Home > First Citizens Bank > Securities
First Citizens Bank, Securities
| 2016-12-31 | Rank | |
| Total securities | $71,111,000 | 1,830 |
| U.S. Government securities | $33,118,000 | 2,153 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $33,118,000 | 2,054 |
| Securities issued by states & political subdivisions | $35,887,000 | 1,127 |
| Other domestic debt securities | $2,106,000 | 1,230 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $2,106,000 | 972 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,776,000 | 900 |
| Mortgage-backed securities | $22,824,000 | 1,874 |
| Certificates of participation in pools of residential mortgages | $14,315,000 | 1,881 |
| Issued or guaranteed by U.S. | $14,315,000 | 1,879 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,827,000 | 1,767 |
| CMOs issued by government agencies or sponsored agencies | $3,827,000 | 1,702 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $4,682,000 | 672 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $4,682,000 | 419 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $71,111,000 | 1,671 |
| Total debt securities | $71,111,000 | 1,806 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $74,465,000 | 1,760 |
| U.S. Government securities | $35,054,000 | 2,064 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $35,054,000 | 1,976 |
| Securities issued by states & political subdivisions | $37,409,000 | 1,080 |
| Other domestic debt securities | $2,002,000 | 1,279 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $2,002,000 | 1,017 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,277,000 | 914 |
| Mortgage-backed securities | $24,662,000 | 1,806 |
| Certificates of participation in pools of residential mortgages | $15,681,000 | 1,804 |
| Issued or guaranteed by U.S. | $15,681,000 | 1,804 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,104,000 | 1,730 |
| CMOs issued by government agencies or sponsored agencies | $4,104,000 | 1,663 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $4,877,000 | 629 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $4,877,000 | 407 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $74,465,000 | 1,600 |
| Total debt securities | $74,466,000 | 1,737 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $71,523,000 | 1,853 |
| U.S. Government securities | $35,164,000 | 2,109 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $35,164,000 | 2,022 |
| Securities issued by states & political subdivisions | $34,459,000 | 1,172 |
| Other domestic debt securities | $1,900,000 | 1,342 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,900,000 | 1,068 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,306,000 | 952 |
| Mortgage-backed securities | $25,952,000 | 1,761 |
| Certificates of participation in pools of residential mortgages | $16,648,000 | 1,751 |
| Issued or guaranteed by U.S. | $16,648,000 | 1,747 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,349,000 | 1,711 |
| CMOs issued by government agencies or sponsored agencies | $4,349,000 | 1,644 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $4,955,000 | 600 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $4,955,000 | 393 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $71,523,000 | 1,671 |
| Total debt securities | $71,524,000 | 1,824 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $73,748,000 | 1,830 |
| U.S. Government securities | $38,555,000 | 2,053 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $38,555,000 | 1,967 |
| Securities issued by states & political subdivisions | $33,443,000 | 1,175 |
| Other domestic debt securities | $1,750,000 | 1,376 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,750,000 | 1,091 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,940,000 | 1,022 |
| Mortgage-backed securities | $28,061,000 | 1,685 |
| Certificates of participation in pools of residential mortgages | $18,601,000 | 1,626 |
| Issued or guaranteed by U.S. | $18,601,000 | 1,625 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,528,000 | 1,691 |
| CMOs issued by government agencies or sponsored agencies | $4,528,000 | 1,622 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $4,932,000 | 588 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $4,932,000 | 381 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $73,748,000 | 1,647 |
| Total debt securities | $73,748,000 | 1,812 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $80,016,000 | 1,711 |
| U.S. Government securities | $39,170,000 | 2,039 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $39,170,000 | 1,955 |
| Securities issued by states & political subdivisions | $38,884,000 | 1,036 |
| Other domestic debt securities | $1,962,000 | 1,305 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,962,000 | 1,039 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,253,000 | 986 |
| Mortgage-backed securities | $24,536,000 | 1,844 |
| Certificates of participation in pools of residential mortgages | $16,408,000 | 1,772 |
| Issued or guaranteed by U.S. | $16,408,000 | 1,770 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,238,000 | 1,936 |
| CMOs issued by government agencies or sponsored agencies | $3,238,000 | 1,871 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $4,890,000 | 549 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $4,890,000 | 350 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $80,016,000 | 1,542 |
| Total debt securities | $80,016,000 | 1,689 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $76,385,000 | 1,787 |
| U.S. Government securities | $38,146,000 | 2,104 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $38,146,000 | 2,025 |
| Securities issued by states & political subdivisions | $36,301,000 | 1,092 |
| Other domestic debt securities | $1,938,000 | 1,329 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,938,000 | 1,049 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,921,000 | 1,085 |
| Mortgage-backed securities | $23,413,000 | 1,897 |
| Certificates of participation in pools of residential mortgages | $17,535,000 | 1,714 |
| Issued or guaranteed by U.S. | $17,535,000 | 1,713 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,460,000 | 1,917 |
| CMOs issued by government agencies or sponsored agencies | $3,460,000 | 1,856 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $2,418,000 | 692 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $2,418,000 | 449 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $76,385,000 | 1,610 |
| Total debt securities | $76,386,000 | 1,760 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $79,317,000 | 1,768 |
| U.S. Government securities | $39,885,000 | 2,109 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $39,885,000 | 2,029 |
| Securities issued by states & political subdivisions | $37,363,000 | 1,044 |
| Other domestic debt securities | $2,069,000 | 1,281 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $2,069,000 | 1,004 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,855,000 | 1,161 |
| Mortgage-backed securities | $23,061,000 | 1,975 |
| Certificates of participation in pools of residential mortgages | $18,491,000 | 1,703 |
| Issued or guaranteed by U.S. | $18,491,000 | 1,703 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,669,000 | 1,935 |
| CMOs issued by government agencies or sponsored agencies | $3,669,000 | 1,871 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $901,000 | 902 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $901,000 | 572 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $79,317,000 | 1,584 |
| Total debt securities | $79,317,000 | 1,744 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $84,117,000 | 1,697 |
| U.S. Government securities | $43,581,000 | 2,006 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $43,581,000 | 1,929 |
| Securities issued by states & political subdivisions | $38,474,000 | 997 |
| Other domestic debt securities | $2,062,000 | 1,316 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,062,000 | 1,014 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,117,000 | 750 |
| Mortgage-backed securities | $24,698,000 | 1,933 |
| Certificates of participation in pools of residential mortgages | $19,869,000 | 1,655 |
| Issued or guaranteed by U.S. | $19,869,000 | 1,655 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $4,829,000 | 1,788 |
| CMOs issued by government agencies or sponsored agencies | $4,829,000 | 1,720 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $84,117,000 | 1,518 |
| Total debt securities | $84,116,000 | 1,672 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $80,712,000 | 1,758 |
| U.S. Government securities | $41,717,000 | 2,114 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $41,717,000 | 2,026 |
| Securities issued by states & political subdivisions | $36,870,000 | 1,035 |
| Other domestic debt securities | $2,125,000 | 1,308 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,125,000 | 1,011 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,128,000 | 1,225 |
| Mortgage-backed securities | $25,747,000 | 1,917 |
| Certificates of participation in pools of residential mortgages | $20,795,000 | 1,633 |
| Issued or guaranteed by U.S. | $20,795,000 | 1,631 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,952,000 | 1,811 |
| CMOs issued by government agencies or sponsored agencies | $4,952,000 | 1,731 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $80,712,000 | 1,576 |
| Total debt securities | $80,711,000 | 1,740 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 1,223 |
| Fair value | $1,700,000 | 1,223 |
| 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 | $81,239,000 | 1,781 |
| U.S. Government securities | $42,632,000 | 2,139 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $42,632,000 | 2,048 |
| Securities issued by states & political subdivisions | $36,463,000 | 1,051 |
| Other domestic debt securities | $2,144,000 | 1,341 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $2,144,000 | 1,023 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,139,000 | 1,328 |
| Mortgage-backed securities | $26,794,000 | 1,921 |
| Certificates of participation in pools of residential mortgages | $21,647,000 | 1,629 |
| Issued or guaranteed by U.S. | $21,647,000 | 1,629 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,147,000 | 1,800 |
| CMOs issued by government agencies or sponsored agencies | $5,147,000 | 1,722 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $81,239,000 | 1,594 |
| Total debt securities | $81,240,000 | 1,757 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 1,325 |
| Fair value | $1,688,000 | 1,325 |
| 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 | $82,226,000 | 1,777 |
| U.S. Government securities | $45,071,000 | 2,046 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $45,071,000 | 1,972 |
| Securities issued by states & political subdivisions | $35,080,000 | 1,107 |
| Other domestic debt securities | $2,075,000 | 1,402 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $2,075,000 | 1,076 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,084,000 | 1,328 |
| Mortgage-backed securities | $27,222,000 | 1,947 |
| Certificates of participation in pools of residential mortgages | $21,811,000 | 1,663 |
| Issued or guaranteed by U.S. | $21,811,000 | 1,662 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,411,000 | 1,784 |
| CMOs issued by government agencies or sponsored agencies | $5,411,000 | 1,707 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $82,226,000 | 1,594 |
| Total debt securities | $82,225,000 | 1,756 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 1,367 |
| Fair value | $1,686,000 | 1,366 |
| 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 | $80,734,000 | 1,819 |
| U.S. Government securities | $44,073,000 | 2,099 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $44,073,000 | 2,037 |
| Securities issued by states & political subdivisions | $34,661,000 | 1,120 |
| Other domestic debt securities | $2,000,000 | 1,473 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $2,000,000 | 1,130 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,027,000 | 1,297 |
| Mortgage-backed securities | $26,967,000 | 1,987 |
| Certificates of participation in pools of residential mortgages | $21,300,000 | 1,705 |
| Issued or guaranteed by U.S. | $21,300,000 | 1,705 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,667,000 | 1,756 |
| CMOs issued by government agencies or sponsored agencies | $5,667,000 | 1,680 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $80,734,000 | 1,628 |
| Total debt securities | $80,734,000 | 1,796 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 1,522 |
| Fair value | $1,166,000 | 1,526 |
| 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 | $82,494,000 | 1,779 |
| U.S. Government securities | $46,445,000 | 1,985 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $46,445,000 | 1,928 |
| Securities issued by states & political subdivisions | $34,196,000 | 1,135 |
| Other domestic debt securities | $1,853,000 | 1,569 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,853,000 | 1,212 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,284,000 | 1,291 |
| Mortgage-backed securities | $26,571,000 | 2,003 |
| Certificates of participation in pools of residential mortgages | $20,889,000 | 1,705 |
| Issued or guaranteed by U.S. | $20,889,000 | 1,704 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,682,000 | 1,764 |
| CMOs issued by government agencies or sponsored agencies | $5,682,000 | 1,683 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $82,494,000 | 1,587 |
| Total debt securities | $82,494,000 | 1,760 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 1,517 |
| Fair value | $1,142,000 | 1,519 |
| 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 | $79,742,000 | 1,867 |
| U.S. Government securities | $44,404,000 | 2,095 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $44,404,000 | 2,039 |
| Securities issued by states & political subdivisions | $33,463,000 | 1,149 |
| Other domestic debt securities | $1,875,000 | 1,612 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,875,000 | 1,243 |
| 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 | $43,646,000 | 1,283 |
| Mortgage-backed securities | $23,262,000 | 2,159 |
| Certificates of participation in pools of residential mortgages | $18,219,000 | 1,901 |
| Issued or guaranteed by U.S. | $18,219,000 | 1,898 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $5,043,000 | 1,876 |
| CMOs issued by government agencies or sponsored agencies | $5,043,000 | 1,797 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $79,742,000 | 1,675 |
| Total debt securities | $79,740,000 | 1,845 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 1,507 |
| Fair value | $1,164,000 | 1,505 |
| 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 | $76,147,000 | 1,916 |
| U.S. Government securities | $39,786,000 | 2,257 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $39,786,000 | 2,192 |
| Securities issued by states & political subdivisions | $34,529,000 | 1,105 |
| Other domestic debt securities | $1,832,000 | 1,656 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,832,000 | 1,274 |
| 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 | $38,598,000 | 1,369 |
| Mortgage-backed securities | $23,602,000 | 2,150 |
| Certificates of participation in pools of residential mortgages | $18,285,000 | 1,909 |
| Issued or guaranteed by U.S. | $18,285,000 | 1,907 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,317,000 | 1,885 |
| CMOs issued by government agencies or sponsored agencies | $5,317,000 | 1,798 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $76,147,000 | 1,732 |
| Total debt securities | $76,147,000 | 1,890 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 1,490 |
| Fair value | $1,162,000 | 1,497 |
| 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 | $73,532,000 | 1,997 |
| U.S. Government securities | $38,587,000 | 2,334 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $38,587,000 | 2,268 |
| Securities issued by states & political subdivisions | $32,941,000 | 1,145 |
| Other domestic debt securities | $2,004,000 | 1,602 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,004,000 | 1,211 |
| 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 | $32,768,000 | 1,582 |
| Mortgage-backed securities | $23,830,000 | 2,168 |
| Certificates of participation in pools of residential mortgages | $18,065,000 | 1,941 |
| Issued or guaranteed by U.S. | $18,065,000 | 1,941 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,765,000 | 1,879 |
| CMOs issued by government agencies or sponsored agencies | $5,765,000 | 1,787 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $73,532,000 | 1,816 |
| Total debt securities | $73,534,000 | 1,971 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 1,518 |
| Fair value | $1,197,000 | 1,525 |
| 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 | $73,633,000 | 1,967 |
| U.S. Government securities | $41,093,000 | 2,181 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $41,093,000 | 2,127 |
| Securities issued by states & political subdivisions | $30,619,000 | 1,208 |
| Other domestic debt securities | $1,921,000 | 1,616 |
| 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 | $1,921,000 | 1,213 |
| 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 | $35,583,000 | 1,476 |
| Mortgage-backed securities | $25,269,000 | 2,100 |
| Certificates of participation in pools of residential mortgages | $19,171,000 | 1,817 |
| Issued or guaranteed by U.S. | $19,171,000 | 1,816 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $6,098,000 | 1,890 |
| CMOs issued by government agencies or sponsored agencies | $6,098,000 | 1,796 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $73,633,000 | 1,790 |
| Total debt securities | $73,634,000 | 1,949 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 1,556 |
| Fair value | $1,198,000 | 1,562 |
| 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 | $67,074,000 | 2,114 |
| U.S. Government securities | $38,965,000 | 2,324 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $38,965,000 | 2,275 |
| Securities issued by states & political subdivisions | $26,360,000 | 1,347 |
| Other domestic debt securities | $1,749,000 | 1,713 |
| 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 | $1,749,000 | 1,285 |
| 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 | $32,970,000 | 1,567 |
| Mortgage-backed securities | $33,523,000 | 1,841 |
| Certificates of participation in pools of residential mortgages | $29,649,000 | 1,395 |
| Issued or guaranteed by U.S. | $29,649,000 | 1,394 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,874,000 | 2,310 |
| CMOs issued by government agencies or sponsored agencies | $3,874,000 | 2,208 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $67,074,000 | 1,928 |
| Total debt securities | $67,074,000 | 2,094 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $70,627,000 | 2,019 |
| U.S. Government securities | $43,427,000 | 2,145 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $43,427,000 | 2,097 |
| Securities issued by states & political subdivisions | $25,530,000 | 1,350 |
| Other domestic debt securities | $1,670,000 | 1,745 |
| 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 | $1,670,000 | 1,306 |
| 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 | $29,811,000 | 1,713 |
| Mortgage-backed securities | $37,973,000 | 1,715 |
| Certificates of participation in pools of residential mortgages | $29,446,000 | 1,446 |
| Issued or guaranteed by U.S. | $29,446,000 | 1,444 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $8,498,000 | 1,713 |
| CMOs issued by government agencies or sponsored agencies | $8,498,000 | 1,622 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $29,000 | 622 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $29,000 | 279 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $70,627,000 | 1,841 |
| Total debt securities | $70,627,000 | 2,003 |
| 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 | $76,309,000 | 1,896 |
| U.S. Government securities | $47,817,000 | 2,029 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $47,817,000 | 1,985 |
| Securities issued by states & political subdivisions | $26,588,000 | 1,254 |
| Other domestic debt securities | $1,904,000 | 1,653 |
| 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 | $1,904,000 | 1,231 |
| 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 | $32,507,000 | 1,600 |
| Mortgage-backed securities | $40,350,000 | 1,636 |
| Certificates of participation in pools of residential mortgages | $31,084,000 | 1,358 |
| Issued or guaranteed by U.S. | $31,084,000 | 1,357 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,173,000 | 1,671 |
| CMOs issued by government agencies or sponsored agencies | $9,173,000 | 1,572 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $93,000 | 546 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $93,000 | 250 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $76,309,000 | 1,730 |
| Total debt securities | $76,309,000 | 1,883 |
| 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 | $77,184,000 | 1,822 |
| U.S. Government securities | $52,682,000 | 1,824 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $52,682,000 | 1,778 |
| Securities issued by states & political subdivisions | $22,849,000 | 1,415 |
| Other domestic debt securities | $1,653,000 | 1,714 |
| 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 | $1,653,000 | 1,214 |
| 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 | $33,365,000 | 1,474 |
| Mortgage-backed securities | $37,404,000 | 1,646 |
| Certificates of participation in pools of residential mortgages | $27,267,000 | 1,430 |
| Issued or guaranteed by U.S. | $27,267,000 | 1,428 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $9,928,000 | 1,594 |
| CMOs issued by government agencies or sponsored agencies | $9,928,000 | 1,443 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $209,000 | 454 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $209,000 | 197 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $77,184,000 | 1,661 |
| Total debt securities | $77,185,000 | 1,805 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 2,053 |
| Fair value | $1,201,000 | 2,056 |
| 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 | $80,657,000 | 1,696 |
| U.S. Government securities | $60,441,000 | 1,574 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $60,441,000 | 1,529 |
| Securities issued by states & political subdivisions | $18,427,000 | 1,658 |
| Other domestic debt securities | $1,789,000 | 1,680 |
| 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 | $1,789,000 | 1,170 |
| 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 | $33,805,000 | 1,424 |
| Mortgage-backed securities | $40,613,000 | 1,477 |
| Certificates of participation in pools of residential mortgages | $22,709,000 | 1,561 |
| Issued or guaranteed by U.S. | $22,709,000 | 1,558 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $17,684,000 | 1,156 |
| CMOs issued by government agencies or sponsored agencies | $17,684,000 | 1,026 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $220,000 | 402 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $220,000 | 165 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $80,657,000 | 1,542 |
| Total debt securities | $80,655,000 | 1,675 |
| Structured notes | ||
| Amortized cost | $4,200,000 | 1,170 |
| Fair value | $4,203,000 | 1,173 |
| 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 | $75,392,000 | 1,797 |
| U.S. Government securities | $56,616,000 | 1,673 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $56,616,000 | 1,625 |
| Securities issued by states & political subdivisions | $16,821,000 | 1,761 |
| Other domestic debt securities | $1,955,000 | 1,575 |
| 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 | $1,955,000 | 1,053 |
| 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 | $33,714,000 | 1,463 |
| Mortgage-backed securities | $36,410,000 | 1,583 |
| Certificates of participation in pools of residential mortgages | $21,747,000 | 1,562 |
| Issued or guaranteed by U.S. | $21,747,000 | 1,559 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $14,363,000 | 1,287 |
| CMOs issued by government agencies or sponsored agencies | $14,363,000 | 1,128 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $300,000 | 373 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $300,000 | 142 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $75,392,000 | 1,628 |
| Total debt securities | $75,394,000 | 1,777 |
| Structured notes | ||
| Amortized cost | $4,200,000 | 1,310 |
| Fair value | $4,162,000 | 1,317 |
| 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 | $72,374,000 | 1,848 |
| U.S. Government securities | $53,605,000 | 1,758 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $53,605,000 | 1,704 |
| Securities issued by states & political subdivisions | $16,719,000 | 1,724 |
| Other domestic debt securities | $2,050,000 | 1,564 |
| 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 | $2,050,000 | 1,017 |
| 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 | $34,603,000 | 1,412 |
| Mortgage-backed securities | $33,692,000 | 1,634 |
| Certificates of participation in pools of residential mortgages | $20,273,000 | 1,612 |
| Issued or guaranteed by U.S. | $20,273,000 | 1,608 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $12,911,000 | 1,320 |
| CMOs issued by government agencies or sponsored agencies | $12,911,000 | 1,146 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $508,000 | 327 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $508,000 | 130 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $72,374,000 | 1,673 |
| Total debt securities | $72,374,000 | 1,829 |
| Structured notes | ||
| Amortized cost | $4,200,000 | 1,387 |
| Fair value | $4,035,000 | 1,409 |
| 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 | $55,856,000 | 2,217 |
| U.S. Government securities | $37,440,000 | 2,225 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $37,440,000 | 2,151 |
| Securities issued by states & political subdivisions | $16,497,000 | 1,698 |
| Other domestic debt securities | $1,919,000 | 1,726 |
| 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 | $1,919,000 | 1,076 |
| 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 | $37,970,000 | 1,319 |
| Mortgage-backed securities | $29,641,000 | 1,745 |
| Certificates of participation in pools of residential mortgages | $15,335,000 | 1,890 |
| Issued or guaranteed by U.S. | $15,335,000 | 1,885 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $14,306,000 | 1,219 |
| CMOs issued by government agencies or sponsored agencies | $14,306,000 | 1,046 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $55,856,000 | 2,007 |
| Total debt securities | $55,856,000 | 2,190 |
| Structured notes | ||
| Amortized cost | $4,200,000 | 1,273 |
| Fair value | $4,045,000 | 1,287 |
| 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 | $56,416,000 | 2,160 |
| U.S. Government securities | $40,128,000 | 2,070 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $40,128,000 | 2,000 |
| Securities issued by states & political subdivisions | $14,449,000 | 1,815 |
| Other domestic debt securities | $1,839,000 | 1,801 |
| 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 | $1,839,000 | 1,098 |
| 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 | $39,772,000 | 1,275 |
| Mortgage-backed securities | $31,092,000 | 1,681 |
| Certificates of participation in pools of residential mortgages | $15,769,000 | 1,815 |
| Issued or guaranteed by U.S. | $15,769,000 | 1,809 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $15,323,000 | 1,171 |
| CMOs issued by government agencies or sponsored agencies | $15,323,000 | 997 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $56,416,000 | 1,937 |
| Total debt securities | $56,415,000 | 2,132 |
| Structured notes | ||
| Amortized cost | $3,998,000 | 1,340 |
| Fair value | $4,007,000 | 1,344 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $53,062,000 | 2,267 |
| U.S. Government securities | $38,837,000 | 2,172 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $38,837,000 | 2,099 |
| Securities issued by states & political subdivisions | $12,437,000 | 1,958 |
| Other domestic debt securities | $1,788,000 | 1,801 |
| 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 | $1,788,000 | 1,063 |
| 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 | $36,594,000 | 1,381 |
| Mortgage-backed securities | $28,804,000 | 1,737 |
| Certificates of participation in pools of residential mortgages | $16,765,000 | 1,765 |
| Issued or guaranteed by U.S. | $16,765,000 | 1,759 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $12,039,000 | 1,269 |
| CMOs issued by government agencies or sponsored agencies | $12,039,000 | 1,071 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $53,062,000 | 2,024 |
| Total debt securities | $53,063,000 | 2,244 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,677 |
| Fair value | $3,018,000 | 1,638 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $51,051,000 | 2,355 |
| U.S. Government securities | $29,103,000 | 2,764 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $29,103,000 | 2,697 |
| Securities issued by states & political subdivisions | $14,903,000 | 1,677 |
| Other domestic debt securities | $7,045,000 | 991 |
| 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 | $7,045,000 | 463 |
| 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 | $35,613,000 | 1,473 |
| Mortgage-backed securities | $24,336,000 | 1,993 |
| Certificates of participation in pools of residential mortgages | $13,986,000 | 2,095 |
| Issued or guaranteed by U.S. | $13,986,000 | 2,089 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $10,350,000 | 1,347 |
| CMOs issued by government agencies or sponsored agencies | $10,350,000 | 1,137 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $51,051,000 | 2,105 |
| Total debt securities | $51,050,000 | 2,329 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $48,639,000 | 2,424 |
| U.S. Government securities | $26,268,000 | 2,941 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $26,268,000 | 2,870 |
| Securities issued by states & political subdivisions | $15,607,000 | 1,607 |
| Other domestic debt securities | $6,764,000 | 1,056 |
| 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 | $6,764,000 | 491 |
| 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 | $36,218,000 | 1,441 |
| Mortgage-backed securities | $15,471,000 | 2,667 |
| Certificates of participation in pools of residential mortgages | $12,695,000 | 2,275 |
| Issued or guaranteed by U.S. | $12,695,000 | 2,268 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,776,000 | 2,251 |
| CMOs issued by government agencies or sponsored agencies | $2,776,000 | 1,969 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $48,639,000 | 2,154 |
| Total debt securities | $48,639,000 | 2,395 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,485 |
| Fair value | $2,000,000 | 1,524 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $42,876,000 | 2,710 |
| U.S. Government securities | $19,921,000 | 3,501 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $19,921,000 | 3,424 |
| Securities issued by states & political subdivisions | $16,414,000 | 1,518 |
| Other domestic debt securities | $6,541,000 | 1,128 |
| 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 | $6,541,000 | 519 |
| 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 | $35,970,000 | 1,412 |
| Mortgage-backed securities | $18,916,000 | 2,420 |
| Certificates of participation in pools of residential mortgages | $15,343,000 | 2,097 |
| Issued or guaranteed by U.S. | $15,343,000 | 2,087 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,573,000 | 2,093 |
| CMOs issued by government agencies or sponsored agencies | $3,573,000 | 1,793 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $42,876,000 | 2,402 |
| Total debt securities | $42,876,000 | 2,682 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $44,145,000 | 2,578 |
| U.S. Government securities | $23,559,000 | 3,109 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $23,559,000 | 3,038 |
| Securities issued by states & political subdivisions | $14,905,000 | 1,611 |
| Other domestic debt securities | $5,681,000 | 1,252 |
| 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 | $5,681,000 | 601 |
| 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 | $34,656,000 | 1,460 |
| Mortgage-backed securities | $20,558,000 | 2,329 |
| Certificates of participation in pools of residential mortgages | $15,836,000 | 2,102 |
| Issued or guaranteed by U.S. | $15,836,000 | 2,090 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $4,722,000 | 1,877 |
| CMOs issued by government agencies or sponsored agencies | $4,722,000 | 1,568 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $44,145,000 | 2,280 |
| Total debt securities | $44,145,000 | 2,551 |
| 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 | $43,329,000 | 2,612 |
| U.S. Government securities | $25,140,000 | 3,014 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $25,140,000 | 2,955 |
| Securities issued by states & political subdivisions | $14,565,000 | 1,581 |
| Other domestic debt securities | $3,624,000 | 1,458 |
| 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 | $3,624,000 | 823 |
| 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 | $36,519,000 | 1,423 |
| Mortgage-backed securities | $20,117,000 | 2,389 |
| Certificates of participation in pools of residential mortgages | $11,476,000 | 2,570 |
| Issued or guaranteed by U.S. | $11,476,000 | 2,556 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,641,000 | 1,471 |
| CMOs issued by government agencies or sponsored agencies | $8,641,000 | 1,170 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $43,329,000 | 2,331 |
| Total debt securities | $43,329,000 | 2,582 |
| 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 | $46,509,000 | 2,470 |
| U.S. Government securities | $27,841,000 | 2,821 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $27,841,000 | 2,762 |
| Securities issued by states & political subdivisions | $13,369,000 | 1,660 |
| Other domestic debt securities | $5,299,000 | 1,178 |
| 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 | $5,299,000 | 617 |
| 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 | $38,189,000 | 1,379 |
| Mortgage-backed securities | $22,347,000 | 2,193 |
| Certificates of participation in pools of residential mortgages | $12,505,000 | 2,425 |
| Issued or guaranteed by U.S. | $12,505,000 | 2,411 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $9,842,000 | 1,328 |
| CMOs issued by government agencies or sponsored agencies | $9,842,000 | 1,052 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $46,509,000 | 2,184 |
| Total debt securities | $46,508,000 | 2,434 |
| Structured notes | ||
| Amortized cost | $451,000 | 1,468 |
| Fair value | $457,000 | 1,457 |
| 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 | $45,779,000 | 2,435 |
| U.S. Government securities | $26,592,000 | 2,836 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $26,592,000 | 2,784 |
| Securities issued by states & political subdivisions | $13,189,000 | 1,661 |
| Other domestic debt securities | $5,576,000 | 1,129 |
| 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 | $5,576,000 | 588 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $422,000 | 1,018 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,482,000 | 1,319 |
| Mortgage-backed securities | $23,136,000 | 2,040 |
| Certificates of participation in pools of residential mortgages | $12,762,000 | 2,302 |
| Issued or guaranteed by U.S. | $12,762,000 | 2,288 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $10,374,000 | 1,244 |
| CMOs issued by government agencies or sponsored agencies | $10,374,000 | 968 |
| 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) | $45,779,000 | 2,140 |
| Total debt securities | $45,357,000 | 2,426 |
| Structured notes | ||
| Amortized cost | $463,000 | 1,464 |
| Fair value | $470,000 | 1,455 |
| 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 | $54,776,000 | 2,136 |
| U.S. Government securities | $28,707,000 | 2,715 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $28,707,000 | 2,667 |
| Securities issued by states & political subdivisions | $13,210,000 | 1,668 |
| Other domestic debt securities | $6,931,000 | 1,056 |
| 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 | $6,931,000 | 568 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $5,928,000 | 417 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,838,000 | 1,346 |
| Mortgage-backed securities | $25,713,000 | 1,865 |
| Certificates of participation in pools of residential mortgages | $13,290,000 | 2,228 |
| Issued or guaranteed by U.S. | $13,290,000 | 2,217 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $12,423,000 | 1,111 |
| CMOs issued by government agencies or sponsored agencies | $12,423,000 | 870 |
| 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) | $54,776,000 | 1,882 |
| Total debt securities | $48,847,000 | 2,316 |
| Structured notes | ||
| Amortized cost | $153,000 | 1,734 |
| Fair value | $154,000 | 1,735 |
| 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 | $52,797,000 | 2,200 |
| U.S. Government securities | $27,207,000 | 2,821 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $27,207,000 | 2,770 |
| Securities issued by states & political subdivisions | $13,461,000 | 1,646 |
| Other domestic debt securities | $7,093,000 | 1,019 |
| 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 | $7,093,000 | 555 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $5,036,000 | 516 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,375,000 | 1,270 |
| Mortgage-backed securities | $24,166,000 | 1,893 |
| Certificates of participation in pools of residential mortgages | $14,343,000 | 2,066 |
| Issued or guaranteed by U.S. | $14,343,000 | 2,056 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,823,000 | 1,248 |
| CMOs issued by government agencies or sponsored agencies | $9,823,000 | 987 |
| 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) | $52,797,000 | 1,928 |
| Total debt securities | $47,761,000 | 2,351 |
| Structured notes | ||
| Amortized cost | $497,000 | 1,624 |
| Fair value | $503,000 | 1,526 |
| 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 | $59,759,000 | 1,953 |
| U.S. Government securities | $41,076,000 | 2,009 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $41,076,000 | 1,965 |
| Securities issued by states & political subdivisions | $16,709,000 | 1,319 |
| Other domestic debt securities | $1,974,000 | 1,634 |
| 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 | $1,974,000 | 1,082 |
| 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 | $36,790,000 | 1,332 |
| Mortgage-backed securities | $20,637,000 | 1,878 |
| Certificates of participation in pools of residential mortgages | $12,448,000 | 2,010 |
| Issued or guaranteed by U.S. | $12,448,000 | 1,999 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,189,000 | 1,291 |
| CMOs issued by government agencies or sponsored agencies | $8,189,000 | 1,049 |
| 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) | $59,759,000 | 1,696 |
| Total debt securities | $59,759,000 | 1,902 |
| Structured notes | ||
| Amortized cost | $343,000 | 2,216 |
| Fair value | $345,000 | 2,215 |
| 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 | $44,230,000 | 2,562 |
| U.S. Government securities | $25,905,000 | 3,024 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $25,905,000 | 2,962 |
| Securities issued by states & political subdivisions | $16,098,000 | 1,327 |
| Other domestic debt securities | $2,227,000 | 1,521 |
| 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 | $2,227,000 | 989 |
| 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 | $37,836,000 | 1,272 |
| Mortgage-backed securities | $15,951,000 | 2,087 |
| Certificates of participation in pools of residential mortgages | $9,555,000 | 2,176 |
| Issued or guaranteed by U.S. | $9,555,000 | 2,167 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $6,396,000 | 1,418 |
| CMOs issued by government agencies or sponsored agencies | $6,396,000 | 1,173 |
| 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) | $44,230,000 | 2,235 |
| Total debt securities | $44,230,000 | 2,521 |
| Structured notes | ||
| Amortized cost | $1,353,000 | 1,559 |
| Fair value | $1,350,000 | 1,561 |
| 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 | $43,533,000 | 2,574 |
| U.S. Government securities | $27,551,000 | 2,892 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $27,551,000 | 2,825 |
| Securities issued by states & political subdivisions | $15,982,000 | 1,314 |
| 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 | $38,263,000 | 1,248 |
| Mortgage-backed securities | $16,619,000 | 1,974 |
| Certificates of participation in pools of residential mortgages | $9,916,000 | 2,079 |
| Issued or guaranteed by U.S. | $9,916,000 | 2,072 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,703,000 | 1,353 |
| CMOs issued by government agencies or sponsored agencies | $6,703,000 | 1,113 |
| 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) | $43,533,000 | 2,235 |
| Total debt securities | $43,533,000 | 2,531 |
| Structured notes | ||
| Amortized cost | $1,366,000 | 1,637 |
| Fair value | $1,358,000 | 1,635 |
| 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 | $43,340,000 | 2,598 |
| U.S. Government securities | $27,135,000 | 2,923 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $27,135,000 | 2,845 |
| Securities issued by states & political subdivisions | $16,205,000 | 1,283 |
| 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 | $38,437,000 | 1,256 |
| Mortgage-backed securities | $13,477,000 | 2,256 |
| Certificates of participation in pools of residential mortgages | $7,790,000 | 2,389 |
| Issued or guaranteed by U.S. | $7,790,000 | 2,380 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $5,687,000 | 1,430 |
| CMOs issued by government agencies or sponsored agencies | $5,687,000 | 1,190 |
| 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) | $43,340,000 | 2,260 |
| Total debt securities | $43,339,000 | 2,556 |
| Structured notes | ||
| Amortized cost | $2,880,000 | 1,117 |
| Fair value | $2,876,000 | 1,112 |
| 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 | $43,410,000 | 2,625 |
| U.S. Government securities | $27,191,000 | 2,941 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $27,191,000 | 2,864 |
| Securities issued by states & political subdivisions | $16,219,000 | 1,279 |
| 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 | $39,984,000 | 1,203 |
| Mortgage-backed securities | $11,536,000 | 2,445 |
| Certificates of participation in pools of residential mortgages | $6,812,000 | 2,583 |
| Issued or guaranteed by U.S. | $6,812,000 | 2,569 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $4,724,000 | 1,567 |
| CMOs issued by government agencies or sponsored agencies | $4,724,000 | 1,323 |
| 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) | $43,410,000 | 2,277 |
| Total debt securities | $43,410,000 | 2,588 |
| Structured notes | ||
| Amortized cost | $2,892,000 | 1,190 |
| Fair value | $2,888,000 | 1,191 |
| 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 | $38,777,000 | 2,900 |
| U.S. Government securities | $22,524,000 | 3,445 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $22,524,000 | 3,343 |
| Securities issued by states & political subdivisions | $16,253,000 | 1,245 |
| 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 | $35,685,000 | 1,320 |
| Mortgage-backed securities | $10,121,000 | 2,628 |
| Certificates of participation in pools of residential mortgages | $7,257,000 | 2,510 |
| Issued or guaranteed by U.S. | $7,257,000 | 2,496 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,864,000 | 1,868 |
| CMOs issued by government agencies or sponsored agencies | $2,864,000 | 1,622 |
| 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) | $160,000 | 3,622 |
| Available-for-sale securities (fair market value) | $38,617,000 | 2,496 |
| Total debt securities | $38,777,000 | 2,867 |
| Structured notes | ||
| Amortized cost | $2,905,000 | 1,266 |
| Fair value | $2,898,000 | 1,264 |
| 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 | $38,812,000 | 2,896 |
| U.S. Government securities | $22,826,000 | 3,424 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $22,826,000 | 3,311 |
| Securities issued by states & political subdivisions | $15,986,000 | 1,243 |
| 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 | $33,130,000 | 1,400 |
| Mortgage-backed securities | $10,512,000 | 2,558 |
| Certificates of participation in pools of residential mortgages | $7,595,000 | 2,458 |
| Issued or guaranteed by U.S. | $7,595,000 | 2,449 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,917,000 | 1,837 |
| CMOs issued by government agencies or sponsored agencies | $2,917,000 | 1,594 |
| 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) | $160,000 | 3,675 |
| Available-for-sale securities (fair market value) | $38,652,000 | 2,489 |
| Total debt securities | $38,812,000 | 2,858 |
| Structured notes | ||
| Amortized cost | $2,924,000 | 1,310 |
| Fair value | $2,884,000 | 1,295 |
| 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 | $41,777,000 | 2,754 |
| U.S. Government securities | $25,598,000 | 3,166 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $25,598,000 | 3,064 |
| Securities issued by states & political subdivisions | $16,179,000 | 1,243 |
| 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 | $34,627,000 | 1,346 |
| Mortgage-backed securities | $11,258,000 | 2,511 |
| Certificates of participation in pools of residential mortgages | $8,224,000 | 2,400 |
| Issued or guaranteed by U.S. | $8,224,000 | 2,388 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,034,000 | 1,809 |
| CMOs issued by government agencies or sponsored agencies | $3,034,000 | 1,570 |
| 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) | $160,000 | 3,748 |
| Available-for-sale securities (fair market value) | $41,617,000 | 2,372 |
| Total debt securities | $41,777,000 | 2,719 |
| Structured notes | ||
| Amortized cost | $2,944,000 | 1,331 |
| Fair value | $2,920,000 | 1,308 |
| 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 | $42,693,000 | 2,708 |
| U.S. Government securities | $26,392,000 | 3,105 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $26,392,000 | 3,003 |
| Securities issued by states & political subdivisions | $16,301,000 | 1,231 |
| 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 | $34,844,000 | 1,318 |
| Mortgage-backed securities | $12,029,000 | 2,460 |
| Certificates of participation in pools of residential mortgages | $8,899,000 | 2,309 |
| Issued or guaranteed by U.S. | $8,899,000 | 2,298 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,130,000 | 1,781 |
| CMOs issued by government agencies or sponsored agencies | $3,130,000 | 1,553 |
| 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) | $160,000 | 3,823 |
| Available-for-sale securities (fair market value) | $42,533,000 | 2,345 |
| Total debt securities | $42,693,000 | 2,666 |
| Structured notes | ||
| Amortized cost | $2,966,000 | 1,331 |
| Fair value | $2,948,000 | 1,294 |
| 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 | $38,970,000 | 2,875 |
| U.S. Government securities | $22,616,000 | 3,427 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $22,616,000 | 3,304 |
| Securities issued by states & political subdivisions | $16,354,000 | 1,221 |
| 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 | $35,383,000 | 1,285 |
| Mortgage-backed securities | $8,702,000 | 2,924 |
| Certificates of participation in pools of residential mortgages | $7,489,000 | 2,582 |
| Issued or guaranteed by U.S. | $7,489,000 | 2,570 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,213,000 | 2,377 |
| CMOs issued by government agencies or sponsored agencies | $1,213,000 | 2,121 |
| 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) | $210,000 | 3,792 |
| Available-for-sale securities (fair market value) | $38,760,000 | 2,487 |
| Total debt securities | $38,971,000 | 2,833 |
| Structured notes | ||
| Amortized cost | $2,497,000 | 1,418 |
| Fair value | $2,485,000 | 1,393 |
| 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 | $39,717,000 | 2,857 |
| U.S. Government securities | $22,230,000 | 3,528 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $22,230,000 | 3,407 |
| Securities issued by states & political subdivisions | $17,487,000 | 1,129 |
| 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 | $32,657,000 | 1,369 |
| Mortgage-backed securities | $9,473,000 | 2,889 |
| Certificates of participation in pools of residential mortgages | $8,241,000 | 2,511 |
| Issued or guaranteed by U.S. | $8,241,000 | 2,499 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,232,000 | 2,437 |
| CMOs issued by government agencies or sponsored agencies | $1,232,000 | 2,172 |
| 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) | $210,000 | 3,838 |
| Available-for-sale securities (fair market value) | $39,507,000 | 2,461 |
| Total debt securities | $39,721,000 | 2,806 |
| Structured notes | ||
| Amortized cost | $2,497,000 | 1,415 |
| Fair value | $2,495,000 | 1,386 |
| 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 | $34,735,000 | 3,235 |
| U.S. Government securities | $18,850,000 | 4,035 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $18,850,000 | 3,890 |
| Securities issued by states & political subdivisions | $15,885,000 | 1,222 |
| 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 | $30,304,000 | 1,466 |
| Mortgage-backed securities | $9,131,000 | 3,011 |
| Certificates of participation in pools of residential mortgages | $8,651,000 | 2,518 |
| Issued or guaranteed by U.S. | $8,651,000 | 2,510 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $480,000 | 2,996 |
| CMOs issued by government agencies or sponsored agencies | $480,000 | 2,726 |
| 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) | $440,000 | 3,620 |
| Available-for-sale securities (fair market value) | $34,295,000 | 2,808 |
| Total debt securities | $34,734,000 | 3,185 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $498,000 | 2,514 |
| 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 | $31,867,000 | 3,472 |
| U.S. Government securities | $15,752,000 | 4,513 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $15,752,000 | 4,378 |
| Securities issued by states & political subdivisions | $16,115,000 | 1,201 |
| 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 | $29,586,000 | 1,489 |
| Mortgage-backed securities | $9,937,000 | 2,947 |
| Certificates of participation in pools of residential mortgages | $9,444,000 | 2,447 |
| Issued or guaranteed by U.S. | $9,444,000 | 2,440 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $493,000 | 3,025 |
| CMOs issued by government agencies or sponsored agencies | $493,000 | 2,762 |
| 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) | $440,000 | 3,671 |
| Available-for-sale securities (fair market value) | $31,427,000 | 3,028 |
| Total debt securities | $31,866,000 | 3,415 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,430 |
| Fair value | $500,000 | 2,458 |
| 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 | $30,994,000 | 3,536 |
| U.S. Government securities | $15,472,000 | 4,521 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $15,472,000 | 4,378 |
| Securities issued by states & political subdivisions | $15,522,000 | 1,257 |
| 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 | $28,445,000 | 1,508 |
| Mortgage-backed securities | $10,223,000 | 2,919 |
| Certificates of participation in pools of residential mortgages | $10,153,000 | 2,356 |
| Issued or guaranteed by U.S. | $10,153,000 | 2,347 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $70,000 | 3,556 |
| CMOs issued by government agencies or sponsored agencies | $70,000 | 3,240 |
| 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) | $644,000 | 3,544 |
| Available-for-sale securities (fair market value) | $30,350,000 | 3,105 |
| Total debt securities | $30,995,000 | 3,470 |
| 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 | $31,159,000 | 3,568 |
| U.S. Government securities | $17,153,000 | 4,304 |
| U.S. Treasury securities | $702,000 | 1,558 |
| U.S. Government agency obligations | $16,451,000 | 4,272 |
| Securities issued by states & political subdivisions | $14,006,000 | 1,388 |
| 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 | $28,054,000 | 1,510 |
| Mortgage-backed securities | $11,278,000 | 2,787 |
| Certificates of participation in pools of residential mortgages | $10,613,000 | 2,328 |
| Issued or guaranteed by U.S. | $10,613,000 | 2,320 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $665,000 | 2,937 |
| CMOs issued by government agencies or sponsored agencies | $665,000 | 2,687 |
| 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) | $800,000 | 3,471 |
| Available-for-sale securities (fair market value) | $30,359,000 | 3,126 |
| Total debt securities | $31,159,000 | 3,501 |
| 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 | $31,524,000 | 3,511 |
| U.S. Government securities | $18,169,000 | 4,103 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $18,169,000 | 3,954 |
| Securities issued by states & political subdivisions | $13,355,000 | 1,487 |
| 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 | $28,533,000 | 1,477 |
| Mortgage-backed securities | $13,374,000 | 2,595 |
| Certificates of participation in pools of residential mortgages | $11,847,000 | 2,179 |
| Issued or guaranteed by U.S. | $11,847,000 | 2,171 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,527,000 | 2,508 |
| CMOs issued by government agencies or sponsored agencies | $1,527,000 | 2,269 |
| 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) | $875,000 | 3,436 |
| Available-for-sale securities (fair market value) | $30,649,000 | 3,112 |
| Total debt securities | $31,523,000 | 3,445 |
| 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 | $30,001,000 | 3,716 |
| U.S. Government securities | $18,495,000 | 4,128 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $18,495,000 | 3,987 |
| Securities issued by states & political subdivisions | $11,506,000 | 1,727 |
| 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 | $26,844,000 | 1,533 |
| Mortgage-backed securities | $14,740,000 | 2,435 |
| Certificates of participation in pools of residential mortgages | $12,526,000 | 2,131 |
| Issued or guaranteed by U.S. | $12,526,000 | 2,114 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,214,000 | 2,207 |
| CMOs issued by government agencies or sponsored agencies | $2,214,000 | 2,078 |
| 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) | $876,000 | 3,479 |
| Available-for-sale securities (fair market value) | $29,125,000 | 3,272 |
| Total debt securities | $30,001,000 | 3,657 |
| 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 | $26,577,000 | 3,972 |
| U.S. Government securities | $18,610,000 | 3,978 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $18,610,000 | 3,828 |
| Securities issued by states & political subdivisions | $7,967,000 | 2,330 |
| 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 | $25,266,000 | 1,557 |
| Mortgage-backed securities | $14,858,000 | 2,431 |
| Certificates of participation in pools of residential mortgages | $11,840,000 | 2,173 |
| Issued or guaranteed by U.S. | $11,840,000 | 2,163 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,018,000 | 2,021 |
| CMOs issued by government agencies or sponsored agencies | $3,018,000 | 1,890 |
| 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) | $876,000 | 3,526 |
| Available-for-sale securities (fair market value) | $25,701,000 | 3,514 |
| Total debt securities | $26,577,000 | 3,888 |
| 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 | $27,825,000 | 3,749 |
| U.S. Government securities | $20,036,000 | 3,693 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $20,036,000 | 3,549 |
| Securities issued by states & political subdivisions | $7,789,000 | 2,327 |
| 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 | $24,563,000 | 1,558 |
| Mortgage-backed securities | $18,266,000 | 2,164 |
| Certificates of participation in pools of residential mortgages | $12,962,000 | 2,039 |
| Issued or guaranteed by U.S. | $12,962,000 | 2,029 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $5,304,000 | 1,694 |
| CMOs issued by government agencies or sponsored agencies | $5,304,000 | 1,587 |
| 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) | $1,151,000 | 3,337 |
| Available-for-sale securities (fair market value) | $26,674,000 | 3,348 |
| Total debt securities | $27,824,000 | 3,668 |
| 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 | $31,050,000 | 3,438 |
| U.S. Government securities | $23,817,000 | 3,256 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $23,817,000 | 3,112 |
| Securities issued by states & political subdivisions | $7,233,000 | 2,363 |
| 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 | $23,733,000 | 1,592 |
| Mortgage-backed securities | $21,789,000 | 1,923 |
| Certificates of participation in pools of residential mortgages | $9,448,000 | 2,453 |
| Issued or guaranteed by U.S. | $9,448,000 | 2,440 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $12,341,000 | 1,116 |
| CMOs issued by government agencies or sponsored agencies | $12,341,000 | 1,030 |
| 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) | $1,152,000 | 3,395 |
| Available-for-sale securities (fair market value) | $29,898,000 | 3,045 |
| Total debt securities | $31,050,000 | 3,360 |
| 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 | $34,535,000 | 3,140 |
| U.S. Government securities | $26,775,000 | 2,947 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $26,775,000 | 2,813 |
| Securities issued by states & political subdivisions | $7,760,000 | 2,232 |
| 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 | $26,316,000 | 1,440 |
| Mortgage-backed securities | $24,557,000 | 1,736 |
| Certificates of participation in pools of residential mortgages | $10,497,000 | 2,274 |
| Issued or guaranteed by U.S. | $10,497,000 | 2,260 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $14,060,000 | 1,030 |
| CMOs issued by government agencies or sponsored agencies | $14,060,000 | 959 |
| 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) | $1,337,000 | 3,354 |
| Available-for-sale securities (fair market value) | $33,198,000 | 2,778 |
| Total debt securities | $34,535,000 | 3,061 |
| 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 | $28,553,000 | 3,482 |
| U.S. Government securities | $22,179,000 | 3,245 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $22,179,000 | 3,077 |
| Securities issued by states & political subdivisions | $6,374,000 | 2,443 |
| 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 | $24,949,000 | 1,434 |
| Mortgage-backed securities | $10,861,000 | 2,727 |
| Certificates of participation in pools of residential mortgages | $8,318,000 | 2,364 |
| Issued or guaranteed by U.S. | $8,318,000 | 2,350 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,543,000 | 2,519 |
| CMOs issued by government agencies or sponsored agencies | $2,543,000 | 2,358 |
| 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) | $2,290,000 | 3,060 |
| Available-for-sale securities (fair market value) | $26,263,000 | 3,129 |
| Total debt securities | $28,553,000 | 3,397 |
| 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 | $30,227,000 | 3,426 |
| U.S. Government securities | $22,894,000 | 3,288 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $22,894,000 | 3,043 |
| Securities issued by states & political subdivisions | $5,373,000 | 2,680 |
| Other domestic debt securities | $1,506,000 | 2,159 |
| 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 | $1,506,000 | 1,857 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $454,000 | 4,037 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,390,000 | 1,524 |
| Mortgage-backed securities | $7,935,000 | 2,657 |
| Certificates of participation in pools of residential mortgages | $5,198,000 | 2,570 |
| Issued or guaranteed by U.S. | $5,198,000 | 2,551 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,737,000 | 2,019 |
| CMOs issued by government agencies or sponsored agencies | $2,737,000 | 1,874 |
| 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) | $2,811,000 | 3,498 |
| Available-for-sale securities (fair market value) | $27,416,000 | 2,957 |
| Total debt securities | $29,773,000 | 3,361 |
| 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 | $32,530,000 | 3,354 |
| U.S. Government securities | $24,330,000 | 3,310 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $24,330,000 | 2,954 |
| Securities issued by states & political subdivisions | $6,296,000 | 2,499 |
| Other domestic debt securities | $1,481,000 | 2,072 |
| 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 | $1,481,000 | 1,737 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $423,000 | 4,097 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,106,000 | 1,343 |
| Mortgage-backed securities | $9,703,000 | 2,567 |
| Certificates of participation in pools of residential mortgages | $6,150,000 | 2,499 |
| Issued or guaranteed by U.S. | $6,150,000 | 2,488 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,553,000 | 1,927 |
| CMOs issued by government agencies or sponsored agencies | $3,553,000 | 1,786 |
| 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) | $4,880,000 | 3,109 |
| Available-for-sale securities (fair market value) | $27,650,000 | 3,017 |
| Total debt securities | $32,107,000 | 3,285 |
| 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 | $30,268,000 | 3,606 |
| U.S. Government securities | $21,045,000 | 3,759 |
| U.S. Treasury securities | $1,006,000 | 5,111 |
| U.S. Government agency obligations | $20,039,000 | 3,332 |
| Securities issued by states & political subdivisions | $6,777,000 | 2,373 |
| Other domestic debt securities | $2,051,000 | 1,692 |
| 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 | $2,051,000 | 1,380 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $395,000 | 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 | $26,586,000 | 1,227 |
| Mortgage-backed securities | $8,569,000 | 2,950 |
| Certificates of participation in pools of residential mortgages | $5,213,000 | 2,900 |
| Issued or guaranteed by U.S. | $5,213,000 | 2,885 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $3,356,000 | 2,101 |
| CMOs issued by government agencies or sponsored agencies | $3,356,000 | 1,993 |
| 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) | $5,336,000 | 3,315 |
| Available-for-sale securities (fair market value) | $24,932,000 | 3,230 |
| Total debt securities | $29,873,000 | 3,541 |
| 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 | $29,303,000 | 3,707 |
| U.S. Government securities | $23,927,000 | 3,564 |
| U.S. Treasury securities | $2,009,000 | 5,114 |
| U.S. Government agency obligations | $21,918,000 | 2,984 |
| Securities issued by states & political subdivisions | $5,002,000 | 2,751 |
| 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 | $0 | 390 |
| Equity securities | $374,000 | 4,209 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,782,000 | 1,238 |
| Mortgage-backed securities | $5,421,000 | 3,690 |
| Certificates of participation in pools of residential mortgages | $1,277,000 | 5,029 |
| Issued or guaranteed by U.S. | $1,277,000 | 5,011 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $4,144,000 | 1,905 |
| CMOs issued by government agencies or sponsored agencies | $4,144,000 | 1,826 |
| 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) | $10,014,000 | 2,809 |
| Available-for-sale securities (fair market value) | $19,289,000 | 3,710 |
| Total debt securities | $28,929,000 | 3,645 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 471 |
| Fair value | $2,994,000 | 488 |
| 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 | $31,041,000 | 3,824 |
| U.S. Government securities | $25,995,000 | 3,627 |
| U.S. Treasury securities | $2,009,000 | 5,933 |
| U.S. Government agency obligations | $23,986,000 | 2,896 |
| Securities issued by states & political subdivisions | $5,046,000 | 2,807 |
| 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 | $0 | 466 |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,354,000 | 1,281 |
| Mortgage-backed securities | $648,000 | 7,294 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $648,000 | 4,233 |
| CMOs issued by government agencies or sponsored agencies | $648,000 | 4,081 |
| 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) | $13,064,000 | 2,639 |
| Available-for-sale securities (fair market value) | $17,977,000 | 4,166 |
| Total debt securities | $31,041,000 | 3,728 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 275 |
| Fair value | $6,433,000 | 275 |
| 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 | $33,211,000 | 3,768 |
| U.S. Government securities | $28,885,000 | 3,458 |
| U.S. Treasury securities | $3,005,000 | 6,056 |
| U.S. Government agency obligations | $25,880,000 | 2,685 |
| Securities issued by states & political subdivisions | $4,326,000 | 3,153 |
| Other domestic debt securities | $0 | 5,176 |
| 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 | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,808,000 | 1,468 |
| Mortgage-backed securities | $1,689,000 | 6,554 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,689,000 | 3,691 |
| CMOs issued by government agencies or sponsored agencies | $1,689,000 | 3,530 |
| 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) | $19,774,000 | 2,032 |
| Available-for-sale securities (fair market value) | $13,437,000 | 5,188 |
| Total debt securities | $33,211,000 | 3,680 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 496 |
| Fair value | $6,210,000 | 516 |
| 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 | $25,567,000 | 4,889 |
| U.S. Government securities | $21,451,000 | 4,650 |
| U.S. Treasury securities | $12,021,000 | 2,872 |
| U.S. Government agency obligations | $9,430,000 | 5,582 |
| Securities issued by states & political subdivisions | $4,116,000 | 3,389 |
| Other domestic debt securities | $0 | 5,820 |
| 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 | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,195,000 | 1,740 |
| Mortgage-backed securities | $36,000 | 9,868 |
| Certificates of participation in pools of residential mortgages | $36,000 | 9,141 |
| Issued or guaranteed by U.S. | $36,000 | 9,111 |
| 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) | $19,171,000 | 3,578 |
| Available-for-sale securities (fair market value) | $6,396,000 | 6,171 |
| Total debt securities | $25,567,000 | 4,801 |
| 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 | $34,790,000 | 3,936 |
| U.S. Government securities | $21,568,000 | 4,809 |
| U.S. Treasury securities | $13,025,000 | 2,792 |
| U.S. Government agency obligations | $8,543,000 | 6,140 |
| Securities issued by states & political subdivisions | $4,288,000 | 3,385 |
| Other domestic debt securities | $0 | 6,562 |
| 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 | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $8,934,000 | 446 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,028,000 | 1,939 |
| Mortgage-backed securities | $46,000 | 10,458 |
| Certificates of participation in pools of residential mortgages | $46,000 | 9,652 |
| Issued or guaranteed by U.S. | $46,000 | 9,601 |
| 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 | $25,856,000 | 4,952 |
| 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 | $23,153,000 | 5,491 |
| U.S. Government securities | $17,255,000 | 5,663 |
| U.S. Treasury securities | $9,047,000 | 3,786 |
| U.S. Government agency obligations | $8,208,000 | 6,238 |
| Securities issued by states & political subdivisions | $922,000 | 6,737 |
| 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 | $0 | 699 |
| Equity securities | $4,976,000 | 643 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,201,000 | 1,996 |
| Mortgage-backed securities | $1,706,000 | 7,989 |
| Certificates of participation in pools of residential mortgages | $54,000 | 9,991 |
| Issued or guaranteed by U.S. | $54,000 | 9,917 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,652,000 | 4,333 |
| CMOs issued by government agencies or sponsored agencies | $1,652,000 | 3,994 |
| 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 | $18,177,000 | 6,376 |
| 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 |