Home > Bank of North Carolina > Securities
Bank of North Carolina, Securities
| 2017-03-31 | Rank | |
| Total securities | $893,001,000 | 205 |
| U.S. Government securities | $135,016,000 | 716 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $135,016,000 | 677 |
| Securities issued by states & political subdivisions | $501,350,000 | 61 |
| Other domestic debt securities | $221,235,000 | 84 |
| Privately issued residential mortgage-backed securities | $1,000 | 665 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $94,921,000 | 50 |
| Structured financial products - Total | $57,759,000 | 35 |
| Other domestic debt securities - All other | $68,554,000 | 97 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $35,400,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $346,956,000 | 221 |
| Mortgage-backed securities | $110,990,000 | 611 |
| Certificates of participation in pools of residential mortgages | $109,407,000 | 398 |
| Issued or guaranteed by U.S. | $109,407,000 | 397 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,583,000 | 2,274 |
| CMOs issued by government agencies or sponsored agencies | $1,582,000 | 2,210 |
| Privately issued | $1,000 | 629 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $313,119,000 | 123 |
| Available-for-sale securities (fair market value) | $579,882,000 | 247 |
| Total debt securities | $857,601,000 | 206 |
| Structured notes | ||
| Amortized cost | $9,000,000 | 162 |
| Fair value | $9,105,000 | 161 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $896,787,000 | 199 |
| U.S. Government securities | $140,324,000 | 670 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $140,324,000 | 633 |
| Securities issued by states & political subdivisions | $504,279,000 | 57 |
| Other domestic debt securities | $236,678,000 | 83 |
| Privately issued residential mortgage-backed securities | $1,000 | 695 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $101,244,000 | 50 |
| Structured financial products - Total | $62,506,000 | 33 |
| Other domestic debt securities - All other | $72,927,000 | 95 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $15,506,000 | 103 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $369,921,000 | 201 |
| Mortgage-backed securities | $114,930,000 | 582 |
| Certificates of participation in pools of residential mortgages | $113,028,000 | 377 |
| Issued or guaranteed by U.S. | $113,028,000 | 376 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,902,000 | 2,185 |
| CMOs issued by government agencies or sponsored agencies | $1,901,000 | 2,116 |
| Privately issued | $1,000 | 653 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $317,663,000 | 122 |
| Available-for-sale securities (fair market value) | $579,124,000 | 241 |
| Total debt securities | $881,281,000 | 196 |
| Structured notes | ||
| Amortized cost | $9,000,000 | 152 |
| Fair value | $9,115,000 | 148 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $838,289,000 | 211 |
| U.S. Government securities | $122,003,000 | 753 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $122,003,000 | 721 |
| Securities issued by states & political subdivisions | $449,601,000 | 67 |
| Other domestic debt securities | $248,735,000 | 81 |
| Privately issued residential mortgage-backed securities | $1,000 | 701 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $99,073,000 | 50 |
| Structured financial products - Total | $76,698,000 | 29 |
| Other domestic debt securities - All other | $72,963,000 | 95 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $17,950,000 | 95 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $346,383,000 | 209 |
| Mortgage-backed securities | $111,109,000 | 604 |
| Certificates of participation in pools of residential mortgages | $109,897,000 | 394 |
| Issued or guaranteed by U.S. | $109,897,000 | 393 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,212,000 | 2,424 |
| CMOs issued by government agencies or sponsored agencies | $1,211,000 | 2,354 |
| Privately issued | $1,000 | 663 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $295,276,000 | 123 |
| Available-for-sale securities (fair market value) | $543,013,000 | 251 |
| Total debt securities | $820,339,000 | 208 |
| Structured notes | ||
| Amortized cost | $9,000,000 | 150 |
| Fair value | $9,132,000 | 151 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $803,058,000 | 218 |
| U.S. Government securities | $129,272,000 | 724 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $129,272,000 | 693 |
| Securities issued by states & political subdivisions | $425,168,000 | 68 |
| Other domestic debt securities | $233,291,000 | 86 |
| Privately issued residential mortgage-backed securities | $1,000 | 722 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $105,544,000 | 48 |
| Structured financial products - Total | $59,898,000 | 35 |
| Other domestic debt securities - All other | $67,848,000 | 102 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $15,327,000 | 104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $364,948,000 | 203 |
| Mortgage-backed securities | $117,458,000 | 572 |
| Certificates of participation in pools of residential mortgages | $115,969,000 | 374 |
| Issued or guaranteed by U.S. | $115,969,000 | 373 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,489,000 | 2,355 |
| CMOs issued by government agencies or sponsored agencies | $1,488,000 | 2,287 |
| Privately issued | $1,000 | 678 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $263,277,000 | 132 |
| Available-for-sale securities (fair market value) | $539,781,000 | 255 |
| Total debt securities | $787,731,000 | 217 |
| Structured notes | ||
| Amortized cost | $9,000,000 | 168 |
| Fair value | $9,053,000 | 168 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $757,248,000 | 228 |
| U.S. Government securities | $107,642,000 | 867 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $107,642,000 | 832 |
| Securities issued by states & political subdivisions | $411,057,000 | 69 |
| Other domestic debt securities | $227,302,000 | 88 |
| Privately issued residential mortgage-backed securities | $1,000 | 725 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $104,839,000 | 47 |
| Structured financial products - Total | $56,802,000 | 37 |
| Other domestic debt securities - All other | $65,660,000 | 107 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $11,247,000 | 135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $349,237,000 | 214 |
| Mortgage-backed securities | $95,952,000 | 684 |
| Certificates of participation in pools of residential mortgages | $94,341,000 | 450 |
| Issued or guaranteed by U.S. | $94,341,000 | 450 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,611,000 | 2,341 |
| CMOs issued by government agencies or sponsored agencies | $1,610,000 | 2,272 |
| Privately issued | $1,000 | 685 |
| 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) | $255,752,000 | 135 |
| Available-for-sale securities (fair market value) | $501,496,000 | 269 |
| Total debt securities | $746,001,000 | 227 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 269 |
| Fair value | $6,006,000 | 274 |
| 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 | $734,558,000 | 227 |
| U.S. Government securities | $111,800,000 | 852 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $111,800,000 | 820 |
| Securities issued by states & political subdivisions | $409,035,000 | 67 |
| Other domestic debt securities | $202,450,000 | 89 |
| Privately issued residential mortgage-backed securities | $2,000 | 720 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $91,509,000 | 50 |
| Structured financial products - Total | $47,236,000 | 38 |
| Other domestic debt securities - All other | $63,703,000 | 106 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $11,273,000 | 137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $366,480,000 | 205 |
| Mortgage-backed securities | $99,475,000 | 654 |
| Certificates of participation in pools of residential mortgages | $97,778,000 | 439 |
| Issued or guaranteed by U.S. | $97,778,000 | 439 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,697,000 | 2,338 |
| CMOs issued by government agencies or sponsored agencies | $1,695,000 | 2,270 |
| Privately issued | $2,000 | 682 |
| 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) | $244,417,000 | 140 |
| Available-for-sale securities (fair market value) | $490,141,000 | 272 |
| Total debt securities | $723,285,000 | 229 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 326 |
| Fair value | $5,969,000 | 333 |
| 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 | $645,732,000 | 255 |
| U.S. Government securities | $102,129,000 | 929 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $102,129,000 | 891 |
| Securities issued by states & political subdivisions | $408,145,000 | 66 |
| Other domestic debt securities | $124,185,000 | 128 |
| Privately issued residential mortgage-backed securities | $2,000 | 740 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $65,513,000 | 58 |
| Structured financial products - Total | $8,010,000 | 75 |
| Other domestic debt securities - All other | $50,660,000 | 137 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $11,273,000 | 135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $344,409,000 | 215 |
| Mortgage-backed securities | $89,758,000 | 697 |
| Certificates of participation in pools of residential mortgages | $87,991,000 | 477 |
| Issued or guaranteed by U.S. | $87,991,000 | 477 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,767,000 | 2,330 |
| CMOs issued by government agencies or sponsored agencies | $1,765,000 | 2,264 |
| Privately issued | $2,000 | 700 |
| 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) | $241,138,000 | 144 |
| Available-for-sale securities (fair market value) | $404,594,000 | 320 |
| Total debt securities | $634,459,000 | 252 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 545 |
| Fair value | $3,976,000 | 566 |
| 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 | $557,732,000 | 284 |
| U.S. Government securities | $44,698,000 | 1,928 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $44,698,000 | 1,849 |
| Securities issued by states & political subdivisions | $394,894,000 | 67 |
| Other domestic debt securities | $106,575,000 | 128 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $66,541,000 | 55 |
| Structured financial products - Total | $8,038,000 | 76 |
| Other domestic debt securities - All other | $31,996,000 | 183 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $11,565,000 | 131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $248,236,000 | 289 |
| Mortgage-backed securities | $26,142,000 | 1,837 |
| Certificates of participation in pools of residential mortgages | $24,556,000 | 1,403 |
| Issued or guaranteed by U.S. | $24,556,000 | 1,403 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,586,000 | 2,455 |
| CMOs issued by government agencies or sponsored agencies | $1,586,000 | 2,385 |
| 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) | $237,652,000 | 141 |
| Available-for-sale securities (fair market value) | $320,080,000 | 413 |
| Total debt securities | $546,167,000 | 279 |
| Structured notes | ||
| Amortized cost | $10,500,000 | 285 |
| Fair value | $10,502,000 | 282 |
| 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 | $515,325,000 | 298 |
| U.S. Government securities | $46,816,000 | 1,914 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $46,816,000 | 1,832 |
| Securities issued by states & political subdivisions | $385,541,000 | 65 |
| Other domestic debt securities | $71,386,000 | 167 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $31,320,000 | 71 |
| Structured financial products - Total | $8,000,000 | 65 |
| Other domestic debt securities - All other | $32,066,000 | 182 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $11,582,000 | 138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $245,750,000 | 295 |
| Mortgage-backed securities | $28,147,000 | 1,777 |
| Certificates of participation in pools of residential mortgages | $26,286,000 | 1,346 |
| Issued or guaranteed by U.S. | $26,286,000 | 1,346 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,861,000 | 2,407 |
| CMOs issued by government agencies or sponsored agencies | $1,861,000 | 2,329 |
| 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) | $224,734,000 | 146 |
| Available-for-sale securities (fair market value) | $290,591,000 | 456 |
| Total debt securities | $503,743,000 | 297 |
| Structured notes | ||
| Amortized cost | $10,500,000 | 326 |
| Fair value | $10,502,000 | 329 |
| 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 | $506,382,000 | 301 |
| U.S. Government securities | $48,265,000 | 1,871 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $48,265,000 | 1,801 |
| Securities issued by states & political subdivisions | $402,027,000 | 61 |
| Other domestic debt securities | $50,181,000 | 212 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $4,566,000 | 187 |
| Structured financial products - Total | $18,000,000 | 47 |
| Other domestic debt securities - All other | $27,615,000 | 204 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $5,909,000 | 208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $264,892,000 | 277 |
| Mortgage-backed securities | $30,377,000 | 1,727 |
| Certificates of participation in pools of residential mortgages | $28,274,000 | 1,293 |
| Issued or guaranteed by U.S. | $28,274,000 | 1,291 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,103,000 | 2,365 |
| CMOs issued by government agencies or sponsored agencies | $2,103,000 | 2,287 |
| 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) | $237,092,000 | 145 |
| Available-for-sale securities (fair market value) | $269,290,000 | 491 |
| Total debt securities | $500,473,000 | 296 |
| 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 | $489,262,000 | 312 |
| U.S. Government securities | $41,172,000 | 2,193 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $41,172,000 | 2,107 |
| Securities issued by states & political subdivisions | $403,342,000 | 59 |
| Other domestic debt securities | $40,555,000 | 241 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $4,563,000 | 189 |
| Structured financial products - Total | $18,000,000 | 47 |
| Other domestic debt securities - All other | $17,992,000 | 284 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $4,193,000 | 279 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,597,000 | 282 |
| Mortgage-backed securities | $32,598,000 | 1,702 |
| Certificates of participation in pools of residential mortgages | $30,196,000 | 1,265 |
| Issued or guaranteed by U.S. | $30,196,000 | 1,264 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,402,000 | 2,332 |
| CMOs issued by government agencies or sponsored agencies | $2,402,000 | 2,246 |
| 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) | $239,156,000 | 140 |
| Available-for-sale securities (fair market value) | $250,106,000 | 514 |
| Total debt securities | $485,069,000 | 307 |
| 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 | $501,627,000 | 301 |
| U.S. Government securities | $43,996,000 | 2,086 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $43,996,000 | 2,009 |
| Securities issued by states & political subdivisions | $402,607,000 | 59 |
| Other domestic debt securities | $50,814,000 | 216 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $4,553,000 | 202 |
| Structured financial products - Total | $18,000,000 | 50 |
| Other domestic debt securities - All other | $28,261,000 | 210 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $4,210,000 | 283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,137,000 | 290 |
| Mortgage-backed securities | $35,021,000 | 1,652 |
| Certificates of participation in pools of residential mortgages | $30,572,000 | 1,290 |
| Issued or guaranteed by U.S. | $30,572,000 | 1,290 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,449,000 | 1,942 |
| CMOs issued by government agencies or sponsored agencies | $4,449,000 | 1,859 |
| 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) | $245,342,000 | 138 |
| Available-for-sale securities (fair market value) | $256,285,000 | 510 |
| Total debt securities | $497,417,000 | 302 |
| 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 | $487,905,000 | 312 |
| U.S. Government securities | $45,651,000 | 2,048 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $45,651,000 | 1,989 |
| Securities issued by states & political subdivisions | $400,738,000 | 56 |
| Other domestic debt securities | $37,355,000 | 285 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $4,378,000 | 209 |
| Structured financial products - Total | $10,000,000 | 56 |
| Other domestic debt securities - All other | $22,977,000 | 257 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $4,161,000 | 291 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $219,089,000 | 327 |
| Mortgage-backed securities | $36,800,000 | 1,594 |
| Certificates of participation in pools of residential mortgages | $31,972,000 | 1,265 |
| Issued or guaranteed by U.S. | $31,972,000 | 1,265 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,828,000 | 1,881 |
| CMOs issued by government agencies or sponsored agencies | $4,828,000 | 1,801 |
| 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) | $241,296,000 | 132 |
| Available-for-sale securities (fair market value) | $246,609,000 | 533 |
| Total debt securities | $483,744,000 | 307 |
| 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 | $517,795,000 | 293 |
| U.S. Government securities | $64,964,000 | 1,477 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $64,964,000 | 1,430 |
| Securities issued by states & political subdivisions | $412,641,000 | 54 |
| Other domestic debt securities | $39,269,000 | 282 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $4,380,000 | 207 |
| Structured financial products - Total | $10,000,000 | 66 |
| Other domestic debt securities - All other | $24,889,000 | 248 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $921,000 | 637 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $187,908,000 | 358 |
| Mortgage-backed securities | $49,903,000 | 1,249 |
| Certificates of participation in pools of residential mortgages | $42,014,000 | 991 |
| Issued or guaranteed by U.S. | $42,014,000 | 990 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $7,889,000 | 1,529 |
| CMOs issued by government agencies or sponsored agencies | $7,889,000 | 1,457 |
| 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) | $247,378,000 | 129 |
| Available-for-sale securities (fair market value) | $270,417,000 | 484 |
| Total debt securities | $516,874,000 | 286 |
| 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 | $500,449,000 | 306 |
| U.S. Government securities | $68,032,000 | 1,453 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $68,032,000 | 1,408 |
| Securities issued by states & political subdivisions | $394,186,000 | 55 |
| Other domestic debt securities | $38,231,000 | 298 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $4,360,000 | 209 |
| Structured financial products - Total | $10,000,000 | 69 |
| Other domestic debt securities - All other | $23,871,000 | 255 |
| 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 | $176,286,000 | 380 |
| Mortgage-backed securities | $53,334,000 | 1,193 |
| Certificates of participation in pools of residential mortgages | $46,220,000 | 918 |
| Issued or guaranteed by U.S. | $46,220,000 | 916 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,114,000 | 1,630 |
| CMOs issued by government agencies or sponsored agencies | $7,114,000 | 1,543 |
| 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) | $242,489,000 | 126 |
| Available-for-sale securities (fair market value) | $257,960,000 | 522 |
| Total debt securities | $500,449,000 | 299 |
| 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 | $466,080,000 | 332 |
| U.S. Government securities | $75,440,000 | 1,318 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $75,440,000 | 1,280 |
| Securities issued by states & political subdivisions | $366,737,000 | 58 |
| Other domestic debt securities | $23,903,000 | 401 |
| 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 | $10,000,000 | 66 |
| Other domestic debt securities - All other | $13,903,000 | 382 |
| 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 | $169,378,000 | 388 |
| Mortgage-backed securities | $59,920,000 | 1,076 |
| Certificates of participation in pools of residential mortgages | $51,156,000 | 834 |
| Issued or guaranteed by U.S. | $51,156,000 | 834 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,764,000 | 1,488 |
| CMOs issued by government agencies or sponsored agencies | $8,764,000 | 1,407 |
| 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) | $223,503,000 | 118 |
| Available-for-sale securities (fair market value) | $242,577,000 | 563 |
| Total debt securities | $466,080,000 | 326 |
| 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 | $476,983,000 | 325 |
| U.S. Government securities | $87,711,000 | 1,164 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $87,711,000 | 1,122 |
| Securities issued by states & political subdivisions | $365,281,000 | 55 |
| Other domestic debt securities | $23,991,000 | 410 |
| 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 | $10,000,000 | 63 |
| Other domestic debt securities - All other | $13,991,000 | 378 |
| 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 | $186,981,000 | 364 |
| Mortgage-backed securities | $71,643,000 | 955 |
| Certificates of participation in pools of residential mortgages | $60,274,000 | 743 |
| Issued or guaranteed by U.S. | $60,274,000 | 742 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $11,369,000 | 1,345 |
| CMOs issued by government agencies or sponsored agencies | $11,369,000 | 1,271 |
| 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) | $134,376,000 | 176 |
| Available-for-sale securities (fair market value) | $342,607,000 | 399 |
| Total debt securities | $476,983,000 | 314 |
| 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 | $456,345,000 | 332 |
| U.S. Government securities | $117,654,000 | 873 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $117,654,000 | 841 |
| Securities issued by states & political subdivisions | $332,691,000 | 62 |
| Other domestic debt securities | $6,000,000 | 925 |
| 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 | $6,000,000 | 632 |
| 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 | $175,137,000 | 378 |
| Mortgage-backed securities | $101,260,000 | 689 |
| Certificates of participation in pools of residential mortgages | $86,892,000 | 520 |
| Issued or guaranteed by U.S. | $86,892,000 | 517 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $14,368,000 | 1,230 |
| CMOs issued by government agencies or sponsored agencies | $14,368,000 | 1,150 |
| 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) | $114,805,000 | 193 |
| Available-for-sale securities (fair market value) | $341,540,000 | 397 |
| Total debt securities | $456,344,000 | 327 |
| 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 | $360,678,000 | 424 |
| U.S. Government securities | $84,693,000 | 1,205 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $84,693,000 | 1,172 |
| Securities issued by states & political subdivisions | $269,985,000 | 67 |
| Other domestic debt securities | $6,000,000 | 954 |
| 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 | $6,000,000 | 665 |
| 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 | $167,266,000 | 397 |
| Mortgage-backed securities | $66,520,000 | 1,065 |
| Certificates of participation in pools of residential mortgages | $56,360,000 | 807 |
| Issued or guaranteed by U.S. | $56,360,000 | 807 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $10,160,000 | 1,569 |
| CMOs issued by government agencies or sponsored agencies | $10,160,000 | 1,464 |
| 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) | $110,645,000 | 196 |
| Available-for-sale securities (fair market value) | $250,033,000 | 560 |
| Total debt securities | $360,678,000 | 415 |
| Structured notes | ||
| Amortized cost | $950,000 | 1,947 |
| Fair value | $951,000 | 1,944 |
| 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 | $334,383,000 | 459 |
| U.S. Government securities | $102,499,000 | 1,018 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $102,499,000 | 980 |
| Securities issued by states & political subdivisions | $225,884,000 | 82 |
| Other domestic debt securities | $6,000,000 | 967 |
| 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 | $6,000,000 | 669 |
| 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 | $140,900,000 | 464 |
| Mortgage-backed securities | $75,036,000 | 974 |
| Certificates of participation in pools of residential mortgages | $62,937,000 | 742 |
| Issued or guaranteed by U.S. | $62,937,000 | 742 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $12,099,000 | 1,459 |
| CMOs issued by government agencies or sponsored agencies | $12,099,000 | 1,352 |
| 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) | $101,184,000 | 203 |
| Available-for-sale securities (fair market value) | $233,199,000 | 604 |
| Total debt securities | $334,383,000 | 449 |
| 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 | $342,735,000 | 452 |
| U.S. Government securities | $109,825,000 | 977 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $109,825,000 | 952 |
| Securities issued by states & political subdivisions | $226,910,000 | 71 |
| Other domestic debt securities | $6,000,000 | 964 |
| 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 | $6,000,000 | 662 |
| 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 | $150,973,000 | 438 |
| Mortgage-backed securities | $82,373,000 | 910 |
| Certificates of participation in pools of residential mortgages | $68,644,000 | 697 |
| Issued or guaranteed by U.S. | $68,644,000 | 694 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $13,729,000 | 1,391 |
| CMOs issued by government agencies or sponsored agencies | $13,729,000 | 1,285 |
| 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) | $101,404,000 | 201 |
| Available-for-sale securities (fair market value) | $241,331,000 | 585 |
| Total debt securities | $342,733,000 | 446 |
| 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 | $379,256,000 | 397 |
| U.S. Government securities | $121,617,000 | 861 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $121,617,000 | 834 |
| Securities issued by states & political subdivisions | $251,592,000 | 66 |
| Other domestic debt securities | $6,047,000 | 953 |
| 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 | $6,047,000 | 611 |
| 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 | $156,021,000 | 392 |
| Mortgage-backed securities | $98,417,000 | 761 |
| Certificates of participation in pools of residential mortgages | $81,436,000 | 556 |
| Issued or guaranteed by U.S. | $81,436,000 | 556 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $16,981,000 | 1,184 |
| CMOs issued by government agencies or sponsored agencies | $16,981,000 | 1,059 |
| 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) | $97,036,000 | 210 |
| Available-for-sale securities (fair market value) | $282,220,000 | 484 |
| Total debt securities | $379,255,000 | 394 |
| 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 | $348,989,000 | 411 |
| U.S. Government securities | $112,394,000 | 895 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $112,394,000 | 868 |
| Securities issued by states & political subdivisions | $230,548,000 | 70 |
| Other domestic debt securities | $6,047,000 | 937 |
| 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 | $6,047,000 | 583 |
| 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 | $134,532,000 | 450 |
| Mortgage-backed securities | $101,852,000 | 723 |
| Certificates of participation in pools of residential mortgages | $87,308,000 | 506 |
| Issued or guaranteed by U.S. | $87,308,000 | 504 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $14,544,000 | 1,298 |
| CMOs issued by government agencies or sponsored agencies | $14,544,000 | 1,147 |
| 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) | $6,000,000 | 1,269 |
| Available-for-sale securities (fair market value) | $342,989,000 | 368 |
| Total debt securities | $348,989,000 | 407 |
| 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 | $339,380,000 | 425 |
| U.S. Government securities | $115,867,000 | 885 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $115,867,000 | 857 |
| Securities issued by states & political subdivisions | $217,466,000 | 76 |
| Other domestic debt securities | $6,047,000 | 917 |
| 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 | $6,047,000 | 545 |
| 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 | $150,626,000 | 414 |
| Mortgage-backed securities | $115,867,000 | 639 |
| Certificates of participation in pools of residential mortgages | $89,279,000 | 486 |
| Issued or guaranteed by U.S. | $89,279,000 | 483 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $26,588,000 | 866 |
| CMOs issued by government agencies or sponsored agencies | $26,588,000 | 752 |
| 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) | $6,000,000 | 1,316 |
| Available-for-sale securities (fair market value) | $333,380,000 | 382 |
| Total debt securities | $339,380,000 | 418 |
| 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 | $333,264,000 | 430 |
| U.S. Government securities | $120,816,000 | 853 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $120,816,000 | 823 |
| Securities issued by states & political subdivisions | $206,401,000 | 78 |
| Other domestic debt securities | $6,047,000 | 957 |
| 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 | $6,047,000 | 541 |
| 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 | $161,003,000 | 382 |
| Mortgage-backed securities | $120,816,000 | 602 |
| Certificates of participation in pools of residential mortgages | $94,659,000 | 454 |
| Issued or guaranteed by U.S. | $94,659,000 | 450 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $26,157,000 | 861 |
| CMOs issued by government agencies or sponsored agencies | $26,157,000 | 730 |
| 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) | $6,000,000 | 1,312 |
| Available-for-sale securities (fair market value) | $327,264,000 | 385 |
| Total debt securities | $333,265,000 | 424 |
| 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 | $358,870,000 | 394 |
| U.S. Government securities | $132,282,000 | 764 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $132,282,000 | 724 |
| Securities issued by states & political subdivisions | $220,541,000 | 70 |
| Other domestic debt securities | $6,047,000 | 1,023 |
| 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 | $6,047,000 | 538 |
| 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 | $169,431,000 | 355 |
| Mortgage-backed securities | $132,282,000 | 527 |
| Certificates of participation in pools of residential mortgages | $105,869,000 | 387 |
| Issued or guaranteed by U.S. | $105,869,000 | 383 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $26,413,000 | 847 |
| CMOs issued by government agencies or sponsored agencies | $26,413,000 | 714 |
| 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) | $6,000,000 | 1,316 |
| Available-for-sale securities (fair market value) | $352,870,000 | 356 |
| Total debt securities | $358,870,000 | 388 |
| 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 | $357,554,000 | 375 |
| U.S. Government securities | $132,525,000 | 738 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $132,525,000 | 702 |
| Securities issued by states & political subdivisions | $218,982,000 | 73 |
| Other domestic debt securities | $6,047,000 | 1,037 |
| 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 | $6,047,000 | 532 |
| 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 | $162,366,000 | 364 |
| Mortgage-backed securities | $132,525,000 | 511 |
| Certificates of participation in pools of residential mortgages | $105,249,000 | 389 |
| Issued or guaranteed by U.S. | $105,249,000 | 387 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $27,276,000 | 834 |
| CMOs issued by government agencies or sponsored agencies | $27,276,000 | 705 |
| 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) | $6,000,000 | 1,357 |
| Available-for-sale securities (fair market value) | $351,554,000 | 337 |
| Total debt securities | $357,554,000 | 367 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $364,805,000 | 353 |
| U.S. Government securities | $145,650,000 | 657 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $145,650,000 | 628 |
| Securities issued by states & political subdivisions | $213,108,000 | 75 |
| Other domestic debt securities | $6,047,000 | 1,037 |
| 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 | $6,047,000 | 500 |
| 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 | $168,178,000 | 363 |
| Mortgage-backed securities | $144,646,000 | 455 |
| Certificates of participation in pools of residential mortgages | $117,756,000 | 344 |
| Issued or guaranteed by U.S. | $117,756,000 | 341 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $26,890,000 | 802 |
| CMOs issued by government agencies or sponsored agencies | $26,890,000 | 670 |
| 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) | $6,000,000 | 1,397 |
| Available-for-sale securities (fair market value) | $358,805,000 | 315 |
| Total debt securities | $364,805,000 | 348 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $124,000 | 77 |
| 2010-03-31 | Rank | |
| Total securities | $359,936,000 | 368 |
| U.S. Government securities | $160,665,000 | 598 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $160,665,000 | 569 |
| Securities issued by states & political subdivisions | $193,224,000 | 76 |
| Other domestic debt securities | $6,047,000 | 1,072 |
| 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 | $6,047,000 | 519 |
| 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 | $178,335,000 | 351 |
| Mortgage-backed securities | $160,665,000 | 439 |
| Certificates of participation in pools of residential mortgages | $130,830,000 | 322 |
| Issued or guaranteed by U.S. | $130,830,000 | 318 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $29,835,000 | 752 |
| CMOs issued by government agencies or sponsored agencies | $29,835,000 | 621 |
| 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) | $6,000,000 | 1,412 |
| Available-for-sale securities (fair market value) | $353,936,000 | 331 |
| Total debt securities | $359,936,000 | 362 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $49,000 | 86 |
| 2009-12-31 | Rank | |
| Total securities | $366,506,000 | 355 |
| U.S. Government securities | $171,866,000 | 544 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $171,866,000 | 526 |
| Securities issued by states & political subdivisions | $188,593,000 | 78 |
| Other domestic debt securities | $6,047,000 | 1,121 |
| 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 | $6,047,000 | 525 |
| 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 | $189,677,000 | 332 |
| Mortgage-backed securities | $171,866,000 | 414 |
| Certificates of participation in pools of residential mortgages | $141,742,000 | 308 |
| Issued or guaranteed by U.S. | $141,742,000 | 305 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $30,124,000 | 727 |
| CMOs issued by government agencies or sponsored agencies | $30,124,000 | 574 |
| 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) | $6,000,000 | 1,421 |
| Available-for-sale securities (fair market value) | $360,506,000 | 320 |
| Total debt securities | $366,506,000 | 349 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $11,000 | 84 |
| 2009-09-30 | Rank | |
| Total securities | $412,139,000 | 325 |
| U.S. Government securities | $217,063,000 | 415 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $217,063,000 | 403 |
| Securities issued by states & political subdivisions | $189,029,000 | 82 |
| Other domestic debt securities | $6,047,000 | 1,180 |
| 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 | $6,047,000 | 560 |
| 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 | $263,027,000 | 238 |
| Mortgage-backed securities | $217,063,000 | 345 |
| Certificates of participation in pools of residential mortgages | $149,184,000 | 313 |
| Issued or guaranteed by U.S. | $149,184,000 | 309 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $67,879,000 | 411 |
| CMOs issued by government agencies or sponsored agencies | $67,879,000 | 312 |
| 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) | $6,000,000 | 1,465 |
| Available-for-sale securities (fair market value) | $406,139,000 | 288 |
| Total debt securities | $412,139,000 | 317 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $44,000 | 80 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $453,461,000 | 296 |
| U.S. Government securities | $272,604,000 | 332 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $272,604,000 | 320 |
| Securities issued by states & political subdivisions | $174,857,000 | 88 |
| Other domestic debt securities | $6,000,000 | 1,201 |
| 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 | $6,000,000 | 570 |
| 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 | $260,983,000 | 244 |
| Mortgage-backed securities | $272,604,000 | 284 |
| Certificates of participation in pools of residential mortgages | $196,287,000 | 242 |
| Issued or guaranteed by U.S. | $196,287,000 | 239 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $76,317,000 | 363 |
| CMOs issued by government agencies or sponsored agencies | $76,317,000 | 268 |
| 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) | $6,000,000 | 1,482 |
| Available-for-sale securities (fair market value) | $447,461,000 | 255 |
| Total debt securities | $453,461,000 | 282 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $459,488,000 | 292 |
| U.S. Government securities | $292,711,000 | 323 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $292,711,000 | 314 |
| Securities issued by states & political subdivisions | $160,777,000 | 85 |
| Other domestic debt securities | $6,000,000 | 1,138 |
| 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 | $6,000,000 | 576 |
| 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 | $287,740,000 | 230 |
| Mortgage-backed securities | $287,707,000 | 278 |
| Certificates of participation in pools of residential mortgages | $208,657,000 | 241 |
| Issued or guaranteed by U.S. | $208,657,000 | 236 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $79,050,000 | 366 |
| CMOs issued by government agencies or sponsored agencies | $79,050,000 | 254 |
| 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) | $6,000,000 | 1,515 |
| Available-for-sale securities (fair market value) | $453,488,000 | 256 |
| Total debt securities | $459,488,000 | 283 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $422,140,000 | 313 |
| U.S. Government securities | $295,703,000 | 308 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $295,703,000 | 298 |
| Securities issued by states & political subdivisions | $120,437,000 | 126 |
| Other domestic debt securities | $6,000,000 | 1,103 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,000,000 | 571 |
| 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 | $269,744,000 | 252 |
| Mortgage-backed securities | $290,699,000 | 273 |
| Certificates of participation in pools of residential mortgages | $212,324,000 | 229 |
| Issued or guaranteed by U.S. | $212,324,000 | 225 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $78,375,000 | 355 |
| CMOs issued by government agencies or sponsored agencies | $78,375,000 | 249 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,000,000 | 1,503 |
| Available-for-sale securities (fair market value) | $416,140,000 | 272 |
| Total debt securities | $422,140,000 | 303 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $107,189,000 | 1,111 |
| U.S. Government securities | $25,089,000 | 2,953 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $25,089,000 | 2,895 |
| Securities issued by states & political subdivisions | $78,500,000 | 194 |
| Other domestic debt securities | $3,600,000 | 1,402 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,600,000 | 780 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,553,000 | 2,078 |
| Mortgage-backed securities | $25,089,000 | 1,915 |
| Certificates of participation in pools of residential mortgages | $24,068,000 | 1,472 |
| Issued or guaranteed by U.S. | $24,068,000 | 1,461 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,021,000 | 2,749 |
| CMOs issued by government agencies or sponsored agencies | $1,021,000 | 2,407 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $107,189,000 | 958 |
| Total debt securities | $107,189,000 | 1,098 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $93,909,000 | 1,288 |
| U.S. Government securities | $24,958,000 | 3,018 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $24,958,000 | 2,960 |
| Securities issued by states & political subdivisions | $68,951,000 | 230 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,049,000 | 1,896 |
| Mortgage-backed securities | $23,948,000 | 1,971 |
| Certificates of participation in pools of residential mortgages | $22,008,000 | 1,569 |
| Issued or guaranteed by U.S. | $22,008,000 | 1,561 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,940,000 | 2,376 |
| CMOs issued by government agencies or sponsored agencies | $1,940,000 | 2,056 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $93,909,000 | 1,119 |
| Total debt securities | $93,909,000 | 1,257 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $88,375,000 | 1,361 |
| U.S. Government securities | $22,376,000 | 3,257 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $22,376,000 | 3,203 |
| Securities issued by states & political subdivisions | $65,999,000 | 247 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,521,000 | 1,630 |
| Mortgage-backed securities | $20,344,000 | 2,149 |
| Certificates of participation in pools of residential mortgages | $18,298,000 | 1,728 |
| Issued or guaranteed by U.S. | $18,298,000 | 1,718 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,046,000 | 2,318 |
| CMOs issued by government agencies or sponsored agencies | $2,046,000 | 1,992 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $88,375,000 | 1,194 |
| Total debt securities | $88,375,000 | 1,324 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $86,517,000 | 1,380 |
| U.S. Government securities | $19,563,000 | 3,645 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $19,563,000 | 3,572 |
| Securities issued by states & political subdivisions | $66,954,000 | 241 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,816,000 | 2,318 |
| Mortgage-backed securities | $16,575,000 | 2,182 |
| Certificates of participation in pools of residential mortgages | $14,524,000 | 1,805 |
| Issued or guaranteed by U.S. | $14,524,000 | 1,795 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,051,000 | 2,214 |
| CMOs issued by government agencies or sponsored agencies | $2,051,000 | 1,908 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $86,517,000 | 1,198 |
| Total debt securities | $86,517,000 | 1,349 |
| Structured notes | ||
| Amortized cost | $986,000 | 1,699 |
| Fair value | $998,000 | 1,656 |
| 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 | $84,037,000 | 1,417 |
| U.S. Government securities | $20,756,000 | 3,536 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $20,756,000 | 3,466 |
| Securities issued by states & political subdivisions | $63,281,000 | 253 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,748,000 | 2,208 |
| Mortgage-backed securities | $16,789,000 | 2,026 |
| Certificates of participation in pools of residential mortgages | $14,718,000 | 1,657 |
| Issued or guaranteed by U.S. | $14,718,000 | 1,648 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,071,000 | 2,167 |
| CMOs issued by government agencies or sponsored agencies | $2,071,000 | 1,871 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $84,037,000 | 1,227 |
| Total debt securities | $84,037,000 | 1,389 |
| Structured notes | ||
| Amortized cost | $985,000 | 1,913 |
| Fair value | $994,000 | 1,858 |
| 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 | $78,966,000 | 1,500 |
| U.S. Government securities | $15,882,000 | 4,255 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $15,882,000 | 4,147 |
| Securities issued by states & political subdivisions | $63,084,000 | 252 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,646,000 | 2,217 |
| Mortgage-backed securities | $11,950,000 | 2,418 |
| Certificates of participation in pools of residential mortgages | $9,847,000 | 2,086 |
| Issued or guaranteed by U.S. | $9,847,000 | 2,079 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,103,000 | 2,125 |
| CMOs issued by government agencies or sponsored agencies | $2,103,000 | 1,845 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $78,966,000 | 1,302 |
| Total debt securities | $78,966,000 | 1,471 |
| Structured notes | ||
| Amortized cost | $984,000 | 2,004 |
| Fair value | $987,000 | 1,917 |
| 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 | $77,750,000 | 1,528 |
| U.S. Government securities | $13,320,000 | 4,733 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $13,320,000 | 4,611 |
| Securities issued by states & political subdivisions | $64,430,000 | 241 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,950,000 | 2,208 |
| Mortgage-backed securities | $9,376,000 | 2,741 |
| Certificates of participation in pools of residential mortgages | $8,185,000 | 2,322 |
| Issued or guaranteed by U.S. | $8,185,000 | 2,312 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,191,000 | 2,422 |
| CMOs issued by government agencies or sponsored agencies | $1,191,000 | 2,146 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $77,750,000 | 1,326 |
| Total debt securities | $77,750,000 | 1,490 |
| Structured notes | ||
| Amortized cost | $1,972,000 | 1,455 |
| Fair value | $1,983,000 | 1,404 |
| 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 | $76,533,000 | 1,584 |
| U.S. Government securities | $14,186,000 | 4,629 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $14,186,000 | 4,505 |
| Securities issued by states & political subdivisions | $62,347,000 | 246 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,955,000 | 2,209 |
| Mortgage-backed securities | $9,751,000 | 2,677 |
| Certificates of participation in pools of residential mortgages | $8,509,000 | 2,297 |
| Issued or guaranteed by U.S. | $8,509,000 | 2,283 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,242,000 | 2,398 |
| CMOs issued by government agencies or sponsored agencies | $1,242,000 | 2,121 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $76,533,000 | 1,378 |
| Total debt securities | $76,533,000 | 1,544 |
| Structured notes | ||
| Amortized cost | $1,968,000 | 1,552 |
| Fair value | $1,979,000 | 1,488 |
| 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 | $74,908,000 | 1,616 |
| U.S. Government securities | $15,534,000 | 4,443 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $15,534,000 | 4,318 |
| Securities issued by states & political subdivisions | $59,374,000 | 266 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,955,000 | 2,194 |
| Mortgage-backed securities | $10,216,000 | 2,619 |
| Certificates of participation in pools of residential mortgages | $8,869,000 | 2,261 |
| Issued or guaranteed by U.S. | $8,869,000 | 2,246 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,347,000 | 2,323 |
| CMOs issued by government agencies or sponsored agencies | $1,347,000 | 2,047 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $74,908,000 | 1,387 |
| Total debt securities | $74,908,000 | 1,586 |
| Structured notes | ||
| Amortized cost | $1,964,000 | 1,644 |
| Fair value | $1,972,000 | 1,574 |
| 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 | $53,359,000 | 2,197 |
| U.S. Government securities | $0 | 8,430 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $0 | 8,348 |
| Securities issued by states & political subdivisions | $53,359,000 | 300 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,732,000 | 2,477 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $53,359,000 | 1,871 |
| Total debt securities | $53,359,000 | 2,154 |
| 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 | $43,182,000 | 2,683 |
| U.S. Government securities | $0 | 8,475 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $0 | 8,395 |
| Securities issued by states & political subdivisions | $43,182,000 | 403 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,979,000 | 2,444 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $43,182,000 | 2,299 |
| Total debt securities | $43,182,000 | 2,641 |
| 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 | $42,442,000 | 2,722 |
| U.S. Government securities | $0 | 8,522 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $0 | 8,437 |
| Securities issued by states & political subdivisions | $42,442,000 | 403 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,477,000 | 2,475 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $42,442,000 | 2,349 |
| Total debt securities | $42,442,000 | 2,679 |
| 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 | $41,168,000 | 2,755 |
| U.S. Government securities | $141,000 | 8,481 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $141,000 | 8,391 |
| Securities issued by states & political subdivisions | $41,027,000 | 415 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,939,000 | 2,291 |
| Mortgage-backed securities | $141,000 | 6,337 |
| Certificates of participation in pools of residential mortgages | $141,000 | 5,960 |
| Issued or guaranteed by U.S. | $141,000 | 5,940 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $41,168,000 | 2,361 |
| Total debt securities | $41,168,000 | 2,714 |
| 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 | $41,320,000 | 2,767 |
| U.S. Government securities | $160,000 | 8,502 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $160,000 | 8,405 |
| Securities issued by states & political subdivisions | $41,160,000 | 413 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,800,000 | 1,934 |
| Mortgage-backed securities | $160,000 | 6,345 |
| Certificates of participation in pools of residential mortgages | $160,000 | 5,974 |
| Issued or guaranteed by U.S. | $160,000 | 5,945 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $41,320,000 | 2,363 |
| Total debt securities | $41,320,000 | 2,718 |
| 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 | $38,405,000 | 2,978 |
| U.S. Government securities | $1,182,000 | 8,279 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,182,000 | 8,147 |
| Securities issued by states & political subdivisions | $37,223,000 | 462 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,320,000 | 1,915 |
| Mortgage-backed securities | $181,000 | 6,380 |
| Certificates of participation in pools of residential mortgages | $181,000 | 6,004 |
| Issued or guaranteed by U.S. | $181,000 | 5,980 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $38,405,000 | 2,552 |
| Total debt securities | $38,405,000 | 2,928 |
| 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 | $35,178,000 | 3,219 |
| U.S. Government securities | $2,220,000 | 7,993 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,220,000 | 7,844 |
| Securities issued by states & political subdivisions | $32,958,000 | 535 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,421,000 | 1,877 |
| Mortgage-backed securities | $212,000 | 6,374 |
| Certificates of participation in pools of residential mortgages | $212,000 | 5,982 |
| Issued or guaranteed by U.S. | $212,000 | 5,965 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $35,178,000 | 2,756 |
| Total debt securities | $35,178,000 | 3,168 |
| 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 | $34,090,000 | 3,292 |
| U.S. Government securities | $2,256,000 | 8,024 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $2,256,000 | 7,872 |
| Securities issued by states & political subdivisions | $31,834,000 | 556 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,016,000 | 1,879 |
| Mortgage-backed securities | $238,000 | 6,390 |
| Certificates of participation in pools of residential mortgages | $238,000 | 5,966 |
| Issued or guaranteed by U.S. | $238,000 | 5,952 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $34,090,000 | 2,820 |
| Total debt securities | $34,090,000 | 3,231 |
| 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 | $32,988,000 | 3,414 |
| U.S. Government securities | $2,296,000 | 8,097 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $2,296,000 | 7,935 |
| Securities issued by states & political subdivisions | $30,692,000 | 571 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,027,000 | 6,505 |
| Mortgage-backed securities | $267,000 | 6,417 |
| Certificates of participation in pools of residential mortgages | $267,000 | 5,997 |
| Issued or guaranteed by U.S. | $267,000 | 5,984 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $32,988,000 | 2,937 |
| Total debt securities | $32,988,000 | 3,351 |
| 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 | $31,389,000 | 3,532 |
| U.S. Government securities | $3,362,000 | 7,689 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,362,000 | 7,527 |
| Securities issued by states & political subdivisions | $28,027,000 | 643 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,080,000 | 6,461 |
| Mortgage-backed securities | $311,000 | 6,385 |
| Certificates of participation in pools of residential mortgages | $311,000 | 5,950 |
| Issued or guaranteed by U.S. | $311,000 | 5,932 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $31,389,000 | 3,058 |
| Total debt securities | $31,389,000 | 3,465 |
| 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 | $31,414,000 | 3,593 |
| U.S. Government securities | $4,724,000 | 7,318 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,724,000 | 7,141 |
| Securities issued by states & political subdivisions | $26,690,000 | 683 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,367,000 | 6,251 |
| Mortgage-backed securities | $343,000 | 6,385 |
| Certificates of participation in pools of residential mortgages | $343,000 | 5,952 |
| Issued or guaranteed by U.S. | $343,000 | 5,930 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $31,414,000 | 3,103 |
| Total debt securities | $31,414,000 | 3,530 |
| 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 | $31,107,000 | 3,544 |
| U.S. Government securities | $5,093,000 | 7,112 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,093,000 | 6,933 |
| Securities issued by states & political subdivisions | $26,014,000 | 707 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,365,000 | 6,270 |
| Mortgage-backed securities | $425,000 | 6,340 |
| Certificates of participation in pools of residential mortgages | $425,000 | 5,896 |
| Issued or guaranteed by U.S. | $425,000 | 5,869 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $31,107,000 | 3,076 |
| Total debt securities | $31,107,000 | 3,470 |
| 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 | $31,302,000 | 3,438 |
| U.S. Government securities | $6,233,000 | 6,649 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,233,000 | 6,466 |
| Securities issued by states & political subdivisions | $25,069,000 | 728 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,412,000 | 5,589 |
| Mortgage-backed securities | $514,000 | 6,314 |
| Certificates of participation in pools of residential mortgages | $514,000 | 5,828 |
| Issued or guaranteed by U.S. | $514,000 | 5,809 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $31,302,000 | 2,984 |
| Total debt securities | $31,302,000 | 3,365 |
| 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 | $27,404,000 | 3,772 |
| U.S. Government securities | $8,362,000 | 6,018 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $8,362,000 | 5,835 |
| Securities issued by states & political subdivisions | $19,042,000 | 956 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,691,000 | 4,963 |
| Mortgage-backed securities | $613,000 | 6,237 |
| Certificates of participation in pools of residential mortgages | $613,000 | 5,731 |
| Issued or guaranteed by U.S. | $613,000 | 5,715 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $27,404,000 | 3,254 |
| Total debt securities | $27,404,000 | 3,696 |
| 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 | $23,311,000 | 4,193 |
| U.S. Government securities | $8,253,000 | 6,091 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $8,253,000 | 5,887 |
| Securities issued by states & political subdivisions | $15,058,000 | 1,190 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,975,000 | 4,855 |
| Mortgage-backed securities | $711,000 | 6,163 |
| Certificates of participation in pools of residential mortgages | $711,000 | 5,626 |
| Issued or guaranteed by U.S. | $711,000 | 5,609 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $23,311,000 | 3,597 |
| Total debt securities | $23,311,000 | 4,111 |
| 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 | $14,545,000 | 5,466 |
| U.S. Government securities | $6,368,000 | 6,693 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,368,000 | 6,458 |
| Securities issued by states & political subdivisions | $8,177,000 | 2,036 |
| 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 | $1,046,000 | 6,665 |
| Mortgage-backed securities | $739,000 | 6,113 |
| Certificates of participation in pools of residential mortgages | $739,000 | 5,458 |
| Issued or guaranteed by U.S. | $739,000 | 5,437 |
| 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) | $14,545,000 | 4,685 |
| Total debt securities | $14,545,000 | 5,372 |
| 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 | $22,120,000 | 4,320 |
| U.S. Government securities | $15,562,000 | 4,416 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $15,562,000 | 4,111 |
| Securities issued by states & political subdivisions | $5,658,000 | 2,591 |
| 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 | $0 | 313 |
| Equity securities | $900,000 | 2,695 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,483,000 | 4,450 |
| Mortgage-backed securities | $920,000 | 5,618 |
| Certificates of participation in pools of residential mortgages | $920,000 | 4,879 |
| Issued or guaranteed by U.S. | $920,000 | 4,865 |
| 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) | $22,120,000 | 3,512 |
| Total debt securities | $21,220,000 | 4,337 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $25,773,000 | 4,044 |
| U.S. Government securities | $18,632,000 | 4,082 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $18,632,000 | 3,682 |
| Securities issued by states & political subdivisions | $6,401,000 | 2,471 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $740,000 | 2,958 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,360,000 | 4,126 |
| Mortgage-backed securities | $1,046,000 | 5,800 |
| Certificates of participation in pools of residential mortgages | $1,046,000 | 4,980 |
| Issued or guaranteed by U.S. | $1,046,000 | 4,967 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $25,773,000 | 3,185 |
| Total debt securities | $25,033,000 | 4,025 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $21,018,000 | 4,683 |
| U.S. Government securities | $15,253,000 | 4,732 |
| U.S. Treasury securities | $505,000 | 5,870 |
| U.S. Government agency obligations | $14,748,000 | 4,176 |
| Securities issued by states & political subdivisions | $5,185,000 | 2,902 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $580,000 | 3,273 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,008,000 | 6,148 |
| Mortgage-backed securities | $1,365,000 | 5,771 |
| Certificates of participation in pools of residential mortgages | $1,365,000 | 4,893 |
| Issued or guaranteed by U.S. | $1,365,000 | 4,876 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $21,018,000 | 3,654 |
| Total debt securities | $20,438,000 | 4,660 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $14,953,000 | 6,012 |
| U.S. Government securities | $12,071,000 | 5,800 |
| U.S. Treasury securities | $508,000 | 7,066 |
| U.S. Government agency obligations | $11,563,000 | 4,775 |
| Securities issued by states & political subdivisions | $2,302,000 | 4,353 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $580,000 | 3,306 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,249,000 | 6,231 |
| Mortgage-backed securities | $1,824,000 | 5,540 |
| Certificates of participation in pools of residential mortgages | $1,824,000 | 4,517 |
| Issued or guaranteed by U.S. | $1,824,000 | 4,501 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $14,953,000 | 4,507 |
| Total debt securities | $14,373,000 | 6,019 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,789 |
| Fair value | $488,000 | 2,114 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $12,842,000 | 7,039 |
| U.S. Government securities | $11,954,000 | 6,342 |
| U.S. Treasury securities | $508,000 | 7,954 |
| U.S. Government agency obligations | $11,446,000 | 5,084 |
| Securities issued by states & political subdivisions | $509,000 | 7,032 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $380,000 | 4,057 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,738,000 | 6,983 |
| Mortgage-backed securities | $265,000 | 8,018 |
| Certificates of participation in pools of residential mortgages | $265,000 | 7,274 |
| Issued or guaranteed by U.S. | $265,000 | 7,256 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $12,842,000 | 5,225 |
| Total debt securities | $12,463,000 | 7,007 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,460 |
| Fair value | $486,000 | 2,783 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $9,468,000 | 8,454 |
| U.S. Government securities | $8,676,000 | 7,874 |
| U.S. Treasury securities | $518,000 | 9,253 |
| U.S. Government agency obligations | $8,158,000 | 6,199 |
| Securities issued by states & political subdivisions | $412,000 | 7,568 |
| Other domestic debt securities | $255,000 | 3,794 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $255,000 | 2,972 |
| Foreign debt securities | NA | NA |
| Equity securities | $125,000 | 5,853 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,505,000 | 7,432 |
| Mortgage-backed securities | $400,000 | 8,195 |
| Certificates of participation in pools of residential mortgages | $400,000 | 7,258 |
| Issued or guaranteed by U.S. | $400,000 | 7,223 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| 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 | 8,463 |
| Available-for-sale securities (fair market value) | $9,468,000 | 6,302 |
| Total debt securities | $9,343,000 | 8,384 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,612 |
| Fair value | $1,974,000 | 1,711 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $7,295,000 | 9,808 |
| U.S. Government securities | $6,912,000 | 9,180 |
| U.S. Treasury securities | $500,000 | 10,396 |
| U.S. Government agency obligations | $6,412,000 | 6,933 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $249,000 | 4,393 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $249,000 | 3,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $134,000 | 5,509 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $965,000 | 8,542 |
| Mortgage-backed securities | $380,000 | 8,794 |
| Certificates of participation in pools of residential mortgages | $380,000 | 7,749 |
| Issued or guaranteed by U.S. | $380,000 | 7,722 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| 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 | 11,523 |
| Available-for-sale securities (fair market value) | $7,295,000 | 5,747 |
| Total debt securities | $7,161,000 | 9,768 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $8,685,000 | 9,597 |
| U.S. Government securities | $6,502,000 | 9,693 |
| U.S. Treasury securities | $1,282,000 | 9,479 |
| U.S. Government agency obligations | $5,220,000 | 7,747 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $269,000 | 4,950 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $269,000 | 3,855 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,914,000 | 1,464 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $766,000 | 9,007 |
| Mortgage-backed securities | $482,000 | 9,295 |
| Certificates of participation in pools of residential mortgages | $482,000 | 8,145 |
| Issued or guaranteed by U.S. | $482,000 | 8,092 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,771,000 | 10,294 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $3,959,000 | 12,148 |
| U.S. Government securities | $3,058,000 | 12,046 |
| U.S. Treasury securities | $1,558,000 | 9,380 |
| U.S. Government agency obligations | $1,500,000 | 11,024 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| 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 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $901,000 | 2,013 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,759,000 | 7,442 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,058,000 | 12,439 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |