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CornerstoneBank, Securities
| 2021-09-30 | Rank | |
| Total securities | $15,836,000 | 3,849 |
| U.S. Government securities | $9,693,000 | 3,578 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $9,693,000 | 3,332 |
| Securities issued by states & political subdivisions | $3,871,000 | 3,348 |
| Other domestic debt securities | $2,272,000 | 1,514 |
| Privately issued residential mortgage-backed securities | $2,272,000 | 365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $11,965,000 | 2,637 |
| Certificates of participation in pools of residential mortgages | $1,589,000 | 3,391 |
| Issued or guaranteed by U.S. | $1,589,000 | 3,303 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $10,376,000 | 1,148 |
| CMOs issued by government agencies or sponsored agencies | $8,104,000 | 1,257 |
| Privately issued | $2,272,000 | 242 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $1,191,000 | 1,314 |
| Available-for-sale securities (fair market value) | $14,645,000 | 3,694 |
| Total debt securities | $15,836,000 | 3,827 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $34,388,000 | 3,047 |
| U.S. Government securities | $24,161,000 | 2,594 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $24,161,000 | 2,414 |
| Securities issued by states & political subdivisions | $3,920,000 | 3,359 |
| Other domestic debt securities | $6,307,000 | 1,090 |
| Privately issued residential mortgage-backed securities | $6,307,000 | 255 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $30,468,000 | 1,787 |
| Certificates of participation in pools of residential mortgages | $10,666,000 | 2,202 |
| Issued or guaranteed by U.S. | $10,666,000 | 2,145 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $16,542,000 | 863 |
| CMOs issued by government agencies or sponsored agencies | $10,235,000 | 1,089 |
| Privately issued | $6,307,000 | 165 |
| Commercial mortgage-backed securities | $3,260,000 | 1,306 |
| Commercial mortgage pass-through securities | $958,000 | 1,243 |
| Other commercial mortgage-backed securities | $2,302,000 | 984 |
| Held to maturity securities (book value) | $3,156,000 | 1,052 |
| Available-for-sale securities (fair market value) | $31,232,000 | 2,979 |
| Total debt securities | $34,388,000 | 3,024 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $37,215,000 | 2,836 |
| U.S. Government securities | $28,052,000 | 2,281 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $28,052,000 | 2,140 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $9,163,000 | 871 |
| Privately issued residential mortgage-backed securities | $9,163,000 | 215 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,172,000 | 2,994 |
| Mortgage-backed securities | $37,215,000 | 1,523 |
| Certificates of participation in pools of residential mortgages | $11,940,000 | 2,041 |
| Issued or guaranteed by U.S. | $11,940,000 | 1,983 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $21,667,000 | 703 |
| CMOs issued by government agencies or sponsored agencies | $12,504,000 | 966 |
| Privately issued | $9,163,000 | 129 |
| Commercial mortgage-backed securities | $3,608,000 | 1,240 |
| Commercial mortgage pass-through securities | $953,000 | 1,230 |
| Other commercial mortgage-backed securities | $2,655,000 | 909 |
| Held to maturity securities (book value) | $3,253,000 | 1,023 |
| Available-for-sale securities (fair market value) | $33,962,000 | 2,771 |
| Total debt securities | $37,215,000 | 2,819 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $35,988,000 | 2,770 |
| U.S. Government securities | $25,845,000 | 2,240 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $25,845,000 | 2,124 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $10,143,000 | 784 |
| Privately issued residential mortgage-backed securities | $10,143,000 | 179 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,983,000 | 2,910 |
| Mortgage-backed securities | $35,988,000 | 1,477 |
| Certificates of participation in pools of residential mortgages | $10,876,000 | 2,008 |
| Issued or guaranteed by U.S. | $10,876,000 | 1,956 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $20,548,000 | 745 |
| CMOs issued by government agencies or sponsored agencies | $10,405,000 | 1,046 |
| Privately issued | $10,143,000 | 119 |
| Commercial mortgage-backed securities | $4,564,000 | 1,097 |
| Commercial mortgage pass-through securities | $966,000 | 1,189 |
| Other commercial mortgage-backed securities | $3,598,000 | 786 |
| Held to maturity securities (book value) | $3,445,000 | 984 |
| Available-for-sale securities (fair market value) | $32,543,000 | 2,727 |
| Total debt securities | $35,988,000 | 2,748 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $36,500,000 | 2,652 |
| U.S. Government securities | $27,212,000 | 2,114 |
| U.S. Treasury securities | $2,510,000 | 763 |
| U.S. Government agency obligations | $24,702,000 | 2,119 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $9,288,000 | 789 |
| Privately issued residential mortgage-backed securities | $9,288,000 | 199 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,202,000 | 2,339 |
| Mortgage-backed securities | $33,990,000 | 1,508 |
| Certificates of participation in pools of residential mortgages | $12,971,000 | 1,834 |
| Issued or guaranteed by U.S. | $12,971,000 | 1,784 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $12,783,000 | 998 |
| CMOs issued by government agencies or sponsored agencies | $3,495,000 | 1,730 |
| Privately issued | $9,288,000 | 127 |
| Commercial mortgage-backed securities | $8,236,000 | 848 |
| Commercial mortgage pass-through securities | $2,698,000 | 833 |
| Other commercial mortgage-backed securities | $5,538,000 | 661 |
| Held to maturity securities (book value) | $3,510,000 | 967 |
| Available-for-sale securities (fair market value) | $32,990,000 | 2,614 |
| Total debt securities | $36,500,000 | 2,636 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $39,846,000 | 2,509 |
| U.S. Government securities | $29,966,000 | 1,998 |
| U.S. Treasury securities | $2,519,000 | 786 |
| U.S. Government agency obligations | $27,447,000 | 2,004 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $9,880,000 | 724 |
| Privately issued residential mortgage-backed securities | $9,880,000 | 173 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,255,000 | 2,263 |
| Mortgage-backed securities | $37,327,000 | 1,401 |
| Certificates of participation in pools of residential mortgages | $14,730,000 | 1,680 |
| Issued or guaranteed by U.S. | $14,730,000 | 1,633 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $13,513,000 | 987 |
| CMOs issued by government agencies or sponsored agencies | $3,633,000 | 1,742 |
| Privately issued | $9,880,000 | 120 |
| Commercial mortgage-backed securities | $9,084,000 | 784 |
| Commercial mortgage pass-through securities | $2,709,000 | 821 |
| Other commercial mortgage-backed securities | $6,375,000 | 592 |
| Held to maturity securities (book value) | $3,615,000 | 971 |
| Available-for-sale securities (fair market value) | $36,231,000 | 2,452 |
| Total debt securities | $39,846,000 | 2,482 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $39,442,000 | 2,452 |
| U.S. Government securities | $28,972,000 | 2,052 |
| U.S. Treasury securities | $2,532,000 | 811 |
| U.S. Government agency obligations | $26,440,000 | 2,051 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $10,470,000 | 669 |
| Privately issued residential mortgage-backed securities | $10,470,000 | 174 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,606,000 | 2,403 |
| Mortgage-backed securities | $36,910,000 | 1,402 |
| Certificates of participation in pools of residential mortgages | $15,881,000 | 1,597 |
| Issued or guaranteed by U.S. | $15,881,000 | 1,553 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $11,002,000 | 1,113 |
| CMOs issued by government agencies or sponsored agencies | $532,000 | 2,498 |
| Privately issued | $10,470,000 | 113 |
| Commercial mortgage-backed securities | $10,027,000 | 729 |
| Commercial mortgage pass-through securities | $2,691,000 | 799 |
| Other commercial mortgage-backed securities | $7,336,000 | 556 |
| Held to maturity securities (book value) | $3,717,000 | 976 |
| Available-for-sale securities (fair market value) | $35,725,000 | 2,413 |
| Total debt securities | $39,442,000 | 2,434 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $32,675,000 | 2,731 |
| U.S. Government securities | $27,061,000 | 2,190 |
| U.S. Treasury securities | $5,001,000 | 665 |
| U.S. Government agency obligations | $22,060,000 | 2,312 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $5,614,000 | 854 |
| Privately issued residential mortgage-backed securities | $5,614,000 | 209 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,083,000 | 2,217 |
| Mortgage-backed securities | $27,674,000 | 1,631 |
| Certificates of participation in pools of residential mortgages | $11,116,000 | 1,895 |
| Issued or guaranteed by U.S. | $11,116,000 | 1,844 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $6,164,000 | 1,481 |
| CMOs issued by government agencies or sponsored agencies | $550,000 | 2,506 |
| Privately issued | $5,614,000 | 136 |
| Commercial mortgage-backed securities | $10,394,000 | 688 |
| Commercial mortgage pass-through securities | $2,589,000 | 811 |
| Other commercial mortgage-backed securities | $7,805,000 | 513 |
| Held to maturity securities (book value) | $3,862,000 | 1,006 |
| Available-for-sale securities (fair market value) | $28,813,000 | 2,726 |
| Total debt securities | $32,675,000 | 2,713 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $33,935,000 | 2,698 |
| U.S. Government securities | $28,127,000 | 2,145 |
| U.S. Treasury securities | $4,993,000 | 684 |
| U.S. Government agency obligations | $23,134,000 | 2,274 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $5,808,000 | 834 |
| Privately issued residential mortgage-backed securities | $5,808,000 | 205 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,234,000 | 1,953 |
| Mortgage-backed securities | $28,942,000 | 1,556 |
| Certificates of participation in pools of residential mortgages | $11,865,000 | 1,822 |
| Issued or guaranteed by U.S. | $11,865,000 | 1,767 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $6,392,000 | 1,457 |
| CMOs issued by government agencies or sponsored agencies | $584,000 | 2,512 |
| Privately issued | $5,808,000 | 133 |
| Commercial mortgage-backed securities | $10,685,000 | 679 |
| Commercial mortgage pass-through securities | $2,643,000 | 808 |
| Other commercial mortgage-backed securities | $8,042,000 | 492 |
| Held to maturity securities (book value) | $3,955,000 | 1,056 |
| Available-for-sale securities (fair market value) | $29,980,000 | 2,677 |
| Total debt securities | $33,935,000 | 2,681 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $41,529,000 | 2,438 |
| U.S. Government securities | $35,446,000 | 1,906 |
| U.S. Treasury securities | $4,986,000 | 677 |
| U.S. Government agency obligations | $30,460,000 | 1,971 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $6,083,000 | 806 |
| Privately issued residential mortgage-backed securities | $6,083,000 | 191 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,649,000 | 2,036 |
| Mortgage-backed securities | $36,543,000 | 1,335 |
| Certificates of participation in pools of residential mortgages | $17,683,000 | 1,392 |
| Issued or guaranteed by U.S. | $17,683,000 | 1,371 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $8,143,000 | 1,298 |
| CMOs issued by government agencies or sponsored agencies | $2,060,000 | 2,025 |
| Privately issued | $6,083,000 | 138 |
| Commercial mortgage-backed securities | $10,717,000 | 655 |
| Commercial mortgage pass-through securities | $2,621,000 | 806 |
| Other commercial mortgage-backed securities | $8,096,000 | 465 |
| Held to maturity securities (book value) | $4,097,000 | 1,089 |
| Available-for-sale securities (fair market value) | $37,432,000 | 2,413 |
| Total debt securities | $41,529,000 | 2,418 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $43,541,000 | 2,389 |
| U.S. Government securities | $37,263,000 | 1,860 |
| U.S. Treasury securities | $9,951,000 | 470 |
| U.S. Government agency obligations | $27,312,000 | 2,140 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $6,278,000 | 788 |
| Privately issued residential mortgage-backed securities | $6,278,000 | 185 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,773,000 | 2,068 |
| Mortgage-backed securities | $32,090,000 | 1,422 |
| Certificates of participation in pools of residential mortgages | $13,129,000 | 1,712 |
| Issued or guaranteed by U.S. | $13,129,000 | 1,681 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,298,000 | 1,293 |
| CMOs issued by government agencies or sponsored agencies | $2,020,000 | 2,034 |
| Privately issued | $6,278,000 | 134 |
| Commercial mortgage-backed securities | $10,663,000 | 611 |
| Commercial mortgage pass-through securities | $2,600,000 | 796 |
| Other commercial mortgage-backed securities | $8,063,000 | 418 |
| Held to maturity securities (book value) | $4,153,000 | 1,096 |
| Available-for-sale securities (fair market value) | $39,388,000 | 2,358 |
| Total debt securities | $43,541,000 | 2,370 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $45,555,000 | 2,348 |
| U.S. Government securities | $39,098,000 | 1,815 |
| U.S. Treasury securities | $9,786,000 | 478 |
| U.S. Government agency obligations | $29,312,000 | 2,058 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $6,457,000 | 758 |
| Privately issued residential mortgage-backed securities | $6,457,000 | 168 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,684,000 | 2,150 |
| Mortgage-backed securities | $32,778,000 | 1,417 |
| Certificates of participation in pools of residential mortgages | $13,594,000 | 1,672 |
| Issued or guaranteed by U.S. | $13,594,000 | 1,652 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $8,468,000 | 1,266 |
| CMOs issued by government agencies or sponsored agencies | $2,011,000 | 2,031 |
| Privately issued | $6,457,000 | 131 |
| Commercial mortgage-backed securities | $10,716,000 | 598 |
| Commercial mortgage pass-through securities | $2,562,000 | 790 |
| Other commercial mortgage-backed securities | $8,154,000 | 408 |
| Held to maturity securities (book value) | $4,244,000 | 1,127 |
| Available-for-sale securities (fair market value) | $41,311,000 | 2,322 |
| Total debt securities | $45,555,000 | 2,333 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $46,057,000 | 2,338 |
| U.S. Government securities | $39,258,000 | 1,812 |
| U.S. Treasury securities | $9,663,000 | 460 |
| U.S. Government agency obligations | $29,595,000 | 2,073 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $6,799,000 | 701 |
| Privately issued residential mortgage-backed securities | $6,799,000 | 137 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,803,000 | 3,881 |
| Mortgage-backed securities | $33,463,000 | 1,405 |
| Certificates of participation in pools of residential mortgages | $13,968,000 | 1,680 |
| Issued or guaranteed by U.S. | $13,968,000 | 1,673 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $8,821,000 | 1,224 |
| CMOs issued by government agencies or sponsored agencies | $2,022,000 | 2,013 |
| Privately issued | $6,799,000 | 124 |
| Commercial mortgage-backed securities | $10,674,000 | 593 |
| Commercial mortgage pass-through securities | $2,489,000 | 788 |
| Other commercial mortgage-backed securities | $8,185,000 | 403 |
| Held to maturity securities (book value) | $4,420,000 | 1,139 |
| Available-for-sale securities (fair market value) | $41,637,000 | 2,311 |
| Total debt securities | $46,056,000 | 2,320 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $47,460,000 | 2,318 |
| U.S. Government securities | $40,251,000 | 1,764 |
| U.S. Treasury securities | $9,724,000 | 445 |
| U.S. Government agency obligations | $30,527,000 | 2,019 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $7,209,000 | 781 |
| Privately issued residential mortgage-backed securities | $7,209,000 | 231 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,852,000 | 3,910 |
| Mortgage-backed securities | $34,775,000 | 1,384 |
| Certificates of participation in pools of residential mortgages | $14,650,000 | 1,681 |
| Issued or guaranteed by U.S. | $14,650,000 | 1,609 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $9,274,000 | 1,199 |
| CMOs issued by government agencies or sponsored agencies | $2,065,000 | 2,017 |
| Privately issued | $7,209,000 | 118 |
| Commercial mortgage-backed securities | $10,851,000 | 582 |
| Commercial mortgage pass-through securities | $2,528,000 | 760 |
| Other commercial mortgage-backed securities | $8,323,000 | 387 |
| Held to maturity securities (book value) | $4,677,000 | 1,137 |
| Available-for-sale securities (fair market value) | $42,783,000 | 2,302 |
| Total debt securities | $47,460,000 | 2,299 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $48,703,000 | 2,306 |
| U.S. Government securities | $41,159,000 | 1,779 |
| U.S. Treasury securities | $9,736,000 | 442 |
| U.S. Government agency obligations | $31,423,000 | 2,038 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $7,544,000 | 678 |
| Privately issued residential mortgage-backed securities | $7,544,000 | 126 |
| 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 | $2,908,000 | 3,939 |
| Mortgage-backed securities | $35,987,000 | 1,354 |
| Certificates of participation in pools of residential mortgages | $15,244,000 | 1,662 |
| Issued or guaranteed by U.S. | $15,244,000 | 1,659 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,720,000 | 1,156 |
| CMOs issued by government agencies or sponsored agencies | $2,176,000 | 1,978 |
| Privately issued | $7,544,000 | 121 |
| Commercial mortgage-backed securities | $11,023,000 | 511 |
| Commercial mortgage pass-through securities | $2,548,000 | 612 |
| Other commercial mortgage-backed securities | $8,475,000 | 371 |
| Held to maturity securities (book value) | $4,863,000 | 1,151 |
| Available-for-sale securities (fair market value) | $43,840,000 | 2,289 |
| Total debt securities | $48,702,000 | 2,287 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $31,141,000 | 3,082 |
| U.S. Government securities | $23,238,000 | 2,587 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $23,238,000 | 2,469 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $7,903,000 | 655 |
| Privately issued residential mortgage-backed securities | $7,903,000 | 132 |
| 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 | $2,216,000 | 4,167 |
| Mortgage-backed securities | $31,141,000 | 1,483 |
| Certificates of participation in pools of residential mortgages | $9,716,000 | 2,155 |
| Issued or guaranteed by U.S. | $9,716,000 | 2,154 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $10,145,000 | 1,125 |
| CMOs issued by government agencies or sponsored agencies | $2,242,000 | 1,950 |
| Privately issued | $7,903,000 | 126 |
| Commercial mortgage-backed securities | $11,280,000 | 493 |
| Commercial mortgage pass-through securities | $2,609,000 | 605 |
| Other commercial mortgage-backed securities | $8,671,000 | 347 |
| Held to maturity securities (book value) | $5,066,000 | 1,166 |
| Available-for-sale securities (fair market value) | $26,075,000 | 3,085 |
| Total debt securities | $31,141,000 | 3,065 |
| 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 | $32,309,000 | 3,040 |
| U.S. Government securities | $24,102,000 | 2,553 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $24,102,000 | 2,451 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $8,207,000 | 649 |
| Privately issued residential mortgage-backed securities | $8,207,000 | 130 |
| 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 | $2,403,000 | 4,178 |
| Mortgage-backed securities | $32,309,000 | 1,458 |
| Certificates of participation in pools of residential mortgages | $10,140,000 | 2,149 |
| Issued or guaranteed by U.S. | $10,140,000 | 2,147 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $10,576,000 | 1,109 |
| CMOs issued by government agencies or sponsored agencies | $2,369,000 | 1,941 |
| Privately issued | $8,207,000 | 123 |
| Commercial mortgage-backed securities | $11,593,000 | 475 |
| Commercial mortgage pass-through securities | $2,639,000 | 603 |
| Other commercial mortgage-backed securities | $8,954,000 | 334 |
| Held to maturity securities (book value) | $5,250,000 | 1,190 |
| Available-for-sale securities (fair market value) | $27,059,000 | 3,051 |
| Total debt securities | $32,309,000 | 3,020 |
| 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 | $33,353,000 | 3,038 |
| U.S. Government securities | $24,792,000 | 2,577 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $24,792,000 | 2,475 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $8,561,000 | 649 |
| Privately issued residential mortgage-backed securities | $8,561,000 | 133 |
| 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 | $5,797,000 | 3,538 |
| Mortgage-backed securities | $33,353,000 | 1,441 |
| Certificates of participation in pools of residential mortgages | $10,601,000 | 2,144 |
| Issued or guaranteed by U.S. | $10,601,000 | 2,142 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,076,000 | 1,084 |
| CMOs issued by government agencies or sponsored agencies | $2,515,000 | 1,939 |
| Privately issued | $8,561,000 | 125 |
| Commercial mortgage-backed securities | $11,676,000 | 479 |
| Commercial mortgage pass-through securities | $2,639,000 | 579 |
| Other commercial mortgage-backed securities | $9,037,000 | 328 |
| Held to maturity securities (book value) | $5,491,000 | 1,188 |
| Available-for-sale securities (fair market value) | $27,862,000 | 3,055 |
| Total debt securities | $33,353,000 | 3,013 |
| 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 | $36,786,000 | 2,908 |
| U.S. Government securities | $27,778,000 | 2,426 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $27,778,000 | 2,322 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $9,008,000 | 639 |
| Privately issued residential mortgage-backed securities | $9,008,000 | 129 |
| 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 | $5,136,000 | 3,682 |
| Mortgage-backed securities | $36,786,000 | 1,375 |
| Certificates of participation in pools of residential mortgages | $11,064,000 | 2,140 |
| Issued or guaranteed by U.S. | $11,064,000 | 2,140 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,776,000 | 948 |
| CMOs issued by government agencies or sponsored agencies | $4,768,000 | 1,574 |
| Privately issued | $9,008,000 | 124 |
| Commercial mortgage-backed securities | $11,946,000 | 451 |
| Commercial mortgage pass-through securities | $2,624,000 | 563 |
| Other commercial mortgage-backed securities | $9,322,000 | 310 |
| Held to maturity securities (book value) | $5,745,000 | 1,192 |
| Available-for-sale securities (fair market value) | $31,041,000 | 2,918 |
| Total debt securities | $36,786,000 | 2,887 |
| 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 | $42,806,000 | 2,625 |
| U.S. Government securities | $33,499,000 | 2,136 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $33,499,000 | 2,032 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $9,307,000 | 621 |
| Privately issued residential mortgage-backed securities | $9,307,000 | 135 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,880,000 | 3,386 |
| Mortgage-backed securities | $42,806,000 | 1,235 |
| Certificates of participation in pools of residential mortgages | $13,558,000 | 1,932 |
| Issued or guaranteed by U.S. | $13,558,000 | 1,930 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $16,995,000 | 823 |
| CMOs issued by government agencies or sponsored agencies | $7,688,000 | 1,217 |
| Privately issued | $9,307,000 | 129 |
| Commercial mortgage-backed securities | $12,253,000 | 422 |
| Commercial mortgage pass-through securities | $2,624,000 | 536 |
| Other commercial mortgage-backed securities | $9,629,000 | 295 |
| Held to maturity securities (book value) | $5,912,000 | 1,189 |
| Available-for-sale securities (fair market value) | $36,894,000 | 2,628 |
| Total debt securities | $42,806,000 | 2,604 |
| 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 | $34,070,000 | 2,990 |
| U.S. Government securities | $24,356,000 | 2,590 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $24,356,000 | 2,493 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $9,714,000 | 594 |
| Privately issued residential mortgage-backed securities | $9,714,000 | 137 |
| 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 | $5,710,000 | 3,642 |
| Mortgage-backed securities | $34,070,000 | 1,450 |
| Certificates of participation in pools of residential mortgages | $8,376,000 | 2,468 |
| Issued or guaranteed by U.S. | $8,376,000 | 2,466 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $15,503,000 | 891 |
| CMOs issued by government agencies or sponsored agencies | $5,789,000 | 1,428 |
| Privately issued | $9,714,000 | 133 |
| Commercial mortgage-backed securities | $10,191,000 | 454 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $10,191,000 | 281 |
| Held to maturity securities (book value) | $6,165,000 | 1,180 |
| Available-for-sale securities (fair market value) | $27,905,000 | 3,064 |
| Total debt securities | $34,070,000 | 2,972 |
| 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 | $33,653,000 | 3,077 |
| U.S. Government securities | $23,424,000 | 2,718 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $23,424,000 | 2,612 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $10,229,000 | 592 |
| Privately issued residential mortgage-backed securities | $10,229,000 | 136 |
| 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 | $5,992,000 | 3,645 |
| Mortgage-backed securities | $32,653,000 | 1,517 |
| Certificates of participation in pools of residential mortgages | $6,787,000 | 2,739 |
| Issued or guaranteed by U.S. | $6,787,000 | 2,733 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $14,747,000 | 923 |
| CMOs issued by government agencies or sponsored agencies | $4,518,000 | 1,621 |
| Privately issued | $10,229,000 | 127 |
| Commercial mortgage-backed securities | $11,119,000 | 403 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $11,119,000 | 251 |
| Held to maturity securities (book value) | $6,464,000 | 1,187 |
| Available-for-sale securities (fair market value) | $27,189,000 | 3,163 |
| Total debt securities | $33,653,000 | 3,057 |
| 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 | $38,906,000 | 2,873 |
| U.S. Government securities | $28,271,000 | 2,508 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $28,271,000 | 2,408 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $10,635,000 | 588 |
| Privately issued residential mortgage-backed securities | $10,635,000 | 135 |
| 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 | $6,220,000 | 3,653 |
| Mortgage-backed securities | $37,906,000 | 1,373 |
| Certificates of participation in pools of residential mortgages | $11,117,000 | 2,213 |
| Issued or guaranteed by U.S. | $11,117,000 | 2,211 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $15,555,000 | 905 |
| CMOs issued by government agencies or sponsored agencies | $4,920,000 | 1,572 |
| Privately issued | $10,635,000 | 128 |
| Commercial mortgage-backed securities | $11,234,000 | 394 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $11,234,000 | 242 |
| Held to maturity securities (book value) | $6,729,000 | 1,201 |
| Available-for-sale securities (fair market value) | $32,177,000 | 2,945 |
| Total debt securities | $38,906,000 | 2,858 |
| 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 | $42,699,000 | 2,740 |
| U.S. Government securities | $31,583,000 | 2,370 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $31,583,000 | 2,285 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $11,116,000 | 556 |
| Privately issued residential mortgage-backed securities | $11,116,000 | 128 |
| 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 | $5,612,000 | 3,807 |
| Mortgage-backed securities | $41,725,000 | 1,288 |
| Certificates of participation in pools of residential mortgages | $11,409,000 | 2,178 |
| Issued or guaranteed by U.S. | $11,409,000 | 2,176 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $19,133,000 | 797 |
| CMOs issued by government agencies or sponsored agencies | $8,017,000 | 1,281 |
| Privately issued | $11,116,000 | 119 |
| Commercial mortgage-backed securities | $11,183,000 | 373 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $11,183,000 | 223 |
| Held to maturity securities (book value) | $6,974,000 | 1,194 |
| Available-for-sale securities (fair market value) | $35,725,000 | 2,787 |
| Total debt securities | $42,699,000 | 2,717 |
| 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 | $35,702,000 | 3,086 |
| U.S. Government securities | $24,028,000 | 2,820 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $24,028,000 | 2,731 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $11,674,000 | 551 |
| Privately issued residential mortgage-backed securities | $11,674,000 | 117 |
| 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 | $3,555,000 | 4,290 |
| Mortgage-backed securities | $34,730,000 | 1,474 |
| Certificates of participation in pools of residential mortgages | $7,523,000 | 2,690 |
| Issued or guaranteed by U.S. | $7,523,000 | 2,685 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $20,301,000 | 775 |
| CMOs issued by government agencies or sponsored agencies | $8,627,000 | 1,236 |
| Privately issued | $11,674,000 | 110 |
| Commercial mortgage-backed securities | $6,906,000 | 451 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $6,906,000 | 273 |
| Held to maturity securities (book value) | $7,269,000 | 1,179 |
| Available-for-sale securities (fair market value) | $28,433,000 | 3,210 |
| Total debt securities | $35,702,000 | 3,059 |
| 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 | $30,755,000 | 3,427 |
| U.S. Government securities | $18,509,000 | 3,350 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $18,509,000 | 3,250 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $12,246,000 | 527 |
| Privately issued residential mortgage-backed securities | $12,246,000 | 117 |
| 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 | $3,227,000 | 4,422 |
| Mortgage-backed securities | $28,314,000 | 1,748 |
| Certificates of participation in pools of residential mortgages | $5,830,000 | 3,019 |
| Issued or guaranteed by U.S. | $5,830,000 | 3,016 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $21,496,000 | 784 |
| CMOs issued by government agencies or sponsored agencies | $9,250,000 | 1,252 |
| Privately issued | $12,246,000 | 112 |
| Commercial mortgage-backed securities | $988,000 | 867 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $988,000 | 556 |
| Held to maturity securities (book value) | $7,645,000 | 1,183 |
| Available-for-sale securities (fair market value) | $23,110,000 | 3,620 |
| Total debt securities | $30,755,000 | 3,400 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,122 |
| Fair value | $1,486,000 | 1,145 |
| 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 | $32,779,000 | 3,364 |
| U.S. Government securities | $20,032,000 | 3,274 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $20,032,000 | 3,171 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $12,747,000 | 520 |
| Privately issued residential mortgage-backed securities | $12,747,000 | 113 |
| 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 | $2,637,000 | 4,640 |
| Mortgage-backed securities | $30,279,000 | 1,682 |
| Certificates of participation in pools of residential mortgages | $6,374,000 | 2,988 |
| Issued or guaranteed by U.S. | $6,374,000 | 2,986 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $22,871,000 | 783 |
| CMOs issued by government agencies or sponsored agencies | $10,124,000 | 1,221 |
| Privately issued | $12,747,000 | 107 |
| Commercial mortgage-backed securities | $1,034,000 | 820 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $1,034,000 | 528 |
| Held to maturity securities (book value) | $7,900,000 | 1,175 |
| Available-for-sale securities (fair market value) | $24,879,000 | 3,522 |
| Total debt securities | $32,779,000 | 3,335 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,195 |
| Fair value | $1,502,000 | 1,206 |
| 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 | $32,053,000 | 3,418 |
| U.S. Government securities | $18,735,000 | 3,459 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $18,735,000 | 3,343 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $13,318,000 | 512 |
| Privately issued residential mortgage-backed securities | $9,676,000 | 138 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $3,642,000 | 201 |
| 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 | $3,846,000 | 4,393 |
| Mortgage-backed securities | $25,949,000 | 1,907 |
| Certificates of participation in pools of residential mortgages | $6,648,000 | 2,998 |
| Issued or guaranteed by U.S. | $6,648,000 | 2,997 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $19,301,000 | 900 |
| CMOs issued by government agencies or sponsored agencies | $9,625,000 | 1,289 |
| Privately issued | $9,676,000 | 130 |
| 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) | $8,192,000 | 1,177 |
| Available-for-sale securities (fair market value) | $23,861,000 | 3,625 |
| Total debt securities | $32,053,000 | 3,400 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,266 |
| Fair value | $1,482,000 | 1,297 |
| 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 | $31,096,000 | 3,573 |
| U.S. Government securities | $17,210,000 | 3,679 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $17,210,000 | 3,561 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $13,886,000 | 501 |
| Privately issued residential mortgage-backed securities | $10,161,000 | 140 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $3,725,000 | 201 |
| 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 | $1,833,000 | 4,976 |
| Mortgage-backed securities | $24,952,000 | 2,007 |
| Certificates of participation in pools of residential mortgages | $6,846,000 | 3,042 |
| Issued or guaranteed by U.S. | $6,846,000 | 3,040 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $18,106,000 | 944 |
| CMOs issued by government agencies or sponsored agencies | $7,945,000 | 1,428 |
| Privately issued | $10,161,000 | 133 |
| 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) | $8,557,000 | 1,171 |
| Available-for-sale securities (fair market value) | $22,539,000 | 3,824 |
| Total debt securities | $31,096,000 | 3,547 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,357 |
| Fair value | $1,465,000 | 1,393 |
| 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 | $38,538,000 | 3,197 |
| U.S. Government securities | $23,956,000 | 3,153 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $23,956,000 | 3,061 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $14,582,000 | 498 |
| Privately issued residential mortgage-backed securities | $10,785,000 | 139 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $3,797,000 | 216 |
| 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 | $1,977,000 | 4,981 |
| Mortgage-backed securities | $29,391,000 | 1,864 |
| Certificates of participation in pools of residential mortgages | $7,744,000 | 2,966 |
| Issued or guaranteed by U.S. | $7,744,000 | 2,966 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $21,647,000 | 847 |
| CMOs issued by government agencies or sponsored agencies | $10,862,000 | 1,240 |
| Privately issued | $10,785,000 | 132 |
| 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) | $8,967,000 | 1,164 |
| Available-for-sale securities (fair market value) | $29,571,000 | 3,389 |
| Total debt securities | $38,537,000 | 3,167 |
| Structured notes | ||
| Amortized cost | $2,458,000 | 1,126 |
| Fair value | $2,437,000 | 1,116 |
| 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 | $39,527,000 | 3,161 |
| U.S. Government securities | $24,478,000 | 3,114 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $24,478,000 | 3,032 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $15,049,000 | 505 |
| Privately issued residential mortgage-backed securities | $11,158,000 | 140 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $3,891,000 | 218 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,633,000 | 5,133 |
| Mortgage-backed securities | $30,375,000 | 1,846 |
| Certificates of participation in pools of residential mortgages | $7,768,000 | 2,987 |
| Issued or guaranteed by U.S. | $7,768,000 | 2,987 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $22,607,000 | 840 |
| CMOs issued by government agencies or sponsored agencies | $11,449,000 | 1,207 |
| Privately issued | $11,158,000 | 133 |
| 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) | $9,212,000 | 1,134 |
| Available-for-sale securities (fair market value) | $30,315,000 | 3,377 |
| Total debt securities | $39,527,000 | 3,129 |
| Structured notes | ||
| Amortized cost | $2,456,000 | 1,147 |
| Fair value | $2,400,000 | 1,140 |
| 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 | $51,248,000 | 2,627 |
| U.S. Government securities | $32,481,000 | 2,619 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $32,481,000 | 2,550 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $18,767,000 | 456 |
| Privately issued residential mortgage-backed securities | $14,832,000 | 118 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $3,935,000 | 218 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,089,000 | 4,711 |
| Mortgage-backed securities | $42,184,000 | 1,441 |
| Certificates of participation in pools of residential mortgages | $8,120,000 | 2,927 |
| Issued or guaranteed by U.S. | $8,120,000 | 2,925 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $34,064,000 | 633 |
| CMOs issued by government agencies or sponsored agencies | $19,232,000 | 881 |
| Privately issued | $14,832,000 | 112 |
| 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) | $9,323,000 | 1,119 |
| Available-for-sale securities (fair market value) | $41,925,000 | 2,757 |
| Total debt securities | $51,248,000 | 2,601 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,396 |
| Fair value | $1,406,000 | 1,438 |
| 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 | $49,259,000 | 2,732 |
| U.S. Government securities | $29,716,000 | 2,796 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $29,716,000 | 2,723 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $19,543,000 | 463 |
| Privately issued residential mortgage-backed securities | $15,586,000 | 124 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $3,957,000 | 219 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,114,000 | 5,050 |
| Mortgage-backed securities | $42,963,000 | 1,437 |
| Certificates of participation in pools of residential mortgages | $8,686,000 | 2,846 |
| Issued or guaranteed by U.S. | $8,686,000 | 2,843 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $34,277,000 | 636 |
| CMOs issued by government agencies or sponsored agencies | $18,691,000 | 928 |
| Privately issued | $15,586,000 | 115 |
| 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) | $9,523,000 | 1,080 |
| Available-for-sale securities (fair market value) | $39,736,000 | 2,887 |
| Total debt securities | $49,259,000 | 2,709 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,385 |
| Fair value | $1,421,000 | 1,434 |
| 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 | $52,036,000 | 2,599 |
| U.S. Government securities | $32,265,000 | 2,628 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $32,265,000 | 2,560 |
| Securities issued by states & political subdivisions | $987,000 | 4,945 |
| Other domestic debt securities | $18,784,000 | 474 |
| Privately issued residential mortgage-backed securities | $16,383,000 | 125 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $2,401,000 | 260 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,272,000 | 5,017 |
| Mortgage-backed securities | $46,276,000 | 1,354 |
| Certificates of participation in pools of residential mortgages | $9,299,000 | 2,729 |
| Issued or guaranteed by U.S. | $9,299,000 | 2,727 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $36,977,000 | 612 |
| CMOs issued by government agencies or sponsored agencies | $20,594,000 | 882 |
| Privately issued | $16,383,000 | 117 |
| 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) | $8,093,000 | 1,098 |
| Available-for-sale securities (fair market value) | $43,943,000 | 2,696 |
| Total debt securities | $52,034,000 | 2,574 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,355 |
| Fair value | $1,436,000 | 1,413 |
| 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 | $51,215,000 | 2,655 |
| U.S. Government securities | $35,846,000 | 2,482 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $35,846,000 | 2,420 |
| Securities issued by states & political subdivisions | $982,000 | 4,965 |
| Other domestic debt securities | $14,387,000 | 565 |
| Privately issued residential mortgage-backed securities | $13,012,000 | 161 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $1,375,000 | 293 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,307,000 | 4,226 |
| Mortgage-backed securities | $46,370,000 | 1,386 |
| Certificates of participation in pools of residential mortgages | $10,085,000 | 2,645 |
| Issued or guaranteed by U.S. | $10,085,000 | 2,644 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $36,285,000 | 650 |
| CMOs issued by government agencies or sponsored agencies | $23,273,000 | 852 |
| Privately issued | $13,012,000 | 156 |
| 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) | $1,375,000 | 1,794 |
| Available-for-sale securities (fair market value) | $49,840,000 | 2,504 |
| Total debt securities | $51,213,000 | 2,629 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,398 |
| Fair value | $1,496,000 | 1,434 |
| 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 | $50,277,000 | 2,633 |
| U.S. Government securities | $36,581,000 | 2,392 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $36,581,000 | 2,334 |
| Securities issued by states & political subdivisions | $989,000 | 4,987 |
| Other domestic debt securities | $12,707,000 | 602 |
| Privately issued residential mortgage-backed securities | $11,309,000 | 186 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,398,000 | 273 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,577,000 | 4,158 |
| Mortgage-backed securities | $46,893,000 | 1,351 |
| Certificates of participation in pools of residential mortgages | $11,425,000 | 2,487 |
| Issued or guaranteed by U.S. | $11,425,000 | 2,486 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $35,468,000 | 669 |
| CMOs issued by government agencies or sponsored agencies | $24,159,000 | 829 |
| Privately issued | $11,309,000 | 180 |
| 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) | $1,398,000 | 1,798 |
| Available-for-sale securities (fair market value) | $48,879,000 | 2,476 |
| Total debt securities | $50,276,000 | 2,609 |
| 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 | $59,906,000 | 2,315 |
| U.S. Government securities | $42,680,000 | 2,167 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $42,680,000 | 2,118 |
| Securities issued by states & political subdivisions | $998,000 | 4,988 |
| Other domestic debt securities | $16,228,000 | 534 |
| Privately issued residential mortgage-backed securities | $14,736,000 | 173 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $1,492,000 | 259 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,817,000 | 3,353 |
| Mortgage-backed securities | $55,339,000 | 1,262 |
| Certificates of participation in pools of residential mortgages | $18,819,000 | 1,939 |
| Issued or guaranteed by U.S. | $18,819,000 | 1,939 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $36,520,000 | 697 |
| CMOs issued by government agencies or sponsored agencies | $21,784,000 | 932 |
| Privately issued | $14,736,000 | 169 |
| 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) | $1,492,000 | 1,800 |
| Available-for-sale securities (fair market value) | $58,414,000 | 2,166 |
| Total debt securities | $59,907,000 | 2,293 |
| 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 | $61,367,000 | 2,271 |
| U.S. Government securities | $45,799,000 | 2,043 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $45,799,000 | 1,994 |
| Securities issued by states & political subdivisions | $1,004,000 | 4,975 |
| Other domestic debt securities | $14,564,000 | 572 |
| Privately issued residential mortgage-backed securities | $14,564,000 | 187 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,692,000 | 3,398 |
| Mortgage-backed securities | $58,267,000 | 1,242 |
| Certificates of participation in pools of residential mortgages | $24,923,000 | 1,621 |
| Issued or guaranteed by U.S. | $24,923,000 | 1,620 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $33,344,000 | 762 |
| CMOs issued by government agencies or sponsored agencies | $18,780,000 | 1,036 |
| Privately issued | $14,564,000 | 183 |
| 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) | $61,367,000 | 2,075 |
| Total debt securities | $61,367,000 | 2,251 |
| 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 | $71,673,000 | 2,005 |
| U.S. Government securities | $49,196,000 | 1,990 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $49,196,000 | 1,945 |
| Securities issued by states & political subdivisions | $5,096,000 | 3,600 |
| Other domestic debt securities | $17,381,000 | 509 |
| Privately issued residential mortgage-backed securities | $17,381,000 | 174 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,852,000 | 2,367 |
| Mortgage-backed securities | $64,466,000 | 1,137 |
| Certificates of participation in pools of residential mortgages | $26,713,000 | 1,521 |
| Issued or guaranteed by U.S. | $26,713,000 | 1,518 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $37,753,000 | 723 |
| CMOs issued by government agencies or sponsored agencies | $20,372,000 | 990 |
| Privately issued | $17,381,000 | 168 |
| 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) | $71,673,000 | 1,823 |
| Total debt securities | $71,676,000 | 1,989 |
| 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 | $74,177,000 | 1,883 |
| U.S. Government securities | $52,668,000 | 1,825 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $52,668,000 | 1,779 |
| Securities issued by states & political subdivisions | $5,081,000 | 3,574 |
| Other domestic debt securities | $16,428,000 | 546 |
| Privately issued residential mortgage-backed securities | $16,428,000 | 232 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $66,977,000 | 1,044 |
| Certificates of participation in pools of residential mortgages | $28,773,000 | 1,374 |
| Issued or guaranteed by U.S. | $28,773,000 | 1,371 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $38,204,000 | 707 |
| CMOs issued by government agencies or sponsored agencies | $21,776,000 | 898 |
| Privately issued | $16,428,000 | 225 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $74,177,000 | 1,714 |
| Total debt securities | $74,177,000 | 1,866 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $79,844,000 | 1,719 |
| U.S. Government securities | $57,201,000 | 1,647 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $57,201,000 | 1,601 |
| Securities issued by states & political subdivisions | $5,085,000 | 3,513 |
| Other domestic debt securities | $17,558,000 | 513 |
| Privately issued residential mortgage-backed securities | $17,558,000 | 231 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $72,630,000 | 948 |
| Certificates of participation in pools of residential mortgages | $31,689,000 | 1,229 |
| Issued or guaranteed by U.S. | $31,689,000 | 1,225 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $40,941,000 | 664 |
| CMOs issued by government agencies or sponsored agencies | $23,383,000 | 829 |
| Privately issued | $17,558,000 | 224 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $79,844,000 | 1,559 |
| Total debt securities | $79,844,000 | 1,701 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $78,494,000 | 1,734 |
| U.S. Government securities | $77,663,000 | 1,286 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $77,663,000 | 1,239 |
| Securities issued by states & political subdivisions | $831,000 | 5,021 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $75,575,000 | 887 |
| Certificates of participation in pools of residential mortgages | $32,821,000 | 1,146 |
| Issued or guaranteed by U.S. | $32,821,000 | 1,142 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $42,754,000 | 652 |
| CMOs issued by government agencies or sponsored agencies | $42,754,000 | 568 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $179,000 | 2,647 |
| Available-for-sale securities (fair market value) | $78,315,000 | 1,574 |
| Total debt securities | $78,494,000 | 1,714 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $62,292,000 | 2,122 |
| U.S. Government securities | $61,471,000 | 1,576 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $61,471,000 | 1,519 |
| Securities issued by states & political subdivisions | $821,000 | 5,037 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $52,371,000 | 1,185 |
| Certificates of participation in pools of residential mortgages | $7,642,000 | 2,922 |
| Issued or guaranteed by U.S. | $7,642,000 | 2,915 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $44,729,000 | 615 |
| CMOs issued by government agencies or sponsored agencies | $44,729,000 | 527 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $62,292,000 | 1,916 |
| Total debt securities | $62,292,000 | 2,101 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $63,803,000 | 1,979 |
| U.S. Government securities | $62,985,000 | 1,455 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $62,985,000 | 1,401 |
| Securities issued by states & political subdivisions | $818,000 | 5,062 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $49,340,000 | 1,191 |
| Certificates of participation in pools of residential mortgages | $2,795,000 | 3,965 |
| Issued or guaranteed by U.S. | $2,795,000 | 3,955 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $46,545,000 | 572 |
| CMOs issued by government agencies or sponsored agencies | $46,545,000 | 483 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $63,803,000 | 1,789 |
| Total debt securities | $63,803,000 | 1,963 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $64,261,000 | 1,927 |
| U.S. Government securities | $64,261,000 | 1,392 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $64,261,000 | 1,337 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $50,430,000 | 1,138 |
| Certificates of participation in pools of residential mortgages | $36,000 | 5,622 |
| Issued or guaranteed by U.S. | $36,000 | 5,609 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $50,394,000 | 538 |
| CMOs issued by government agencies or sponsored agencies | $50,394,000 | 451 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $64,261,000 | 1,721 |
| Total debt securities | $64,261,000 | 1,905 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $64,553,000 | 1,915 |
| U.S. Government securities | $64,553,000 | 1,409 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $64,553,000 | 1,351 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $30,630,000 | 1,665 |
| Certificates of participation in pools of residential mortgages | $39,000 | 5,669 |
| Issued or guaranteed by U.S. | $39,000 | 5,658 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $30,591,000 | 750 |
| CMOs issued by government agencies or sponsored agencies | $30,591,000 | 617 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $64,553,000 | 1,702 |
| Total debt securities | $64,553,000 | 1,892 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $62,414,000 | 2,002 |
| U.S. Government securities | $62,414,000 | 1,464 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $62,414,000 | 1,413 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,693,000 | 1,909 |
| Certificates of participation in pools of residential mortgages | $41,000 | 5,772 |
| Issued or guaranteed by U.S. | $41,000 | 5,762 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $25,652,000 | 811 |
| CMOs issued by government agencies or sponsored agencies | $25,652,000 | 673 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $62,414,000 | 1,793 |
| Total debt securities | $62,414,000 | 1,974 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $69,598,000 | 1,803 |
| U.S. Government securities | $69,598,000 | 1,301 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $69,598,000 | 1,259 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $26,346,000 | 1,912 |
| Certificates of participation in pools of residential mortgages | $42,000 | 5,831 |
| Issued or guaranteed by U.S. | $42,000 | 5,817 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $26,304,000 | 793 |
| CMOs issued by government agencies or sponsored agencies | $26,304,000 | 628 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,307 |
| Available-for-sale securities (fair market value) | $69,597,000 | 1,601 |
| Total debt securities | $69,598,000 | 1,782 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $50,921,000 | 2,345 |
| U.S. Government securities | $50,921,000 | 1,683 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $50,921,000 | 1,635 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,248,000 | 4,186 |
| Certificates of participation in pools of residential mortgages | $43,000 | 5,913 |
| Issued or guaranteed by U.S. | $43,000 | 5,893 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,205,000 | 1,810 |
| CMOs issued by government agencies or sponsored agencies | $5,205,000 | 1,509 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $50,921,000 | 2,075 |
| Total debt securities | $50,921,000 | 2,317 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $19,733,000 | 4,463 |
| U.S. Government securities | $19,733,000 | 3,501 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,733,000 | 3,430 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,793,000 | 4,094 |
| Certificates of participation in pools of residential mortgages | $46,000 | 5,962 |
| Issued or guaranteed by U.S. | $46,000 | 5,940 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,747,000 | 1,730 |
| CMOs issued by government agencies or sponsored agencies | $5,747,000 | 1,419 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $19,733,000 | 4,025 |
| Total debt securities | $19,733,000 | 4,421 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $27,336,000 | 3,687 |
| U.S. Government securities | $27,336,000 | 2,857 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,336,000 | 2,792 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,742,000 | 3,611 |
| Certificates of participation in pools of residential mortgages | $48,000 | 6,011 |
| Issued or guaranteed by U.S. | $48,000 | 5,993 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,694,000 | 1,466 |
| CMOs issued by government agencies or sponsored agencies | $8,694,000 | 1,164 |
| 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) | $27,336,000 | 3,314 |
| Total debt securities | $27,336,000 | 3,653 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $30,234,000 | 3,442 |
| U.S. Government securities | $30,234,000 | 2,659 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,234,000 | 2,606 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,893,000 | 2,361 |
| Certificates of participation in pools of residential mortgages | $10,669,000 | 2,641 |
| Issued or guaranteed by U.S. | $10,669,000 | 2,625 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $9,224,000 | 1,371 |
| CMOs issued by government agencies or sponsored agencies | $9,224,000 | 1,099 |
| 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) | $30,234,000 | 3,067 |
| Total debt securities | $30,234,000 | 3,407 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $10,769,000 | 5,735 |
| U.S. Government securities | $10,769,000 | 4,934 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,769,000 | 4,849 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,767,000 | 3,290 |
| Certificates of participation in pools of residential mortgages | $640,000 | 5,395 |
| Issued or guaranteed by U.S. | $640,000 | 5,379 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $9,127,000 | 1,317 |
| CMOs issued by government agencies or sponsored agencies | $9,127,000 | 1,031 |
| 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) | $10,769,000 | 5,205 |
| Total debt securities | $10,769,000 | 5,692 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $11,216,000 | 5,717 |
| U.S. Government securities | $11,216,000 | 4,877 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,216,000 | 4,794 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,227,000 | 3,225 |
| Certificates of participation in pools of residential mortgages | $682,000 | 5,388 |
| Issued or guaranteed by U.S. | $682,000 | 5,366 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $9,545,000 | 1,282 |
| CMOs issued by government agencies or sponsored agencies | $9,545,000 | 1,009 |
| 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) | $1,000 | 3,569 |
| Available-for-sale securities (fair market value) | $11,215,000 | 5,198 |
| Total debt securities | $11,216,000 | 5,660 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $11,922,000 | 5,608 |
| U.S. Government securities | $11,922,000 | 4,763 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,922,000 | 4,678 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,922,000 | 3,057 |
| Certificates of participation in pools of residential mortgages | $936,000 | 5,175 |
| Issued or guaranteed by U.S. | $936,000 | 5,148 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,986,000 | 1,236 |
| CMOs issued by government agencies or sponsored agencies | $9,986,000 | 978 |
| 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) | $11,922,000 | 5,098 |
| Total debt securities | $11,922,000 | 5,531 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $8,303,000 | 6,373 |
| U.S. Government securities | $1,000,000 | 7,804 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,000,000 | 7,696 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $7,303,000 | 956 |
| Privately issued residential mortgage-backed securities | $7,303,000 | 527 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,303,000 | 3,341 |
| Certificates of participation in pools of residential mortgages | $7,303,000 | 2,710 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $7,303,000 | 65 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $8,303,000 | 5,775 |
| Total debt securities | $8,303,000 | 6,312 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $9,657,000 | 6,140 |
| U.S. Government securities | $2,010,000 | 7,550 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,010,000 | 7,439 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $7,647,000 | 877 |
| Privately issued residential mortgage-backed securities | $7,647,000 | 482 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,667,000 | 3,106 |
| Certificates of participation in pools of residential mortgages | $7,667,000 | 2,475 |
| Issued or guaranteed by U.S. | $20,000 | 6,073 |
| Privately issued | $7,647,000 | 64 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $9,657,000 | 5,533 |
| Total debt securities | $9,657,000 | 6,076 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $10,162,000 | 6,072 |
| U.S. Government securities | $1,983,000 | 7,619 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,983,000 | 7,505 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $8,179,000 | 806 |
| Privately issued residential mortgage-backed securities | $8,179,000 | 447 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,207,000 | 2,957 |
| Certificates of participation in pools of residential mortgages | $8,207,000 | 2,327 |
| Issued or guaranteed by U.S. | $28,000 | 6,052 |
| Privately issued | $8,179,000 | 69 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $10,162,000 | 5,454 |
| Total debt securities | $10,162,000 | 6,014 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $10,666,000 | 5,990 |
| U.S. Government securities | $2,029,000 | 7,631 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,029,000 | 7,513 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $8,637,000 | 790 |
| Privately issued residential mortgage-backed securities | $8,637,000 | 430 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,676,000 | 2,849 |
| Certificates of participation in pools of residential mortgages | $8,676,000 | 2,253 |
| Issued or guaranteed by U.S. | $39,000 | 6,019 |
| Privately issued | $8,637,000 | 66 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $10,666,000 | 5,355 |
| Total debt securities | $10,666,000 | 5,937 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $11,008,000 | 5,971 |
| U.S. Government securities | $2,029,000 | 7,678 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,029,000 | 7,556 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $8,979,000 | 753 |
| Privately issued residential mortgage-backed securities | $8,979,000 | 414 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,023,000 | 2,787 |
| Certificates of participation in pools of residential mortgages | $9,023,000 | 2,219 |
| Issued or guaranteed by U.S. | $44,000 | 6,017 |
| Privately issued | $8,979,000 | 56 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $11,008,000 | 5,349 |
| Total debt securities | $11,008,000 | 5,919 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $12,515,000 | 5,743 |
| U.S. Government securities | $3,015,000 | 7,463 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,015,000 | 7,327 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $9,500,000 | 730 |
| Privately issued residential mortgage-backed securities | $9,500,000 | 405 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,546,000 | 2,698 |
| Certificates of participation in pools of residential mortgages | $9,546,000 | 2,158 |
| Issued or guaranteed by U.S. | $46,000 | 6,048 |
| Privately issued | $9,500,000 | 60 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,017 |
| Available-for-sale securities (fair market value) | $12,514,000 | 5,108 |
| Total debt securities | $12,515,000 | 5,691 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $13,009,000 | 5,692 |
| U.S. Government securities | $2,990,000 | 7,519 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,990,000 | 7,384 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $10,019,000 | 705 |
| Privately issued residential mortgage-backed securities | $10,019,000 | 381 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,071,000 | 2,619 |
| Certificates of participation in pools of residential mortgages | $10,071,000 | 2,100 |
| Issued or guaranteed by U.S. | $52,000 | 6,073 |
| Privately issued | $10,019,000 | 60 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $13,009,000 | 5,035 |
| Total debt securities | $13,009,000 | 5,637 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $13,646,000 | 5,614 |
| U.S. Government securities | $3,012,000 | 7,571 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,012,000 | 7,427 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $10,634,000 | 701 |
| Privately issued residential mortgage-backed securities | $10,634,000 | 375 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,696,000 | 2,577 |
| Certificates of participation in pools of residential mortgages | $10,696,000 | 2,066 |
| Issued or guaranteed by U.S. | $62,000 | 6,061 |
| Privately issued | $10,634,000 | 60 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $13,646,000 | 4,938 |
| Total debt securities | $13,646,000 | 5,559 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $8,959,000 | 6,554 |
| U.S. Government securities | $3,065,000 | 7,564 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,065,000 | 7,426 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $5,894,000 | 981 |
| Privately issued residential mortgage-backed securities | $5,894,000 | 476 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,961,000 | 3,467 |
| Certificates of participation in pools of residential mortgages | $5,961,000 | 2,872 |
| Issued or guaranteed by U.S. | $67,000 | 6,098 |
| Privately issued | $5,894,000 | 64 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $51,000 | 4,027 |
| Available-for-sale securities (fair market value) | $8,908,000 | 5,839 |
| Total debt securities | $8,959,000 | 6,495 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $9,310,000 | 6,487 |
| U.S. Government securities | $3,052,000 | 7,597 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,052,000 | 7,462 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $6,258,000 | 968 |
| Privately issued residential mortgage-backed securities | $6,258,000 | 453 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,332,000 | 3,385 |
| Certificates of participation in pools of residential mortgages | $6,332,000 | 2,809 |
| Issued or guaranteed by U.S. | $74,000 | 6,121 |
| Privately issued | $6,258,000 | 66 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $9,310,000 | 5,749 |
| Total debt securities | $9,310,000 | 6,427 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $9,703,000 | 6,435 |
| U.S. Government securities | $3,069,000 | 7,633 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,069,000 | 7,483 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $6,634,000 | 947 |
| Privately issued residential mortgage-backed securities | $6,634,000 | 434 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,723,000 | 3,392 |
| Certificates of participation in pools of residential mortgages | $6,723,000 | 2,785 |
| Issued or guaranteed by U.S. | $89,000 | 6,126 |
| Privately issued | $6,634,000 | 63 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $9,703,000 | 5,707 |
| Total debt securities | $9,703,000 | 6,374 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $10,013,000 | 6,426 |
| U.S. Government securities | $3,046,000 | 7,709 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,046,000 | 7,546 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $6,967,000 | 958 |
| Privately issued residential mortgage-backed securities | $6,967,000 | 425 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,065,000 | 3,397 |
| Certificates of participation in pools of residential mortgages | $7,065,000 | 2,795 |
| Issued or guaranteed by U.S. | $98,000 | 6,187 |
| Privately issued | $6,967,000 | 60 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $10,013,000 | 5,691 |
| Total debt securities | $10,013,000 | 6,366 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $10,288,000 | 6,402 |
| U.S. Government securities | $3,077,000 | 7,715 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,077,000 | 7,554 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $7,211,000 | 957 |
| Privately issued residential mortgage-backed securities | $7,211,000 | 411 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,318,000 | 3,398 |
| Certificates of participation in pools of residential mortgages | $7,318,000 | 2,783 |
| Issued or guaranteed by U.S. | $107,000 | 6,204 |
| Privately issued | $7,211,000 | 59 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $10,288,000 | 5,648 |
| Total debt securities | $10,288,000 | 6,338 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $5,481,000 | 7,559 |
| U.S. Government securities | $3,106,000 | 7,725 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,106,000 | 7,575 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $2,375,000 | 1,674 |
| Privately issued residential mortgage-backed securities | $2,375,000 | 550 |
| 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 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,496,000 | 4,853 |
| Certificates of participation in pools of residential mortgages | $2,496,000 | 4,261 |
| Issued or guaranteed by U.S. | $121,000 | 6,207 |
| Privately issued | $2,375,000 | 83 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $5,481,000 | 6,738 |
| Total debt securities | $5,481,000 | 7,491 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $5,491,000 | 7,628 |
| U.S. Government securities | $2,999,000 | 7,867 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,999,000 | 7,698 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $2,492,000 | 1,716 |
| Privately issued residential mortgage-backed securities | $2,492,000 | 541 |
| 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 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,622,000 | 4,861 |
| Certificates of participation in pools of residential mortgages | $2,622,000 | 4,246 |
| Issued or guaranteed by U.S. | $130,000 | 6,257 |
| Privately issued | $2,492,000 | 82 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $5,491,000 | 6,814 |
| Total debt securities | $5,491,000 | 7,561 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $6,087,000 | 7,489 |
| U.S. Government securities | $3,152,000 | 7,759 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,152,000 | 7,598 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $2,935,000 | 1,682 |
| Privately issued residential mortgage-backed securities | $2,935,000 | 543 |
| 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 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,075,000 | 4,740 |
| Certificates of participation in pools of residential mortgages | $3,075,000 | 4,110 |
| Issued or guaranteed by U.S. | $140,000 | 6,235 |
| Privately issued | $2,935,000 | 77 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $6,087,000 | 6,675 |
| Total debt securities | $6,087,000 | 7,413 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $6,160,000 | 7,510 |
| U.S. Government securities | $3,092,000 | 7,865 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,092,000 | 7,682 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $3,068,000 | 1,672 |
| Privately issued residential mortgage-backed securities | $3,068,000 | 451 |
| 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 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,220,000 | 4,646 |
| Certificates of participation in pools of residential mortgages | $3,220,000 | 4,011 |
| Issued or guaranteed by U.S. | $152,000 | 6,259 |
| Privately issued | $3,068,000 | 88 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| 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) | $6,160,000 | 6,697 |
| Total debt securities | $6,160,000 | 7,433 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $6,727,000 | 7,351 |
| U.S. Government securities | $3,115,000 | 7,782 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,115,000 | 7,593 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $3,612,000 | 1,617 |
| Privately issued residential mortgage-backed securities | $3,612,000 | 436 |
| 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 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,793,000 | 4,425 |
| Certificates of participation in pools of residential mortgages | $3,793,000 | 3,813 |
| Issued or guaranteed by U.S. | $181,000 | 6,245 |
| Privately issued | $3,612,000 | 81 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| 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) | $6,727,000 | 6,536 |
| Total debt securities | $6,727,000 | 7,255 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $10,116,000 | 6,467 |
| U.S. Government securities | $4,308,000 | 7,330 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,308,000 | 7,147 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $5,808,000 | 1,270 |
| Privately issued residential mortgage-backed securities | $5,808,000 | 374 |
| 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 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,030,000 | 3,866 |
| Certificates of participation in pools of residential mortgages | $6,030,000 | 3,166 |
| Issued or guaranteed by U.S. | $222,000 | 6,203 |
| Privately issued | $5,808,000 | 65 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| 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) | $10,116,000 | 5,706 |
| Total debt securities | $10,116,000 | 6,368 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $7,979,000 | 6,975 |
| U.S. Government securities | $4,518,000 | 7,327 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,518,000 | 7,124 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $3,461,000 | 1,732 |
| Privately issued residential mortgage-backed securities | $3,461,000 | 458 |
| 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 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,728,000 | 4,601 |
| Certificates of participation in pools of residential mortgages | $3,728,000 | 3,868 |
| Issued or guaranteed by U.S. | $267,000 | 6,137 |
| Privately issued | $3,461,000 | 88 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| 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) | $7,979,000 | 6,186 |
| Total debt securities | $7,979,000 | 6,878 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $8,225,000 | 6,957 |
| U.S. Government securities | $2,514,000 | 8,120 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,514,000 | 7,927 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $5,711,000 | 1,288 |
| Privately issued residential mortgage-backed securities | $5,711,000 | 374 |
| 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 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,015,000 | 3,838 |
| Certificates of participation in pools of residential mortgages | $6,015,000 | 3,071 |
| Issued or guaranteed by U.S. | $304,000 | 6,059 |
| Privately issued | $5,711,000 | 71 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $8,225,000 | 6,142 |
| Total debt securities | $8,225,000 | 6,861 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $6,108,000 | 7,587 |
| U.S. Government securities | $6,108,000 | 6,789 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,108,000 | 6,555 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,108,000 | 3,679 |
| Certificates of participation in pools of residential mortgages | $6,108,000 | 2,849 |
| Issued or guaranteed by U.S. | $6,108,000 | 2,832 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| 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) | $6,108,000 | 6,648 |
| Total debt securities | $6,108,000 | 7,486 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |