Home > First CornerStone Bank > Securities
First CornerStone Bank, Securities
| 2016-03-31 | Rank | |
| Total securities | $8,298,000 | 5,007 |
| U.S. Government securities | $8,298,000 | 4,285 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $8,298,000 | 4,170 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,020,000 | 3,867 |
| Mortgage-backed securities | $0 | 5,046 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $8,298,000 | 4,660 |
| Total debt securities | $8,299,000 | 4,984 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 864 |
| Fair value | $1,003,000 | 873 |
| 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 | $10,064,000 | 4,894 |
| U.S. Government securities | $10,064,000 | 4,093 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $10,064,000 | 3,957 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,814,000 | 3,775 |
| Mortgage-backed securities | $0 | 5,088 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $10,064,000 | 4,539 |
| Total debt securities | $10,064,000 | 4,871 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 988 |
| Fair value | $986,000 | 1,095 |
| 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 | $10,105,000 | 4,971 |
| U.S. Government securities | $10,105,000 | 4,167 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $10,105,000 | 4,042 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,006,000 | 3,779 |
| Mortgage-backed securities | $0 | 5,155 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $10,105,000 | 4,611 |
| Total debt securities | $10,105,000 | 4,949 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,132 |
| Fair value | $995,000 | 1,234 |
| 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 | $19,902,000 | 4,183 |
| U.S. Government securities | $19,902,000 | 3,241 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $19,902,000 | 3,135 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,038,000 | 3,814 |
| Mortgage-backed securities | $5,571,000 | 3,537 |
| Certificates of participation in pools of residential mortgages | $5,571,000 | 3,056 |
| Issued or guaranteed by U.S. | $5,571,000 | 3,054 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $19,902,000 | 3,836 |
| Total debt securities | $19,902,000 | 4,156 |
| Structured notes | ||
| Amortized cost | $4,399,000 | 599 |
| Fair value | $4,304,000 | 602 |
| 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 | $22,368,000 | 4,042 |
| U.S. Government securities | $22,368,000 | 3,098 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $22,368,000 | 3,009 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,552,000 | 3,952 |
| Mortgage-backed securities | $5,927,000 | 3,543 |
| Certificates of participation in pools of residential mortgages | $5,927,000 | 3,057 |
| Issued or guaranteed by U.S. | $5,927,000 | 3,054 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $22,368,000 | 3,695 |
| Total debt securities | $22,368,000 | 4,020 |
| Structured notes | ||
| Amortized cost | $4,400,000 | 642 |
| Fair value | $4,416,000 | 641 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $25,599,000 | 3,853 |
| U.S. Government securities | $25,599,000 | 2,890 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $25,599,000 | 2,796 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,540,000 | 3,799 |
| Mortgage-backed securities | $7,472,000 | 3,366 |
| Certificates of participation in pools of residential mortgages | $6,705,000 | 2,989 |
| Issued or guaranteed by U.S. | $6,705,000 | 2,988 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $767,000 | 2,881 |
| CMOs issued by government agencies or sponsored agencies | $767,000 | 2,789 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $25,599,000 | 3,520 |
| Total debt securities | $25,599,000 | 3,829 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $32,471,000 | 3,482 |
| U.S. Government securities | $32,471,000 | 2,562 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $32,471,000 | 2,480 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,655,000 | 3,824 |
| Mortgage-backed securities | $7,618,000 | 3,436 |
| Certificates of participation in pools of residential mortgages | $6,818,000 | 3,046 |
| Issued or guaranteed by U.S. | $6,818,000 | 3,044 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $800,000 | 2,921 |
| CMOs issued by government agencies or sponsored agencies | $800,000 | 2,811 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $32,471,000 | 3,180 |
| Total debt securities | $32,471,000 | 3,457 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $33,268,000 | 3,487 |
| U.S. Government securities | $33,268,000 | 2,569 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $33,268,000 | 2,489 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,507,000 | 3,685 |
| Mortgage-backed securities | $9,059,000 | 3,305 |
| Certificates of participation in pools of residential mortgages | $7,620,000 | 2,983 |
| Issued or guaranteed by U.S. | $7,620,000 | 2,983 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,439,000 | 2,681 |
| CMOs issued by government agencies or sponsored agencies | $1,439,000 | 2,592 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $33,268,000 | 3,173 |
| Total debt securities | $33,268,000 | 3,458 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $32,071,000 | 3,571 |
| U.S. Government securities | $32,071,000 | 2,646 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $32,071,000 | 2,567 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,000,000 | 3,819 |
| Mortgage-backed securities | $9,342,000 | 3,291 |
| Certificates of participation in pools of residential mortgages | $7,799,000 | 2,982 |
| Issued or guaranteed by U.S. | $7,799,000 | 2,982 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,543,000 | 2,654 |
| CMOs issued by government agencies or sponsored agencies | $1,543,000 | 2,565 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $32,071,000 | 3,256 |
| Total debt securities | $32,071,000 | 3,542 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $27,359,000 | 3,870 |
| U.S. Government securities | $27,359,000 | 2,904 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $27,359,000 | 2,829 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,587,000 | 3,339 |
| Mortgage-backed securities | $12,675,000 | 2,893 |
| Certificates of participation in pools of residential mortgages | $11,035,000 | 2,531 |
| Issued or guaranteed by U.S. | $11,035,000 | 2,531 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,640,000 | 2,607 |
| CMOs issued by government agencies or sponsored agencies | $1,640,000 | 2,513 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $27,359,000 | 3,550 |
| Total debt securities | $27,359,000 | 3,845 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $34,573,000 | 3,424 |
| U.S. Government securities | $34,573,000 | 2,513 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $34,573,000 | 2,446 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,651,000 | 3,899 |
| Mortgage-backed securities | $14,524,000 | 2,758 |
| Certificates of participation in pools of residential mortgages | $12,765,000 | 2,349 |
| Issued or guaranteed by U.S. | $12,765,000 | 2,347 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,759,000 | 2,579 |
| CMOs issued by government agencies or sponsored agencies | $1,759,000 | 2,479 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $34,573,000 | 3,142 |
| Total debt securities | $34,572,000 | 3,393 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $27,587,000 | 3,885 |
| U.S. Government securities | $27,587,000 | 2,916 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $27,587,000 | 2,848 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,051,000 | 3,803 |
| Mortgage-backed securities | $15,609,000 | 2,677 |
| Certificates of participation in pools of residential mortgages | $13,679,000 | 2,258 |
| Issued or guaranteed by U.S. | $13,679,000 | 2,257 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,930,000 | 2,569 |
| CMOs issued by government agencies or sponsored agencies | $1,930,000 | 2,467 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $27,587,000 | 3,574 |
| Total debt securities | $27,586,000 | 3,857 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $29,708,000 | 3,741 |
| U.S. Government securities | $29,708,000 | 2,839 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $29,708,000 | 2,771 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,962,000 | 3,680 |
| Mortgage-backed securities | $16,884,000 | 2,604 |
| Certificates of participation in pools of residential mortgages | $14,720,000 | 2,192 |
| Issued or guaranteed by U.S. | $14,720,000 | 2,192 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,164,000 | 2,573 |
| CMOs issued by government agencies or sponsored agencies | $2,164,000 | 2,466 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $29,708,000 | 3,464 |
| Total debt securities | $29,708,000 | 3,706 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $26,420,000 | 3,931 |
| U.S. Government securities | $26,420,000 | 2,961 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $26,420,000 | 2,897 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,136,000 | 3,803 |
| Mortgage-backed securities | $15,801,000 | 2,714 |
| Certificates of participation in pools of residential mortgages | $13,408,000 | 2,277 |
| Issued or guaranteed by U.S. | $13,408,000 | 2,276 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,393,000 | 2,554 |
| CMOs issued by government agencies or sponsored agencies | $2,393,000 | 2,456 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $26,420,000 | 3,628 |
| Total debt securities | $26,421,000 | 3,903 |
| 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 | $20,907,000 | 4,457 |
| U.S. Government securities | $20,907,000 | 3,494 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $20,907,000 | 3,417 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,920,000 | 3,514 |
| Mortgage-backed securities | $11,320,000 | 3,289 |
| Certificates of participation in pools of residential mortgages | $8,725,000 | 2,975 |
| Issued or guaranteed by U.S. | $8,725,000 | 2,974 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,595,000 | 2,589 |
| CMOs issued by government agencies or sponsored agencies | $2,595,000 | 2,482 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $20,907,000 | 4,107 |
| Total debt securities | $20,907,000 | 4,421 |
| 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 | $26,608,000 | 3,969 |
| U.S. Government securities | $26,608,000 | 3,070 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $26,608,000 | 3,009 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,346,000 | 3,458 |
| Mortgage-backed securities | $16,398,000 | 2,811 |
| Certificates of participation in pools of residential mortgages | $13,587,000 | 2,416 |
| Issued or guaranteed by U.S. | $13,587,000 | 2,414 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,811,000 | 2,564 |
| CMOs issued by government agencies or sponsored agencies | $2,811,000 | 2,446 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $26,608,000 | 3,661 |
| Total debt securities | $26,608,000 | 3,938 |
| 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 | $28,109,000 | 3,864 |
| U.S. Government securities | $28,109,000 | 3,010 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $28,109,000 | 2,953 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,844,000 | 3,395 |
| Mortgage-backed securities | $17,656,000 | 2,739 |
| Certificates of participation in pools of residential mortgages | $14,634,000 | 2,313 |
| Issued or guaranteed by U.S. | $14,634,000 | 2,309 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,022,000 | 2,532 |
| CMOs issued by government agencies or sponsored agencies | $3,022,000 | 2,413 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $28,109,000 | 3,578 |
| Total debt securities | $28,108,000 | 3,841 |
| 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 | $24,687,000 | 4,125 |
| U.S. Government securities | $24,687,000 | 3,195 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $24,687,000 | 3,131 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,267,000 | 3,191 |
| Mortgage-backed securities | $18,636,000 | 2,571 |
| Certificates of participation in pools of residential mortgages | $15,437,000 | 2,132 |
| Issued or guaranteed by U.S. | $15,437,000 | 2,128 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,199,000 | 2,448 |
| CMOs issued by government agencies or sponsored agencies | $3,199,000 | 2,266 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $24,687,000 | 3,780 |
| Total debt securities | $24,688,000 | 4,090 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $30,249,000 | 3,589 |
| U.S. Government securities | $30,249,000 | 2,710 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $30,249,000 | 2,640 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,685,000 | 3,243 |
| Mortgage-backed securities | $21,837,000 | 2,281 |
| Certificates of participation in pools of residential mortgages | $18,456,000 | 1,837 |
| Issued or guaranteed by U.S. | $18,456,000 | 1,832 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,381,000 | 2,383 |
| CMOs issued by government agencies or sponsored agencies | $3,381,000 | 2,198 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $30,249,000 | 3,306 |
| Total debt securities | $30,249,000 | 3,558 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $25,560,000 | 3,990 |
| U.S. Government securities | $25,560,000 | 3,128 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $25,560,000 | 3,046 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,517,000 | 2,545 |
| Mortgage-backed securities | $12,917,000 | 2,973 |
| Certificates of participation in pools of residential mortgages | $9,362,000 | 2,729 |
| Issued or guaranteed by U.S. | $9,362,000 | 2,722 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,555,000 | 2,315 |
| CMOs issued by government agencies or sponsored agencies | $3,555,000 | 2,113 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $25,560,000 | 3,668 |
| Total debt securities | $25,560,000 | 3,954 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $26,323,000 | 3,914 |
| U.S. Government securities | $26,323,000 | 3,063 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $26,323,000 | 2,970 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,795,000 | 3,076 |
| Mortgage-backed securities | $13,689,000 | 2,805 |
| Certificates of participation in pools of residential mortgages | $9,996,000 | 2,563 |
| Issued or guaranteed by U.S. | $9,996,000 | 2,559 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,693,000 | 2,229 |
| CMOs issued by government agencies or sponsored agencies | $3,693,000 | 2,027 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $26,323,000 | 3,604 |
| Total debt securities | $26,323,000 | 3,881 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $19,276,000 | 4,486 |
| U.S. Government securities | $19,276,000 | 3,547 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $19,276,000 | 3,450 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,365,000 | 2,829 |
| Mortgage-backed securities | $12,824,000 | 2,800 |
| Certificates of participation in pools of residential mortgages | $10,461,000 | 2,399 |
| Issued or guaranteed by U.S. | $10,461,000 | 2,395 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,363,000 | 2,517 |
| CMOs issued by government agencies or sponsored agencies | $2,363,000 | 2,280 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $19,276,000 | 4,117 |
| Total debt securities | $19,276,000 | 4,453 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $14,001,000 | 5,108 |
| U.S. Government securities | $14,001,000 | 4,176 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $14,001,000 | 4,062 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,811,000 | 2,696 |
| Mortgage-backed securities | $9,222,000 | 3,262 |
| Certificates of participation in pools of residential mortgages | $6,649,000 | 2,947 |
| Issued or guaranteed by U.S. | $6,649,000 | 2,938 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,573,000 | 2,419 |
| CMOs issued by government agencies or sponsored agencies | $2,573,000 | 2,175 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $14,001,000 | 4,666 |
| Total debt securities | $14,001,000 | 5,072 |
| Structured notes | ||
| Amortized cost | $208,000 | 3,072 |
| Fair value | $218,000 | 3,069 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $14,994,000 | 4,997 |
| U.S. Government securities | $14,994,000 | 4,110 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $14,994,000 | 3,998 |
| 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 | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,440,000 | 2,761 |
| Mortgage-backed securities | $12,640,000 | 2,823 |
| Certificates of participation in pools of residential mortgages | $9,864,000 | 2,464 |
| Issued or guaranteed by U.S. | $9,864,000 | 2,456 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,776,000 | 2,318 |
| CMOs issued by government agencies or sponsored agencies | $2,776,000 | 2,057 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $14,994,000 | 4,570 |
| Total debt securities | $14,994,000 | 4,961 |
| Structured notes | ||
| Amortized cost | $223,000 | 3,150 |
| Fair value | $235,000 | 3,149 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $10,851,000 | 5,639 |
| U.S. Government securities | $10,851,000 | 4,831 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,851,000 | 4,715 |
| 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 | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,851,000 | 3,179 |
| Mortgage-backed securities | $10,606,000 | 3,119 |
| Certificates of participation in pools of residential mortgages | $9,708,000 | 2,571 |
| Issued or guaranteed by U.S. | $9,708,000 | 2,564 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $898,000 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $898,000 | 2,618 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $10,851,000 | 5,173 |
| Total debt securities | $10,852,000 | 5,600 |
| Structured notes | ||
| Amortized cost | $233,000 | 2,952 |
| Fair value | $245,000 | 2,945 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $11,659,000 | 5,498 |
| U.S. Government securities | $11,659,000 | 4,663 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,659,000 | 4,561 |
| 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 | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,659,000 | 3,081 |
| Mortgage-backed securities | $11,395,000 | 3,081 |
| Certificates of participation in pools of residential mortgages | $10,325,000 | 2,542 |
| Issued or guaranteed by U.S. | $10,325,000 | 2,536 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,070,000 | 2,846 |
| CMOs issued by government agencies or sponsored agencies | $1,070,000 | 2,505 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $11,659,000 | 5,038 |
| Total debt securities | $11,659,000 | 5,456 |
| Structured notes | ||
| Amortized cost | $251,000 | 2,668 |
| Fair value | $264,000 | 2,665 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $12,548,000 | 5,409 |
| U.S. Government securities | $12,548,000 | 4,525 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $12,548,000 | 4,435 |
| 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 | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,548,000 | 2,951 |
| Mortgage-backed securities | $12,270,000 | 3,037 |
| Certificates of participation in pools of residential mortgages | $11,122,000 | 2,515 |
| Issued or guaranteed by U.S. | $11,122,000 | 2,506 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,148,000 | 2,807 |
| CMOs issued by government agencies or sponsored agencies | $1,148,000 | 2,448 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $12,548,000 | 4,948 |
| Total debt securities | $12,548,000 | 5,362 |
| Structured notes | ||
| Amortized cost | $263,000 | 2,304 |
| Fair value | $278,000 | 2,294 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $13,734,000 | 5,234 |
| U.S. Government securities | $13,734,000 | 4,323 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $13,734,000 | 4,224 |
| 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 | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $13,227,000 | 2,956 |
| Certificates of participation in pools of residential mortgages | $11,978,000 | 2,463 |
| Issued or guaranteed by U.S. | $11,978,000 | 2,454 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,249,000 | 2,760 |
| CMOs issued by government agencies or sponsored agencies | $1,249,000 | 2,397 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $13,734,000 | 4,780 |
| Total debt securities | $13,733,000 | 5,192 |
| Structured notes | ||
| Amortized cost | $280,000 | 1,814 |
| Fair value | $279,000 | 1,819 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $15,183,000 | 5,058 |
| U.S. Government securities | $15,183,000 | 4,159 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $15,183,000 | 4,077 |
| 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 | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $14,648,000 | 2,856 |
| Certificates of participation in pools of residential mortgages | $13,273,000 | 2,354 |
| Issued or guaranteed by U.S. | $13,273,000 | 2,343 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,375,000 | 2,724 |
| CMOs issued by government agencies or sponsored agencies | $1,375,000 | 2,360 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $15,183,000 | 4,583 |
| Total debt securities | $15,184,000 | 5,019 |
| Structured notes | ||
| Amortized cost | $304,000 | 1,511 |
| Fair value | $306,000 | 1,503 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $17,341,000 | 4,780 |
| U.S. Government securities | $15,783,000 | 4,133 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $15,783,000 | 4,057 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,558,000 | 1,995 |
| Privately issued residential mortgage-backed securities | $1,558,000 | 1,049 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $14,380,000 | 2,834 |
| Certificates of participation in pools of residential mortgages | $12,822,000 | 2,382 |
| Issued or guaranteed by U.S. | $12,822,000 | 2,369 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,558,000 | 2,587 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $1,558,000 | 1,006 |
| 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) | $17,341,000 | 4,304 |
| Total debt securities | $17,340,000 | 4,742 |
| Structured notes | ||
| Amortized cost | $321,000 | 1,541 |
| Fair value | $325,000 | 1,533 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $17,206,000 | 4,737 |
| U.S. Government securities | $15,109,000 | 4,188 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $15,109,000 | 4,106 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,661,000 | 1,923 |
| Privately issued residential mortgage-backed securities | $1,661,000 | 1,019 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $436,000 | 1,009 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $13,275,000 | 2,839 |
| Certificates of participation in pools of residential mortgages | $11,614,000 | 2,440 |
| Issued or guaranteed by U.S. | $11,614,000 | 2,425 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,661,000 | 2,467 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $1,661,000 | 977 |
| 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) | $17,206,000 | 4,256 |
| Total debt securities | $16,770,000 | 4,775 |
| Structured notes | ||
| Amortized cost | $329,000 | 1,534 |
| Fair value | $328,000 | 1,531 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $17,190,000 | 4,799 |
| U.S. Government securities | $15,025,000 | 4,219 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $15,025,000 | 4,149 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,784,000 | 1,927 |
| Privately issued residential mortgage-backed securities | $1,784,000 | 984 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $381,000 | 1,357 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $13,109,000 | 2,842 |
| Certificates of participation in pools of residential mortgages | $11,325,000 | 2,470 |
| Issued or guaranteed by U.S. | $11,325,000 | 2,455 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,784,000 | 2,430 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $1,784,000 | 935 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $17,190,000 | 4,321 |
| Total debt securities | $16,809,000 | 4,810 |
| Structured notes | ||
| Amortized cost | $334,000 | 1,575 |
| Fair value | $336,000 | 1,571 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $17,190,000 | 4,788 |
| U.S. Government securities | $14,685,000 | 4,282 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $14,685,000 | 4,208 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $2,037,000 | 1,731 |
| Privately issued residential mortgage-backed securities | $2,037,000 | 905 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $468,000 | 1,327 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $12,934,000 | 2,786 |
| Certificates of participation in pools of residential mortgages | $10,897,000 | 2,430 |
| Issued or guaranteed by U.S. | $10,897,000 | 2,416 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,037,000 | 2,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $2,037,000 | 863 |
| 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) | $17,190,000 | 4,304 |
| Total debt securities | $16,722,000 | 4,808 |
| Structured notes | ||
| Amortized cost | $343,000 | 1,720 |
| Fair value | $346,000 | 1,721 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $20,170,000 | 4,432 |
| U.S. Government securities | $17,553,000 | 3,924 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $17,553,000 | 3,844 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $2,181,000 | 1,562 |
| Privately issued residential mortgage-backed securities | $2,181,000 | 814 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $436,000 | 1,291 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $13,269,000 | 2,505 |
| Certificates of participation in pools of residential mortgages | $11,088,000 | 2,157 |
| Issued or guaranteed by U.S. | $11,088,000 | 2,145 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,181,000 | 2,183 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $2,181,000 | 775 |
| 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) | $20,170,000 | 3,934 |
| Total debt securities | $19,735,000 | 4,439 |
| Structured notes | ||
| Amortized cost | $852,000 | 1,745 |
| Fair value | $847,000 | 1,752 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $19,541,000 | 4,550 |
| U.S. Government securities | $16,816,000 | 4,088 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $16,816,000 | 4,003 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $2,267,000 | 1,506 |
| Privately issued residential mortgage-backed securities | $2,267,000 | 781 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $458,000 | 1,238 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $13,655,000 | 2,301 |
| Certificates of participation in pools of residential mortgages | $11,388,000 | 1,957 |
| Issued or guaranteed by U.S. | $11,388,000 | 1,948 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,267,000 | 2,102 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $2,267,000 | 743 |
| 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) | $19,541,000 | 4,018 |
| Total debt securities | $19,083,000 | 4,551 |
| Structured notes | ||
| Amortized cost | $863,000 | 1,967 |
| Fair value | $851,000 | 1,975 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $20,011,000 | 4,492 |
| U.S. Government securities | $18,745,000 | 3,817 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $18,745,000 | 3,727 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $798,000 | 2,062 |
| Privately issued residential mortgage-backed securities | $798,000 | 993 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $468,000 | 1,249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $12,677,000 | 2,333 |
| Certificates of participation in pools of residential mortgages | $11,879,000 | 1,853 |
| Issued or guaranteed by U.S. | $11,879,000 | 1,848 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $798,000 | 2,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $798,000 | 938 |
| 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) | $20,011,000 | 3,952 |
| Total debt securities | $19,543,000 | 4,497 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $20,802,000 | 4,398 |
| U.S. Government securities | $19,473,000 | 3,728 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $19,473,000 | 3,634 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $822,000 | 2,057 |
| Privately issued residential mortgage-backed securities | $822,000 | 958 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $507,000 | 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 | $0 | 6,814 |
| Mortgage-backed securities | $13,360,000 | 2,266 |
| Certificates of participation in pools of residential mortgages | $12,538,000 | 1,798 |
| Issued or guaranteed by U.S. | $12,538,000 | 1,793 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $822,000 | 2,654 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $822,000 | 899 |
| 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) | $20,802,000 | 3,865 |
| Total debt securities | $20,295,000 | 4,412 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $20,365,000 | 4,495 |
| U.S. Government securities | $18,977,000 | 3,867 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $18,977,000 | 3,765 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $839,000 | 2,059 |
| Privately issued residential mortgage-backed securities | $839,000 | 933 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $549,000 | 1,228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $13,883,000 | 2,216 |
| Certificates of participation in pools of residential mortgages | $13,044,000 | 1,774 |
| Issued or guaranteed by U.S. | $13,044,000 | 1,764 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $839,000 | 2,636 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $839,000 | 881 |
| 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) | $20,365,000 | 3,945 |
| Total debt securities | $19,816,000 | 4,521 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $25,722,000 | 3,889 |
| U.S. Government securities | $24,318,000 | 3,259 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $24,318,000 | 3,169 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $858,000 | 2,069 |
| Privately issued residential mortgage-backed securities | $858,000 | 910 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $546,000 | 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 | $0 | 6,913 |
| Mortgage-backed securities | $14,261,000 | 2,181 |
| Certificates of participation in pools of residential mortgages | $13,403,000 | 1,747 |
| Issued or guaranteed by U.S. | $13,403,000 | 1,736 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $858,000 | 2,590 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $858,000 | 849 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $25,722,000 | 3,395 |
| Total debt securities | $25,176,000 | 3,897 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $21,248,000 | 4,402 |
| U.S. Government securities | $19,827,000 | 3,799 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $19,827,000 | 3,681 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $870,000 | 2,087 |
| Privately issued residential mortgage-backed securities | $870,000 | 883 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $551,000 | 1,254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $14,876,000 | 2,117 |
| Certificates of participation in pools of residential mortgages | $14,006,000 | 1,703 |
| Issued or guaranteed by U.S. | $14,006,000 | 1,693 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $870,000 | 2,575 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $870,000 | 827 |
| 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) | $21,248,000 | 3,829 |
| Total debt securities | $20,697,000 | 4,415 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $22,302,000 | 4,331 |
| U.S. Government securities | $20,824,000 | 3,693 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $20,824,000 | 3,579 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $903,000 | 2,126 |
| Privately issued residential mortgage-backed securities | $903,000 | 877 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $575,000 | 1,267 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,509,000 | 3,002 |
| Mortgage-backed securities | $15,830,000 | 2,075 |
| Certificates of participation in pools of residential mortgages | $14,927,000 | 1,649 |
| Issued or guaranteed by U.S. | $14,927,000 | 1,639 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $903,000 | 2,573 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $903,000 | 822 |
| 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) | $22,302,000 | 3,740 |
| Total debt securities | $21,727,000 | 4,330 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $25,430,000 | 4,012 |
| U.S. Government securities | $23,967,000 | 3,328 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $23,967,000 | 3,217 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $932,000 | 2,186 |
| Privately issued residential mortgage-backed securities | $932,000 | 832 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $531,000 | 1,326 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,310,000 | 3,009 |
| Mortgage-backed securities | $16,494,000 | 2,051 |
| Certificates of participation in pools of residential mortgages | $15,562,000 | 1,627 |
| Issued or guaranteed by U.S. | $15,562,000 | 1,615 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $932,000 | 2,553 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $932,000 | 780 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $25,430,000 | 3,472 |
| Total debt securities | $24,899,000 | 3,993 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $24,211,000 | 4,080 |
| U.S. Government securities | $22,681,000 | 3,420 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $22,681,000 | 3,300 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $977,000 | 2,186 |
| Privately issued residential mortgage-backed securities | $977,000 | 807 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $553,000 | 1,331 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,054,000 | 3,348 |
| Mortgage-backed securities | $18,112,000 | 1,927 |
| Certificates of participation in pools of residential mortgages | $17,135,000 | 1,536 |
| Issued or guaranteed by U.S. | $17,135,000 | 1,526 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $977,000 | 2,535 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $977,000 | 754 |
| 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) | $24,211,000 | 3,524 |
| Total debt securities | $23,658,000 | 4,084 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $29,716,000 | 3,604 |
| U.S. Government securities | $28,098,000 | 2,943 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $28,098,000 | 2,841 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,060,000 | 2,106 |
| Privately issued residential mortgage-backed securities | $1,060,000 | 769 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $558,000 | 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 | $9,479,000 | 3,462 |
| Mortgage-backed securities | $19,576,000 | 1,877 |
| Certificates of participation in pools of residential mortgages | $18,516,000 | 1,511 |
| Issued or guaranteed by U.S. | $18,516,000 | 1,498 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,060,000 | 2,536 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $1,060,000 | 719 |
| 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) | $29,716,000 | 3,124 |
| Total debt securities | $29,158,000 | 3,615 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $26,577,000 | 3,934 |
| U.S. Government securities | $24,902,000 | 3,299 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $24,902,000 | 3,169 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,227,000 | 2,081 |
| Privately issued residential mortgage-backed securities | $1,227,000 | 722 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $448,000 | 1,491 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,940,000 | 3,368 |
| Mortgage-backed securities | $20,662,000 | 1,866 |
| Certificates of participation in pools of residential mortgages | $19,435,000 | 1,503 |
| Issued or guaranteed by U.S. | $19,435,000 | 1,492 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,227,000 | 2,507 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $1,227,000 | 674 |
| 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) | $26,577,000 | 3,412 |
| Total debt securities | $26,129,000 | 3,926 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $27,341,000 | 3,867 |
| U.S. Government securities | $26,403,000 | 3,138 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $26,403,000 | 3,015 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $938,000 | 2,399 |
| Privately issued residential mortgage-backed securities | $938,000 | 776 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,209,000 | 3,310 |
| Mortgage-backed securities | $20,396,000 | 1,917 |
| Certificates of participation in pools of residential mortgages | $19,458,000 | 1,520 |
| Issued or guaranteed by U.S. | $19,458,000 | 1,507 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $938,000 | 2,712 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $938,000 | 724 |
| 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) | $27,341,000 | 3,338 |
| Total debt securities | $27,345,000 | 3,806 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $31,057,000 | 3,533 |
| U.S. Government securities | $29,592,000 | 2,869 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $29,592,000 | 2,758 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,465,000 | 2,054 |
| Privately issued residential mortgage-backed securities | $1,465,000 | 643 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,500,000 | 3,198 |
| Mortgage-backed securities | $22,076,000 | 1,833 |
| Certificates of participation in pools of residential mortgages | $20,611,000 | 1,453 |
| Issued or guaranteed by U.S. | $20,611,000 | 1,442 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,465,000 | 2,423 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $1,465,000 | 597 |
| 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) | $31,057,000 | 3,046 |
| Total debt securities | $31,057,000 | 3,467 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $22,125,000 | 4,508 |
| U.S. Government securities | $19,942,000 | 3,896 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $19,942,000 | 3,757 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $2,183,000 | 1,804 |
| Privately issued residential mortgage-backed securities | $2,183,000 | 559 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,882 |
| Mortgage-backed securities | $17,338,000 | 2,162 |
| Certificates of participation in pools of residential mortgages | $15,155,000 | 1,843 |
| Issued or guaranteed by U.S. | $15,155,000 | 1,834 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,183,000 | 2,146 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $2,183,000 | 521 |
| 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) | $22,125,000 | 3,908 |
| Total debt securities | $22,125,000 | 4,435 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $24,798,000 | 4,173 |
| U.S. Government securities | $22,232,000 | 3,577 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $22,232,000 | 3,453 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $2,566,000 | 1,785 |
| Privately issued residential mortgage-backed securities | $2,566,000 | 563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $502,000 | 6,885 |
| Mortgage-backed securities | $17,273,000 | 2,222 |
| Certificates of participation in pools of residential mortgages | $14,707,000 | 1,910 |
| Issued or guaranteed by U.S. | $14,707,000 | 1,902 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,566,000 | 2,104 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $2,566,000 | 527 |
| 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) | $24,798,000 | 3,626 |
| Total debt securities | $24,798,000 | 4,100 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $17,275,000 | 5,218 |
| U.S. Government securities | $15,017,000 | 4,682 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $15,017,000 | 4,541 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $2,258,000 | 1,907 |
| Privately issued residential mortgage-backed securities | $2,258,000 | 497 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $511,000 | 6,855 |
| Mortgage-backed securities | $7,928,000 | 3,359 |
| Certificates of participation in pools of residential mortgages | $5,670,000 | 3,249 |
| Issued or guaranteed by U.S. | $5,670,000 | 3,237 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,258,000 | 2,190 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $2,258,000 | 433 |
| 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) | $17,275,000 | 4,553 |
| Total debt securities | $17,275,000 | 5,137 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $16,012,000 | 5,354 |
| U.S. Government securities | $13,282,000 | 4,860 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $13,282,000 | 4,712 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $2,730,000 | 1,851 |
| Privately issued residential mortgage-backed securities | $2,730,000 | 476 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $516,000 | 6,884 |
| Mortgage-backed securities | $7,882,000 | 3,374 |
| Certificates of participation in pools of residential mortgages | $5,152,000 | 3,367 |
| Issued or guaranteed by U.S. | $5,152,000 | 3,352 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,730,000 | 2,104 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $2,730,000 | 417 |
| 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) | $16,012,000 | 4,688 |
| Total debt securities | $16,011,000 | 5,263 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $18,410,000 | 4,905 |
| U.S. Government securities | $15,127,000 | 4,467 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $15,127,000 | 4,309 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $3,283,000 | 1,774 |
| Privately issued residential mortgage-backed securities | $3,283,000 | 452 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $525,000 | 6,889 |
| Mortgage-backed securities | $6,981,000 | 3,618 |
| Certificates of participation in pools of residential mortgages | $3,698,000 | 3,866 |
| Issued or guaranteed by U.S. | $3,698,000 | 3,855 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,283,000 | 2,071 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $3,283,000 | 400 |
| 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) | $18,410,000 | 4,286 |
| Total debt securities | $18,410,000 | 4,812 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $19,401,000 | 4,760 |
| U.S. Government securities | $16,840,000 | 4,190 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $16,840,000 | 4,013 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $2,561,000 | 1,972 |
| Privately issued residential mortgage-backed securities | $2,561,000 | 506 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $6,510,000 | 3,742 |
| Certificates of participation in pools of residential mortgages | $3,949,000 | 3,783 |
| Issued or guaranteed by U.S. | $3,949,000 | 3,773 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,561,000 | 2,369 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $2,561,000 | 450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $19,401,000 | 4,114 |
| Total debt securities | $19,401,000 | 4,657 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $19,666,000 | 4,690 |
| U.S. Government securities | $16,898,000 | 4,140 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $16,898,000 | 3,971 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $2,768,000 | 1,905 |
| Privately issued residential mortgage-backed securities | $2,768,000 | 490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $7,252,000 | 3,549 |
| Certificates of participation in pools of residential mortgages | $4,484,000 | 3,564 |
| Issued or guaranteed by U.S. | $4,484,000 | 3,551 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,768,000 | 2,353 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $2,768,000 | 435 |
| 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) | $19,666,000 | 4,056 |
| Total debt securities | $19,666,000 | 4,605 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $7,790,000 | 7,095 |
| U.S. Government securities | $7,790,000 | 6,176 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $7,790,000 | 5,948 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $1,223,000 | 5,732 |
| Certificates of participation in pools of residential mortgages | $1,223,000 | 5,043 |
| Issued or guaranteed by U.S. | $1,223,000 | 5,016 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $7,790,000 | 6,192 |
| Total debt securities | $7,790,000 | 6,997 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $7,442,000 | 7,532 |
| U.S. Government securities | $7,412,000 | 6,753 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,412,000 | 6,382 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 7,580 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $1,429,000 | 5,170 |
| Certificates of participation in pools of residential mortgages | $1,429,000 | 4,403 |
| Issued or guaranteed by U.S. | $1,429,000 | 4,380 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $7,442,000 | 6,430 |
| Total debt securities | $7,412,000 | 7,427 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |