498,000 | 4,265 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $498,000 | 4,403 |
| Mortgage-backed securities | $18,771,000 | 1,978 |
| Certificates of participation in pools of residential mortgages | $4,676,000 | 2,683 |
| Issued or guaranteed by U.S. | $4,676,000 | 2,640 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $6,411,000 | 1,425 |
| CMOs issued by government agencies or sponsored agencies | $6,411,000 | 1,380 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $7,684,000 | 715 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $7,684,000 | 426 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $25,496,000 | 2,983 |
| Total debt securities | $25,496,000 | 3,202 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $25,465,000 | 3,227 |
| U.S. Government securities | $24,969,000 | 2,408 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $24,969,000 | 2,289 |
| Securities issued by states & political subdivisions | $496,000 | 4,315 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $496,000 | 4,470 |
| Mortgage-backed securities | $18,828,000 | 1,975 |
| Certificates of participation in pools of residential mortgages | $4,759,000 | 2,715 |
| Issued or guaranteed by U.S. | $4,759,000 | 2,698 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $6,396,000 | 1,403 |
| CMOs issued by government agencies or sponsored agencies | $6,396,000 | 1,357 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $7,673,000 | 700 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $7,673,000 | 420 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $25,465,000 | 2,985 |
| Total debt securities | $25,465,000 | 3,204 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $25,984,000 | 3,254 |
| U.S. Government securities | $25,484,000 | 2,373 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $25,484,000 | 2,270 |
| Securities issued by states & political subdivisions | $500,000 | 4,363 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 4,501 |
| Mortgage-backed securities | $19,292,000 | 1,986 |
| Certificates of participation in pools of residential mortgages | $5,000,000 | 2,722 |
| Issued or guaranteed by U.S. | $5,000,000 | 2,594 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $6,589,000 | 1,393 |
| CMOs issued by government agencies or sponsored agencies | $6,589,000 | 1,346 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $7,703,000 | 698 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $7,703,000 | 412 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $25,984,000 | 2,996 |
| Total debt securities | $25,983,000 | 3,233 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $26,468,000 | 3,247 |
| U.S. Government securities | $25,965,000 | 2,414 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $25,965,000 | 2,312 |
| Securities issued by states & political subdivisions | $503,000 | 4,401 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $503,000 | 4,573 |
| Mortgage-backed securities | $19,721,000 | 1,957 |
| Certificates of participation in pools of residential mortgages | $5,206,000 | 2,736 |
| Issued or guaranteed by U.S. | $5,206,000 | 2,734 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,756,000 | 1,379 |
| CMOs issued by government agencies or sponsored agencies | $6,756,000 | 1,330 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $7,759,000 | 609 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $7,759,000 | 394 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $26,468,000 | 2,998 |
| Total debt securities | $26,467,000 | 3,228 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $27,408,000 | 3,262 |
| U.S. Government securities | $26,898,000 | 2,383 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $26,898,000 | 2,287 |
| Securities issued by states & political subdivisions | $510,000 | 4,466 |
| 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 | $510,000 | 4,648 |
| Mortgage-backed securities | $20,513,000 | 1,915 |
| Certificates of participation in pools of residential mortgages | $5,519,000 | 2,715 |
| Issued or guaranteed by U.S. | $5,519,000 | 2,713 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $7,097,000 | 1,332 |
| CMOs issued by government agencies or sponsored agencies | $7,097,000 | 1,286 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $7,897,000 | 593 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $7,897,000 | 372 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $27,408,000 | 3,013 |
| Total debt securities | $27,409,000 | 3,237 |
| 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 | $28,111,000 | 3,250 |
| U.S. Government securities | $27,594,000 | 2,370 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $27,594,000 | 2,274 |
| Securities issued by states & political subdivisions | $517,000 | 4,509 |
| 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 | $6,375,000 | 3,403 |
| Mortgage-backed securities | $21,136,000 | 1,901 |
| Certificates of participation in pools of residential mortgages | $5,820,000 | 2,707 |
| Issued or guaranteed by U.S. | $5,820,000 | 2,705 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $7,331,000 | 1,313 |
| CMOs issued by government agencies or sponsored agencies | $7,331,000 | 1,266 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $7,985,000 | 578 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $7,985,000 | 362 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $28,111,000 | 2,994 |
| Total debt securities | $28,111,000 | 3,225 |
| 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 | $28,566,000 | 3,281 |
| U.S. Government securities | $28,046,000 | 2,394 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $28,046,000 | 2,294 |
| Securities issued by states & political subdivisions | $520,000 | 4,552 |
| 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 | $6,522,000 | 3,397 |
| Mortgage-backed securities | $21,569,000 | 1,904 |
| Certificates of participation in pools of residential mortgages | $6,061,000 | 2,701 |
| Issued or guaranteed by U.S. | $6,061,000 | 2,700 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,454,000 | 1,301 |
| CMOs issued by government agencies or sponsored agencies | $7,454,000 | 1,250 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $8,054,000 | 562 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $8,054,000 | 351 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $28,566,000 | 3,018 |
| Total debt securities | $28,566,000 | 3,261 |
| 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 | $28,470,000 | 3,308 |
| U.S. Government securities | $27,953,000 | 2,416 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $27,953,000 | 2,315 |
| Securities issued by states & political subdivisions | $517,000 | 4,610 |
| 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 | $6,550,000 | 3,420 |
| Mortgage-backed securities | $21,573,000 | 1,926 |
| Certificates of participation in pools of residential mortgages | $6,196,000 | 2,724 |
| Issued or guaranteed by U.S. | $6,196,000 | 2,722 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,384,000 | 1,326 |
| CMOs issued by government agencies or sponsored agencies | $7,384,000 | 1,264 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $7,993,000 | 563 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $7,993,000 | 340 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $28,470,000 | 3,044 |
| Total debt securities | $28,470,000 | 3,285 |
| 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 | $28,499,000 | 3,290 |
| U.S. Government securities | $27,985,000 | 2,395 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $27,985,000 | 2,292 |
| Securities issued by states & political subdivisions | $514,000 | 4,656 |
| 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 | $6,580,000 | 3,438 |
| Mortgage-backed securities | $21,669,000 | 1,926 |
| Certificates of participation in pools of residential mortgages | $6,364,000 | 2,727 |
| Issued or guaranteed by U.S. | $6,364,000 | 2,723 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,357,000 | 1,311 |
| CMOs issued by government agencies or sponsored agencies | $7,357,000 | 1,249 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $7,948,000 | 540 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $7,948,000 | 326 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $28,499,000 | 3,014 |
| Total debt securities | $28,499,000 | 3,267 |
| 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 | $29,359,000 | 3,240 |
| U.S. Government securities | $28,826,000 | 2,356 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $28,826,000 | 2,270 |
| Securities issued by states & political subdivisions | $533,000 | 4,680 |
| 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 | $7,086,000 | 3,392 |
| Mortgage-backed securities | $22,045,000 | 1,928 |
| Certificates of participation in pools of residential mortgages | $6,943,000 | 2,649 |
| Issued or guaranteed by U.S. | $6,943,000 | 2,646 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,846,000 | 1,379 |
| CMOs issued by government agencies or sponsored agencies | $6,846,000 | 1,317 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $8,256,000 | 500 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $8,256,000 | 310 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $29,359,000 | 2,971 |
| Total debt securities | $29,359,000 | 3,218 |
| 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 | $37,528,000 | 2,886 |
| U.S. Government securities | $37,001,000 | 2,031 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $37,001,000 | 1,946 |
| Securities issued by states & political subdivisions | $527,000 | 4,720 |
| 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 | $7,188,000 | 3,431 |
| Mortgage-backed securities | $22,323,000 | 1,939 |
| Certificates of participation in pools of residential mortgages | $7,258,000 | 2,653 |
| Issued or guaranteed by U.S. | $7,258,000 | 2,649 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,860,000 | 1,412 |
| CMOs issued by government agencies or sponsored agencies | $6,860,000 | 1,345 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $8,205,000 | 479 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $8,205,000 | 296 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $37,528,000 | 2,638 |
| Total debt securities | $37,528,000 | 2,868 |
| 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 | $41,394,000 | 2,758 |
| U.S. Government securities | $40,872,000 | 1,963 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $40,872,000 | 1,866 |
| Securities issued by states & political subdivisions | $522,000 | 4,771 |
| 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 | $9,243,000 | 3,167 |
| Mortgage-backed securities | $18,420,000 | 2,151 |
| Certificates of participation in pools of residential mortgages | $7,454,000 | 2,634 |
| Issued or guaranteed by U.S. | $7,454,000 | 2,631 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,786,000 | 2,008 |
| CMOs issued by government agencies or sponsored agencies | $2,786,000 | 1,939 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $8,180,000 | 462 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $8,180,000 | 287 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $41,394,000 | 2,513 |
| Total debt securities | $41,394,000 | 2,736 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 496 |
| Fair value | $2,995,000 | 519 |
| 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 | $53,171,000 | 2,354 |
| U.S. Government securities | $52,658,000 | 1,622 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $52,658,000 | 1,546 |
| Securities issued by states & political subdivisions | $513,000 | 4,806 |
| 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 | $9,166,000 | 3,220 |
| Mortgage-backed securities | $22,138,000 | 1,966 |
| Certificates of participation in pools of residential mortgages | $11,336,000 | 2,190 |
| Issued or guaranteed by U.S. | $11,336,000 | 2,188 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,818,000 | 2,038 |
| CMOs issued by government agencies or sponsored agencies | $2,818,000 | 1,971 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $7,984,000 | 441 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $7,984,000 | 267 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $53,171,000 | 2,146 |
| Total debt securities | $53,171,000 | 2,333 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 559 |
| Fair value | $2,901,000 | 609 |
| 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 | $57,359,000 | 2,247 |
| U.S. Government securities | $56,841,000 | 1,537 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $56,841,000 | 1,471 |
| Securities issued by states & political subdivisions | $518,000 | 4,851 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,302,000 | 3,093 |
| Mortgage-backed securities | $22,824,000 | 1,924 |
| Certificates of participation in pools of residential mortgages | $11,837,000 | 2,172 |
| Issued or guaranteed by U.S. | $11,837,000 | 2,171 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,862,000 | 2,038 |
| CMOs issued by government agencies or sponsored agencies | $2,862,000 | 1,976 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $8,125,000 | 418 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $8,125,000 | 248 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $57,359,000 | 2,049 |
| Total debt securities | $57,359,000 | 2,227 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 659 |
| Fair value | $2,908,000 | 724 |
| 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 | $56,540,000 | 2,319 |
| U.S. Government securities | $56,029,000 | 1,595 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $56,029,000 | 1,523 |
| Securities issued by states & political subdivisions | $511,000 | 4,885 |
| 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 | $12,003,000 | 2,906 |
| Mortgage-backed securities | $23,063,000 | 1,973 |
| Certificates of participation in pools of residential mortgages | $12,165,000 | 2,197 |
| Issued or guaranteed by U.S. | $12,165,000 | 2,196 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,886,000 | 2,089 |
| CMOs issued by government agencies or sponsored agencies | $2,886,000 | 2,022 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $8,012,000 | 391 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $8,012,000 | 234 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $56,540,000 | 2,105 |
| Total debt securities | $56,540,000 | 2,293 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 763 |
| Fair value | $2,836,000 | 822 |
| 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 | $58,741,000 | 2,295 |
| U.S. Government securities | $58,220,000 | 1,580 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $58,220,000 | 1,506 |
| Securities issued by states & political subdivisions | $521,000 | 4,888 |
| 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 | $15,390,000 | 2,608 |
| Mortgage-backed securities | $24,010,000 | 1,972 |
| Certificates of participation in pools of residential mortgages | $12,857,000 | 2,155 |
| Issued or guaranteed by U.S. | $12,857,000 | 2,155 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,953,000 | 2,102 |
| CMOs issued by government agencies or sponsored agencies | $2,953,000 | 2,036 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $8,200,000 | 373 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $8,200,000 | 222 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $58,741,000 | 2,072 |
| Total debt securities | $58,741,000 | 2,270 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 809 |
| Fair value | $3,004,000 | 819 |
| 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 | $61,526,000 | 2,241 |
| U.S. Government securities | $61,013,000 | 1,526 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $61,013,000 | 1,462 |
| Securities issued by states & political subdivisions | $513,000 | 4,970 |
| 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 | $15,127,000 | 2,646 |
| Mortgage-backed securities | $25,465,000 | 1,938 |
| Certificates of participation in pools of residential mortgages | $13,173,000 | 2,185 |
| Issued or guaranteed by U.S. | $13,173,000 | 2,183 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,247,000 | 1,920 |
| CMOs issued by government agencies or sponsored agencies | $4,247,000 | 1,850 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $8,045,000 | 377 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $8,045,000 | 215 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $61,526,000 | 2,020 |
| Total debt securities | $61,526,000 | 2,220 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 861 |
| Fair value | $2,995,000 | 874 |
| 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 | $59,757,000 | 2,316 |
| U.S. Government securities | $59,249,000 | 1,597 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $59,249,000 | 1,534 |
| Securities issued by states & political subdivisions | $508,000 | 5,026 |
| 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 | $19,549,000 | 2,268 |
| Mortgage-backed securities | $24,804,000 | 2,017 |
| Certificates of participation in pools of residential mortgages | $13,297,000 | 2,252 |
| Issued or guaranteed by U.S. | $13,297,000 | 2,250 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,570,000 | 2,077 |
| CMOs issued by government agencies or sponsored agencies | $3,570,000 | 1,999 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $7,937,000 | 360 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $7,937,000 | 205 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $59,757,000 | 2,088 |
| Total debt securities | $59,757,000 | 2,298 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 944 |
| Fair value | $2,864,000 | 1,005 |
| 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 | $62,371,000 | 2,238 |
| U.S. Government securities | $61,863,000 | 1,556 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $61,863,000 | 1,493 |
| Securities issued by states & political subdivisions | $508,000 | 5,086 |
| 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 | $50,806,000 | 1,166 |
| Mortgage-backed securities | $27,787,000 | 1,926 |
| Certificates of participation in pools of residential mortgages | $13,679,000 | 2,243 |
| Issued or guaranteed by U.S. | $13,679,000 | 2,243 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,141,000 | 1,688 |
| CMOs issued by government agencies or sponsored agencies | $6,141,000 | 1,618 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $7,967,000 | 357 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $7,967,000 | 202 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $62,371,000 | 2,011 |
| Total debt securities | $62,371,000 | 2,220 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 987 |
| Fair value | $2,814,000 | 1,052 |
| 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 | $63,289,000 | 2,233 |
| U.S. Government securities | $62,781,000 | 1,544 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $62,781,000 | 1,484 |
| Securities issued by states & political subdivisions | $508,000 | 5,123 |
| 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 | $50,232,000 | 1,168 |
| Mortgage-backed securities | $29,718,000 | 1,873 |
| Certificates of participation in pools of residential mortgages | $15,652,000 | 2,079 |
| Issued or guaranteed by U.S. | $15,652,000 | 2,078 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $6,256,000 | 1,694 |
| CMOs issued by government agencies or sponsored agencies | $6,256,000 | 1,618 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $7,810,000 | 341 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $7,810,000 | 191 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $63,289,000 | 2,008 |
| Total debt securities | $63,289,000 | 2,214 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 998 |
| Fair value | $2,740,000 | 1,070 |
| 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 | $65,838,000 | 2,158 |
| U.S. Government securities | $65,362,000 | 1,469 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $65,362,000 | 1,423 |
| Securities issued by states & political subdivisions | $476,000 | 5,204 |
| 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 | $49,424,000 | 1,180 |
| Mortgage-backed securities | $31,041,000 | 1,815 |
| Certificates of participation in pools of residential mortgages | $15,842,000 | 2,081 |
| Issued or guaranteed by U.S. | $15,842,000 | 2,079 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,945,000 | 2,033 |
| CMOs issued by government agencies or sponsored agencies | $3,945,000 | 1,954 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $11,254,000 | 259 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $11,254,000 | 141 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $65,838,000 | 1,942 |
| Total debt securities | $65,838,000 | 2,134 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 977 |
| Fair value | $2,689,000 | 1,047 |
| 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 | $67,315,000 | 2,135 |
| U.S. Government securities | $66,840,000 | 1,476 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $66,840,000 | 1,434 |
| Securities issued by states & political subdivisions | $475,000 | 5,230 |
| 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 | $47,964,000 | 1,194 |
| Mortgage-backed securities | $31,761,000 | 1,799 |
| Certificates of participation in pools of residential mortgages | $16,278,000 | 2,053 |
| Issued or guaranteed by U.S. | $16,278,000 | 2,049 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,208,000 | 2,010 |
| CMOs issued by government agencies or sponsored agencies | $4,208,000 | 1,926 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $11,275,000 | 251 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $11,275,000 | 142 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $67,315,000 | 1,930 |
| Total debt securities | $67,315,000 | 2,112 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 972 |
| Fair value | $2,742,000 | 1,029 |
| 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 | $58,357,000 | 2,374 |
| U.S. Government securities | $57,871,000 | 1,653 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $57,871,000 | 1,605 |
| Securities issued by states & political subdivisions | $486,000 | 5,231 |
| 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 | $49,214,000 | 1,148 |
| Mortgage-backed securities | $24,007,000 | 2,120 |
| Certificates of participation in pools of residential mortgages | $14,533,000 | 2,180 |
| Issued or guaranteed by U.S. | $14,533,000 | 2,177 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,781,000 | 2,626 |
| CMOs issued by government agencies or sponsored agencies | $1,781,000 | 2,524 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $7,693,000 | 297 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $7,693,000 | 163 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $58,357,000 | 2,167 |
| Total debt securities | $58,357,000 | 2,351 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 952 |
| Fair value | $2,794,000 | 1,017 |
| 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 | $46,627,000 | 2,842 |
| U.S. Government securities | $46,106,000 | 2,021 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $46,106,000 | 1,969 |
| Securities issued by states & political subdivisions | $521,000 | 5,222 |
| 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 | $31,047,000 | 1,647 |
| Mortgage-backed securities | $9,145,000 | 3,376 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,963,000 | 2,632 |
| CMOs issued by government agencies or sponsored agencies | $1,963,000 | 2,525 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $7,182,000 | 269 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $7,182,000 | 140 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $46,627,000 | 2,630 |
| Total debt securities | $46,627,000 | 2,814 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 970 |
| Fair value | $2,986,000 | 1,016 |
| 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 | $47,667,000 | 2,732 |
| U.S. Government securities | $47,667,000 | 1,931 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $47,667,000 | 1,878 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,952,000 | 1,978 |
| Mortgage-backed securities | $3,314,000 | 4,442 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,314,000 | 2,323 |
| CMOs issued by government agencies or sponsored agencies | $3,314,000 | 2,219 |
| 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) | $47,667,000 | 2,520 |
| Total debt securities | $47,667,000 | 2,705 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 565 |
| Fair value | $7,013,000 | 571 |
| 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 | $49,838,000 | 2,681 |
| U.S. Government securities | $49,838,000 | 1,892 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $49,838,000 | 1,850 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,235,000 | 1,752 |
| Mortgage-backed securities | $10,438,000 | 3,387 |
| Certificates of participation in pools of residential mortgages | $3,975,000 | 3,904 |
| Issued or guaranteed by U.S. | $3,975,000 | 3,902 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $6,463,000 | 1,900 |
| CMOs issued by government agencies or sponsored agencies | $6,463,000 | 1,805 |
| 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) | $49,838,000 | 2,462 |
| Total debt securities | $49,838,000 | 2,655 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 584 |
| Fair value | $7,002,000 | 604 |
| 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 | $60,819,000 | 2,292 |
| U.S. Government securities | $60,248,000 | 1,657 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $60,248,000 | 1,617 |
| Securities issued by states & political subdivisions | $571,000 | 5,235 |
| 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 | $25,824,000 | 1,890 |
| Mortgage-backed securities | $31,004,000 | 1,956 |
| Certificates of participation in pools of residential mortgages | $8,050,000 | 3,110 |
| Issued or guaranteed by U.S. | $8,050,000 | 3,110 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $22,954,000 | 973 |
| CMOs issued by government agencies or sponsored agencies | $22,954,000 | 901 |
| 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) | $60,819,000 | 2,096 |
| Total debt securities | $60,819,000 | 2,271 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 963 |
| Fair value | $4,527,000 | 959 |
| 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 | $79,412,000 | 1,845 |
| U.S. Government securities | $78,853,000 | 1,361 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $78,853,000 | 1,319 |
| Securities issued by states & political subdivisions | $559,000 | 5,229 |
| 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 | $26,498,000 | 1,887 |
| Mortgage-backed securities | $38,264,000 | 1,700 |
| Certificates of participation in pools of residential mortgages | $11,692,000 | 2,625 |
| Issued or guaranteed by U.S. | $11,692,000 | 2,622 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $26,572,000 | 908 |
| CMOs issued by government agencies or sponsored agencies | $26,572,000 | 844 |
| 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) | $79,412,000 | 1,685 |
| Total debt securities | $79,412,000 | 1,831 |
| Structured notes | ||
| Amortized cost | $8,500,000 | 694 |
| Fair value | $8,440,000 | 701 |
| 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 | $73,022,000 | 1,908 |
| U.S. Government securities | $73,022,000 | 1,374 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $73,022,000 | 1,333 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,688,000 | 1,712 |
| Mortgage-backed securities | $38,033,000 | 1,634 |
| Certificates of participation in pools of residential mortgages | $12,449,000 | 2,432 |
| Issued or guaranteed by U.S. | $12,449,000 | 2,427 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $25,584,000 | 918 |
| CMOs issued by government agencies or sponsored agencies | $25,584,000 | 819 |
| 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) | $73,022,000 | 1,734 |
| Total debt securities | $73,022,000 | 1,892 |
| Structured notes | ||
| Amortized cost | $9,500,000 | 586 |
| Fair value | $9,500,000 | 592 |
| 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 | $79,772,000 | 1,722 |
| U.S. Government securities | $79,772,000 | 1,240 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $79,772,000 | 1,194 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,968,000 | 1,672 |
| Mortgage-backed securities | $39,934,000 | 1,498 |
| Certificates of participation in pools of residential mortgages | $15,894,000 | 2,038 |
| Issued or guaranteed by U.S. | $15,894,000 | 2,032 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $24,040,000 | 933 |
| CMOs issued by government agencies or sponsored agencies | $24,040,000 | 814 |
| 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) | $79,772,000 | 1,562 |
| Total debt securities | $79,772,000 | 1,702 |
| Structured notes | ||
| Amortized cost | $14,007,000 | 416 |
| Fair value | $14,024,000 | 416 |
| 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 | $93,204,000 | 1,509 |
| U.S. Government securities | $93,204,000 | 1,076 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $93,204,000 | 1,033 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,890,000 | 1,662 |
| Mortgage-backed securities | $34,957,000 | 1,636 |
| Certificates of participation in pools of residential mortgages | $12,275,000 | 2,338 |
| Issued or guaranteed by U.S. | $12,275,000 | 2,332 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $22,682,000 | 966 |
| CMOs issued by government agencies or sponsored agencies | $22,682,000 | 831 |
| 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) | $93,204,000 | 1,357 |
| Total debt securities | $93,204,000 | 1,488 |
| Structured notes | ||
| Amortized cost | $28,999,000 | 206 |
| Fair value | $28,855,000 | 208 |
| 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 | $98,758,000 | 1,424 |
| U.S. Government securities | $98,758,000 | 1,014 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $98,758,000 | 970 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,120,000 | 2,481 |
| Mortgage-backed securities | $34,069,000 | 1,619 |
| Certificates of participation in pools of residential mortgages | $13,523,000 | 2,138 |
| Issued or guaranteed by U.S. | $13,523,000 | 2,134 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $20,546,000 | 1,005 |
| CMOs issued by government agencies or sponsored agencies | $20,546,000 | 863 |
| 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) | $98,758,000 | 1,270 |
| Total debt securities | $98,758,000 | 1,396 |
| Structured notes | ||
| Amortized cost | $34,998,000 | 178 |
| Fair value | $34,280,000 | 180 |
| 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 | $105,724,000 | 1,289 |
| U.S. Government securities | $105,724,000 | 910 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $105,724,000 | 869 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,050,000 | 1,829 |
| Mortgage-backed securities | $35,480,000 | 1,523 |
| Certificates of participation in pools of residential mortgages | $14,405,000 | 1,974 |
| Issued or guaranteed by U.S. | $14,405,000 | 1,968 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $21,075,000 | 973 |
| CMOs issued by government agencies or sponsored agencies | $21,075,000 | 820 |
| 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) | $105,724,000 | 1,156 |
| Total debt securities | $105,724,000 | 1,271 |
| Structured notes | ||
| Amortized cost | $34,998,000 | 154 |
| Fair value | $33,986,000 | 157 |
| 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 | $81,074,000 | 1,587 |
| U.S. Government securities | $81,074,000 | 1,129 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $81,074,000 | 1,072 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,961,000 | 1,782 |
| Mortgage-backed securities | $21,028,000 | 2,145 |
| Certificates of participation in pools of residential mortgages | $12,461,000 | 2,125 |
| Issued or guaranteed by U.S. | $12,461,000 | 2,119 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,567,000 | 1,584 |
| CMOs issued by government agencies or sponsored agencies | $8,567,000 | 1,394 |
| 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) | $81,074,000 | 1,421 |
| Total debt securities | $81,074,000 | 1,570 |
| Structured notes | ||
| Amortized cost | $24,998,000 | 206 |
| Fair value | $25,158,000 | 209 |
| 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 | $78,646,000 | 1,638 |
| U.S. Government securities | $78,157,000 | 1,202 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $78,157,000 | 1,155 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $489,000 | 2,598 |
| 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 | $489,000 | 1,715 |
| 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 | $14,582,000 | 2,658 |
| Mortgage-backed securities | $17,665,000 | 2,367 |
| Certificates of participation in pools of residential mortgages | $11,526,000 | 2,242 |
| Issued or guaranteed by U.S. | $11,526,000 | 2,236 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $6,139,000 | 1,763 |
| CMOs issued by government agencies or sponsored agencies | $6,139,000 | 1,531 |
| 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) | $489,000 | 2,556 |
| Available-for-sale securities (fair market value) | $78,157,000 | 1,461 |
| Total debt securities | $78,646,000 | 1,621 |
| Structured notes | ||
| Amortized cost | $25,695,000 | 232 |
| Fair value | $25,823,000 | 232 |
| 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 | $79,730,000 | 1,619 |
| U.S. Government securities | $79,242,000 | 1,189 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $79,242,000 | 1,138 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $488,000 | 2,652 |
| 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 | $488,000 | 1,727 |
| 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 | $17,499,000 | 2,416 |
| Mortgage-backed securities | $30,012,000 | 1,721 |
| Certificates of participation in pools of residential mortgages | $25,159,000 | 1,370 |
| Issued or guaranteed by U.S. | $25,159,000 | 1,365 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,853,000 | 1,889 |
| CMOs issued by government agencies or sponsored agencies | $4,853,000 | 1,636 |
| 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) | $593,000 | 2,520 |
| Available-for-sale securities (fair market value) | $79,137,000 | 1,449 |
| Total debt securities | $79,730,000 | 1,596 |
| Structured notes | ||
| Amortized cost | $27,188,000 | 172 |
| Fair value | $27,132,000 | 171 |
| 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 | $61,234,000 | 2,015 |
| U.S. Government securities | $60,746,000 | 1,467 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $60,746,000 | 1,421 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $488,000 | 2,706 |
| 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 | $488,000 | 1,765 |
| 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 | $20,695,000 | 2,182 |
| Mortgage-backed securities | $31,177,000 | 1,679 |
| Certificates of participation in pools of residential mortgages | $25,979,000 | 1,372 |
| Issued or guaranteed by U.S. | $25,979,000 | 1,365 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $5,198,000 | 1,821 |
| CMOs issued by government agencies or sponsored agencies | $5,198,000 | 1,550 |
| 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) | $615,000 | 2,564 |
| Available-for-sale securities (fair market value) | $60,619,000 | 1,811 |
| Total debt securities | $61,234,000 | 1,991 |
| Structured notes | ||
| Amortized cost | $9,000,000 | 468 |
| Fair value | $8,902,000 | 475 |
| 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 | $39,350,000 | 2,902 |
| U.S. Government securities | $38,515,000 | 2,164 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $38,515,000 | 2,106 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $835,000 | 2,511 |
| 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 | $835,000 | 1,594 |
| 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 | $23,567,000 | 1,991 |
| Mortgage-backed securities | $16,432,000 | 2,616 |
| Certificates of participation in pools of residential mortgages | $16,432,000 | 1,995 |
| Issued or guaranteed by U.S. | $16,432,000 | 1,986 |
| 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) | $978,000 | 2,473 |
| Available-for-sale securities (fair market value) | $38,372,000 | 2,620 |
| Total debt securities | $39,351,000 | 2,873 |
| 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 | $33,793,000 | 3,171 |
| U.S. Government securities | $33,188,000 | 2,411 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $33,188,000 | 2,359 |
| Securities issued by states & political subdivisions | $118,000 | 5,798 |
| Other domestic debt securities | $487,000 | 2,855 |
| 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 | $487,000 | 1,893 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,084,000 | 4,372 |
| Mortgage-backed securities | $16,285,000 | 2,643 |
| Certificates of participation in pools of residential mortgages | $16,285,000 | 2,064 |
| Issued or guaranteed by U.S. | $16,285,000 | 2,052 |
| 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) | $635,000 | 2,659 |
| Available-for-sale securities (fair market value) | $33,158,000 | 2,875 |
| Total debt securities | $33,793,000 | 3,137 |
| 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 | $41,574,000 | 2,699 |
| U.S. Government securities | $40,968,000 | 2,052 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $40,968,000 | 2,002 |
| Securities issued by states & political subdivisions | $120,000 | 5,742 |
| Other domestic debt securities | $486,000 | 2,772 |
| 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 | $486,000 | 1,975 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,839,000 | 2,740 |
| Mortgage-backed securities | $23,650,000 | 2,146 |
| Certificates of participation in pools of residential mortgages | $23,650,000 | 1,596 |
| Issued or guaranteed by U.S. | $23,650,000 | 1,584 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,638,000 | 2,283 |
| Available-for-sale securities (fair market value) | $39,936,000 | 2,494 |
| Total debt securities | $41,574,000 | 2,671 |
| 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 | $45,467,000 | 2,508 |
| U.S. Government securities | $44,864,000 | 1,879 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $44,864,000 | 1,847 |
| Securities issued by states & political subdivisions | $118,000 | 5,714 |
| Other domestic debt securities | $485,000 | 2,725 |
| 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 | $485,000 | 1,938 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,878,000 | 3,003 |
| Mortgage-backed securities | $25,903,000 | 1,974 |
| Certificates of participation in pools of residential mortgages | $25,903,000 | 1,454 |
| Issued or guaranteed by U.S. | $25,903,000 | 1,447 |
| 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) | $1,642,000 | 2,292 |
| Available-for-sale securities (fair market value) | $43,825,000 | 2,289 |
| Total debt securities | $45,467,000 | 2,476 |
| 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 | $54,316,000 | 2,095 |
| U.S. Government securities | $53,714,000 | 1,541 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $53,714,000 | 1,514 |
| Securities issued by states & political subdivisions | $117,000 | 5,735 |
| Other domestic debt securities | $485,000 | 2,690 |
| 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 | $485,000 | 1,912 |
| 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 | $16,590,000 | 2,573 |
| Mortgage-backed securities | $25,628,000 | 1,889 |
| Certificates of participation in pools of residential mortgages | $25,628,000 | 1,388 |
| Issued or guaranteed by U.S. | $25,628,000 | 1,377 |
| 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) | $3,663,000 | 1,829 |
| Available-for-sale securities (fair market value) | $50,653,000 | 1,942 |
| Total debt securities | $54,315,000 | 2,069 |
| 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 | $27,825,000 | 3,637 |
| U.S. Government securities | $27,213,000 | 2,829 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $27,213,000 | 2,783 |
| Securities issued by states & political subdivisions | $127,000 | 5,778 |
| Other domestic debt securities | $485,000 | 2,668 |
| 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 | $485,000 | 1,941 |
| 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 | $7,600,000 | 3,838 |
| Mortgage-backed securities | $549,000 | 5,849 |
| Certificates of participation in pools of residential mortgages | $549,000 | 5,476 |
| Issued or guaranteed by U.S. | $549,000 | 5,455 |
| 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) | $3,677,000 | 1,839 |
| Available-for-sale securities (fair market value) | $24,148,000 | 3,534 |
| Total debt securities | $27,825,000 | 3,593 |
| 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 | $25,390,000 | 3,840 |
| U.S. Government securities | $24,779,000 | 3,041 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $24,779,000 | 2,991 |
| Securities issued by states & political subdivisions | $127,000 | 5,777 |
| Other domestic debt securities | $484,000 | 2,640 |
| 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 | $484,000 | 1,934 |
| 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 | $9,318,000 | 3,483 |
| Mortgage-backed securities | $642,000 | 5,755 |
| Certificates of participation in pools of residential mortgages | $642,000 | 5,357 |
| Issued or guaranteed by U.S. | $642,000 | 5,330 |
| 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) | $5,710,000 | 1,568 |
| Available-for-sale securities (fair market value) | $19,680,000 | 4,001 |
| Total debt securities | $25,390,000 | 3,788 |
| 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 | $28,113,000 | 3,604 |
| U.S. Government securities | $27,502,000 | 2,852 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $27,502,000 | 2,796 |
| Securities issued by states & political subdivisions | $127,000 | 5,813 |
| Other domestic debt securities | $484,000 | 2,461 |
| 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 | $484,000 | 1,800 |
| 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 | $9,289,000 | 3,523 |
| Mortgage-backed securities | $698,000 | 5,563 |
| Certificates of participation in pools of residential mortgages | $698,000 | 5,144 |
| Issued or guaranteed by U.S. | $698,000 | 5,123 |
| 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) | $5,745,000 | 1,616 |
| Available-for-sale securities (fair market value) | $22,368,000 | 3,695 |
| Total debt securities | $28,112,000 | 3,554 |
| 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 | $35,391,000 | 3,041 |
| U.S. Government securities | $34,781,000 | 2,351 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $34,781,000 | 2,304 |
| Securities issued by states & political subdivisions | $127,000 | 5,850 |
| Other domestic debt securities | $483,000 | 2,403 |
| 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 | $483,000 | 1,770 |
| 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 | $10,988,000 | 3,261 |
| Mortgage-backed securities | $733,000 | 5,465 |
| Certificates of participation in pools of residential mortgages | $733,000 | 5,012 |
| Issued or guaranteed by U.S. | $733,000 | 4,996 |
| 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) | $9,756,000 | 1,266 |
| Available-for-sale securities (fair market value) | $25,635,000 | 3,369 |
| Total debt securities | $35,390,000 | 2,999 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,213 |
| Fair value | $2,003,000 | 1,222 |
| 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 | $29,153,000 | 3,485 |
| U.S. Government securities | $28,543,000 | 2,790 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $28,543,000 | 2,729 |
| Securities issued by states & political subdivisions | $127,000 | 5,904 |
| Other domestic debt securities | $483,000 | 2,354 |
| 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 | $483,000 | 1,743 |
| 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 | $10,219,000 | 3,380 |
| Mortgage-backed securities | $831,000 | 5,402 |
| Certificates of participation in pools of residential mortgages | $831,000 | 4,950 |
| Issued or guaranteed by U.S. | $831,000 | 4,935 |
| 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) | $9,796,000 | 1,267 |
| Available-for-sale securities (fair market value) | $19,357,000 | 4,028 |
| Total debt securities | $29,154,000 | 3,446 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,776 |
| Fair value | $998,000 | 1,793 |
| 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 | $32,420,000 | 3,271 |
| U.S. Government securities | $31,810,000 | 2,565 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $31,810,000 | 2,491 |
| Securities issued by states & political subdivisions | $127,000 | 5,967 |
| Other domestic debt securities | $483,000 | 2,371 |
| 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 | $483,000 | 1,784 |
| 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 | $6,980,000 | 4,038 |
| Mortgage-backed securities | $903,000 | 5,369 |
| Certificates of participation in pools of residential mortgages | $903,000 | 4,905 |
| Issued or guaranteed by U.S. | $903,000 | 4,887 |
| 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) | $9,827,000 | 1,294 |
| Available-for-sale securities (fair market value) | $22,593,000 | 3,660 |
| Total debt securities | $32,419,000 | 3,228 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,848 |
| Fair value | $994,000 | 1,940 |
| 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 | $32,455,000 | 3,276 |
| U.S. Government securities | $31,845,000 | 2,600 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $31,845,000 | 2,533 |
| Securities issued by states & political subdivisions | $128,000 | 6,012 |
| Other domestic debt securities | $482,000 | 2,404 |
| 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 | $482,000 | 1,829 |
| 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 | $7,052,000 | 4,026 |
| Mortgage-backed securities | $1,004,000 | 5,283 |
| Certificates of participation in pools of residential mortgages | $1,004,000 | 4,798 |
| Issued or guaranteed by U.S. | $1,004,000 | 4,781 |
| 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) | $9,902,000 | 1,315 |
| Available-for-sale securities (fair market value) | $22,553,000 | 3,677 |
| Total debt securities | $32,454,000 | 3,234 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,951 |
| Fair value | $991,000 | 2,037 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $34,477,000 | 3,178 |
| U.S. Government securities | $33,867,000 | 2,510 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $33,867,000 | 2,439 |
| Securities issued by states & political subdivisions | $128,000 | 6,081 |
| Other domestic debt securities | $482,000 | 2,438 |
| 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 | $482,000 | 1,868 |
| 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 | $7,114,000 | 4,017 |
| Mortgage-backed securities | $1,091,000 | 5,225 |
| Certificates of participation in pools of residential mortgages | $1,091,000 | 4,744 |
| Issued or guaranteed by U.S. | $1,091,000 | 4,718 |
| 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) | $9,955,000 | 1,359 |
| Available-for-sale securities (fair market value) | $24,522,000 | 3,506 |
| Total debt securities | $34,476,000 | 3,139 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,056 |
| Fair value | $987,000 | 2,171 |
| 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 | $33,309,000 | 3,250 |
| U.S. Government securities | $32,700,000 | 2,579 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $32,700,000 | 2,504 |
| Securities issued by states & political subdivisions | $128,000 | 6,120 |
| Other domestic debt securities | $481,000 | 2,439 |
| 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 | $481,000 | 1,889 |
| 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 | $7,141,000 | 4,014 |
| Mortgage-backed securities | $1,195,000 | 5,173 |
| Certificates of participation in pools of residential mortgages | $1,195,000 | 4,694 |
| Issued or guaranteed by U.S. | $1,195,000 | 4,671 |
| 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) | $10,033,000 | 1,362 |
| Available-for-sale securities (fair market value) | $23,276,000 | 3,612 |
| Total debt securities | $33,310,000 | 3,206 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,120 |
| Fair value | $981,000 | 2,211 |
| 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 | $31,630,000 | 3,423 |
| U.S. Government securities | $31,020,000 | 2,715 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $31,020,000 | 2,630 |
| Securities issued by states & political subdivisions | $129,000 | 6,135 |
| Other domestic debt securities | $481,000 | 2,519 |
| 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 | $481,000 | 1,989 |
| 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 | $9,336,000 | 3,534 |
| Mortgage-backed securities | $1,359,000 | 5,125 |
| Certificates of participation in pools of residential mortgages | $1,359,000 | 4,608 |
| Issued or guaranteed by U.S. | $1,359,000 | 4,589 |
| 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) | $7,148,000 | 1,656 |
| Available-for-sale securities (fair market value) | $24,482,000 | 3,548 |
| Total debt securities | $31,631,000 | 3,372 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,107 |
| Fair value | $983,000 | 2,228 |
| 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 | $29,361,000 | 3,612 |
| U.S. Government securities | $28,751,000 | 2,896 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $28,751,000 | 2,800 |
| Securities issued by states & political subdivisions | $129,000 | 6,180 |
| Other domestic debt securities | $481,000 | 2,612 |
| 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 | $481,000 | 2,112 |
| 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 | $11,502,000 | 3,121 |
| Mortgage-backed securities | $1,525,000 | 5,065 |
| Certificates of participation in pools of residential mortgages | $1,525,000 | 4,541 |
| Issued or guaranteed by U.S. | $1,525,000 | 4,522 |
| 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) | $7,264,000 | 1,668 |
| Available-for-sale securities (fair market value) | $22,097,000 | 3,758 |
| Total debt securities | $29,361,000 | 3,561 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,098 |
| Fair value | $985,000 | 2,227 |
| 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 | $23,688,000 | 4,132 |
| U.S. Government securities | $23,078,000 | 3,383 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $23,078,000 | 3,262 |
| Securities issued by states & political subdivisions | $130,000 | 6,219 |
| Other domestic debt securities | $480,000 | 2,666 |
| 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 | $480,000 | 2,191 |
| 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 | $13,255,000 | 2,828 |
| Mortgage-backed securities | $1,729,000 | 4,998 |
| Certificates of participation in pools of residential mortgages | $1,729,000 | 4,451 |
| Issued or guaranteed by U.S. | $1,729,000 | 4,435 |
| 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) | $1,397,000 | 2,919 |
| Available-for-sale securities (fair market value) | $22,291,000 | 3,729 |
| Total debt securities | $23,688,000 | 4,080 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,039 |
| Fair value | $993,000 | 2,117 |
| 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 | $24,955,000 | 4,043 |
| U.S. Government securities | $24,347,000 | 3,302 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $24,347,000 | 3,182 |
| Securities issued by states & political subdivisions | $128,000 | 6,233 |
| Other domestic debt securities | $480,000 | 2,742 |
| 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 | $480,000 | 2,276 |
| 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 | $12,508,000 | 2,934 |
| Mortgage-backed securities | $1,951,000 | 4,968 |
| Certificates of participation in pools of residential mortgages | $1,951,000 | 4,399 |
| Issued or guaranteed by U.S. | $1,951,000 | 4,381 |
| 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) | $2,560,000 | 2,526 |
| Available-for-sale securities (fair market value) | $22,395,000 | 3,754 |
| Total debt securities | $24,954,000 | 3,985 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $997,000 | 2,096 |
| 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 | $20,145,000 | 4,693 |
| U.S. Government securities | $19,538,000 | 3,940 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,538,000 | 3,804 |
| Securities issued by states & political subdivisions | $127,000 | 6,276 |
| Other domestic debt securities | $480,000 | 2,795 |
| 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 | $480,000 | 2,359 |
| 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 | $12,704,000 | 2,912 |
| Mortgage-backed securities | $2,207,000 | 4,898 |
| Certificates of participation in pools of residential mortgages | $2,207,000 | 4,318 |
| Issued or guaranteed by U.S. | $2,207,000 | 4,305 |
| 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) | $2,772,000 | 2,491 |
| Available-for-sale securities (fair market value) | $17,373,000 | 4,438 |
| Total debt securities | $20,145,000 | 4,635 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $991,000 | 2,103 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $20,910,000 | 4,595 |
| U.S. Government securities | $19,929,000 | 3,887 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,929,000 | 3,754 |
| Securities issued by states & political subdivisions | $502,000 | 5,652 |
| Other domestic debt securities | $479,000 | 2,836 |
| 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 | $479,000 | 2,412 |
| 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 | $11,466,000 | 3,081 |
| Mortgage-backed securities | $2,444,000 | 4,832 |
| Certificates of participation in pools of residential mortgages | $2,444,000 | 4,242 |
| Issued or guaranteed by U.S. | $2,444,000 | 4,229 |
| 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) | $3,358,000 | 2,372 |
| Available-for-sale securities (fair market value) | $17,552,000 | 4,439 |
| Total debt securities | $20,911,000 | 4,533 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $1,001,000 | 1,990 |
| 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 | $20,204,000 | 4,690 |
| U.S. Government securities | $19,223,000 | 3,931 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $19,223,000 | 3,787 |
| Securities issued by states & political subdivisions | $502,000 | 5,704 |
| Other domestic debt securities | $479,000 | 2,876 |
| 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 | $479,000 | 2,473 |
| 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 | $11,692,000 | 2,997 |
| Mortgage-backed securities | $2,635,000 | 4,780 |
| Certificates of participation in pools of residential mortgages | $2,635,000 | 4,187 |
| Issued or guaranteed by U.S. | $2,635,000 | 4,177 |
| 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) | $3,526,000 | 2,340 |
| Available-for-sale securities (fair market value) | $16,678,000 | 4,547 |
| Total debt securities | $20,205,000 | 4,626 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,975 |
| Fair value | $1,006,000 | 1,973 |
| 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 | $18,208,000 | 5,058 |
| U.S. Government securities | $17,231,000 | 4,289 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $17,231,000 | 4,147 |
| Securities issued by states & political subdivisions | $498,000 | 5,745 |
| Other domestic debt securities | $479,000 | 2,978 |
| 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 | $479,000 | 2,584 |
| 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 | $9,237,000 | 3,464 |
| Mortgage-backed securities | $2,800,000 | 4,777 |
| Certificates of participation in pools of residential mortgages | $2,800,000 | 4,167 |
| Issued or guaranteed by U.S. | $2,800,000 | 4,158 |
| 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) | $3,662,000 | 2,308 |
| Available-for-sale securities (fair market value) | $14,546,000 | 4,964 |
| Total debt securities | $18,208,000 | 4,990 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,961 |
| Fair value | $989,000 | 2,052 |
| 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 | $12,512,000 | 6,021 |
| U.S. Government securities | $11,530,000 | 5,376 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $11,530,000 | 5,229 |
| Securities issued by states & political subdivisions | $504,000 | 5,738 |
| Other domestic debt securities | $478,000 | 3,067 |
| 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 | $478,000 | 2,660 |
| 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 | $10,521,000 | 3,167 |
| Mortgage-backed securities | $1,954,000 | 5,205 |
| Certificates of participation in pools of residential mortgages | $1,954,000 | 4,640 |
| Issued or guaranteed by U.S. | $1,954,000 | 4,623 |
| 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) | $3,816,000 | 2,267 |
| Available-for-sale securities (fair market value) | $8,696,000 | 6,088 |
| Total debt securities | $12,512,000 | 5,945 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,759 |
| Fair value | $1,011,000 | 1,786 |
| 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 | $13,546,000 | 5,878 |
| U.S. Government securities | $12,565,000 | 5,175 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $12,565,000 | 5,022 |
| Securities issued by states & political subdivisions | $503,000 | 5,800 |
| Other domestic debt securities | $478,000 | 3,148 |
| 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 | $478,000 | 2,816 |
| 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 | $8,564,000 | 3,460 |
| Mortgage-backed securities | $2,010,000 | 5,168 |
| Certificates of participation in pools of residential mortgages | $2,010,000 | 4,593 |
| Issued or guaranteed by U.S. | $2,010,000 | 4,572 |
| 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) | $3,874,000 | 2,290 |
| Available-for-sale securities (fair market value) | $9,672,000 | 5,929 |
| Total debt securities | $13,546,000 | 5,789 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,606 |
| Fair value | $1,004,000 | 1,660 |
| 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 | $13,554,000 | 5,810 |
| U.S. Government securities | $12,575,000 | 5,028 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $12,575,000 | 4,878 |
| Securities issued by states & political subdivisions | $502,000 | 5,842 |
| Other domestic debt securities | $477,000 | 3,264 |
| 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 | $477,000 | 2,924 |
| 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 | $10,088,000 | 3,066 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,365,000 | 2,754 |
| Available-for-sale securities (fair market value) | $11,189,000 | 5,564 |
| Total debt securities | $13,553,000 | 5,719 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,378 |
| Fair value | $1,009,000 | 1,416 |
| 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 | $10,634,000 | 6,328 |
| U.S. Government securities | $9,652,000 | 5,641 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,652,000 | 5,469 |
| Securities issued by states & political subdivisions | $505,000 | 5,835 |
| Other domestic debt securities | $477,000 | 3,320 |
| 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 | $477,000 | 2,967 |
| 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 | $10,124,000 | 3,014 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,366,000 | 2,762 |
| Available-for-sale securities (fair market value) | $8,268,000 | 6,128 |
| Total debt securities | $10,635,000 | 6,235 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,191 |
| Fair value | $1,018,000 | 1,212 |
| 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 | $12,104,000 | 6,073 |
| U.S. Government securities | $11,126,000 | 5,335 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $11,126,000 | 5,151 |
| Securities issued by states & political subdivisions | $502,000 | 5,802 |
| Other domestic debt securities | $476,000 | 3,368 |
| 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 | $476,000 | 2,998 |
| 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 | $8,119,000 | 3,475 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,367,000 | 2,804 |
| Available-for-sale securities (fair market value) | $9,737,000 | 5,779 |
| Total debt securities | $12,105,000 | 5,971 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 910 |
| Fair value | $1,017,000 | 946 |
| 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 | $16,624,000 | 5,180 |
| U.S. Government securities | $15,646,000 | 4,359 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $15,646,000 | 4,183 |
| Securities issued by states & political subdivisions | $502,000 | 5,812 |
| Other domestic debt securities | $476,000 | 3,400 |
| 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 | $476,000 | 3,012 |
| 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 | $6,064,000 | 4,034 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,369,000 | 2,884 |
| Available-for-sale securities (fair market value) | $14,255,000 | 4,849 |
| Total debt securities | $16,624,000 | 5,093 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 765 |
| Fair value | $1,019,000 | 811 |
| 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 | $9,651,000 | 6,603 |
| U.S. Government securities | $8,681,000 | 5,886 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,681,000 | 5,658 |
| Securities issued by states & political subdivisions | $495,000 | 5,956 |
| Other domestic debt securities | $475,000 | 3,461 |
| 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 | $475,000 | 2,994 |
| 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 | $8,660,000 | 3,274 |
| 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) | $1,350,000 | 3,558 |
| Available-for-sale securities (fair market value) | $8,301,000 | 6,063 |
| Total debt securities | $9,651,000 | 6,507 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $16,631,000 | 5,233 |
| U.S. Government securities | $15,496,000 | 4,428 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $15,496,000 | 4,124 |
| Securities issued by states & political subdivisions | $497,000 | 6,093 |
| Other domestic debt securities | $474,000 | 3,042 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $474,000 | 2,676 |
| Foreign debt securities | NA | NA |
| Equity securities | $164,000 | 6,148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,607,000 | 5,320 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,349,000 | 2,949 |
| Available-for-sale securities (fair market value) | $12,282,000 | 5,165 |
| Total debt securities | $16,467,000 | 5,139 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $10,347,000 | 6,968 |
| U.S. Government securities | $9,699,000 | 6,197 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $9,699,000 | 5,694 |
| Securities issued by states & political subdivisions | $484,000 | 6,425 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $164,000 | 6,051 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,823,000 | 4,330 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $375,000 | 5,478 |
| Available-for-sale securities (fair market value) | $9,972,000 | 5,867 |
| Total debt securities | $10,183,000 | 6,896 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $10,585,000 | 6,915 |
| U.S. Government securities | $9,980,000 | 6,123 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $9,980,000 | 5,294 |
| Securities issued by states & political subdivisions | $500,000 | 6,574 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $105,000 | 6,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,003,000 | 7,139 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $375,000 | 6,032 |
| Available-for-sale securities (fair market value) | $10,210,000 | 5,714 |
| Total debt securities | $10,480,000 | 6,806 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $6,581,000 | 8,593 |
| U.S. Government securities | $6,206,000 | 8,000 |
| U.S. Treasury securities | $1,002,000 | 6,378 |
| U.S. Government agency obligations | $5,204,000 | 7,186 |
| Securities issued by states & political subdivisions | $375,000 | 7,015 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,509,000 | 6,010 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,375,000 | 5,384 |
| Available-for-sale securities (fair market value) | $4,206,000 | 7,796 |
| Total debt securities | $6,581,000 | 8,462 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $7,007,000 | 8,984 |
| U.S. Government securities | $6,507,000 | 8,460 |
| U.S. Treasury securities | $1,002,000 | 7,210 |
| U.S. Government agency obligations | $5,505,000 | 7,373 |
| Securities issued by states & political subdivisions | $500,000 | 7,050 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 7,229 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,001,000 | 4,690 |
| Available-for-sale securities (fair market value) | $2,006,000 | 9,016 |
| Total debt securities | $7,007,000 | 8,885 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |