Home > Cornerstone Bank > Securities
Cornerstone Bank, Securities
| 2018-03-31 | Rank | |
| Total securities | $10,232,000 | 4,437 |
| U.S. Government securities | $10,232,000 | 3,685 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $10,232,000 | 3,540 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| 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 | $1,297,000 | 4,319 |
| Mortgage-backed securities | $3,702,000 | 3,481 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| 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 | $3,702,000 | 829 |
| Commercial mortgage pass-through securities | $3,702,000 | 512 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $10,232,000 | 4,149 |
| Total debt securities | $10,232,000 | 4,412 |
| 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 | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $10,920,000 | 4,433 |
| U.S. Government securities | $10,920,000 | 3,624 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $10,920,000 | 3,477 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,337,000 | 4,379 |
| Mortgage-backed securities | $3,802,000 | 3,484 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| 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 | $3,802,000 | 806 |
| Commercial mortgage pass-through securities | $3,802,000 | 505 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $10,920,000 | 4,147 |
| Total debt securities | $10,920,000 | 4,407 |
| 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 | $12,178,000 | 4,361 |
| U.S. Government securities | $11,044,000 | 3,626 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $11,044,000 | 3,485 |
| Securities issued by states & political subdivisions | $1,134,000 | 4,298 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,363,000 | 4,444 |
| Mortgage-backed securities | $3,867,000 | 3,525 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| 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 | $3,867,000 | 777 |
| Commercial mortgage pass-through securities | $3,867,000 | 498 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $12,178,000 | 4,072 |
| Total debt securities | $12,178,000 | 4,335 |
| 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 | $13,816,000 | 4,274 |
| U.S. Government securities | $11,271,000 | 3,664 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $11,271,000 | 3,526 |
| Securities issued by states & political subdivisions | $2,545,000 | 3,939 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,934,000 | 4,092 |
| Mortgage-backed securities | $3,913,000 | 3,538 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| 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 | $3,913,000 | 759 |
| Commercial mortgage pass-through securities | $3,913,000 | 482 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $13,816,000 | 3,981 |
| Total debt securities | $13,816,000 | 4,255 |
| 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 | $18,796,000 | 3,946 |
| U.S. Government securities | $12,560,000 | 3,560 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $12,560,000 | 3,428 |
| Securities issued by states & political subdivisions | $6,236,000 | 3,290 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,911,000 | 4,137 |
| Mortgage-backed securities | $5,227,000 | 3,381 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| 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 | $5,227,000 | 665 |
| Commercial mortgage pass-through securities | $5,227,000 | 407 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $18,796,000 | 3,634 |
| Total debt securities | $18,796,000 | 3,918 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $16,935,000 | 4,087 |
| U.S. Government securities | $12,659,000 | 3,539 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $12,659,000 | 3,405 |
| Securities issued by states & political subdivisions | $4,276,000 | 3,656 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,365,000 | 4,582 |
| Mortgage-backed securities | $5,241,000 | 3,398 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| 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 | $5,241,000 | 643 |
| Commercial mortgage pass-through securities | $5,241,000 | 393 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $16,935,000 | 3,772 |
| Total debt securities | $16,935,000 | 4,061 |
| 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 | $15,321,000 | 4,230 |
| U.S. Government securities | $14,124,000 | 3,387 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $14,124,000 | 3,270 |
| Securities issued by states & political subdivisions | $1,197,000 | 4,421 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,435,000 | 4,618 |
| Mortgage-backed securities | $4,421,000 | 3,550 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| 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 | $4,421,000 | 657 |
| Commercial mortgage pass-through securities | $4,421,000 | 401 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $15,321,000 | 3,902 |
| Total debt securities | $15,321,000 | 4,203 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $13,074,000 | 4,487 |
| U.S. Government securities | $11,875,000 | 3,727 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $11,875,000 | 3,601 |
| Securities issued by states & political subdivisions | $1,199,000 | 4,457 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,771,000 | 3,345 |
| Mortgage-backed securities | $3,015,000 | 3,842 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| 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 | $3,015,000 | 712 |
| Commercial mortgage pass-through securities | $3,015,000 | 425 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $13,074,000 | 4,162 |
| Total debt securities | $13,074,000 | 4,464 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $17,624,000 | 4,166 |
| U.S. Government securities | $16,441,000 | 3,339 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $16,441,000 | 3,230 |
| Securities issued by states & political subdivisions | $1,183,000 | 4,496 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,716,000 | 3,387 |
| Mortgage-backed securities | $7,704,000 | 3,103 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $7,704,000 | 478 |
| Commercial mortgage pass-through securities | $7,704,000 | 256 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $17,624,000 | 3,831 |
| Total debt securities | $17,624,000 | 4,144 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $20,838,000 | 3,959 |
| U.S. Government securities | $19,617,000 | 3,105 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $19,617,000 | 2,990 |
| Securities issued by states & political subdivisions | $1,221,000 | 4,511 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,742,000 | 3,427 |
| Mortgage-backed securities | $12,340,000 | 2,625 |
| Certificates of participation in pools of residential mortgages | $1,434,000 | 3,977 |
| Issued or guaranteed by U.S. | $1,434,000 | 3,973 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,440,000 | 2,427 |
| CMOs issued by government agencies or sponsored agencies | $1,440,000 | 2,358 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $9,466,000 | 409 |
| Commercial mortgage pass-through securities | $9,466,000 | 222 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $20,838,000 | 3,623 |
| Total debt securities | $20,838,000 | 3,934 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| 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 | $26,456,000 | 3,637 |
| U.S. Government securities | $24,825,000 | 2,776 |
| U.S. Treasury securities | $2,245,000 | 755 |
| U.S. Government agency obligations | $22,580,000 | 2,838 |
| Securities issued by states & political subdivisions | $1,631,000 | 4,422 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,289,000 | 3,096 |
| Mortgage-backed securities | $10,771,000 | 2,808 |
| Certificates of participation in pools of residential mortgages | $1,513,000 | 4,003 |
| Issued or guaranteed by U.S. | $1,513,000 | 3,998 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,514,000 | 2,418 |
| CMOs issued by government agencies or sponsored agencies | $1,514,000 | 2,347 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $7,744,000 | 430 |
| Commercial mortgage pass-through securities | $7,744,000 | 243 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $26,456,000 | 3,321 |
| Total debt securities | $26,456,000 | 3,612 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| 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 | $24,843,000 | 3,811 |
| U.S. Government securities | $23,028,000 | 3,003 |
| U.S. Treasury securities | $2,215,000 | 769 |
| U.S. Government agency obligations | $20,813,000 | 3,054 |
| Securities issued by states & political subdivisions | $1,815,000 | 4,385 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,106,000 | 2,683 |
| Mortgage-backed securities | $10,290,000 | 2,929 |
| Certificates of participation in pools of residential mortgages | $3,417,000 | 3,521 |
| Issued or guaranteed by U.S. | $3,417,000 | 3,517 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,554,000 | 2,470 |
| CMOs issued by government agencies or sponsored agencies | $1,554,000 | 2,402 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $5,319,000 | 488 |
| Commercial mortgage pass-through securities | $5,319,000 | 277 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $24,843,000 | 3,485 |
| Total debt securities | $24,843,000 | 3,791 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| 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 | $25,607,000 | 3,809 |
| U.S. Government securities | $23,735,000 | 2,984 |
| U.S. Treasury securities | $2,249,000 | 754 |
| U.S. Government agency obligations | $21,486,000 | 3,064 |
| Securities issued by states & political subdivisions | $1,872,000 | 4,394 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,400,000 | 2,907 |
| Mortgage-backed securities | $10,266,000 | 2,970 |
| Certificates of participation in pools of residential mortgages | $7,160,000 | 2,869 |
| Issued or guaranteed by U.S. | $7,160,000 | 2,868 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,635,000 | 2,484 |
| CMOs issued by government agencies or sponsored agencies | $1,635,000 | 2,408 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $1,471,000 | 752 |
| Commercial mortgage pass-through securities | $1,471,000 | 461 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $25,607,000 | 3,470 |
| Total debt securities | $25,607,000 | 3,784 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| 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 | $27,025,000 | 3,738 |
| U.S. Government securities | $25,339,000 | 2,913 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $25,339,000 | 2,814 |
| Securities issued by states & political subdivisions | $1,686,000 | 4,512 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,410,000 | 2,137 |
| Mortgage-backed securities | $17,494,000 | 2,373 |
| Certificates of participation in pools of residential mortgages | $12,843,000 | 2,215 |
| Issued or guaranteed by U.S. | $12,843,000 | 2,213 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,651,000 | 1,853 |
| CMOs issued by government agencies or sponsored agencies | $4,651,000 | 1,781 |
| 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) | $27,025,000 | 3,421 |
| Total debt securities | $27,024,000 | 3,715 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $27,836,000 | 3,771 |
| U.S. Government securities | $26,154,000 | 2,930 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $26,154,000 | 2,833 |
| Securities issued by states & political subdivisions | $1,682,000 | 4,560 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,181,000 | 2,091 |
| Mortgage-backed securities | $18,327,000 | 2,393 |
| Certificates of participation in pools of residential mortgages | $13,494,000 | 2,227 |
| Issued or guaranteed by U.S. | $13,494,000 | 2,225 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,833,000 | 1,846 |
| CMOs issued by government agencies or sponsored agencies | $4,833,000 | 1,774 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $27,836,000 | 3,443 |
| Total debt securities | $27,836,000 | 3,746 |
| 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 | $28,863,000 | 3,766 |
| U.S. Government securities | $27,189,000 | 2,920 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $27,189,000 | 2,833 |
| Securities issued by states & political subdivisions | $1,674,000 | 4,605 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,065,000 | 2,042 |
| Mortgage-backed securities | $19,169,000 | 2,381 |
| Certificates of participation in pools of residential mortgages | $14,115,000 | 2,211 |
| Issued or guaranteed by U.S. | $14,115,000 | 2,210 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,054,000 | 1,837 |
| CMOs issued by government agencies or sponsored agencies | $5,054,000 | 1,758 |
| 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) | $28,863,000 | 3,435 |
| Total debt securities | $28,863,000 | 3,740 |
| 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 | $31,517,000 | 3,606 |
| U.S. Government securities | $28,327,000 | 2,853 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $28,327,000 | 2,777 |
| Securities issued by states & political subdivisions | $2,666,000 | 4,334 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $524,000 | 708 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,211,000 | 1,999 |
| Mortgage-backed securities | $20,327,000 | 2,317 |
| Certificates of participation in pools of residential mortgages | $15,125,000 | 2,134 |
| Issued or guaranteed by U.S. | $15,125,000 | 2,131 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,202,000 | 1,817 |
| CMOs issued by government agencies or sponsored agencies | $5,202,000 | 1,739 |
| 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) | $31,517,000 | 3,291 |
| Total debt securities | $30,992,000 | 3,611 |
| 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 | $33,975,000 | 3,449 |
| U.S. Government securities | $30,806,000 | 2,695 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $30,806,000 | 2,624 |
| Securities issued by states & political subdivisions | $2,643,000 | 4,361 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $526,000 | 710 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,308,000 | 1,922 |
| Mortgage-backed securities | $22,695,000 | 2,183 |
| Certificates of participation in pools of residential mortgages | $15,839,000 | 2,082 |
| Issued or guaranteed by U.S. | $15,839,000 | 2,080 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $6,856,000 | 1,636 |
| CMOs issued by government agencies or sponsored agencies | $6,856,000 | 1,553 |
| 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) | $33,975,000 | 3,158 |
| Total debt securities | $33,448,000 | 3,452 |
| 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 | $33,228,000 | 3,509 |
| U.S. Government securities | $30,571,000 | 2,743 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $30,571,000 | 2,674 |
| Securities issued by states & political subdivisions | $2,654,000 | 4,363 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $3,000 | 1,252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,373,000 | 1,965 |
| Mortgage-backed securities | $22,832,000 | 2,178 |
| Certificates of participation in pools of residential mortgages | $15,688,000 | 2,100 |
| Issued or guaranteed by U.S. | $15,688,000 | 2,098 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,144,000 | 1,625 |
| CMOs issued by government agencies or sponsored agencies | $7,144,000 | 1,539 |
| 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) | $33,228,000 | 3,224 |
| Total debt securities | $33,225,000 | 3,478 |
| 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 | $32,705,000 | 3,531 |
| U.S. Government securities | $30,036,000 | 2,754 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $30,036,000 | 2,691 |
| Securities issued by states & political subdivisions | $2,666,000 | 4,368 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,000 | 1,254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,113,000 | 2,015 |
| Mortgage-backed securities | $22,822,000 | 2,195 |
| Certificates of participation in pools of residential mortgages | $15,202,000 | 2,120 |
| Issued or guaranteed by U.S. | $15,202,000 | 2,118 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,620,000 | 1,599 |
| CMOs issued by government agencies or sponsored agencies | $7,620,000 | 1,512 |
| 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) | $32,705,000 | 3,255 |
| Total debt securities | $32,702,000 | 3,491 |
| 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 | $33,157,000 | 3,536 |
| U.S. Government securities | $30,012,000 | 2,818 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $30,012,000 | 2,751 |
| Securities issued by states & political subdivisions | $3,141,000 | 4,217 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $4,000 | 1,255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,067,000 | 1,991 |
| Mortgage-backed securities | $22,548,000 | 2,251 |
| Certificates of participation in pools of residential mortgages | $14,516,000 | 2,208 |
| Issued or guaranteed by U.S. | $14,516,000 | 2,208 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,032,000 | 1,615 |
| CMOs issued by government agencies or sponsored agencies | $8,032,000 | 1,524 |
| 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) | $33,157,000 | 3,273 |
| Total debt securities | $33,153,000 | 3,499 |
| 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 | $35,052,000 | 3,364 |
| U.S. Government securities | $31,630,000 | 2,653 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $31,630,000 | 2,590 |
| Securities issued by states & political subdivisions | $3,418,000 | 4,145 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $4,000 | 1,232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,886,000 | 2,561 |
| Mortgage-backed securities | $25,628,000 | 2,082 |
| Certificates of participation in pools of residential mortgages | $19,361,000 | 1,808 |
| Issued or guaranteed by U.S. | $19,361,000 | 1,807 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $6,267,000 | 1,859 |
| CMOs issued by government agencies or sponsored agencies | $6,267,000 | 1,766 |
| 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) | $35,052,000 | 3,113 |
| Total debt securities | $35,048,000 | 3,334 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $37,121,000 | 3,285 |
| U.S. Government securities | $33,397,000 | 2,611 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $33,397,000 | 2,551 |
| Securities issued by states & political subdivisions | $3,720,000 | 4,052 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $4,000 | 1,250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,862,000 | 2,482 |
| Mortgage-backed securities | $27,323,000 | 2,097 |
| Certificates of participation in pools of residential mortgages | $20,810,000 | 1,803 |
| Issued or guaranteed by U.S. | $20,810,000 | 1,802 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $6,513,000 | 1,894 |
| CMOs issued by government agencies or sponsored agencies | $6,513,000 | 1,799 |
| 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) | $37,121,000 | 3,026 |
| Total debt securities | $37,117,000 | 3,258 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $37,039,000 | 3,283 |
| U.S. Government securities | $32,880,000 | 2,669 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $32,880,000 | 2,622 |
| Securities issued by states & political subdivisions | $4,155,000 | 3,888 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $4,000 | 1,255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,275,000 | 2,573 |
| Mortgage-backed securities | $27,818,000 | 2,091 |
| Certificates of participation in pools of residential mortgages | $22,159,000 | 1,752 |
| Issued or guaranteed by U.S. | $22,159,000 | 1,751 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,659,000 | 2,027 |
| CMOs issued by government agencies or sponsored agencies | $5,659,000 | 1,923 |
| 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) | $37,039,000 | 3,034 |
| Total debt securities | $37,033,000 | 3,263 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $37,140,000 | 3,299 |
| U.S. Government securities | $33,001,000 | 2,698 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $33,001,000 | 2,639 |
| Securities issued by states & political subdivisions | $4,134,000 | 3,832 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $5,000 | 1,227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,580,000 | 2,388 |
| Mortgage-backed securities | $29,930,000 | 2,011 |
| Certificates of participation in pools of residential mortgages | $24,266,000 | 1,635 |
| Issued or guaranteed by U.S. | $24,266,000 | 1,632 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,664,000 | 2,044 |
| CMOs issued by government agencies or sponsored agencies | $5,664,000 | 1,940 |
| 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) | $37,140,000 | 3,049 |
| Total debt securities | $37,135,000 | 3,276 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $35,707,000 | 3,308 |
| U.S. Government securities | $31,306,000 | 2,719 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $31,306,000 | 2,660 |
| Securities issued by states & political subdivisions | $4,396,000 | 3,742 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $5,000 | 1,243 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,476,000 | 2,276 |
| Mortgage-backed securities | $28,219,000 | 1,995 |
| Certificates of participation in pools of residential mortgages | $22,404,000 | 1,640 |
| Issued or guaranteed by U.S. | $22,404,000 | 1,637 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,815,000 | 1,997 |
| CMOs issued by government agencies or sponsored agencies | $5,815,000 | 1,823 |
| 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) | $35,707,000 | 3,032 |
| Total debt securities | $35,702,000 | 3,288 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $33,710,000 | 3,365 |
| U.S. Government securities | $29,317,000 | 2,784 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $29,317,000 | 2,717 |
| Securities issued by states & political subdivisions | $4,386,000 | 3,681 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $7,000 | 1,248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,325,000 | 2,250 |
| Mortgage-backed securities | $25,384,000 | 2,059 |
| Certificates of participation in pools of residential mortgages | $19,031,000 | 1,797 |
| Issued or guaranteed by U.S. | $19,031,000 | 1,793 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $6,353,000 | 1,918 |
| CMOs issued by government agencies or sponsored agencies | $6,353,000 | 1,743 |
| 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) | $33,710,000 | 3,082 |
| Total debt securities | $33,702,000 | 3,337 |
| Structured notes | ||
| Amortized cost | $711,000 | 2,556 |
| Fair value | $776,000 | 2,517 |
| 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 | $34,967,000 | 3,312 |
| U.S. Government securities | $30,364,000 | 2,784 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $30,364,000 | 2,701 |
| Securities issued by states & political subdivisions | $4,589,000 | 3,600 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $14,000 | 1,223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,081,000 | 2,392 |
| Mortgage-backed securities | $26,449,000 | 1,981 |
| Certificates of participation in pools of residential mortgages | $16,177,000 | 1,953 |
| Issued or guaranteed by U.S. | $16,177,000 | 1,951 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $10,272,000 | 1,544 |
| CMOs issued by government agencies or sponsored agencies | $10,272,000 | 1,366 |
| 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) | $34,967,000 | 3,021 |
| Total debt securities | $34,953,000 | 3,285 |
| Structured notes | ||
| Amortized cost | $756,000 | 2,692 |
| Fair value | $830,000 | 2,661 |
| 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 | $32,829,000 | 3,424 |
| U.S. Government securities | $27,942,000 | 2,931 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $27,942,000 | 2,841 |
| Securities issued by states & political subdivisions | $4,875,000 | 3,508 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $12,000 | 1,255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,405,000 | 2,358 |
| Mortgage-backed securities | $25,089,000 | 2,020 |
| Certificates of participation in pools of residential mortgages | $15,812,000 | 1,935 |
| Issued or guaranteed by U.S. | $15,812,000 | 1,932 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $9,277,000 | 1,595 |
| CMOs issued by government agencies or sponsored agencies | $9,277,000 | 1,408 |
| 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) | $32,829,000 | 3,136 |
| Total debt securities | $32,817,000 | 3,395 |
| Structured notes | ||
| Amortized cost | $794,000 | 2,732 |
| Fair value | $861,000 | 2,702 |
| 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 | $29,696,000 | 3,523 |
| U.S. Government securities | $24,820,000 | 3,019 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $24,820,000 | 2,925 |
| Securities issued by states & political subdivisions | $4,864,000 | 3,481 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $12,000 | 1,255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,545,000 | 2,317 |
| Mortgage-backed securities | $22,405,000 | 2,083 |
| Certificates of participation in pools of residential mortgages | $15,919,000 | 1,847 |
| Issued or guaranteed by U.S. | $15,919,000 | 1,842 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,486,000 | 1,804 |
| CMOs issued by government agencies or sponsored agencies | $6,486,000 | 1,609 |
| 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) | $29,696,000 | 3,230 |
| Total debt securities | $29,684,000 | 3,497 |
| Structured notes | ||
| Amortized cost | $864,000 | 2,565 |
| Fair value | $938,000 | 2,537 |
| 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 | $29,190,000 | 3,534 |
| U.S. Government securities | $22,247,000 | 3,202 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $22,247,000 | 3,094 |
| Securities issued by states & political subdivisions | $6,927,000 | 2,909 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $16,000 | 1,268 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,974,000 | 2,471 |
| Mortgage-backed securities | $20,686,000 | 2,166 |
| Certificates of participation in pools of residential mortgages | $14,679,000 | 1,904 |
| Issued or guaranteed by U.S. | $14,679,000 | 1,897 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,007,000 | 1,835 |
| CMOs issued by government agencies or sponsored agencies | $6,007,000 | 1,623 |
| 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) | $29,190,000 | 3,231 |
| Total debt securities | $29,174,000 | 3,509 |
| Structured notes | ||
| Amortized cost | $966,000 | 2,586 |
| Fair value | $1,056,000 | 2,344 |
| 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 | $27,112,000 | 3,702 |
| U.S. Government securities | $20,344,000 | 3,457 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $20,344,000 | 3,370 |
| Securities issued by states & political subdivisions | $6,752,000 | 2,832 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $16,000 | 1,324 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,717,000 | 1,925 |
| Mortgage-backed securities | $16,726,000 | 2,439 |
| Certificates of participation in pools of residential mortgages | $13,593,000 | 2,034 |
| Issued or guaranteed by U.S. | $13,593,000 | 2,028 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,133,000 | 2,215 |
| CMOs issued by government agencies or sponsored agencies | $3,133,000 | 1,958 |
| 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) | $27,112,000 | 3,386 |
| Total debt securities | $27,095,000 | 3,673 |
| Structured notes | ||
| Amortized cost | $2,025,000 | 1,947 |
| Fair value | $2,113,000 | 1,928 |
| 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 | $32,914,000 | 3,303 |
| U.S. Government securities | $22,474,000 | 3,300 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $22,474,000 | 3,216 |
| Securities issued by states & political subdivisions | $10,440,000 | 2,172 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,630,000 | 2,315 |
| Mortgage-backed securities | $20,810,000 | 2,205 |
| Certificates of participation in pools of residential mortgages | $17,363,000 | 1,802 |
| Issued or guaranteed by U.S. | $17,363,000 | 1,799 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,447,000 | 2,122 |
| CMOs issued by government agencies or sponsored agencies | $3,447,000 | 1,852 |
| 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) | $32,914,000 | 2,977 |
| Total debt securities | $32,914,000 | 3,270 |
| Structured notes | ||
| Amortized cost | $1,082,000 | 2,225 |
| Fair value | $1,164,000 | 2,203 |
| 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 | $34,303,000 | 3,182 |
| U.S. Government securities | $21,775,000 | 3,340 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $21,775,000 | 3,263 |
| Securities issued by states & political subdivisions | $12,528,000 | 1,925 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,473,000 | 2,260 |
| Mortgage-backed securities | $20,562,000 | 2,249 |
| Certificates of participation in pools of residential mortgages | $17,593,000 | 1,847 |
| Issued or guaranteed by U.S. | $17,593,000 | 1,841 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,969,000 | 2,215 |
| CMOs issued by government agencies or sponsored agencies | $2,969,000 | 1,930 |
| 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) | $34,303,000 | 2,860 |
| Total debt securities | $34,303,000 | 3,148 |
| Structured notes | ||
| Amortized cost | $1,131,000 | 1,922 |
| Fair value | $1,213,000 | 1,900 |
| 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 | $36,150,000 | 3,076 |
| U.S. Government securities | $23,383,000 | 3,165 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $23,383,000 | 3,098 |
| Securities issued by states & political subdivisions | $12,767,000 | 1,913 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,847,000 | 2,158 |
| Mortgage-backed securities | $22,130,000 | 2,198 |
| Certificates of participation in pools of residential mortgages | $18,808,000 | 1,812 |
| Issued or guaranteed by U.S. | $18,808,000 | 1,807 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,322,000 | 2,139 |
| CMOs issued by government agencies or sponsored agencies | $3,322,000 | 1,836 |
| 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) | $36,150,000 | 2,757 |
| Total debt securities | $36,150,000 | 3,044 |
| Structured notes | ||
| Amortized cost | $1,171,000 | 1,469 |
| Fair value | $1,253,000 | 1,446 |
| 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 | $36,253,000 | 3,017 |
| U.S. Government securities | $23,987,000 | 3,074 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $23,987,000 | 3,006 |
| Securities issued by states & political subdivisions | $12,266,000 | 1,928 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,013,000 | 2,406 |
| Mortgage-backed securities | $22,702,000 | 2,181 |
| Certificates of participation in pools of residential mortgages | $18,942,000 | 1,840 |
| Issued or guaranteed by U.S. | $18,942,000 | 1,830 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,760,000 | 2,024 |
| CMOs issued by government agencies or sponsored agencies | $3,760,000 | 1,711 |
| 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) | $36,253,000 | 2,696 |
| Total debt securities | $36,253,000 | 2,984 |
| Structured notes | ||
| Amortized cost | $1,226,000 | 1,043 |
| Fair value | $1,285,000 | 1,022 |
| 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 | $38,364,000 | 2,892 |
| U.S. Government securities | $25,947,000 | 2,962 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $25,947,000 | 2,901 |
| Securities issued by states & political subdivisions | $12,417,000 | 1,813 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,150,000 | 2,620 |
| Mortgage-backed securities | $24,618,000 | 2,094 |
| Certificates of participation in pools of residential mortgages | $20,363,000 | 1,791 |
| Issued or guaranteed by U.S. | $20,363,000 | 1,780 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,255,000 | 1,971 |
| CMOs issued by government agencies or sponsored agencies | $4,255,000 | 1,641 |
| 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) | $38,364,000 | 2,581 |
| Total debt securities | $38,364,000 | 2,861 |
| Structured notes | ||
| Amortized cost | $1,296,000 | 813 |
| Fair value | $1,329,000 | 805 |
| 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 | $40,075,000 | 2,763 |
| U.S. Government securities | $27,048,000 | 2,866 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $27,048,000 | 2,808 |
| Securities issued by states & political subdivisions | $13,027,000 | 1,697 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,033,000 | 2,473 |
| Mortgage-backed securities | $25,670,000 | 1,985 |
| Certificates of participation in pools of residential mortgages | $21,156,000 | 1,705 |
| Issued or guaranteed by U.S. | $21,156,000 | 1,695 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $4,514,000 | 1,866 |
| CMOs issued by government agencies or sponsored agencies | $4,514,000 | 1,568 |
| 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) | $40,075,000 | 2,462 |
| Total debt securities | $40,075,000 | 2,732 |
| Structured notes | ||
| Amortized cost | $1,335,000 | 840 |
| Fair value | $1,378,000 | 832 |
| 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 | $40,435,000 | 2,700 |
| U.S. Government securities | $28,072,000 | 2,730 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $28,072,000 | 2,678 |
| Securities issued by states & political subdivisions | $12,363,000 | 1,740 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,156,000 | 2,334 |
| Mortgage-backed securities | $25,042,000 | 1,919 |
| Certificates of participation in pools of residential mortgages | $20,258,000 | 1,677 |
| Issued or guaranteed by U.S. | $20,258,000 | 1,667 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,784,000 | 1,755 |
| CMOs issued by government agencies or sponsored agencies | $4,784,000 | 1,446 |
| 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) | $40,435,000 | 2,381 |
| Total debt securities | $40,435,000 | 2,674 |
| Structured notes | ||
| Amortized cost | $1,932,000 | 691 |
| Fair value | $1,948,000 | 672 |
| 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 | $41,709,000 | 2,682 |
| U.S. Government securities | $28,592,000 | 2,721 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $28,592,000 | 2,675 |
| Securities issued by states & political subdivisions | $13,117,000 | 1,676 |
| 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 | $21,649,000 | 2,114 |
| Mortgage-backed securities | $25,505,000 | 1,874 |
| Certificates of participation in pools of residential mortgages | $20,454,000 | 1,653 |
| Issued or guaranteed by U.S. | $20,454,000 | 1,644 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $5,051,000 | 1,712 |
| CMOs issued by government agencies or sponsored agencies | $5,051,000 | 1,418 |
| 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) | $41,709,000 | 2,367 |
| Total debt securities | $41,709,000 | 2,643 |
| Structured notes | ||
| Amortized cost | $1,980,000 | 717 |
| Fair value | $1,997,000 | 657 |
| 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 | $43,758,000 | 2,564 |
| U.S. Government securities | $31,058,000 | 2,557 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $31,058,000 | 2,500 |
| Securities issued by states & political subdivisions | $12,700,000 | 1,723 |
| 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 | $24,260,000 | 1,932 |
| Mortgage-backed securities | $27,396,000 | 1,724 |
| Certificates of participation in pools of residential mortgages | $21,859,000 | 1,518 |
| Issued or guaranteed by U.S. | $21,859,000 | 1,506 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,537,000 | 1,619 |
| CMOs issued by government agencies or sponsored agencies | $5,537,000 | 1,339 |
| 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) | $43,758,000 | 2,280 |
| Total debt securities | $43,758,000 | 2,521 |
| Structured notes | ||
| Amortized cost | $2,038,000 | 685 |
| Fair value | $2,056,000 | 685 |
| 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 | $39,729,000 | 2,778 |
| U.S. Government securities | $27,727,000 | 2,839 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $27,727,000 | 2,780 |
| Securities issued by states & political subdivisions | $12,002,000 | 1,784 |
| 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 | $5,814,000 | 4,292 |
| Mortgage-backed securities | $20,602,000 | 1,879 |
| Certificates of participation in pools of residential mortgages | $16,655,000 | 1,612 |
| Issued or guaranteed by U.S. | $16,655,000 | 1,602 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,947,000 | 1,787 |
| CMOs issued by government agencies or sponsored agencies | $3,947,000 | 1,500 |
| 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) | $39,729,000 | 2,442 |
| Total debt securities | $39,729,000 | 2,735 |
| Structured notes | ||
| Amortized cost | $2,086,000 | 1,005 |
| Fair value | $2,105,000 | 1,001 |
| 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 | $37,098,000 | 2,934 |
| U.S. Government securities | $27,260,000 | 2,908 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $27,260,000 | 2,848 |
| Securities issued by states & political subdivisions | $9,838,000 | 2,055 |
| 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 | $5,157,000 | 4,482 |
| Mortgage-backed securities | $18,046,000 | 1,939 |
| Certificates of participation in pools of residential mortgages | $13,898,000 | 1,731 |
| Issued or guaranteed by U.S. | $13,898,000 | 1,722 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $4,148,000 | 1,695 |
| CMOs issued by government agencies or sponsored agencies | $4,148,000 | 1,424 |
| 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) | $37,098,000 | 2,563 |
| Total debt securities | $37,098,000 | 2,883 |
| Structured notes | ||
| Amortized cost | $2,135,000 | 1,191 |
| Fair value | $2,156,000 | 1,185 |
| 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 | $31,502,000 | 3,314 |
| U.S. Government securities | $22,714,000 | 3,320 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $22,714,000 | 3,239 |
| Securities issued by states & political subdivisions | $8,788,000 | 2,221 |
| 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 | $5,336,000 | 4,458 |
| Mortgage-backed securities | $13,013,000 | 2,294 |
| Certificates of participation in pools of residential mortgages | $9,209,000 | 2,174 |
| Issued or guaranteed by U.S. | $9,209,000 | 2,164 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,804,000 | 1,730 |
| CMOs issued by government agencies or sponsored agencies | $3,804,000 | 1,462 |
| 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) | $31,502,000 | 2,906 |
| Total debt securities | $31,478,000 | 3,275 |
| Structured notes | ||
| Amortized cost | $2,198,000 | 1,245 |
| Fair value | $2,220,000 | 1,228 |
| 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 | $31,769,000 | 3,320 |
| U.S. Government securities | $22,930,000 | 3,325 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $22,930,000 | 3,231 |
| Securities issued by states & political subdivisions | $8,839,000 | 2,221 |
| 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 | $5,609,000 | 4,382 |
| Mortgage-backed securities | $13,202,000 | 2,286 |
| Certificates of participation in pools of residential mortgages | $9,054,000 | 2,199 |
| Issued or guaranteed by U.S. | $9,054,000 | 2,191 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $4,148,000 | 1,650 |
| CMOs issued by government agencies or sponsored agencies | $4,148,000 | 1,392 |
| 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) | $31,769,000 | 2,889 |
| Total debt securities | $31,768,000 | 3,281 |
| Structured notes | ||
| Amortized cost | $2,264,000 | 1,274 |
| Fair value | $2,275,000 | 1,270 |
| 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 | $29,685,000 | 3,494 |
| U.S. Government securities | $21,797,000 | 3,505 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $21,797,000 | 3,404 |
| Securities issued by states & political subdivisions | $7,888,000 | 2,403 |
| 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 | $5,684,000 | 4,366 |
| Mortgage-backed securities | $13,012,000 | 2,295 |
| Certificates of participation in pools of residential mortgages | $8,622,000 | 2,275 |
| Issued or guaranteed by U.S. | $8,622,000 | 2,262 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $4,390,000 | 1,626 |
| CMOs issued by government agencies or sponsored agencies | $4,390,000 | 1,384 |
| 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) | $29,685,000 | 3,039 |
| Total debt securities | $29,685,000 | 3,447 |
| Structured notes | ||
| Amortized cost | $2,327,000 | 1,335 |
| Fair value | $2,339,000 | 1,326 |
| 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 | $27,698,000 | 3,703 |
| U.S. Government securities | $20,801,000 | 3,657 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $20,801,000 | 3,555 |
| Securities issued by states & political subdivisions | $6,897,000 | 2,588 |
| 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 | $4,048,000 | 4,924 |
| Mortgage-backed securities | $11,009,000 | 2,509 |
| Certificates of participation in pools of residential mortgages | $7,810,000 | 2,416 |
| Issued or guaranteed by U.S. | $7,810,000 | 2,404 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,199,000 | 1,782 |
| CMOs issued by government agencies or sponsored agencies | $3,199,000 | 1,544 |
| 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) | $27,698,000 | 3,222 |
| Total debt securities | $27,698,000 | 3,646 |
| Structured notes | ||
| Amortized cost | $2,402,000 | 1,395 |
| Fair value | $2,400,000 | 1,391 |
| 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 | $22,660,000 | 4,223 |
| U.S. Government securities | $16,451,000 | 4,282 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $16,451,000 | 4,152 |
| Securities issued by states & political subdivisions | $6,209,000 | 2,735 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,871,000 | 5,013 |
| Mortgage-backed securities | $8,875,000 | 2,787 |
| Certificates of participation in pools of residential mortgages | $6,344,000 | 2,715 |
| Issued or guaranteed by U.S. | $6,344,000 | 2,702 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,531,000 | 1,928 |
| CMOs issued by government agencies or sponsored agencies | $2,531,000 | 1,680 |
| 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) | $22,660,000 | 3,671 |
| Total debt securities | $22,660,000 | 4,160 |
| Structured notes | ||
| Amortized cost | $1,729,000 | 1,777 |
| Fair value | $1,695,000 | 1,768 |
| 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 | $19,084,000 | 4,735 |
| U.S. Government securities | $13,005,000 | 4,942 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $13,005,000 | 4,803 |
| Securities issued by states & political subdivisions | $6,079,000 | 2,767 |
| 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 | $3,940,000 | 4,988 |
| Mortgage-backed securities | $7,264,000 | 3,111 |
| Certificates of participation in pools of residential mortgages | $5,686,000 | 2,901 |
| Issued or guaranteed by U.S. | $5,686,000 | 2,886 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,578,000 | 2,224 |
| CMOs issued by government agencies or sponsored agencies | $1,578,000 | 1,958 |
| 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) | $6,079,000 | 1,770 |
| Available-for-sale securities (fair market value) | $13,005,000 | 5,047 |
| Total debt securities | $19,084,000 | 4,680 |
| Structured notes | ||
| Amortized cost | $831,000 | 2,425 |
| Fair value | $808,000 | 2,426 |
| 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 | $19,524,000 | 4,688 |
| U.S. Government securities | $13,441,000 | 4,848 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $13,441,000 | 4,699 |
| Securities issued by states & political subdivisions | $6,083,000 | 2,745 |
| 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 | $1,720,000 | 6,000 |
| Mortgage-backed securities | $7,661,000 | 3,073 |
| Certificates of participation in pools of residential mortgages | $6,057,000 | 2,846 |
| Issued or guaranteed by U.S. | $6,057,000 | 2,836 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,604,000 | 2,209 |
| CMOs issued by government agencies or sponsored agencies | $1,604,000 | 1,957 |
| 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) | $6,083,000 | 1,814 |
| Available-for-sale securities (fair market value) | $13,441,000 | 4,967 |
| Total debt securities | $19,524,000 | 4,626 |
| Structured notes | ||
| Amortized cost | $865,000 | 2,405 |
| Fair value | $843,000 | 2,408 |
| 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 | $20,354,000 | 4,558 |
| U.S. Government securities | $14,485,000 | 4,598 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $14,485,000 | 4,461 |
| Securities issued by states & political subdivisions | $5,869,000 | 2,798 |
| 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 | $8,883,000 | 3,588 |
| Mortgage-backed securities | $8,118,000 | 3,015 |
| Certificates of participation in pools of residential mortgages | $6,474,000 | 2,776 |
| Issued or guaranteed by U.S. | $6,474,000 | 2,765 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,644,000 | 2,196 |
| CMOs issued by government agencies or sponsored agencies | $1,644,000 | 1,953 |
| 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) | $5,869,000 | 1,843 |
| Available-for-sale securities (fair market value) | $14,485,000 | 4,786 |
| Total debt securities | $20,358,000 | 4,495 |
| Structured notes | ||
| Amortized cost | $922,000 | 2,342 |
| Fair value | $906,000 | 2,345 |
| 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 | $15,252,000 | 5,371 |
| U.S. Government securities | $12,367,000 | 5,062 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $12,367,000 | 4,925 |
| Securities issued by states & political subdivisions | $2,885,000 | 3,852 |
| 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 | $984,000 | 6,490 |
| Mortgage-backed securities | $5,380,000 | 3,692 |
| Certificates of participation in pools of residential mortgages | $4,736,000 | 3,273 |
| Issued or guaranteed by U.S. | $4,736,000 | 3,260 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $644,000 | 2,810 |
| CMOs issued by government agencies or sponsored agencies | $644,000 | 2,543 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,885,000 | 2,439 |
| Available-for-sale securities (fair market value) | $12,367,000 | 5,163 |
| Total debt securities | $15,255,000 | 5,312 |
| Structured notes | ||
| Amortized cost | $1,011,000 | 2,024 |
| Fair value | $1,012,000 | 2,024 |
| 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 | $13,876,000 | 5,679 |
| U.S. Government securities | $11,542,000 | 5,319 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,542,000 | 5,172 |
| Securities issued by states & political subdivisions | $2,334,000 | 4,148 |
| 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 | $991,000 | 6,514 |
| Mortgage-backed securities | $5,574,000 | 3,744 |
| Certificates of participation in pools of residential mortgages | $4,935,000 | 3,291 |
| Issued or guaranteed by U.S. | $4,935,000 | 3,284 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $639,000 | 2,853 |
| CMOs issued by government agencies or sponsored agencies | $639,000 | 2,586 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,334,000 | 2,625 |
| Available-for-sale securities (fair market value) | $11,542,000 | 5,394 |
| Total debt securities | $13,876,000 | 5,610 |
| 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 | $12,571,000 | 5,961 |
| U.S. Government securities | $10,908,000 | 5,501 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,908,000 | 5,338 |
| Securities issued by states & political subdivisions | $1,663,000 | 4,586 |
| 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 | $998,000 | 6,516 |
| Mortgage-backed securities | $5,899,000 | 3,690 |
| Certificates of participation in pools of residential mortgages | $5,246,000 | 3,228 |
| Issued or guaranteed by U.S. | $5,246,000 | 3,219 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $653,000 | 2,876 |
| CMOs issued by government agencies or sponsored agencies | $653,000 | 2,622 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,663,000 | 2,913 |
| Available-for-sale securities (fair market value) | $10,908,000 | 5,536 |
| Total debt securities | $12,570,000 | 5,891 |
| 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 | $12,470,000 | 5,987 |
| U.S. Government securities | $11,246,000 | 5,427 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $11,246,000 | 5,271 |
| Securities issued by states & political subdivisions | $1,224,000 | 4,951 |
| 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 | $1,505,000 | 6,191 |
| Mortgage-backed securities | $6,204,000 | 3,656 |
| Certificates of participation in pools of residential mortgages | $5,059,000 | 3,305 |
| Issued or guaranteed by U.S. | $5,059,000 | 3,298 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,145,000 | 2,582 |
| CMOs issued by government agencies or sponsored agencies | $1,145,000 | 2,337 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,224,000 | 3,162 |
| Available-for-sale securities (fair market value) | $11,246,000 | 5,485 |
| Total debt securities | $12,479,000 | 5,916 |
| 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 | $12,435,000 | 6,075 |
| U.S. Government securities | $11,819,000 | 5,355 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $11,819,000 | 5,200 |
| Securities issued by states & political subdivisions | $616,000 | 5,575 |
| 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 | $1,013,000 | 6,526 |
| Mortgage-backed securities | $6,310,000 | 3,684 |
| Certificates of participation in pools of residential mortgages | $5,166,000 | 3,345 |
| Issued or guaranteed by U.S. | $5,166,000 | 3,338 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,144,000 | 2,623 |
| CMOs issued by government agencies or sponsored agencies | $1,144,000 | 2,381 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $12,435,000 | 5,322 |
| Total debt securities | $12,435,000 | 6,001 |
| 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 | $11,006,000 | 6,363 |
| U.S. Government securities | $11,006,000 | 5,509 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $11,006,000 | 5,364 |
| 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 | $1,025,000 | 6,501 |
| Mortgage-backed securities | $5,392,000 | 3,973 |
| Certificates of participation in pools of residential mortgages | $4,884,000 | 3,470 |
| Issued or guaranteed by U.S. | $4,884,000 | 3,461 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $508,000 | 3,137 |
| CMOs issued by government agencies or sponsored agencies | $508,000 | 2,868 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $11,006,000 | 5,630 |
| Total debt securities | $11,006,000 | 6,278 |
| 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 | $11,304,000 | 6,337 |
| U.S. Government securities | $11,304,000 | 5,455 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $11,304,000 | 5,292 |
| 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 | $1,531,000 | 6,144 |
| Mortgage-backed securities | $5,688,000 | 3,870 |
| Certificates of participation in pools of residential mortgages | $5,180,000 | 3,366 |
| Issued or guaranteed by U.S. | $5,180,000 | 3,355 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $508,000 | 3,153 |
| CMOs issued by government agencies or sponsored agencies | $508,000 | 3,002 |
| 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) | $11,304,000 | 5,604 |
| Total debt securities | $11,304,000 | 6,252 |
| 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 | $11,723,000 | 6,181 |
| U.S. Government securities | $11,723,000 | 5,220 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $11,723,000 | 5,065 |
| 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 | $1,524,000 | 6,151 |
| Mortgage-backed securities | $6,076,000 | 3,741 |
| Certificates of participation in pools of residential mortgages | $5,571,000 | 3,261 |
| Issued or guaranteed by U.S. | $5,571,000 | 3,246 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $505,000 | 3,226 |
| CMOs issued by government agencies or sponsored agencies | $505,000 | 3,066 |
| 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) | $11,723,000 | 5,457 |
| Total debt securities | $11,723,000 | 6,091 |
| 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 | $12,270,000 | 6,009 |
| U.S. Government securities | $11,995,000 | 5,082 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $11,995,000 | 4,919 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $275,000 | 3,508 |
| Privately issued residential mortgage-backed securities | $275,000 | 927 |
| 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 | $1,070,000 | 6,480 |
| Mortgage-backed securities | $7,059,000 | 3,602 |
| Certificates of participation in pools of residential mortgages | $6,276,000 | 3,095 |
| Issued or guaranteed by U.S. | $6,276,000 | 3,083 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $783,000 | 3,203 |
| CMOs issued by government agencies or sponsored agencies | $508,000 | 3,256 |
| Privately issued | $275,000 | 819 |
| 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) | $12,270,000 | 5,277 |
| Total debt securities | $12,270,000 | 5,914 |
| 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 | $13,861,000 | 5,704 |
| U.S. Government securities | $12,950,000 | 4,896 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $12,950,000 | 4,718 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $911,000 | 2,907 |
| Privately issued residential mortgage-backed securities | $408,000 | 903 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $503,000 | 2,914 |
| 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 | $2,000,000 | 5,868 |
| Mortgage-backed securities | $8,143,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | $7,224,000 | 2,835 |
| Issued or guaranteed by U.S. | $7,224,000 | 2,824 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $919,000 | 3,209 |
| CMOs issued by government agencies or sponsored agencies | $511,000 | 3,353 |
| Privately issued | $408,000 | 797 |
| 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) | $13,861,000 | 4,976 |
| Total debt securities | $13,861,000 | 5,609 |
| 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 | $10,190,000 | 6,464 |
| U.S. Government securities | $9,683,000 | 5,665 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $9,683,000 | 5,474 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $507,000 | 3,300 |
| 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 | $507,000 | 2,916 |
| 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 | $2,500,000 | 5,606 |
| Mortgage-backed securities | $5,043,000 | 4,138 |
| Certificates of participation in pools of residential mortgages | $4,543,000 | 3,546 |
| Issued or guaranteed by U.S. | $4,543,000 | 3,533 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $500,000 | 3,615 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 3,464 |
| 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) | $10,190,000 | 5,675 |
| Total debt securities | $10,190,000 | 6,368 |
| 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 | $7,791,000 | 7,093 |
| U.S. Government securities | $7,272,000 | 6,343 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $7,272,000 | 6,117 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $519,000 | 3,333 |
| 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 | $519,000 | 2,878 |
| 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 | $1,500,000 | 6,335 |
| Mortgage-backed securities | $2,718,000 | 4,872 |
| Certificates of participation in pools of residential mortgages | $2,718,000 | 4,051 |
| Issued or guaranteed by U.S. | $2,718,000 | 4,033 |
| 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) | $7,791,000 | 6,191 |
| Total debt securities | $7,791,000 | 6,996 |
| 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 | $4,507,000 | 8,521 |
| U.S. Government securities | $4,506,000 | 7,962 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,506,000 | 7,631 |
| 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 | $1,000 | 8,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,627 |
| Mortgage-backed securities | $1,497,000 | 5,121 |
| Certificates of participation in pools of residential mortgages | $1,497,000 | 4,348 |
| Issued or guaranteed by U.S. | $1,497,000 | 4,325 |
| 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) | $4,507,000 | 7,391 |
| Total debt securities | $4,506,000 | 8,399 |
| 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 |