Home > Carolina Trust Bank > Securities
Carolina Trust Bank, Securities
| 2019-09-30 | Rank | |
| Total securities | $64,541,000 | 1,739 |
| U.S. Government securities | $45,313,000 | 1,567 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $45,313,000 | 1,478 |
| Securities issued by states & political subdivisions | $17,466,000 | 1,675 |
| Other domestic debt securities | $982,000 | 1,569 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $982,000 | 1,170 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,036,000 | 2,866 |
| Mortgage-backed securities | $27,412,000 | 1,609 |
| Certificates of participation in pools of residential mortgages | $25,073,000 | 1,098 |
| Issued or guaranteed by U.S. | $25,073,000 | 1,067 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,339,000 | 2,047 |
| CMOs issued by government agencies or sponsored agencies | $2,339,000 | 2,002 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $63,761,000 | 1,622 |
| Total debt securities | $63,763,000 | 1,737 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $68,293,000 | 1,693 |
| U.S. Government securities | $48,324,000 | 1,506 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $48,324,000 | 1,412 |
| Securities issued by states & political subdivisions | $18,112,000 | 1,670 |
| Other domestic debt securities | $978,000 | 1,557 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $978,000 | 1,196 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,205,000 | 3,017 |
| Mortgage-backed securities | $29,048,000 | 1,536 |
| Certificates of participation in pools of residential mortgages | $26,532,000 | 1,051 |
| Issued or guaranteed by U.S. | $26,532,000 | 1,040 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,516,000 | 1,992 |
| CMOs issued by government agencies or sponsored agencies | $2,516,000 | 1,942 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $67,414,000 | 1,576 |
| Total debt securities | $67,413,000 | 1,690 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $69,729,000 | 1,683 |
| U.S. Government securities | $50,118,000 | 1,456 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $50,118,000 | 1,375 |
| Securities issued by states & political subdivisions | $17,895,000 | 1,733 |
| Other domestic debt securities | $965,000 | 1,563 |
| 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 | $965,000 | 1,202 |
| 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 | $6,602,000 | 3,146 |
| Mortgage-backed securities | $30,459,000 | 1,481 |
| Certificates of participation in pools of residential mortgages | $27,841,000 | 1,025 |
| Issued or guaranteed by U.S. | $27,841,000 | 1,014 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,618,000 | 1,975 |
| CMOs issued by government agencies or sponsored agencies | $2,618,000 | 1,923 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $68,978,000 | 1,566 |
| Total debt securities | $68,976,000 | 1,682 |
| 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 | $32,577,000 | 2,881 |
| U.S. Government securities | $31,330,000 | 2,090 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $31,330,000 | 1,973 |
| Securities issued by states & political subdivisions | $630,000 | 4,206 |
| 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 | $919,000 | 4,294 |
| Mortgage-backed securities | $20,541,000 | 1,877 |
| Certificates of participation in pools of residential mortgages | $20,541,000 | 1,276 |
| Issued or guaranteed by U.S. | $20,541,000 | 1,265 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $31,960,000 | 2,692 |
| Total debt securities | $31,960,000 | 2,889 |
| 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 | $30,741,000 | 2,971 |
| U.S. Government securities | $29,707,000 | 2,180 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $29,707,000 | 2,065 |
| Securities issued by states & political subdivisions | $285,000 | 4,407 |
| 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 | $926,000 | 4,352 |
| Mortgage-backed securities | $19,095,000 | 1,960 |
| Certificates of participation in pools of residential mortgages | $19,095,000 | 1,363 |
| Issued or guaranteed by U.S. | $19,095,000 | 1,357 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $29,992,000 | 2,782 |
| Total debt securities | $29,991,000 | 2,987 |
| 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 | $28,915,000 | 3,091 |
| U.S. Government securities | $27,914,000 | 2,250 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $27,914,000 | 2,149 |
| Securities issued by states & political subdivisions | $286,000 | 4,464 |
| 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 | $999,000 | 4,351 |
| Mortgage-backed securities | $17,088,000 | 2,088 |
| Certificates of participation in pools of residential mortgages | $17,088,000 | 1,514 |
| Issued or guaranteed by U.S. | $17,088,000 | 1,454 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $28,200,000 | 2,893 |
| Total debt securities | $28,200,000 | 3,109 |
| 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 | $29,862,000 | 3,097 |
| U.S. Government securities | $28,912,000 | 2,257 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $28,912,000 | 2,157 |
| Securities issued by states & political subdivisions | $286,000 | 4,507 |
| 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 | $1,008,000 | 4,397 |
| Mortgage-backed securities | $17,975,000 | 2,052 |
| Certificates of participation in pools of residential mortgages | $17,975,000 | 1,508 |
| Issued or guaranteed by U.S. | $17,975,000 | 1,505 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $29,198,000 | 2,887 |
| Total debt securities | $29,199,000 | 3,107 |
| 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 | $31,112,000 | 3,084 |
| U.S. Government securities | $30,191,000 | 2,208 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $30,191,000 | 2,112 |
| Securities issued by states & political subdivisions | $295,000 | 4,573 |
| 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 | $626,000 | 565 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $18,915,000 | 2,003 |
| Certificates of participation in pools of residential mortgages | $18,915,000 | 1,475 |
| Issued or guaranteed by U.S. | $18,915,000 | 1,474 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $31,112,000 | 2,848 |
| Total debt securities | $30,486,000 | 3,098 |
| 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 | $28,333,000 | 3,236 |
| U.S. Government securities | $27,204,000 | 2,390 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $27,204,000 | 2,295 |
| Securities issued by states & political subdivisions | $309,000 | 4,601 |
| 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 | $820,000 | 550 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,536,000 | 3,908 |
| Mortgage-backed securities | $17,808,000 | 2,090 |
| Certificates of participation in pools of residential mortgages | $17,808,000 | 1,577 |
| Issued or guaranteed by U.S. | $17,808,000 | 1,575 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $28,333,000 | 2,985 |
| Total debt securities | $27,513,000 | 3,258 |
| 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 | $29,516,000 | 3,234 |
| U.S. Government securities | $28,087,000 | 2,392 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $28,087,000 | 2,292 |
| Securities issued by states & political subdivisions | $311,000 | 4,641 |
| 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 | $1,118,000 | 486 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,248,000 | 4,004 |
| Mortgage-backed securities | $18,625,000 | 2,061 |
| Certificates of participation in pools of residential mortgages | $18,625,000 | 1,573 |
| Issued or guaranteed by U.S. | $18,625,000 | 1,571 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $29,516,000 | 2,980 |
| Total debt securities | $28,398,000 | 3,269 |
| 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 | $26,861,000 | 3,403 |
| U.S. Government securities | $25,323,000 | 2,575 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $25,323,000 | 2,473 |
| Securities issued by states & political subdivisions | $304,000 | 4,705 |
| 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 | $1,234,000 | 459 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,283,000 | 4,036 |
| Mortgage-backed securities | $17,857,000 | 2,170 |
| Certificates of participation in pools of residential mortgages | $17,857,000 | 1,658 |
| Issued or guaranteed by U.S. | $17,857,000 | 1,658 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $26,861,000 | 3,130 |
| Total debt securities | $25,627,000 | 3,464 |
| 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 | $27,063,000 | 3,394 |
| U.S. Government securities | $25,201,000 | 2,560 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $25,201,000 | 2,452 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $750,000 | 1,704 |
| 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 | $750,000 | 1,391 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $1,112,000 | 481 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,319,000 | 4,062 |
| Mortgage-backed securities | $18,658,000 | 2,102 |
| Certificates of participation in pools of residential mortgages | $18,658,000 | 1,611 |
| Issued or guaranteed by U.S. | $18,658,000 | 1,611 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $27,063,000 | 3,106 |
| Total debt securities | $25,950,000 | 3,423 |
| 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 | $26,923,000 | 3,399 |
| U.S. Government securities | $25,046,000 | 2,554 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $25,046,000 | 2,454 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $750,000 | 1,705 |
| 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 | $750,000 | 1,392 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $1,127,000 | 491 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,546,000 | 4,059 |
| Mortgage-backed securities | $19,263,000 | 2,071 |
| Certificates of participation in pools of residential mortgages | $19,263,000 | 1,590 |
| Issued or guaranteed by U.S. | $19,263,000 | 1,590 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $26,923,000 | 3,123 |
| Total debt securities | $25,797,000 | 3,456 |
| 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 | $26,954,000 | 3,468 |
| U.S. Government securities | $25,001,000 | 2,623 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $25,001,000 | 2,522 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $750,000 | 1,730 |
| 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 | $750,000 | 1,401 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $1,203,000 | 491 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,618,000 | 4,127 |
| Mortgage-backed securities | $21,185,000 | 1,996 |
| Certificates of participation in pools of residential mortgages | $21,185,000 | 1,508 |
| Issued or guaranteed by U.S. | $21,185,000 | 1,504 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $26,954,000 | 3,178 |
| Total debt securities | $25,751,000 | 3,514 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,040 |
| Fair value | $502,000 | 974 |
| 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 | $32,853,000 | 3,181 |
| U.S. Government securities | $31,072,000 | 2,369 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $31,072,000 | 2,276 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $750,000 | 1,749 |
| 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 | $750,000 | 1,414 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $1,031,000 | 517 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,001,000 | 4,069 |
| Mortgage-backed securities | $22,129,000 | 1,959 |
| Certificates of participation in pools of residential mortgages | $22,128,000 | 1,459 |
| Issued or guaranteed by U.S. | $22,128,000 | 1,458 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,000 | 3,260 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,148 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $32,853,000 | 2,896 |
| Total debt securities | $31,820,000 | 3,216 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,222 |
| Fair value | $500,000 | 1,145 |
| 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 | $23,010,000 | 3,812 |
| U.S. Government securities | $21,146,000 | 2,982 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $21,146,000 | 2,873 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $750,000 | 1,745 |
| 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 | $750,000 | 1,413 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,114,000 | 510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,917,000 | 4,385 |
| Mortgage-backed securities | $5,603,000 | 3,400 |
| Certificates of participation in pools of residential mortgages | $5,601,000 | 2,932 |
| Issued or guaranteed by U.S. | $5,601,000 | 2,931 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,000 | 3,293 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,181 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $23,010,000 | 3,489 |
| Total debt securities | $21,895,000 | 3,859 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,355 |
| Fair value | $485,000 | 1,385 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $23,560,000 | 3,840 |
| U.S. Government securities | $21,699,000 | 2,999 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $21,699,000 | 2,900 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $746,000 | 1,757 |
| 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 | $746,000 | 1,412 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $1,115,000 | 517 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,956,000 | 4,451 |
| Mortgage-backed securities | $5,984,000 | 3,389 |
| Certificates of participation in pools of residential mortgages | $5,981,000 | 2,913 |
| Issued or guaranteed by U.S. | $5,981,000 | 2,909 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,000 | 3,335 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,218 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $23,560,000 | 3,514 |
| Total debt securities | $22,445,000 | 3,900 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,537 |
| Fair value | $497,000 | 1,524 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $23,955,000 | 3,895 |
| U.S. Government securities | $21,901,000 | 3,079 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $21,901,000 | 2,984 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $713,000 | 1,783 |
| 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 | $713,000 | 1,432 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,341,000 | 496 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,929,000 | 4,503 |
| Mortgage-backed securities | $6,417,000 | 3,408 |
| Certificates of participation in pools of residential mortgages | $6,413,000 | 2,931 |
| Issued or guaranteed by U.S. | $6,413,000 | 2,929 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,000 | 3,374 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,257 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $23,955,000 | 3,564 |
| Total debt securities | $22,615,000 | 3,974 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,685 |
| Fair value | $488,000 | 1,685 |
| 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 | $25,200,000 | 3,844 |
| U.S. Government securities | $22,759,000 | 3,064 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $22,759,000 | 2,975 |
| Securities issued by states & political subdivisions | $116,000 | 5,137 |
| Other domestic debt securities | $713,000 | 1,830 |
| 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 | $713,000 | 1,462 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $1,612,000 | 474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000 | 5,483 |
| Mortgage-backed securities | $6,825,000 | 3,405 |
| Certificates of participation in pools of residential mortgages | $6,819,000 | 2,916 |
| Issued or guaranteed by U.S. | $6,819,000 | 2,915 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $6,000 | 3,394 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,275 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $25,200,000 | 3,499 |
| Total debt securities | $23,589,000 | 3,941 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,788 |
| Fair value | $497,000 | 1,765 |
| 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 | $25,244,000 | 3,867 |
| U.S. Government securities | $22,953,000 | 3,109 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $22,953,000 | 3,015 |
| Securities issued by states & political subdivisions | $117,000 | 5,219 |
| Other domestic debt securities | $638,000 | 1,890 |
| 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 | $638,000 | 1,504 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,536,000 | 475 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000 | 5,559 |
| Mortgage-backed securities | $7,214,000 | 3,407 |
| Certificates of participation in pools of residential mortgages | $7,207,000 | 2,905 |
| Issued or guaranteed by U.S. | $7,207,000 | 2,904 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,000 | 3,433 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,310 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $25,244,000 | 3,531 |
| Total debt securities | $23,707,000 | 3,966 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,873 |
| Fair value | $490,000 | 1,867 |
| 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 | $24,881,000 | 3,987 |
| U.S. Government securities | $22,600,000 | 3,220 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $22,600,000 | 3,121 |
| Securities issued by states & political subdivisions | $118,000 | 5,278 |
| Other domestic debt securities | $640,000 | 1,941 |
| Privately issued residential mortgage-backed securities | $10,000 | 808 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $630,000 | 1,540 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $1,523,000 | 481 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000 | 5,636 |
| Mortgage-backed securities | $7,768,000 | 3,409 |
| Certificates of participation in pools of residential mortgages | $7,758,000 | 2,914 |
| Issued or guaranteed by U.S. | $7,758,000 | 2,912 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $10,000 | 3,488 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $10,000 | 769 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $24,881,000 | 3,643 |
| Total debt securities | $23,359,000 | 4,089 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $24,686,000 | 4,054 |
| U.S. Government securities | $22,825,000 | 3,250 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $22,825,000 | 3,151 |
| Securities issued by states & political subdivisions | $119,000 | 5,336 |
| Other domestic debt securities | $619,000 | 1,997 |
| 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 | $619,000 | 1,586 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $1,123,000 | 557 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000 | 5,694 |
| Mortgage-backed securities | $8,063,000 | 3,434 |
| Certificates of participation in pools of residential mortgages | $8,051,000 | 2,919 |
| Issued or guaranteed by U.S. | $8,051,000 | 2,919 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $12,000 | 3,529 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,395 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $24,686,000 | 3,704 |
| Total debt securities | $23,564,000 | 4,113 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $24,766,000 | 4,079 |
| U.S. Government securities | $22,774,000 | 3,273 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $22,774,000 | 3,181 |
| Securities issued by states & political subdivisions | $231,000 | 5,301 |
| Other domestic debt securities | $615,000 | 2,062 |
| 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 | $615,000 | 1,627 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $1,146,000 | 552 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000 | 5,746 |
| Mortgage-backed securities | $8,366,000 | 3,422 |
| Certificates of participation in pools of residential mortgages | $8,352,000 | 2,894 |
| Issued or guaranteed by U.S. | $8,352,000 | 2,894 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $14,000 | 3,556 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,424 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $24,766,000 | 3,714 |
| Total debt securities | $23,620,000 | 4,144 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $24,638,000 | 4,087 |
| U.S. Government securities | $22,606,000 | 3,247 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $22,606,000 | 3,161 |
| Securities issued by states & political subdivisions | $233,000 | 5,357 |
| Other domestic debt securities | $615,000 | 2,111 |
| 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 | $615,000 | 1,665 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $1,184,000 | 555 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000 | 5,829 |
| Mortgage-backed securities | $8,652,000 | 3,372 |
| Certificates of participation in pools of residential mortgages | $8,635,000 | 2,854 |
| Issued or guaranteed by U.S. | $8,635,000 | 2,853 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $17,000 | 3,553 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,414 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $24,638,000 | 3,731 |
| Total debt securities | $23,454,000 | 4,156 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $25,645,000 | 4,045 |
| U.S. Government securities | $23,707,000 | 3,199 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $23,707,000 | 3,117 |
| Securities issued by states & political subdivisions | $234,000 | 5,395 |
| Other domestic debt securities | $615,000 | 2,164 |
| 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 | $615,000 | 1,701 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $1,089,000 | 590 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,000 | 5,883 |
| Mortgage-backed securities | $9,188,000 | 3,318 |
| Certificates of participation in pools of residential mortgages | $9,168,000 | 2,769 |
| Issued or guaranteed by U.S. | $9,168,000 | 2,766 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $20,000 | 3,589 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,444 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $25,645,000 | 3,706 |
| Total debt securities | $24,557,000 | 4,087 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $25,425,000 | 4,050 |
| U.S. Government securities | $24,578,000 | 3,129 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $24,578,000 | 3,049 |
| Securities issued by states & political subdivisions | $236,000 | 5,398 |
| Other domestic debt securities | $611,000 | 2,235 |
| 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 | $611,000 | 1,748 |
| 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 | $5,000 | 5,907 |
| Mortgage-backed securities | $9,921,000 | 3,235 |
| Certificates of participation in pools of residential mortgages | $9,876,000 | 2,658 |
| Issued or guaranteed by U.S. | $9,876,000 | 2,656 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $45,000 | 3,563 |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 3,412 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $25,425,000 | 3,720 |
| Total debt securities | $25,424,000 | 4,015 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $26,879,000 | 3,929 |
| U.S. Government securities | $25,924,000 | 3,064 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $25,924,000 | 2,993 |
| Securities issued by states & political subdivisions | $344,000 | 5,328 |
| Other domestic debt securities | $611,000 | 2,231 |
| 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 | $611,000 | 1,723 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,000 | 5,979 |
| Mortgage-backed securities | $11,495,000 | 3,112 |
| Certificates of participation in pools of residential mortgages | $11,397,000 | 2,489 |
| Issued or guaranteed by U.S. | $11,397,000 | 2,488 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $98,000 | 3,544 |
| CMOs issued by government agencies or sponsored agencies | $98,000 | 3,381 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $26,879,000 | 3,632 |
| Total debt securities | $26,879,000 | 3,903 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $24,534,000 | 4,077 |
| U.S. Government securities | $23,580,000 | 3,181 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $23,580,000 | 3,113 |
| Securities issued by states & political subdivisions | $347,000 | 5,374 |
| Other domestic debt securities | $607,000 | 2,225 |
| 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 | $607,000 | 1,697 |
| 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 | $8,000 | 6,033 |
| Mortgage-backed securities | $13,065,000 | 2,975 |
| Certificates of participation in pools of residential mortgages | $12,939,000 | 2,323 |
| Issued or guaranteed by U.S. | $12,939,000 | 2,322 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $126,000 | 3,561 |
| CMOs issued by government agencies or sponsored agencies | $126,000 | 3,406 |
| 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) | $24,534,000 | 3,757 |
| Total debt securities | $24,544,000 | 4,046 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,223 |
| Fair value | $2,006,000 | 1,248 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $26,767,000 | 3,940 |
| U.S. Government securities | $24,798,000 | 3,158 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $24,798,000 | 3,095 |
| Securities issued by states & political subdivisions | $1,351,000 | 4,833 |
| Other domestic debt securities | $618,000 | 2,285 |
| 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 | $618,000 | 1,751 |
| 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 | $10,000 | 6,115 |
| Mortgage-backed securities | $14,179,000 | 2,991 |
| Certificates of participation in pools of residential mortgages | $14,007,000 | 2,340 |
| Issued or guaranteed by U.S. | $14,007,000 | 2,339 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $172,000 | 3,590 |
| CMOs issued by government agencies or sponsored agencies | $172,000 | 3,429 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $26,767,000 | 3,637 |
| Total debt securities | $26,767,000 | 3,910 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,316 |
| Fair value | $2,011,000 | 1,328 |
| 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 | $27,371,000 | 3,910 |
| U.S. Government securities | $25,406,000 | 3,160 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $25,406,000 | 3,098 |
| Securities issued by states & political subdivisions | $1,354,000 | 4,812 |
| Other domestic debt securities | $611,000 | 2,287 |
| 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 | $611,000 | 1,744 |
| 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 | $11,000 | 6,191 |
| Mortgage-backed securities | $15,619,000 | 2,899 |
| Certificates of participation in pools of residential mortgages | $15,412,000 | 2,249 |
| Issued or guaranteed by U.S. | $15,412,000 | 2,248 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $207,000 | 3,580 |
| CMOs issued by government agencies or sponsored agencies | $207,000 | 3,415 |
| 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) | $27,371,000 | 3,616 |
| Total debt securities | $27,371,000 | 3,877 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,486 |
| Fair value | $2,011,000 | 1,504 |
| 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 | $26,665,000 | 3,996 |
| U.S. Government securities | $24,597,000 | 3,274 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $24,597,000 | 3,202 |
| Securities issued by states & political subdivisions | $1,457,000 | 4,733 |
| Other domestic debt securities | $611,000 | 2,261 |
| 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 | $611,000 | 1,736 |
| 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 | $3,017,000 | 4,985 |
| Mortgage-backed securities | $16,801,000 | 2,822 |
| Certificates of participation in pools of residential mortgages | $16,565,000 | 2,152 |
| Issued or guaranteed by U.S. | $16,565,000 | 2,149 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $236,000 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $236,000 | 3,425 |
| 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) | $26,665,000 | 3,681 |
| Total debt securities | $26,665,000 | 3,965 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,182 |
| Fair value | $3,973,000 | 1,225 |
| 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 | $28,206,000 | 3,824 |
| U.S. Government securities | $26,136,000 | 3,082 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $26,136,000 | 3,009 |
| Securities issued by states & political subdivisions | $1,465,000 | 4,734 |
| Other domestic debt securities | $605,000 | 2,241 |
| 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 | $605,000 | 1,650 |
| 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 | $2,672,000 | 4,877 |
| Mortgage-backed securities | $17,856,000 | 2,648 |
| Certificates of participation in pools of residential mortgages | $17,551,000 | 1,974 |
| Issued or guaranteed by U.S. | $17,551,000 | 1,972 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $305,000 | 3,505 |
| CMOs issued by government agencies or sponsored agencies | $305,000 | 3,244 |
| 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) | $28,206,000 | 3,523 |
| Total debt securities | $28,206,000 | 3,800 |
| Structured notes | ||
| Amortized cost | $3,339,000 | 1,299 |
| Fair value | $3,408,000 | 1,294 |
| 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 | $31,708,000 | 3,487 |
| U.S. Government securities | $29,342,000 | 2,782 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $29,342,000 | 2,715 |
| Securities issued by states & political subdivisions | $1,753,000 | 4,547 |
| Other domestic debt securities | $613,000 | 2,221 |
| 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 | $613,000 | 1,607 |
| 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 | $2,836,000 | 4,852 |
| Mortgage-backed securities | $19,019,000 | 2,505 |
| Certificates of participation in pools of residential mortgages | $18,646,000 | 1,823 |
| Issued or guaranteed by U.S. | $18,646,000 | 1,818 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $373,000 | 3,455 |
| CMOs issued by government agencies or sponsored agencies | $373,000 | 3,184 |
| 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) | $31,708,000 | 3,208 |
| Total debt securities | $31,708,000 | 3,451 |
| Structured notes | ||
| Amortized cost | $4,326,000 | 1,153 |
| Fair value | $4,390,000 | 1,147 |
| 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 | $30,612,000 | 3,587 |
| U.S. Government securities | $27,980,000 | 2,940 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $27,980,000 | 2,854 |
| Securities issued by states & political subdivisions | $2,031,000 | 4,434 |
| Other domestic debt securities | $601,000 | 2,165 |
| 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 | $601,000 | 1,529 |
| 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 | $3,154,000 | 4,782 |
| Mortgage-backed securities | $19,745,000 | 2,372 |
| Certificates of participation in pools of residential mortgages | $19,308,000 | 1,710 |
| Issued or guaranteed by U.S. | $19,308,000 | 1,707 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $437,000 | 3,380 |
| CMOs issued by government agencies or sponsored agencies | $437,000 | 3,108 |
| 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) | $30,612,000 | 3,289 |
| Total debt securities | $30,612,000 | 3,563 |
| Structured notes | ||
| Amortized cost | $4,320,000 | 1,287 |
| Fair value | $4,339,000 | 1,290 |
| 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 | $29,508,000 | 3,665 |
| U.S. Government securities | $26,788,000 | 3,028 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $26,788,000 | 2,933 |
| Securities issued by states & political subdivisions | $2,129,000 | 4,371 |
| Other domestic debt securities | $591,000 | 2,218 |
| 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 | $591,000 | 1,578 |
| 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 | $3,507,000 | 4,672 |
| Mortgage-backed securities | $18,483,000 | 2,418 |
| Certificates of participation in pools of residential mortgages | $17,987,000 | 1,780 |
| Issued or guaranteed by U.S. | $17,987,000 | 1,777 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $496,000 | 3,296 |
| CMOs issued by government agencies or sponsored agencies | $496,000 | 3,018 |
| 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) | $29,508,000 | 3,369 |
| Total debt securities | $29,508,000 | 3,635 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,418 |
| Fair value | $4,002,000 | 1,424 |
| 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 | $26,942,000 | 3,739 |
| U.S. Government securities | $24,245,000 | 3,068 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $24,245,000 | 2,969 |
| Securities issued by states & political subdivisions | $2,104,000 | 4,368 |
| Other domestic debt securities | $593,000 | 2,361 |
| 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 | $593,000 | 1,586 |
| 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 | $2,944,000 | 4,880 |
| Mortgage-backed securities | $18,375,000 | 2,337 |
| Certificates of participation in pools of residential mortgages | $17,795,000 | 1,705 |
| Issued or guaranteed by U.S. | $17,795,000 | 1,699 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $580,000 | 3,239 |
| CMOs issued by government agencies or sponsored agencies | $580,000 | 2,949 |
| 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) | $26,942,000 | 3,438 |
| Total debt securities | $26,942,000 | 3,706 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,852 |
| Fair value | $2,000,000 | 1,892 |
| 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 | $19,591,000 | 4,413 |
| U.S. Government securities | $16,863,000 | 3,792 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $16,863,000 | 3,688 |
| Securities issued by states & political subdivisions | $2,154,000 | 4,279 |
| Other domestic debt securities | $574,000 | 2,459 |
| 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 | $574,000 | 1,607 |
| 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 | $2,908,000 | 4,944 |
| Mortgage-backed securities | $13,744,000 | 2,706 |
| Certificates of participation in pools of residential mortgages | $13,062,000 | 2,058 |
| Issued or guaranteed by U.S. | $13,062,000 | 2,052 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $682,000 | 3,179 |
| CMOs issued by government agencies or sponsored agencies | $682,000 | 2,876 |
| 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) | $19,591,000 | 4,027 |
| Total debt securities | $19,591,000 | 4,371 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,860 |
| Fair value | $2,001,000 | 1,990 |
| 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 | $22,120,000 | 4,161 |
| U.S. Government securities | $19,368,000 | 3,560 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $19,368,000 | 3,472 |
| Securities issued by states & political subdivisions | $2,141,000 | 4,239 |
| Other domestic debt securities | $611,000 | 2,440 |
| 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 | $611,000 | 1,562 |
| 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 | $3,219,000 | 4,884 |
| Mortgage-backed securities | $15,250,000 | 2,540 |
| Certificates of participation in pools of residential mortgages | $14,474,000 | 1,938 |
| Issued or guaranteed by U.S. | $14,474,000 | 1,932 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $776,000 | 3,037 |
| CMOs issued by government agencies or sponsored agencies | $776,000 | 2,723 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $22,120,000 | 3,794 |
| Total debt securities | $22,118,000 | 4,121 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $21,031,000 | 4,335 |
| U.S. Government securities | $18,296,000 | 3,739 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $18,296,000 | 3,657 |
| Securities issued by states & political subdivisions | $2,140,000 | 4,233 |
| Other domestic debt securities | $595,000 | 2,502 |
| 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 | $595,000 | 1,579 |
| 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 | $3,413,000 | 4,881 |
| Mortgage-backed securities | $16,114,000 | 2,548 |
| Certificates of participation in pools of residential mortgages | $15,224,000 | 1,970 |
| Issued or guaranteed by U.S. | $15,224,000 | 1,966 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $890,000 | 2,949 |
| CMOs issued by government agencies or sponsored agencies | $890,000 | 2,622 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $21,031,000 | 3,927 |
| Total debt securities | $21,030,000 | 4,300 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $21,994,000 | 4,200 |
| U.S. Government securities | $19,267,000 | 3,607 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $19,267,000 | 3,530 |
| Securities issued by states & political subdivisions | $2,144,000 | 4,264 |
| Other domestic debt securities | $583,000 | 2,575 |
| 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 | $583,000 | 1,627 |
| 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 | $44,000 | 6,381 |
| Mortgage-backed securities | $17,098,000 | 2,520 |
| Certificates of participation in pools of residential mortgages | $16,125,000 | 1,966 |
| Issued or guaranteed by U.S. | $16,125,000 | 1,960 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $973,000 | 2,898 |
| CMOs issued by government agencies or sponsored agencies | $973,000 | 2,556 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $21,994,000 | 3,811 |
| Total debt securities | $21,994,000 | 4,171 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $7,675,000 | 6,249 |
| U.S. Government securities | $4,795,000 | 6,215 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,795,000 | 6,122 |
| Securities issued by states & political subdivisions | $2,171,000 | 4,284 |
| Other domestic debt securities | $709,000 | 2,598 |
| 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 | $709,000 | 1,663 |
| 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 | $61,000 | 6,393 |
| Mortgage-backed securities | $3,262,000 | 4,688 |
| Certificates of participation in pools of residential mortgages | $3,262,000 | 4,130 |
| Issued or guaranteed by U.S. | $3,262,000 | 4,122 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $7,675,000 | 5,739 |
| Total debt securities | $7,675,000 | 6,209 |
| 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 | $6,640,000 | 6,469 |
| U.S. Government securities | $3,841,000 | 6,512 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,841,000 | 6,420 |
| Securities issued by states & political subdivisions | $2,090,000 | 4,298 |
| Other domestic debt securities | $709,000 | 2,636 |
| 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 | $709,000 | 1,695 |
| 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 | $75,000 | 6,453 |
| Mortgage-backed securities | $3,841,000 | 4,568 |
| Certificates of participation in pools of residential mortgages | $3,841,000 | 4,005 |
| Issued or guaranteed by U.S. | $3,841,000 | 3,991 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $6,640,000 | 5,957 |
| Total debt securities | $6,640,000 | 6,424 |
| 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 | $5,569,000 | 6,756 |
| U.S. Government securities | $2,751,000 | 6,937 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,751,000 | 6,848 |
| Securities issued by states & political subdivisions | $2,068,000 | 4,229 |
| Other domestic debt securities | $750,000 | 2,529 |
| 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 | $750,000 | 1,729 |
| 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 | $206,000 | 6,426 |
| Mortgage-backed securities | $2,751,000 | 4,965 |
| Certificates of participation in pools of residential mortgages | $2,751,000 | 4,479 |
| Issued or guaranteed by U.S. | $2,751,000 | 4,468 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $5,569,000 | 6,193 |
| Total debt securities | $5,569,000 | 6,717 |
| 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 | $5,798,000 | 6,758 |
| U.S. Government securities | $2,933,000 | 6,999 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,933,000 | 6,908 |
| Securities issued by states & political subdivisions | $2,115,000 | 4,149 |
| Other domestic debt securities | $750,000 | 2,474 |
| 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 | $750,000 | 1,695 |
| 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 | $200,000 | 6,458 |
| Mortgage-backed securities | $2,933,000 | 4,890 |
| Certificates of participation in pools of residential mortgages | $2,933,000 | 4,388 |
| Issued or guaranteed by U.S. | $2,933,000 | 4,377 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $5,798,000 | 6,185 |
| Total debt securities | $5,798,000 | 6,721 |
| 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 | $3,787,000 | 7,211 |
| U.S. Government securities | $935,000 | 7,615 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $935,000 | 7,534 |
| Securities issued by states & political subdivisions | $2,102,000 | 4,147 |
| Other domestic debt securities | $750,000 | 2,431 |
| 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 | $750,000 | 1,663 |
| 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 | $500,000 | 6,324 |
| Mortgage-backed securities | $935,000 | 5,627 |
| Certificates of participation in pools of residential mortgages | $935,000 | 5,211 |
| Issued or guaranteed by U.S. | $935,000 | 5,196 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $3,787,000 | 6,607 |
| Total debt securities | $3,787,000 | 7,167 |
| 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 | $3,138,000 | 7,429 |
| U.S. Government securities | $1,023,000 | 7,621 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,023,000 | 7,537 |
| Securities issued by states & political subdivisions | $2,115,000 | 4,177 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,359 |
| Mortgage-backed securities | $1,023,000 | 5,566 |
| Certificates of participation in pools of residential mortgages | $1,023,000 | 5,154 |
| Issued or guaranteed by U.S. | $1,023,000 | 5,133 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $3,138,000 | 6,815 |
| Total debt securities | $3,138,000 | 7,374 |
| 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 | $4,474,000 | 7,136 |
| U.S. Government securities | $2,352,000 | 7,274 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,352,000 | 7,172 |
| Securities issued by states & political subdivisions | $2,122,000 | 4,190 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 6,583 |
| Mortgage-backed securities | $1,349,000 | 5,372 |
| Certificates of participation in pools of residential mortgages | $1,349,000 | 4,931 |
| Issued or guaranteed by U.S. | $1,349,000 | 4,909 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $4,474,000 | 6,542 |
| Total debt securities | $4,475,000 | 7,079 |
| 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 | $4,540,000 | 7,195 |
| U.S. Government securities | $2,439,000 | 7,374 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $2,439,000 | 7,256 |
| Securities issued by states & political subdivisions | $2,101,000 | 4,223 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 6,631 |
| Mortgage-backed securities | $1,432,000 | 5,128 |
| Certificates of participation in pools of residential mortgages | $1,432,000 | 4,676 |
| Issued or guaranteed by U.S. | $1,432,000 | 4,657 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $4,540,000 | 6,562 |
| Total debt securities | $4,544,000 | 7,133 |
| 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 | $4,782,000 | 7,187 |
| U.S. Government securities | $2,685,000 | 7,353 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,685,000 | 7,239 |
| Securities issued by states & political subdivisions | $2,097,000 | 4,219 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 6,647 |
| Mortgage-backed securities | $1,678,000 | 4,897 |
| Certificates of participation in pools of residential mortgages | $1,678,000 | 4,389 |
| Issued or guaranteed by U.S. | $1,678,000 | 4,376 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $4,782,000 | 6,540 |
| Total debt securities | $4,784,000 | 7,140 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $4,813,000 | 7,220 |
| U.S. Government securities | $2,763,000 | 7,375 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $2,763,000 | 7,253 |
| Securities issued by states & political subdivisions | $2,050,000 | 4,227 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 6,717 |
| Mortgage-backed securities | $1,766,000 | 4,842 |
| Certificates of participation in pools of residential mortgages | $1,766,000 | 4,322 |
| Issued or guaranteed by U.S. | $1,766,000 | 4,308 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $4,813,000 | 6,555 |
| Total debt securities | $4,812,000 | 7,176 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $4,086,000 | 7,428 |
| U.S. Government securities | $2,974,000 | 7,371 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $2,974,000 | 7,242 |
| Securities issued by states & political subdivisions | $1,112,000 | 4,863 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 6,754 |
| Mortgage-backed securities | $1,970,000 | 4,720 |
| Certificates of participation in pools of residential mortgages | $1,970,000 | 4,194 |
| Issued or guaranteed by U.S. | $1,970,000 | 4,176 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $4,086,000 | 6,736 |
| Total debt securities | $4,086,000 | 7,383 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $4,336,000 | 7,423 |
| U.S. Government securities | $3,229,000 | 7,318 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,229,000 | 7,190 |
| Securities issued by states & political subdivisions | $1,107,000 | 4,893 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 6,796 |
| Mortgage-backed securities | $2,225,000 | 4,606 |
| Certificates of participation in pools of residential mortgages | $2,225,000 | 4,056 |
| Issued or guaranteed by U.S. | $2,225,000 | 4,045 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $4,336,000 | 6,714 |
| Total debt securities | $4,336,000 | 7,370 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $4,495,000 | 7,453 |
| U.S. Government securities | $3,381,000 | 7,363 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,381,000 | 7,227 |
| Securities issued by states & political subdivisions | $1,114,000 | 4,913 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 6,853 |
| Mortgage-backed securities | $2,377,000 | 4,533 |
| Certificates of participation in pools of residential mortgages | $2,377,000 | 3,967 |
| Issued or guaranteed by U.S. | $2,377,000 | 3,946 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $4,495,000 | 6,716 |
| Total debt securities | $4,495,000 | 7,399 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $4,576,000 | 7,480 |
| U.S. Government securities | $3,478,000 | 7,361 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,478,000 | 7,218 |
| Securities issued by states & political subdivisions | $1,098,000 | 4,948 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 6,910 |
| Mortgage-backed securities | $2,482,000 | 4,492 |
| Certificates of participation in pools of residential mortgages | $2,482,000 | 3,920 |
| Issued or guaranteed by U.S. | $2,482,000 | 3,904 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $4,576,000 | 6,727 |
| Total debt securities | $4,578,000 | 7,424 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $3,859,000 | 7,694 |
| U.S. Government securities | $3,319,000 | 7,467 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,319,000 | 7,323 |
| Securities issued by states & political subdivisions | $540,000 | 5,512 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 6,941 |
| Mortgage-backed securities | $2,821,000 | 4,378 |
| Certificates of participation in pools of residential mortgages | $2,821,000 | 3,803 |
| Issued or guaranteed by U.S. | $2,821,000 | 3,787 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $3,859,000 | 6,931 |
| Total debt securities | $3,859,000 | 7,644 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $3,499,000 | 7,825 |
| U.S. Government securities | $3,499,000 | 7,427 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,499,000 | 7,283 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 6,980 |
| Mortgage-backed securities | $3,003,000 | 4,335 |
| Certificates of participation in pools of residential mortgages | $3,003,000 | 3,745 |
| Issued or guaranteed by U.S. | $3,003,000 | 3,729 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $3,499,000 | 7,046 |
| Total debt securities | $3,499,000 | 7,775 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $3,750,000 | 7,774 |
| U.S. Government securities | $3,750,000 | 7,359 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,750,000 | 7,219 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 7,026 |
| Mortgage-backed securities | $3,256,000 | 4,291 |
| Certificates of participation in pools of residential mortgages | $3,256,000 | 3,693 |
| Issued or guaranteed by U.S. | $3,256,000 | 3,679 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $3,750,000 | 6,999 |
| Total debt securities | $3,750,000 | 7,723 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $4,084,000 | 7,746 |
| U.S. Government securities | $4,084,000 | 7,298 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,084,000 | 7,144 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $3,591,000 | 4,259 |
| Certificates of participation in pools of residential mortgages | $3,591,000 | 3,662 |
| Issued or guaranteed by U.S. | $3,591,000 | 3,647 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $4,084,000 | 6,955 |
| Total debt securities | $4,084,000 | 7,692 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $4,301,000 | 7,766 |
| U.S. Government securities | $4,301,000 | 7,303 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,301,000 | 7,131 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $3,810,000 | 4,268 |
| Certificates of participation in pools of residential mortgages | $3,810,000 | 3,671 |
| Issued or guaranteed by U.S. | $3,810,000 | 3,662 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $4,301,000 | 6,974 |
| Total debt securities | $4,301,000 | 7,710 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $4,642,000 | 7,725 |
| U.S. Government securities | $4,642,000 | 7,218 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,642,000 | 7,062 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $4,148,000 | 4,198 |
| Certificates of participation in pools of residential mortgages | $4,148,000 | 3,579 |
| Issued or guaranteed by U.S. | $4,148,000 | 3,571 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $4,642,000 | 6,928 |
| Total debt securities | $4,642,000 | 7,667 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $3,992,000 | 7,924 |
| U.S. Government securities | $3,992,000 | 7,457 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,992,000 | 7,304 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $3,496,000 | 4,457 |
| Certificates of participation in pools of residential mortgages | $3,496,000 | 3,854 |
| Issued or guaranteed by U.S. | $3,496,000 | 3,845 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $3,992,000 | 7,131 |
| Total debt securities | $3,992,000 | 7,863 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $4,234,000 | 7,928 |
| U.S. Government securities | $4,234,000 | 7,454 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,234,000 | 7,292 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $3,744,000 | 4,441 |
| Certificates of participation in pools of residential mortgages | $3,744,000 | 3,828 |
| Issued or guaranteed by U.S. | $3,744,000 | 3,819 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $4,234,000 | 7,142 |
| Total debt securities | $4,234,000 | 7,865 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $3,640,000 | 8,077 |
| U.S. Government securities | $3,640,000 | 7,609 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,640,000 | 7,451 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $3,139,000 | 4,711 |
| Certificates of participation in pools of residential mortgages | $3,139,000 | 4,087 |
| Issued or guaranteed by U.S. | $3,139,000 | 4,079 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $3,640,000 | 7,267 |
| Total debt securities | $3,640,000 | 8,005 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $3,703,000 | 8,151 |
| U.S. Government securities | $3,703,000 | 7,652 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $3,703,000 | 7,467 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $3,206,000 | 4,650 |
| Certificates of participation in pools of residential mortgages | $3,206,000 | 4,018 |
| Issued or guaranteed by U.S. | $3,206,000 | 4,006 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $3,703,000 | 7,319 |
| Total debt securities | $3,705,000 | 8,078 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $1,753,000 | 8,624 |
| U.S. Government securities | $1,753,000 | 8,293 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,753,000 | 8,135 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $1,255,000 | 5,601 |
| Certificates of participation in pools of residential mortgages | $1,255,000 | 5,076 |
| Issued or guaranteed by U.S. | $1,255,000 | 5,055 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $1,753,000 | 7,816 |
| Total debt securities | $1,753,000 | 8,553 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $878,000 | 8,857 |
| U.S. Government securities | $878,000 | 8,637 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $878,000 | 8,489 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $878,000 | 6,022 |
| Certificates of participation in pools of residential mortgages | $878,000 | 5,472 |
| Issued or guaranteed by U.S. | $878,000 | 5,451 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $878,000 | 8,083 |
| Total debt securities | $880,000 | 8,792 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $445,000 | 9,005 |
| U.S. Government securities | $445,000 | 8,817 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $445,000 | 8,683 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $445,000 | 6,409 |
| Certificates of participation in pools of residential mortgages | $445,000 | 5,922 |
| Issued or guaranteed by U.S. | $445,000 | 5,903 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $445,000 | 8,247 |
| Total debt securities | $445,000 | 8,937 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $483,000 | 9,055 |
| U.S. Government securities | $483,000 | 8,865 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $483,000 | 8,727 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $483,000 | 6,378 |
| Certificates of participation in pools of residential mortgages | $483,000 | 5,859 |
| Issued or guaranteed by U.S. | $483,000 | 5,839 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $483,000 | 8,257 |
| Total debt securities | $483,000 | 8,989 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $1,006,000 | 9,147 |
| U.S. Government securities | $1,006,000 | 8,889 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,006,000 | 8,722 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $1,006,000 | 8,242 |
| Total debt securities | $1,006,000 | 9,072 |
| 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 | $0 | 9,820 |
| U.S. Government securities | $0 | 9,633 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $0 | 9,486 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $0 | 9,692 |
| 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 |