Home > Western Bank of Wolf Point > Securities
Western Bank of Wolf Point, Securities
| 2019-12-31 | Rank | |
| Total securities | $43,661,000 | 2,312 |
| U.S. Government securities | $8,307,000 | 3,577 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $8,307,000 | 3,421 |
| Securities issued by states & political subdivisions | $20,328,000 | 1,506 |
| Other domestic debt securities | $15,026,000 | 527 |
| Privately issued residential mortgage-backed securities | $3,449,000 | 268 |
| Commercial mortgage-backed securities - Total | $7,453,000 | 101 |
| Asset backed securities | $4,124,000 | 261 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,934,000 | 2,312 |
| Mortgage-backed securities | $16,964,000 | 2,107 |
| Certificates of participation in pools of residential mortgages | $1,156,000 | 3,466 |
| Issued or guaranteed by U.S. | $1,156,000 | 3,371 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $8,355,000 | 1,272 |
| CMOs issued by government agencies or sponsored agencies | $4,906,000 | 1,565 |
| Privately issued | $3,449,000 | 168 |
| Commercial mortgage-backed securities | $7,453,000 | 820 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $7,453,000 | 526 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $43,661,000 | 2,149 |
| Total debt securities | $43,661,000 | 2,295 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $44,638,000 | 2,281 |
| U.S. Government securities | $8,940,000 | 3,549 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $8,940,000 | 3,390 |
| Securities issued by states & political subdivisions | $20,343,000 | 1,499 |
| Other domestic debt securities | $15,355,000 | 506 |
| Privately issued residential mortgage-backed securities | $3,589,000 | 257 |
| Commercial mortgage-backed securities - Total | $7,568,000 | 104 |
| Asset backed securities | $4,198,000 | 250 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,173,000 | 2,341 |
| Mortgage-backed securities | $17,558,000 | 2,070 |
| Certificates of participation in pools of residential mortgages | $1,319,000 | 3,435 |
| Issued or guaranteed by U.S. | $1,319,000 | 3,342 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $8,671,000 | 1,272 |
| CMOs issued by government agencies or sponsored agencies | $5,082,000 | 1,550 |
| Privately issued | $3,589,000 | 158 |
| Commercial mortgage-backed securities | $7,568,000 | 808 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $7,568,000 | 504 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $44,638,000 | 2,113 |
| Total debt securities | $44,637,000 | 2,263 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $47,480,000 | 2,226 |
| U.S. Government securities | $9,343,000 | 3,572 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $9,343,000 | 3,414 |
| Securities issued by states & political subdivisions | $22,712,000 | 1,410 |
| Other domestic debt securities | $15,425,000 | 483 |
| Privately issued residential mortgage-backed securities | $3,720,000 | 245 |
| Commercial mortgage-backed securities - Total | $7,494,000 | 99 |
| Asset backed securities | $4,211,000 | 233 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,432,000 | 2,365 |
| Mortgage-backed securities | $17,947,000 | 2,027 |
| Certificates of participation in pools of residential mortgages | $1,563,000 | 3,356 |
| Issued or guaranteed by U.S. | $1,563,000 | 3,273 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $8,890,000 | 1,244 |
| CMOs issued by government agencies or sponsored agencies | $5,170,000 | 1,521 |
| Privately issued | $3,720,000 | 165 |
| Commercial mortgage-backed securities | $7,494,000 | 794 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $7,494,000 | 482 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $47,480,000 | 2,050 |
| Total debt securities | $47,479,000 | 2,207 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $46,498,000 | 2,298 |
| U.S. Government securities | $9,777,000 | 3,567 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $9,777,000 | 3,401 |
| Securities issued by states & political subdivisions | $31,504,000 | 1,098 |
| Other domestic debt securities | $5,217,000 | 856 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $908,000 | 144 |
| Asset backed securities | $4,309,000 | 216 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,774,000 | 2,376 |
| Mortgage-backed securities | $7,986,000 | 2,802 |
| Certificates of participation in pools of residential mortgages | $1,819,000 | 3,315 |
| Issued or guaranteed by U.S. | $1,819,000 | 3,226 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,259,000 | 1,556 |
| CMOs issued by government agencies or sponsored agencies | $5,259,000 | 1,508 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $908,000 | 1,510 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $908,000 | 930 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $46,498,000 | 2,111 |
| Total debt securities | $46,498,000 | 2,276 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $40,825,000 | 2,530 |
| U.S. Government securities | $5,066,000 | 4,189 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $5,066,000 | 4,040 |
| Securities issued by states & political subdivisions | $30,530,000 | 1,154 |
| Other domestic debt securities | $5,229,000 | 828 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $907,000 | 135 |
| Asset backed securities | $4,322,000 | 211 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,972,000 | 2,375 |
| Mortgage-backed securities | $5,973,000 | 3,049 |
| Certificates of participation in pools of residential mortgages | $2,054,000 | 3,278 |
| Issued or guaranteed by U.S. | $2,054,000 | 3,205 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,012,000 | 1,898 |
| CMOs issued by government agencies or sponsored agencies | $3,012,000 | 1,846 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $907,000 | 1,476 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $907,000 | 885 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $40,825,000 | 2,340 |
| Total debt securities | $40,825,000 | 2,508 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $41,348,000 | 2,519 |
| U.S. Government securities | $5,350,000 | 4,206 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $5,350,000 | 4,061 |
| Securities issued by states & political subdivisions | $30,731,000 | 1,161 |
| Other domestic debt securities | $5,267,000 | 798 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $911,000 | 127 |
| Asset backed securities | $4,356,000 | 209 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,194,000 | 2,364 |
| Mortgage-backed securities | $6,261,000 | 3,038 |
| Certificates of participation in pools of residential mortgages | $2,279,000 | 3,265 |
| Issued or guaranteed by U.S. | $2,279,000 | 3,238 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,071,000 | 1,869 |
| CMOs issued by government agencies or sponsored agencies | $3,071,000 | 1,819 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $911,000 | 1,456 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $911,000 | 879 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $41,348,000 | 2,318 |
| Total debt securities | $41,349,000 | 2,500 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $44,910,000 | 2,419 |
| U.S. Government securities | $3,430,000 | 4,531 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,430,000 | 4,371 |
| Securities issued by states & political subdivisions | $36,194,000 | 1,029 |
| Other domestic debt securities | $5,286,000 | 911 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $915,000 | 121 |
| Asset backed securities | $4,371,000 | 198 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,741,000 | 2,943 |
| Mortgage-backed securities | $4,345,000 | 3,332 |
| Certificates of participation in pools of residential mortgages | $2,515,000 | 3,236 |
| Issued or guaranteed by U.S. | $2,515,000 | 3,076 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $915,000 | 2,441 |
| CMOs issued by government agencies or sponsored agencies | $915,000 | 2,383 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $915,000 | 1,430 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $915,000 | 869 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $44,910,000 | 2,215 |
| Total debt securities | $44,911,000 | 2,401 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $45,329,000 | 2,432 |
| U.S. Government securities | $3,772,000 | 4,551 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $3,772,000 | 4,407 |
| Securities issued by states & political subdivisions | $36,283,000 | 1,038 |
| Other domestic debt securities | $5,274,000 | 795 |
| Privately issued residential mortgage-backed securities | $3,369,000 | 182 |
| Commercial mortgage-backed securities - Total | $923,000 | 123 |
| Asset backed securities | $982,000 | 290 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,766,000 | 2,977 |
| Mortgage-backed securities | $8,064,000 | 2,849 |
| Certificates of participation in pools of residential mortgages | $2,766,000 | 3,220 |
| Issued or guaranteed by U.S. | $2,766,000 | 3,214 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,375,000 | 1,648 |
| CMOs issued by government agencies or sponsored agencies | $1,006,000 | 2,343 |
| Privately issued | $3,369,000 | 171 |
| Commercial mortgage-backed securities | $923,000 | 1,269 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $923,000 | 849 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $45,329,000 | 2,230 |
| Total debt securities | $45,328,000 | 2,414 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $39,386,000 | 2,675 |
| U.S. Government securities | $2,952,000 | 4,714 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,952,000 | 4,581 |
| Securities issued by states & political subdivisions | $35,492,000 | 1,095 |
| Other domestic debt securities | $942,000 | 1,547 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $942,000 | 122 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,842,000 | 2,998 |
| Mortgage-backed securities | $3,894,000 | 3,471 |
| Certificates of participation in pools of residential mortgages | $1,903,000 | 3,493 |
| Issued or guaranteed by U.S. | $1,903,000 | 3,485 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,049,000 | 2,377 |
| CMOs issued by government agencies or sponsored agencies | $1,049,000 | 2,310 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $942,000 | 1,254 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $942,000 | 820 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $39,386,000 | 2,480 |
| Total debt securities | $39,385,000 | 2,658 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $38,266,000 | 2,751 |
| U.S. Government securities | $3,245,000 | 4,718 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,245,000 | 4,591 |
| Securities issued by states & political subdivisions | $34,069,000 | 1,151 |
| Other domestic debt securities | $952,000 | 1,554 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $952,000 | 118 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,943,000 | 3,035 |
| Mortgage-backed securities | $4,197,000 | 3,472 |
| Certificates of participation in pools of residential mortgages | $2,131,000 | 3,485 |
| Issued or guaranteed by U.S. | $2,131,000 | 3,479 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,114,000 | 2,367 |
| CMOs issued by government agencies or sponsored agencies | $1,114,000 | 2,307 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $952,000 | 1,241 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $952,000 | 808 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $38,266,000 | 2,537 |
| Total debt securities | $38,267,000 | 2,732 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $37,860,000 | 2,806 |
| U.S. Government securities | $2,701,000 | 4,864 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,701,000 | 4,742 |
| Securities issued by states & political subdivisions | $34,200,000 | 1,161 |
| Other domestic debt securities | $959,000 | 1,573 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $959,000 | 109 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,970,000 | 3,054 |
| Mortgage-backed securities | $3,471,000 | 3,622 |
| Certificates of participation in pools of residential mortgages | $2,300,000 | 3,469 |
| Issued or guaranteed by U.S. | $2,300,000 | 3,464 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $212,000 | 2,858 |
| CMOs issued by government agencies or sponsored agencies | $212,000 | 2,778 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $959,000 | 1,202 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $959,000 | 773 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $37,860,000 | 2,585 |
| Total debt securities | $37,860,000 | 2,788 |
| Structured notes | ||
| Amortized cost | $188,000 | 997 |
| Fair value | $189,000 | 998 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $38,658,000 | 2,812 |
| U.S. Government securities | $3,162,000 | 4,840 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $3,162,000 | 4,710 |
| Securities issued by states & political subdivisions | $34,541,000 | 1,150 |
| Other domestic debt securities | $955,000 | 1,622 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $955,000 | 115 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,110,000 | 3,069 |
| Mortgage-backed securities | $3,686,000 | 3,633 |
| Certificates of participation in pools of residential mortgages | $2,433,000 | 3,495 |
| Issued or guaranteed by U.S. | $2,433,000 | 3,490 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $298,000 | 2,830 |
| CMOs issued by government agencies or sponsored agencies | $298,000 | 2,752 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $955,000 | 1,172 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $955,000 | 762 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $38,658,000 | 2,580 |
| Total debt securities | $38,658,000 | 2,792 |
| Structured notes | ||
| Amortized cost | $427,000 | 951 |
| Fair value | $431,000 | 947 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $36,188,000 | 2,903 |
| U.S. Government securities | $2,455,000 | 4,983 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,455,000 | 4,865 |
| Securities issued by states & political subdivisions | $32,780,000 | 1,224 |
| Other domestic debt securities | $953,000 | 1,628 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $953,000 | 114 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,078,000 | 3,082 |
| Mortgage-backed securities | $2,954,000 | 3,788 |
| Certificates of participation in pools of residential mortgages | $1,645,000 | 3,779 |
| Issued or guaranteed by U.S. | $1,645,000 | 3,772 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $356,000 | 2,801 |
| CMOs issued by government agencies or sponsored agencies | $356,000 | 2,711 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $953,000 | 1,139 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $953,000 | 734 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $36,188,000 | 2,664 |
| Total debt securities | $36,188,000 | 2,885 |
| Structured notes | ||
| Amortized cost | $443,000 | 946 |
| Fair value | $454,000 | 939 |
| 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 | $37,276,000 | 2,845 |
| U.S. Government securities | $2,626,000 | 4,994 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,626,000 | 4,887 |
| Securities issued by states & political subdivisions | $33,668,000 | 1,192 |
| Other domestic debt securities | $982,000 | 1,617 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $982,000 | 103 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,292,000 | 3,078 |
| Mortgage-backed securities | $3,128,000 | 3,785 |
| Certificates of participation in pools of residential mortgages | $1,716,000 | 3,797 |
| Issued or guaranteed by U.S. | $1,716,000 | 3,794 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $430,000 | 2,792 |
| CMOs issued by government agencies or sponsored agencies | $430,000 | 2,702 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $982,000 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $982,000 | 711 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $37,276,000 | 2,607 |
| Total debt securities | $37,276,000 | 2,829 |
| Structured notes | ||
| Amortized cost | $463,000 | 919 |
| Fair value | $480,000 | 913 |
| 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 | $38,327,000 | 2,838 |
| U.S. Government securities | $2,795,000 | 5,075 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,795,000 | 4,961 |
| Securities issued by states & political subdivisions | $34,546,000 | 1,165 |
| Other domestic debt securities | $986,000 | 1,637 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $986,000 | 115 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,323,000 | 3,130 |
| Mortgage-backed securities | $3,278,000 | 3,787 |
| Certificates of participation in pools of residential mortgages | $1,786,000 | 3,802 |
| Issued or guaranteed by U.S. | $1,786,000 | 3,796 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $506,000 | 2,788 |
| CMOs issued by government agencies or sponsored agencies | $506,000 | 2,691 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $986,000 | 1,018 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $986,000 | 685 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $38,327,000 | 2,594 |
| Total debt securities | $38,327,000 | 2,816 |
| Structured notes | ||
| Amortized cost | $484,000 | 1,056 |
| Fair value | $503,000 | 970 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $38,754,000 | 2,878 |
| U.S. Government securities | $4,103,000 | 4,938 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $4,103,000 | 4,824 |
| Securities issued by states & political subdivisions | $33,666,000 | 1,168 |
| Other domestic debt securities | $985,000 | 1,665 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $985,000 | 120 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,267,000 | 3,164 |
| Mortgage-backed securities | $3,556,000 | 3,764 |
| Certificates of participation in pools of residential mortgages | $71,000 | 4,637 |
| Issued or guaranteed by U.S. | $71,000 | 4,634 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,500,000 | 2,081 |
| CMOs issued by government agencies or sponsored agencies | $2,500,000 | 2,015 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $985,000 | 997 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $985,000 | 662 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $38,754,000 | 2,621 |
| Total debt securities | $38,754,000 | 2,863 |
| Structured notes | ||
| Amortized cost | $503,000 | 1,126 |
| Fair value | $522,000 | 1,121 |
| 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 | $37,285,000 | 2,969 |
| U.S. Government securities | $4,214,000 | 4,982 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,214,000 | 4,866 |
| Securities issued by states & political subdivisions | $32,102,000 | 1,234 |
| Other domestic debt securities | $969,000 | 1,672 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $969,000 | 104 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,243,000 | 3,205 |
| Mortgage-backed securities | $3,643,000 | 3,766 |
| Certificates of participation in pools of residential mortgages | $74,000 | 4,670 |
| Issued or guaranteed by U.S. | $74,000 | 4,667 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,600,000 | 2,083 |
| CMOs issued by government agencies or sponsored agencies | $2,600,000 | 2,016 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $969,000 | 954 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $969,000 | 614 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $37,285,000 | 2,706 |
| Total debt securities | $37,286,000 | 2,948 |
| Structured notes | ||
| Amortized cost | $526,000 | 1,244 |
| Fair value | $548,000 | 1,239 |
| 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 | $37,100,000 | 3,010 |
| U.S. Government securities | $5,068,000 | 4,934 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $5,068,000 | 4,818 |
| Securities issued by states & political subdivisions | $31,045,000 | 1,273 |
| Other domestic debt securities | $987,000 | 1,665 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $987,000 | 113 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,666,000 | 3,197 |
| Mortgage-backed securities | $3,913,000 | 3,756 |
| Certificates of participation in pools of residential mortgages | $78,000 | 4,718 |
| Issued or guaranteed by U.S. | $78,000 | 4,714 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,848,000 | 2,043 |
| CMOs issued by government agencies or sponsored agencies | $2,848,000 | 1,980 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $987,000 | 905 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $987,000 | 582 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $37,100,000 | 2,752 |
| Total debt securities | $37,100,000 | 2,987 |
| Structured notes | ||
| Amortized cost | $1,114,000 | 1,105 |
| Fair value | $1,139,000 | 1,100 |
| 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 | $40,007,000 | 2,916 |
| U.S. Government securities | $6,467,000 | 4,826 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $6,467,000 | 4,717 |
| Securities issued by states & political subdivisions | $32,047,000 | 1,217 |
| Other domestic debt securities | $1,493,000 | 1,462 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $984,000 | 100 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $509,000 | 1,495 |
| 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 | $9,682,000 | 3,207 |
| Mortgage-backed securities | $4,138,000 | 3,792 |
| Certificates of participation in pools of residential mortgages | $84,000 | 4,789 |
| Issued or guaranteed by U.S. | $84,000 | 4,787 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,070,000 | 2,050 |
| CMOs issued by government agencies or sponsored agencies | $3,070,000 | 1,984 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $984,000 | 870 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $984,000 | 558 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $40,007,000 | 2,662 |
| Total debt securities | $40,007,000 | 2,896 |
| Structured notes | ||
| Amortized cost | $1,267,000 | 1,202 |
| Fair value | $1,297,000 | 1,193 |
| 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 | $39,277,000 | 2,983 |
| U.S. Government securities | $6,836,000 | 4,852 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $6,836,000 | 4,746 |
| Securities issued by states & political subdivisions | $31,492,000 | 1,215 |
| Other domestic debt securities | $949,000 | 1,737 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $440,000 | 106 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $509,000 | 1,538 |
| 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 | $9,804,000 | 3,227 |
| Mortgage-backed securities | $3,851,000 | 3,921 |
| Certificates of participation in pools of residential mortgages | $91,000 | 4,839 |
| Issued or guaranteed by U.S. | $91,000 | 4,833 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,320,000 | 2,042 |
| CMOs issued by government agencies or sponsored agencies | $3,320,000 | 1,973 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $440,000 | 963 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $440,000 | 604 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $39,277,000 | 2,729 |
| Total debt securities | $39,277,000 | 2,961 |
| Structured notes | ||
| Amortized cost | $1,360,000 | 1,261 |
| Fair value | $1,396,000 | 1,258 |
| 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 | $43,339,000 | 2,838 |
| U.S. Government securities | $9,624,000 | 4,506 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $9,624,000 | 4,388 |
| Securities issued by states & political subdivisions | $32,774,000 | 1,175 |
| Other domestic debt securities | $941,000 | 1,750 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $433,000 | 106 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $508,000 | 1,555 |
| 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 | $9,889,000 | 3,231 |
| Mortgage-backed securities | $7,546,000 | 3,351 |
| Certificates of participation in pools of residential mortgages | $3,605,000 | 3,610 |
| Issued or guaranteed by U.S. | $3,605,000 | 3,604 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,508,000 | 2,050 |
| CMOs issued by government agencies or sponsored agencies | $3,508,000 | 1,976 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $433,000 | 948 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $433,000 | 576 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $43,339,000 | 2,590 |
| Total debt securities | $43,340,000 | 2,821 |
| Structured notes | ||
| Amortized cost | $1,445,000 | 1,322 |
| Fair value | $1,490,000 | 1,283 |
| 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 | $42,568,000 | 2,934 |
| U.S. Government securities | $10,070,000 | 4,542 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $10,070,000 | 4,424 |
| Securities issued by states & political subdivisions | $31,987,000 | 1,207 |
| Other domestic debt securities | $511,000 | 2,011 |
| 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 | $511,000 | 1,588 |
| 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 | $10,040,000 | 3,250 |
| Mortgage-backed securities | $7,462,000 | 3,456 |
| Certificates of participation in pools of residential mortgages | $3,781,000 | 3,643 |
| Issued or guaranteed by U.S. | $3,781,000 | 3,641 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,681,000 | 2,050 |
| CMOs issued by government agencies or sponsored agencies | $3,681,000 | 1,974 |
| 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) | $42,568,000 | 2,674 |
| Total debt securities | $42,568,000 | 2,909 |
| Structured notes | ||
| Amortized cost | $1,555,000 | 1,346 |
| Fair value | $1,608,000 | 1,332 |
| 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 | $41,787,000 | 3,015 |
| U.S. Government securities | $9,655,000 | 4,648 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $9,655,000 | 4,538 |
| Securities issued by states & political subdivisions | $31,621,000 | 1,220 |
| Other domestic debt securities | $511,000 | 2,062 |
| 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 | $511,000 | 1,640 |
| 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 | $10,374,000 | 3,207 |
| Mortgage-backed securities | $5,561,000 | 3,808 |
| Certificates of participation in pools of residential mortgages | $4,009,000 | 3,648 |
| Issued or guaranteed by U.S. | $4,009,000 | 3,647 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,552,000 | 2,638 |
| CMOs issued by government agencies or sponsored agencies | $1,552,000 | 2,553 |
| 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) | $41,787,000 | 2,748 |
| Total debt securities | $41,785,000 | 2,992 |
| Structured notes | ||
| Amortized cost | $3,034,000 | 982 |
| Fair value | $3,093,000 | 973 |
| 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 | $37,914,000 | 3,229 |
| U.S. Government securities | $8,186,000 | 4,900 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,186,000 | 4,796 |
| Securities issued by states & political subdivisions | $29,218,000 | 1,316 |
| Other domestic debt securities | $510,000 | 2,122 |
| 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 | $510,000 | 1,681 |
| 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 | $10,068,000 | 3,278 |
| Mortgage-backed securities | $4,885,000 | 3,949 |
| Certificates of participation in pools of residential mortgages | $4,193,000 | 3,641 |
| Issued or guaranteed by U.S. | $4,193,000 | 3,640 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $692,000 | 3,045 |
| CMOs issued by government agencies or sponsored agencies | $692,000 | 2,944 |
| 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) | $37,914,000 | 2,951 |
| Total debt securities | $37,913,000 | 3,195 |
| Structured notes | ||
| Amortized cost | $3,227,000 | 977 |
| Fair value | $3,301,000 | 956 |
| 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 | $36,520,000 | 3,314 |
| U.S. Government securities | $8,652,000 | 4,818 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,652,000 | 4,724 |
| Securities issued by states & political subdivisions | $27,357,000 | 1,400 |
| Other domestic debt securities | $511,000 | 2,174 |
| 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 | $511,000 | 1,721 |
| 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 | $10,282,000 | 3,247 |
| Mortgage-backed securities | $5,180,000 | 3,915 |
| Certificates of participation in pools of residential mortgages | $4,379,000 | 3,607 |
| Issued or guaranteed by U.S. | $4,379,000 | 3,604 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $801,000 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $801,000 | 2,867 |
| 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) | $36,520,000 | 3,029 |
| Total debt securities | $36,520,000 | 3,288 |
| Structured notes | ||
| Amortized cost | $3,394,000 | 935 |
| Fair value | $3,472,000 | 904 |
| 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 | $36,713,000 | 3,324 |
| U.S. Government securities | $9,390,000 | 4,757 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,390,000 | 4,659 |
| Securities issued by states & political subdivisions | $26,817,000 | 1,426 |
| Other domestic debt securities | $506,000 | 2,238 |
| 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 | $506,000 | 1,760 |
| 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 | $10,601,000 | 3,187 |
| Mortgage-backed securities | $5,643,000 | 3,867 |
| Certificates of participation in pools of residential mortgages | $4,546,000 | 3,581 |
| Issued or guaranteed by U.S. | $4,546,000 | 3,577 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,097,000 | 2,870 |
| CMOs issued by government agencies or sponsored agencies | $1,097,000 | 2,760 |
| 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) | $36,713,000 | 3,046 |
| Total debt securities | $36,714,000 | 3,291 |
| Structured notes | ||
| Amortized cost | $3,678,000 | 891 |
| Fair value | $3,747,000 | 861 |
| 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 | $39,803,000 | 3,134 |
| U.S. Government securities | $10,628,000 | 4,565 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $10,628,000 | 4,466 |
| Securities issued by states & political subdivisions | $28,161,000 | 1,347 |
| Other domestic debt securities | $1,014,000 | 1,955 |
| 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 | $1,014,000 | 1,509 |
| 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 | $11,118,000 | 3,106 |
| Mortgage-backed securities | $6,432,000 | 3,745 |
| Certificates of participation in pools of residential mortgages | $4,892,000 | 3,495 |
| Issued or guaranteed by U.S. | $4,892,000 | 3,492 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,540,000 | 2,708 |
| CMOs issued by government agencies or sponsored agencies | $1,540,000 | 2,597 |
| 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) | $39,803,000 | 2,870 |
| Total debt securities | $39,803,000 | 3,103 |
| Structured notes | ||
| Amortized cost | $4,081,000 | 805 |
| Fair value | $4,196,000 | 794 |
| 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 | $39,604,000 | 3,161 |
| U.S. Government securities | $10,945,000 | 4,586 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $10,945,000 | 4,486 |
| Securities issued by states & political subdivisions | $27,139,000 | 1,373 |
| Other domestic debt securities | $1,520,000 | 1,757 |
| 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 | $1,520,000 | 1,327 |
| 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 | $11,302,000 | 3,115 |
| Mortgage-backed securities | $6,365,000 | 3,823 |
| Certificates of participation in pools of residential mortgages | $4,109,000 | 3,743 |
| Issued or guaranteed by U.S. | $4,109,000 | 3,739 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,256,000 | 2,537 |
| CMOs issued by government agencies or sponsored agencies | $2,256,000 | 2,436 |
| 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) | $39,604,000 | 2,924 |
| Total debt securities | $39,603,000 | 3,126 |
| Structured notes | ||
| Amortized cost | $4,465,000 | 774 |
| Fair value | $4,580,000 | 758 |
| 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 | $37,490,000 | 3,221 |
| U.S. Government securities | $11,615,000 | 4,456 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $11,615,000 | 4,358 |
| Securities issued by states & political subdivisions | $24,361,000 | 1,488 |
| Other domestic debt securities | $1,514,000 | 1,729 |
| 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 | $1,514,000 | 1,291 |
| 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 | $12,477,000 | 2,958 |
| Mortgage-backed securities | $6,612,000 | 3,790 |
| Certificates of participation in pools of residential mortgages | $4,298,000 | 3,685 |
| Issued or guaranteed by U.S. | $4,298,000 | 3,682 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,314,000 | 2,575 |
| CMOs issued by government agencies or sponsored agencies | $2,314,000 | 2,474 |
| 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) | $37,490,000 | 2,978 |
| Total debt securities | $37,490,000 | 3,189 |
| Structured notes | ||
| Amortized cost | $4,868,000 | 773 |
| Fair value | $5,003,000 | 747 |
| 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 | $29,891,000 | 3,724 |
| U.S. Government securities | $7,931,000 | 5,123 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $7,931,000 | 5,030 |
| Securities issued by states & political subdivisions | $20,920,000 | 1,678 |
| Other domestic debt securities | $1,040,000 | 1,998 |
| 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 | $1,040,000 | 1,497 |
| 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 | $13,453,000 | 2,856 |
| Mortgage-backed securities | $2,096,000 | 4,823 |
| Certificates of participation in pools of residential mortgages | $251,000 | 5,215 |
| Issued or guaranteed by U.S. | $251,000 | 5,207 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,845,000 | 2,794 |
| CMOs issued by government agencies or sponsored agencies | $1,845,000 | 2,677 |
| 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) | $29,891,000 | 3,441 |
| Total debt securities | $29,891,000 | 3,696 |
| Structured notes | ||
| Amortized cost | $5,688,000 | 706 |
| Fair value | $5,835,000 | 691 |
| 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 | $35,273,000 | 3,398 |
| U.S. Government securities | $13,944,000 | 4,294 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $13,944,000 | 4,203 |
| Securities issued by states & political subdivisions | $20,288,000 | 1,677 |
| Other domestic debt securities | $1,041,000 | 1,996 |
| 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 | $1,041,000 | 1,493 |
| 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 | $12,182,000 | 3,038 |
| Mortgage-backed securities | $7,313,000 | 3,857 |
| Certificates of participation in pools of residential mortgages | $5,077,000 | 3,678 |
| Issued or guaranteed by U.S. | $5,077,000 | 3,676 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,236,000 | 2,711 |
| CMOs issued by government agencies or sponsored agencies | $2,236,000 | 2,583 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $35,273,000 | 3,142 |
| Total debt securities | $35,273,000 | 3,374 |
| Structured notes | ||
| Amortized cost | $6,476,000 | 738 |
| Fair value | $6,631,000 | 713 |
| 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 | $35,276,000 | 3,417 |
| U.S. Government securities | $15,439,000 | 4,226 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $15,439,000 | 4,130 |
| Securities issued by states & political subdivisions | $18,785,000 | 1,725 |
| Other domestic debt securities | $1,052,000 | 1,958 |
| 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 | $1,052,000 | 1,475 |
| 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 | $12,915,000 | 2,945 |
| Mortgage-backed securities | $7,829,000 | 3,816 |
| Certificates of participation in pools of residential mortgages | $5,299,000 | 3,630 |
| Issued or guaranteed by U.S. | $5,299,000 | 3,625 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,530,000 | 2,651 |
| CMOs issued by government agencies or sponsored agencies | $2,530,000 | 2,530 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $35,276,000 | 3,158 |
| Total debt securities | $35,275,000 | 3,390 |
| Structured notes | ||
| Amortized cost | $7,482,000 | 770 |
| Fair value | $7,610,000 | 760 |
| 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 | $29,663,000 | 3,701 |
| U.S. Government securities | $12,320,000 | 4,578 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $12,320,000 | 4,490 |
| Securities issued by states & political subdivisions | $17,343,000 | 1,807 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,608,000 | 2,728 |
| Mortgage-backed securities | $4,032,000 | 4,419 |
| Certificates of participation in pools of residential mortgages | $1,237,000 | 4,721 |
| Issued or guaranteed by U.S. | $1,237,000 | 4,714 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,795,000 | 2,548 |
| CMOs issued by government agencies or sponsored agencies | $2,795,000 | 2,357 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $29,663,000 | 3,416 |
| Total debt securities | $29,663,000 | 3,673 |
| Structured notes | ||
| Amortized cost | $8,054,000 | 661 |
| Fair value | $8,288,000 | 649 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $30,375,000 | 3,580 |
| U.S. Government securities | $13,250,000 | 4,415 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $13,250,000 | 4,317 |
| Securities issued by states & political subdivisions | $17,125,000 | 1,768 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,927,000 | 2,661 |
| Mortgage-backed securities | $4,322,000 | 4,315 |
| Certificates of participation in pools of residential mortgages | $1,316,000 | 4,671 |
| Issued or guaranteed by U.S. | $1,316,000 | 4,660 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,006,000 | 2,482 |
| CMOs issued by government agencies or sponsored agencies | $3,006,000 | 2,282 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $30,375,000 | 3,296 |
| Total debt securities | $30,375,000 | 3,549 |
| Structured notes | ||
| Amortized cost | $8,710,000 | 660 |
| Fair value | $8,928,000 | 656 |
| 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 | $29,904,000 | 3,639 |
| U.S. Government securities | $13,983,000 | 4,413 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $13,983,000 | 4,299 |
| Securities issued by states & political subdivisions | $15,921,000 | 1,839 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,816,000 | 2,714 |
| Mortgage-backed securities | $4,466,000 | 4,272 |
| Certificates of participation in pools of residential mortgages | $1,383,000 | 4,636 |
| Issued or guaranteed by U.S. | $1,383,000 | 4,628 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,083,000 | 2,430 |
| CMOs issued by government agencies or sponsored agencies | $3,083,000 | 2,220 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $29,904,000 | 3,344 |
| Total debt securities | $29,905,000 | 3,613 |
| Structured notes | ||
| Amortized cost | $9,325,000 | 733 |
| Fair value | $9,517,000 | 727 |
| 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 | $30,083,000 | 3,625 |
| U.S. Government securities | $14,921,000 | 4,252 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $14,921,000 | 4,125 |
| Securities issued by states & political subdivisions | $15,162,000 | 1,874 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,730,000 | 2,612 |
| Mortgage-backed securities | $4,873,000 | 4,107 |
| Certificates of participation in pools of residential mortgages | $1,774,000 | 4,429 |
| Issued or guaranteed by U.S. | $1,774,000 | 4,420 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,099,000 | 2,351 |
| CMOs issued by government agencies or sponsored agencies | $3,099,000 | 2,136 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $30,083,000 | 3,328 |
| Total debt securities | $30,081,000 | 3,593 |
| Structured notes | ||
| Amortized cost | $9,965,000 | 738 |
| Fair value | $10,048,000 | 710 |
| 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 | $25,399,000 | 3,887 |
| U.S. Government securities | $11,895,000 | 4,558 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $11,895,000 | 4,444 |
| Securities issued by states & political subdivisions | $13,504,000 | 2,005 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,239,000 | 2,524 |
| Mortgage-backed securities | $811,000 | 5,252 |
| Certificates of participation in pools of residential mortgages | $787,000 | 4,831 |
| Issued or guaranteed by U.S. | $787,000 | 4,823 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $24,000 | 3,743 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,424 |
| 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) | $25,399,000 | 3,573 |
| Total debt securities | $25,399,000 | 3,855 |
| Structured notes | ||
| Amortized cost | $11,042,000 | 597 |
| Fair value | $11,084,000 | 593 |
| 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 | $23,358,000 | 4,015 |
| U.S. Government securities | $11,463,000 | 4,572 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $11,463,000 | 4,456 |
| Securities issued by states & political subdivisions | $11,895,000 | 2,118 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,764,000 | 2,403 |
| Mortgage-backed securities | $895,000 | 5,259 |
| Certificates of participation in pools of residential mortgages | $840,000 | 4,813 |
| Issued or guaranteed by U.S. | $840,000 | 4,805 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $55,000 | 3,675 |
| CMOs issued by government agencies or sponsored agencies | $55,000 | 3,351 |
| 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) | $23,358,000 | 3,687 |
| Total debt securities | $23,357,000 | 3,979 |
| Structured notes | ||
| Amortized cost | $10,431,000 | 589 |
| Fair value | $10,568,000 | 586 |
| 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 | $23,234,000 | 4,045 |
| U.S. Government securities | $11,127,000 | 4,712 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $11,127,000 | 4,609 |
| Securities issued by states & political subdivisions | $12,107,000 | 1,994 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,358,000 | 2,375 |
| Mortgage-backed securities | $1,012,000 | 5,212 |
| Certificates of participation in pools of residential mortgages | $933,000 | 4,795 |
| Issued or guaranteed by U.S. | $933,000 | 4,788 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $79,000 | 3,562 |
| CMOs issued by government agencies or sponsored agencies | $79,000 | 3,247 |
| 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) | $23,234,000 | 3,704 |
| Total debt securities | $23,234,000 | 4,013 |
| Structured notes | ||
| Amortized cost | $9,948,000 | 683 |
| Fair value | $10,115,000 | 653 |
| 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 | $23,879,000 | 4,012 |
| U.S. Government securities | $11,990,000 | 4,617 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $11,990,000 | 4,507 |
| Securities issued by states & political subdivisions | $11,889,000 | 2,001 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,399,000 | 2,745 |
| Mortgage-backed securities | $1,199,000 | 5,228 |
| Certificates of participation in pools of residential mortgages | $1,096,000 | 4,818 |
| Issued or guaranteed by U.S. | $1,096,000 | 4,809 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $103,000 | 3,531 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 3,196 |
| 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) | $23,879,000 | 3,645 |
| Total debt securities | $23,879,000 | 3,981 |
| Structured notes | ||
| Amortized cost | $10,700,000 | 508 |
| Fair value | $10,791,000 | 507 |
| 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 | $23,701,000 | 4,014 |
| U.S. Government securities | $11,767,000 | 4,632 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,767,000 | 4,534 |
| Securities issued by states & political subdivisions | $11,934,000 | 1,999 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,798,000 | 2,706 |
| Mortgage-backed securities | $1,486,000 | 5,193 |
| Certificates of participation in pools of residential mortgages | $1,251,000 | 4,833 |
| Issued or guaranteed by U.S. | $1,251,000 | 4,823 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $235,000 | 3,407 |
| CMOs issued by government agencies or sponsored agencies | $235,000 | 3,060 |
| 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) | $23,701,000 | 3,629 |
| Total debt securities | $23,701,000 | 3,984 |
| Structured notes | ||
| Amortized cost | $10,197,000 | 413 |
| Fair value | $10,281,000 | 405 |
| 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 | $21,232,000 | 4,288 |
| U.S. Government securities | $8,700,000 | 5,255 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $8,700,000 | 5,158 |
| Securities issued by states & political subdivisions | $12,532,000 | 1,936 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,107,000 | 2,662 |
| Mortgage-backed securities | $1,867,000 | 5,132 |
| Certificates of participation in pools of residential mortgages | $1,414,000 | 4,857 |
| Issued or guaranteed by U.S. | $1,414,000 | 4,844 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $453,000 | 3,234 |
| CMOs issued by government agencies or sponsored agencies | $453,000 | 2,891 |
| 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) | $21,232,000 | 3,888 |
| Total debt securities | $21,232,000 | 4,252 |
| Structured notes | ||
| Amortized cost | $6,707,000 | 412 |
| Fair value | $6,833,000 | 407 |
| 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 | $22,104,000 | 4,186 |
| U.S. Government securities | $9,374,000 | 5,098 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $9,374,000 | 5,000 |
| Securities issued by states & political subdivisions | $12,730,000 | 1,873 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,664,000 | 2,620 |
| Mortgage-backed securities | $2,336,000 | 5,008 |
| Certificates of participation in pools of residential mortgages | $1,578,000 | 4,856 |
| Issued or guaranteed by U.S. | $1,578,000 | 4,841 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $758,000 | 3,052 |
| CMOs issued by government agencies or sponsored agencies | $758,000 | 2,684 |
| 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) | $22,104,000 | 3,767 |
| Total debt securities | $22,102,000 | 4,146 |
| Structured notes | ||
| Amortized cost | $5,978,000 | 275 |
| Fair value | $6,046,000 | 256 |
| 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 | $24,039,000 | 3,986 |
| U.S. Government securities | $11,246,000 | 4,838 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $11,246,000 | 4,751 |
| Securities issued by states & political subdivisions | $12,793,000 | 1,770 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,027,000 | 2,630 |
| Mortgage-backed securities | $2,916,000 | 4,913 |
| Certificates of participation in pools of residential mortgages | $1,746,000 | 4,866 |
| Issued or guaranteed by U.S. | $1,746,000 | 4,850 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,170,000 | 2,821 |
| CMOs issued by government agencies or sponsored agencies | $1,170,000 | 2,446 |
| 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) | $24,039,000 | 3,582 |
| Total debt securities | $24,038,000 | 3,953 |
| Structured notes | ||
| Amortized cost | $6,335,000 | 181 |
| Fair value | $6,312,000 | 181 |
| 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 | $21,516,000 | 4,267 |
| U.S. Government securities | $8,903,000 | 5,386 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $8,903,000 | 5,304 |
| Securities issued by states & political subdivisions | $12,613,000 | 1,738 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,045,000 | 2,472 |
| Mortgage-backed securities | $4,480,000 | 4,447 |
| Certificates of participation in pools of residential mortgages | $3,203,000 | 4,284 |
| Issued or guaranteed by U.S. | $3,203,000 | 4,272 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,277,000 | 2,710 |
| CMOs issued by government agencies or sponsored agencies | $1,277,000 | 2,377 |
| 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) | $21,516,000 | 3,812 |
| Total debt securities | $21,516,000 | 4,226 |
| Structured notes | ||
| Amortized cost | $2,351,000 | 565 |
| Fair value | $2,395,000 | 552 |
| 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 | $20,462,000 | 4,341 |
| U.S. Government securities | $9,158,000 | 5,279 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,158,000 | 5,197 |
| Securities issued by states & political subdivisions | $11,304,000 | 1,873 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,373,000 | 2,603 |
| Mortgage-backed securities | $4,684,000 | 4,292 |
| Certificates of participation in pools of residential mortgages | $3,389,000 | 4,154 |
| Issued or guaranteed by U.S. | $3,389,000 | 4,143 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,295,000 | 2,626 |
| CMOs issued by government agencies or sponsored agencies | $1,295,000 | 2,285 |
| 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) | $20,462,000 | 3,866 |
| Total debt securities | $20,461,000 | 4,305 |
| Structured notes | ||
| Amortized cost | $2,397,000 | 556 |
| Fair value | $2,442,000 | 539 |
| 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 | $23,111,000 | 4,070 |
| U.S. Government securities | $11,764,000 | 4,794 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $11,764,000 | 4,709 |
| Securities issued by states & political subdivisions | $11,347,000 | 1,876 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,412,000 | 2,356 |
| Mortgage-backed securities | $4,847,000 | 4,247 |
| Certificates of participation in pools of residential mortgages | $3,551,000 | 4,110 |
| Issued or guaranteed by U.S. | $3,551,000 | 4,095 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,296,000 | 2,619 |
| CMOs issued by government agencies or sponsored agencies | $1,296,000 | 2,286 |
| 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) | $23,111,000 | 3,626 |
| Total debt securities | $23,113,000 | 4,021 |
| Structured notes | ||
| Amortized cost | $2,455,000 | 577 |
| Fair value | $2,454,000 | 567 |
| 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 | $21,255,000 | 4,271 |
| U.S. Government securities | $10,455,000 | 5,042 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $10,455,000 | 4,943 |
| Securities issued by states & political subdivisions | $10,800,000 | 1,942 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,072,000 | 2,451 |
| Mortgage-backed securities | $5,279,000 | 4,031 |
| Certificates of participation in pools of residential mortgages | $3,937,000 | 3,864 |
| Issued or guaranteed by U.S. | $3,937,000 | 3,851 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,342,000 | 2,595 |
| CMOs issued by government agencies or sponsored agencies | $1,342,000 | 2,260 |
| 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) | $21,255,000 | 3,828 |
| Total debt securities | $21,253,000 | 4,218 |
| Structured notes | ||
| Amortized cost | $2,540,000 | 582 |
| Fair value | $2,603,000 | 579 |
| 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 | $21,047,000 | 4,319 |
| U.S. Government securities | $10,552,000 | 5,140 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $10,552,000 | 5,042 |
| Securities issued by states & political subdivisions | $10,495,000 | 1,980 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,423,000 | 2,540 |
| Mortgage-backed securities | $4,400,000 | 4,007 |
| Certificates of participation in pools of residential mortgages | $3,055,000 | 3,877 |
| Issued or guaranteed by U.S. | $3,055,000 | 3,862 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,345,000 | 2,472 |
| CMOs issued by government agencies or sponsored agencies | $1,345,000 | 2,175 |
| 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) | $21,047,000 | 3,838 |
| Total debt securities | $21,048,000 | 4,264 |
| Structured notes | ||
| Amortized cost | $3,597,000 | 679 |
| Fair value | $3,625,000 | 676 |
| 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 | $20,937,000 | 4,365 |
| U.S. Government securities | $11,925,000 | 4,973 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,925,000 | 4,876 |
| Securities issued by states & political subdivisions | $8,962,000 | 2,212 |
| Other domestic debt securities | $50,000 | 2,862 |
| 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 | $50,000 | 2,167 |
| 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 | $14,451,000 | 2,731 |
| Mortgage-backed securities | $4,509,000 | 3,832 |
| Certificates of participation in pools of residential mortgages | $3,165,000 | 3,671 |
| Issued or guaranteed by U.S. | $3,165,000 | 3,656 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,344,000 | 2,418 |
| CMOs issued by government agencies or sponsored agencies | $1,344,000 | 2,118 |
| 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) | $20,937,000 | 3,851 |
| Total debt securities | $20,935,000 | 4,316 |
| Structured notes | ||
| Amortized cost | $3,925,000 | 775 |
| Fair value | $3,913,000 | 770 |
| 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 | $21,597,000 | 4,271 |
| U.S. Government securities | $12,038,000 | 4,963 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $12,038,000 | 4,855 |
| Securities issued by states & political subdivisions | $9,509,000 | 2,093 |
| Other domestic debt securities | $50,000 | 2,814 |
| 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 | $50,000 | 2,140 |
| 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 | $14,492,000 | 2,727 |
| Mortgage-backed securities | $4,652,000 | 3,740 |
| Certificates of participation in pools of residential mortgages | $3,275,000 | 3,597 |
| Issued or guaranteed by U.S. | $3,275,000 | 3,583 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,377,000 | 2,362 |
| CMOs issued by government agencies or sponsored agencies | $1,377,000 | 2,082 |
| 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) | $21,597,000 | 3,767 |
| Total debt securities | $21,597,000 | 4,225 |
| Structured notes | ||
| Amortized cost | $3,975,000 | 808 |
| Fair value | $3,930,000 | 797 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $20,306,000 | 4,454 |
| U.S. Government securities | $10,439,000 | 5,331 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $10,439,000 | 5,214 |
| Securities issued by states & political subdivisions | $9,717,000 | 2,053 |
| Other domestic debt securities | $150,000 | 2,722 |
| 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 | $150,000 | 2,077 |
| 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 | $14,876,000 | 2,704 |
| Mortgage-backed securities | $4,943,000 | 3,654 |
| Certificates of participation in pools of residential mortgages | $3,476,000 | 3,500 |
| Issued or guaranteed by U.S. | $3,476,000 | 3,480 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,467,000 | 2,293 |
| CMOs issued by government agencies or sponsored agencies | $1,467,000 | 2,017 |
| 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) | $20,306,000 | 3,919 |
| Total debt securities | $20,308,000 | 4,409 |
| Structured notes | ||
| Amortized cost | $4,033,000 | 814 |
| Fair value | $4,018,000 | 813 |
| 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 | $19,919,000 | 4,562 |
| U.S. Government securities | $9,896,000 | 5,497 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,896,000 | 5,377 |
| Securities issued by states & political subdivisions | $9,873,000 | 2,028 |
| Other domestic debt securities | $150,000 | 2,755 |
| 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 | $150,000 | 2,135 |
| 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 | $16,443,000 | 2,509 |
| Mortgage-backed securities | $5,154,000 | 3,578 |
| Certificates of participation in pools of residential mortgages | $3,631,000 | 3,455 |
| Issued or guaranteed by U.S. | $3,631,000 | 3,442 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,523,000 | 2,268 |
| CMOs issued by government agencies or sponsored agencies | $1,523,000 | 1,998 |
| 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) | $19,919,000 | 4,002 |
| Total debt securities | $19,918,000 | 4,511 |
| Structured notes | ||
| Amortized cost | $3,297,000 | 1,057 |
| Fair value | $3,271,000 | 1,057 |
| 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 | $21,122,000 | 4,431 |
| U.S. Government securities | $11,114,000 | 5,270 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $11,114,000 | 5,157 |
| Securities issued by states & political subdivisions | $9,858,000 | 2,031 |
| Other domestic debt securities | $150,000 | 2,800 |
| 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 | $150,000 | 2,174 |
| 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 | $17,630,000 | 2,390 |
| Mortgage-backed securities | $5,362,000 | 3,521 |
| Certificates of participation in pools of residential mortgages | $3,779,000 | 3,416 |
| Issued or guaranteed by U.S. | $3,779,000 | 3,398 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,583,000 | 2,219 |
| CMOs issued by government agencies or sponsored agencies | $1,583,000 | 1,953 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $21,122,000 | 3,873 |
| Total debt securities | $21,122,000 | 4,378 |
| Structured notes | ||
| Amortized cost | $3,350,000 | 1,135 |
| Fair value | $3,300,000 | 1,136 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $22,057,000 | 4,290 |
| U.S. Government securities | $11,376,000 | 5,263 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,376,000 | 5,127 |
| Securities issued by states & political subdivisions | $10,532,000 | 1,857 |
| Other domestic debt securities | $149,000 | 2,868 |
| 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 | $149,000 | 2,256 |
| 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 | $17,779,000 | 2,368 |
| Mortgage-backed securities | $5,614,000 | 3,457 |
| Certificates of participation in pools of residential mortgages | $3,972,000 | 3,342 |
| Issued or guaranteed by U.S. | $3,972,000 | 3,329 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,642,000 | 2,193 |
| CMOs issued by government agencies or sponsored agencies | $1,642,000 | 1,930 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $22,057,000 | 3,726 |
| Total debt securities | $22,057,000 | 4,226 |
| Structured notes | ||
| Amortized cost | $3,413,000 | 1,165 |
| Fair value | $3,331,000 | 1,161 |
| 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 | $20,621,000 | 4,539 |
| U.S. Government securities | $9,881,000 | 5,608 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,881,000 | 5,477 |
| Securities issued by states & political subdivisions | $10,591,000 | 1,857 |
| Other domestic debt securities | $149,000 | 2,951 |
| 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 | $149,000 | 2,370 |
| 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 | $18,933,000 | 2,243 |
| Mortgage-backed securities | $5,982,000 | 3,411 |
| Certificates of participation in pools of residential mortgages | $4,220,000 | 3,282 |
| Issued or guaranteed by U.S. | $4,220,000 | 3,269 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,762,000 | 2,155 |
| CMOs issued by government agencies or sponsored agencies | $1,762,000 | 1,898 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $20,621,000 | 3,928 |
| Total debt securities | $20,621,000 | 4,478 |
| Structured notes | ||
| Amortized cost | $1,490,000 | 1,914 |
| Fair value | $1,463,000 | 1,907 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $19,959,000 | 4,632 |
| U.S. Government securities | $9,229,000 | 5,762 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $9,229,000 | 5,618 |
| Securities issued by states & political subdivisions | $10,585,000 | 1,850 |
| Other domestic debt securities | $145,000 | 3,056 |
| 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 | $145,000 | 2,497 |
| 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 | $19,168,000 | 2,206 |
| Mortgage-backed securities | $5,815,000 | 3,500 |
| Certificates of participation in pools of residential mortgages | $4,490,000 | 3,235 |
| Issued or guaranteed by U.S. | $4,490,000 | 3,224 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,325,000 | 2,315 |
| CMOs issued by government agencies or sponsored agencies | $1,325,000 | 2,056 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $19,959,000 | 3,991 |
| Total debt securities | $19,959,000 | 4,579 |
| Structured notes | ||
| Amortized cost | $1,485,000 | 1,919 |
| Fair value | $1,467,000 | 1,901 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $20,676,000 | 4,525 |
| U.S. Government securities | $9,745,000 | 5,621 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $9,745,000 | 5,489 |
| Securities issued by states & political subdivisions | $10,781,000 | 1,799 |
| Other domestic debt securities | $150,000 | 3,097 |
| 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 | $150,000 | 2,547 |
| 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 | $19,875,000 | 2,109 |
| Mortgage-backed securities | $6,316,000 | 3,391 |
| Certificates of participation in pools of residential mortgages | $4,870,000 | 3,176 |
| Issued or guaranteed by U.S. | $4,870,000 | 3,164 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,446,000 | 2,278 |
| CMOs issued by government agencies or sponsored agencies | $1,446,000 | 2,029 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $20,676,000 | 3,911 |
| Total debt securities | $20,677,000 | 4,462 |
| Structured notes | ||
| Amortized cost | $1,480,000 | 1,882 |
| Fair value | $1,475,000 | 1,861 |
| 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 | $21,512,000 | 4,442 |
| U.S. Government securities | $10,424,000 | 5,511 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $10,424,000 | 5,369 |
| Securities issued by states & political subdivisions | $10,936,000 | 1,782 |
| Other domestic debt securities | $152,000 | 3,137 |
| 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 | $152,000 | 2,610 |
| 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 | $19,369,000 | 2,141 |
| Mortgage-backed securities | $6,989,000 | 3,320 |
| Certificates of participation in pools of residential mortgages | $5,406,000 | 3,102 |
| Issued or guaranteed by U.S. | $5,406,000 | 3,091 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,583,000 | 2,266 |
| CMOs issued by government agencies or sponsored agencies | $1,583,000 | 2,021 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $21,512,000 | 3,852 |
| Total debt securities | $21,513,000 | 4,376 |
| Structured notes | ||
| Amortized cost | $1,475,000 | 1,873 |
| Fair value | $1,479,000 | 1,859 |
| 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 | $21,729,000 | 4,482 |
| U.S. Government securities | $10,905,000 | 5,471 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,905,000 | 5,323 |
| Securities issued by states & political subdivisions | $10,573,000 | 1,828 |
| Other domestic debt securities | $251,000 | 3,020 |
| 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 | $251,000 | 2,554 |
| 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 | $19,098,000 | 2,184 |
| Mortgage-backed securities | $7,500,000 | 3,295 |
| Certificates of participation in pools of residential mortgages | $5,812,000 | 3,086 |
| Issued or guaranteed by U.S. | $5,812,000 | 3,075 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,688,000 | 2,261 |
| CMOs issued by government agencies or sponsored agencies | $1,688,000 | 2,025 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $21,729,000 | 3,896 |
| Total debt securities | $21,727,000 | 4,426 |
| Structured notes | ||
| Amortized cost | $1,470,000 | 1,855 |
| Fair value | $1,455,000 | 1,845 |
| 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 | $21,798,000 | 4,500 |
| U.S. Government securities | $11,413,000 | 5,368 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,413,000 | 5,214 |
| Securities issued by states & political subdivisions | $10,127,000 | 1,918 |
| Other domestic debt securities | $258,000 | 3,044 |
| 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 | $258,000 | 2,593 |
| 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 | $20,269,000 | 2,042 |
| Mortgage-backed securities | $6,965,000 | 3,473 |
| Certificates of participation in pools of residential mortgages | $6,189,000 | 3,014 |
| Issued or guaranteed by U.S. | $6,189,000 | 3,004 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $776,000 | 2,813 |
| CMOs issued by government agencies or sponsored agencies | $776,000 | 2,559 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $21,798,000 | 3,912 |
| Total debt securities | $21,798,000 | 4,430 |
| Structured notes | ||
| Amortized cost | $1,465,000 | 1,819 |
| Fair value | $1,485,000 | 1,794 |
| 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 | $23,255,000 | 4,318 |
| U.S. Government securities | $12,946,000 | 5,049 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $12,946,000 | 4,893 |
| Securities issued by states & political subdivisions | $10,046,000 | 1,929 |
| Other domestic debt securities | $263,000 | 3,094 |
| 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 | $263,000 | 2,651 |
| 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 | $19,409,000 | 2,098 |
| Mortgage-backed securities | $7,455,000 | 3,390 |
| Certificates of participation in pools of residential mortgages | $6,634,000 | 2,964 |
| Issued or guaranteed by U.S. | $6,634,000 | 2,959 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $821,000 | 2,805 |
| CMOs issued by government agencies or sponsored agencies | $821,000 | 2,555 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $23,255,000 | 3,734 |
| Total debt securities | $23,255,000 | 4,252 |
| Structured notes | ||
| Amortized cost | $2,460,000 | 1,398 |
| Fair value | $2,502,000 | 1,365 |
| 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 | $23,798,000 | 4,319 |
| U.S. Government securities | $13,313,000 | 5,033 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $13,313,000 | 4,875 |
| Securities issued by states & political subdivisions | $10,224,000 | 1,878 |
| Other domestic debt securities | $261,000 | 3,197 |
| 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 | $261,000 | 2,772 |
| 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 | $18,648,000 | 2,145 |
| Mortgage-backed securities | $7,903,000 | 3,338 |
| Certificates of participation in pools of residential mortgages | $7,052,000 | 2,922 |
| Issued or guaranteed by U.S. | $7,052,000 | 2,915 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $851,000 | 2,837 |
| CMOs issued by government agencies or sponsored agencies | $851,000 | 2,591 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $23,798,000 | 3,745 |
| Total debt securities | $23,799,000 | 4,245 |
| Structured notes | ||
| Amortized cost | $1,497,000 | 1,782 |
| Fair value | $1,506,000 | 1,692 |
| 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 | $22,192,000 | 4,480 |
| U.S. Government securities | $12,032,000 | 5,233 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $12,032,000 | 5,084 |
| Securities issued by states & political subdivisions | $9,891,000 | 1,972 |
| Other domestic debt securities | $269,000 | 3,287 |
| 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 | $269,000 | 2,841 |
| 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 | $16,085,000 | 2,373 |
| Mortgage-backed securities | $7,471,000 | 3,461 |
| Certificates of participation in pools of residential mortgages | $6,562,000 | 3,021 |
| Issued or guaranteed by U.S. | $6,562,000 | 3,011 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $909,000 | 2,868 |
| CMOs issued by government agencies or sponsored agencies | $909,000 | 2,613 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $22,192,000 | 3,904 |
| Total debt securities | $22,192,000 | 4,408 |
| Structured notes | ||
| Amortized cost | $1,497,000 | 1,574 |
| Fair value | $1,524,000 | 1,505 |
| 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 | $19,904,000 | 4,829 |
| U.S. Government securities | $9,905,000 | 5,802 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,905,000 | 5,640 |
| Securities issued by states & political subdivisions | $9,730,000 | 1,990 |
| Other domestic debt securities | $269,000 | 3,342 |
| 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 | $269,000 | 2,981 |
| 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 | $16,319,000 | 2,299 |
| Mortgage-backed securities | $7,831,000 | 3,383 |
| Certificates of participation in pools of residential mortgages | $6,902,000 | 2,972 |
| Issued or guaranteed by U.S. | $6,902,000 | 2,958 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $929,000 | 2,856 |
| CMOs issued by government agencies or sponsored agencies | $929,000 | 2,720 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $19,904,000 | 4,213 |
| Total debt securities | $19,904,000 | 4,752 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,606 |
| Fair value | $1,028,000 | 1,589 |
| 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 | $20,219,000 | 4,716 |
| U.S. Government securities | $10,490,000 | 5,500 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $10,490,000 | 5,345 |
| Securities issued by states & political subdivisions | $9,462,000 | 2,046 |
| Other domestic debt securities | $267,000 | 3,469 |
| 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 | $267,000 | 3,096 |
| 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 | $16,705,000 | 2,176 |
| Mortgage-backed securities | $8,401,000 | 3,269 |
| Certificates of participation in pools of residential mortgages | $7,450,000 | 2,842 |
| Issued or guaranteed by U.S. | $7,450,000 | 2,828 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $951,000 | 2,884 |
| CMOs issued by government agencies or sponsored agencies | $951,000 | 2,733 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $20,219,000 | 4,102 |
| Total debt securities | $20,219,000 | 4,638 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,378 |
| Fair value | $1,032,000 | 1,367 |
| 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 | $21,303,000 | 4,503 |
| U.S. Government securities | $11,120,000 | 5,285 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $11,120,000 | 5,120 |
| Securities issued by states & political subdivisions | $9,915,000 | 1,942 |
| Other domestic debt securities | $268,000 | 3,520 |
| 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 | $268,000 | 3,129 |
| 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 | $15,130,000 | 2,282 |
| Mortgage-backed securities | $9,006,000 | 3,217 |
| Certificates of participation in pools of residential mortgages | $7,677,000 | 2,780 |
| Issued or guaranteed by U.S. | $7,677,000 | 2,767 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,329,000 | 2,813 |
| CMOs issued by government agencies or sponsored agencies | $1,329,000 | 2,658 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $21,303,000 | 3,923 |
| Total debt securities | $21,303,000 | 4,419 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,191 |
| Fair value | $1,041,000 | 1,165 |
| 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 | $18,439,000 | 4,896 |
| U.S. Government securities | $9,150,000 | 5,802 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $9,150,000 | 5,625 |
| Securities issued by states & political subdivisions | $9,033,000 | 2,014 |
| Other domestic debt securities | $256,000 | 3,587 |
| 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 | $256,000 | 3,180 |
| 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 | $11,112,000 | 2,859 |
| Mortgage-backed securities | $4,758,000 | 4,238 |
| Certificates of participation in pools of residential mortgages | $2,909,000 | 4,232 |
| Issued or guaranteed by U.S. | $2,909,000 | 4,216 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,849,000 | 2,679 |
| CMOs issued by government agencies or sponsored agencies | $1,849,000 | 2,551 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $18,439,000 | 4,248 |
| Total debt securities | $18,439,000 | 4,801 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 910 |
| Fair value | $1,030,000 | 899 |
| 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 | $16,605,000 | 5,183 |
| U.S. Government securities | $8,959,000 | 5,872 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $8,959,000 | 5,673 |
| Securities issued by states & political subdivisions | $7,342,000 | 2,322 |
| Other domestic debt securities | $304,000 | 3,575 |
| 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 | $304,000 | 3,149 |
| 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 | $13,567,000 | 2,483 |
| Mortgage-backed securities | $3,887,000 | 4,515 |
| Certificates of participation in pools of residential mortgages | $2,019,000 | 4,639 |
| Issued or guaranteed by U.S. | $2,019,000 | 4,622 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,868,000 | 2,692 |
| CMOs issued by government agencies or sponsored agencies | $1,868,000 | 2,568 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $16,605,000 | 4,477 |
| Total debt securities | $16,605,000 | 5,096 |
| Structured notes | ||
| Amortized cost | $1,167,000 | 715 |
| Fair value | $1,196,000 | 715 |
| 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 | $16,748,000 | 5,066 |
| U.S. Government securities | $11,288,000 | 5,181 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $11,288,000 | 4,966 |
| Securities issued by states & political subdivisions | $5,460,000 | 2,709 |
| 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 | $16,502,000 | 2,054 |
| Mortgage-backed securities | $2,318,000 | 5,079 |
| Certificates of participation in pools of residential mortgages | $215,000 | 6,206 |
| Issued or guaranteed by U.S. | $215,000 | 6,182 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,103,000 | 2,671 |
| CMOs issued by government agencies or sponsored agencies | $2,103,000 | 2,515 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $16,748,000 | 4,314 |
| Total debt securities | $16,747,000 | 4,972 |
| Structured notes | ||
| Amortized cost | $413,000 | 674 |
| Fair value | $407,000 | 677 |
| 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 | $21,122,000 | 4,468 |
| U.S. Government securities | $13,618,000 | 4,858 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $13,618,000 | 4,549 |
| Securities issued by states & political subdivisions | $5,872,000 | 2,513 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,632,000 | 1,811 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,713,000 | 3,727 |
| Mortgage-backed securities | $3,963,000 | 3,758 |
| Certificates of participation in pools of residential mortgages | $623,000 | 5,240 |
| Issued or guaranteed by U.S. | $623,000 | 5,225 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,340,000 | 1,858 |
| CMOs issued by government agencies or sponsored agencies | $3,340,000 | 1,722 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $21,122,000 | 3,634 |
| Total debt securities | $19,490,000 | 4,584 |
| Structured notes | ||
| Amortized cost | $1,221,000 | 286 |
| Fair value | $1,206,000 | 287 |
| 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 | $21,884,000 | 4,540 |
| U.S. Government securities | $14,037,000 | 4,975 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $14,037,000 | 4,509 |
| Securities issued by states & political subdivisions | $5,817,000 | 2,640 |
| Other domestic debt securities | $495,000 | 2,844 |
| 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 | $495,000 | 2,417 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,535,000 | 1,810 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,106,000 | 4,577 |
| Mortgage-backed securities | $5,266,000 | 3,504 |
| Certificates of participation in pools of residential mortgages | $1,000,000 | 5,027 |
| Issued or guaranteed by U.S. | $1,000,000 | 5,015 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $4,266,000 | 1,762 |
| CMOs issued by government agencies or sponsored agencies | $4,266,000 | 1,636 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $21,884,000 | 3,628 |
| Total debt securities | $20,349,000 | 4,664 |
| 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 | $17,468,000 | 5,290 |
| U.S. Government securities | $10,478,000 | 5,942 |
| U.S. Treasury securities | $500,000 | 6,057 |
| U.S. Government agency obligations | $9,978,000 | 5,295 |
| Securities issued by states & political subdivisions | $5,557,000 | 2,768 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,433,000 | 1,872 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,006,000 | 6,153 |
| Mortgage-backed securities | $5,297,000 | 3,731 |
| Certificates of participation in pools of residential mortgages | $1,737,000 | 4,576 |
| Issued or guaranteed by U.S. | $1,737,000 | 4,556 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $3,560,000 | 2,052 |
| CMOs issued by government agencies or sponsored agencies | $3,560,000 | 1,940 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $17,468,000 | 4,201 |
| Total debt securities | $16,035,000 | 5,451 |
| Structured notes | ||
| Amortized cost | $550,000 | 906 |
| Fair value | $550,000 | 908 |
| 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 | $17,962,000 | 5,321 |
| U.S. Government securities | $12,712,000 | 5,619 |
| U.S. Treasury securities | $2,988,000 | 4,373 |
| U.S. Government agency obligations | $9,724,000 | 5,317 |
| Securities issued by states & political subdivisions | $3,917,000 | 3,253 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,333,000 | 1,918 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,068,000 | 2,873 |
| Mortgage-backed securities | $4,160,000 | 4,176 |
| Certificates of participation in pools of residential mortgages | $2,710,000 | 3,926 |
| Issued or guaranteed by U.S. | $2,710,000 | 3,910 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,450,000 | 3,044 |
| CMOs issued by government agencies or sponsored agencies | $1,450,000 | 2,925 |
| 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) | $2,120,000 | 5,526 |
| Available-for-sale securities (fair market value) | $15,842,000 | 4,309 |
| Total debt securities | $16,629,000 | 5,485 |
| Structured notes | ||
| Amortized cost | $1,535,000 | 904 |
| Fair value | $1,534,000 | 898 |
| 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 | $19,108,000 | 5,475 |
| U.S. Government securities | $15,115,000 | 5,468 |
| U.S. Treasury securities | $4,467,000 | 4,105 |
| U.S. Government agency obligations | $10,648,000 | 5,308 |
| Securities issued by states & political subdivisions | $3,551,000 | 3,535 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $442,000 | 3,769 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,943,000 | 3,200 |
| Mortgage-backed securities | $3,423,000 | 4,974 |
| Certificates of participation in pools of residential mortgages | $1,704,000 | 4,993 |
| Issued or guaranteed by U.S. | $1,704,000 | 4,975 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,719,000 | 3,270 |
| CMOs issued by government agencies or sponsored agencies | $1,719,000 | 3,134 |
| 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) | $2,283,000 | 6,092 |
| Available-for-sale securities (fair market value) | $16,825,000 | 4,366 |
| Total debt securities | $18,666,000 | 5,442 |
| Structured notes | ||
| Amortized cost | $2,696,000 | 801 |
| Fair value | $2,707,000 | 792 |
| 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 | $16,938,000 | 6,216 |
| U.S. Government securities | $14,306,000 | 5,885 |
| U.S. Treasury securities | $5,514,000 | 4,298 |
| U.S. Government agency obligations | $8,792,000 | 5,942 |
| Securities issued by states & political subdivisions | $2,435,000 | 4,454 |
| 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 | NA | NA |
| Equity securities | $197,000 | 5,089 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,778,000 | 3,891 |
| Mortgage-backed securities | $3,705,000 | 5,116 |
| Certificates of participation in pools of residential mortgages | $2,368,000 | 4,621 |
| Issued or guaranteed by U.S. | $2,368,000 | 4,595 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,337,000 | 3,946 |
| CMOs issued by government agencies or sponsored agencies | $1,337,000 | 3,786 |
| 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) | $2,435,000 | 6,352 |
| Available-for-sale securities (fair market value) | $14,503,000 | 4,961 |
| Total debt securities | $16,741,000 | 6,148 |
| Structured notes | ||
| Amortized cost | $963,000 | 2,908 |
| Fair value | $995,000 | 2,668 |
| 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 | $18,757,000 | 6,157 |
| U.S. Government securities | $16,747,000 | 5,619 |
| U.S. Treasury securities | $7,345,000 | 4,301 |
| U.S. Government agency obligations | $9,402,000 | 5,596 |
| Securities issued by states & political subdivisions | $1,941,000 | 5,274 |
| 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 | NA | NA |
| Equity securities | $69,000 | 6,513 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,752,000 | 4,385 |
| Mortgage-backed securities | $4,555,000 | 4,918 |
| Certificates of participation in pools of residential mortgages | $2,890,000 | 4,451 |
| Issued or guaranteed by U.S. | $2,890,000 | 4,423 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,665,000 | 3,908 |
| CMOs issued by government agencies or sponsored agencies | $1,665,000 | 3,737 |
| 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) | $1,941,000 | 10,084 |
| Available-for-sale securities (fair market value) | $16,816,000 | 3,247 |
| Total debt securities | $18,688,000 | 6,069 |
| 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 | $26,809,000 | 4,921 |
| U.S. Government securities | $24,555,000 | 4,326 |
| U.S. Treasury securities | $8,581,000 | 3,948 |
| U.S. Government agency obligations | $15,974,000 | 3,965 |
| Securities issued by states & political subdivisions | $1,869,000 | 5,482 |
| Other domestic debt securities | $325,000 | 4,752 |
| 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 | $325,000 | 3,691 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 6,434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,778,000 | 2,577 |
| Mortgage-backed securities | $5,710,000 | 4,933 |
| Certificates of participation in pools of residential mortgages | $4,401,000 | 4,049 |
| Issued or guaranteed by U.S. | $4,401,000 | 4,013 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,309,000 | 4,642 |
| CMOs issued by government agencies or sponsored agencies | $1,309,000 | 4,441 |
| 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 | $26,749,000 | 4,814 |
| 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 | $23,848,000 | 5,362 |
| U.S. Government securities | $20,888,000 | 4,898 |
| U.S. Treasury securities | $12,140,000 | 2,990 |
| U.S. Government agency obligations | $8,748,000 | 6,017 |
| Securities issued by states & political subdivisions | $2,179,000 | 4,846 |
| Other domestic debt securities | $721,000 | 4,590 |
| Privately issued residential mortgage-backed securities | $266,000 | 2,867 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $455,000 | 3,986 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 6,005 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,165,000 | 4,401 |
| Mortgage-backed securities | $6,466,000 | 4,791 |
| Certificates of participation in pools of residential mortgages | $4,592,000 | 4,158 |
| Issued or guaranteed by U.S. | $4,592,000 | 4,105 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,874,000 | 4,166 |
| CMOs issued by government agencies or sponsored agencies | $1,608,000 | 4,015 |
| Privately issued | $266,000 | 2,436 |
| 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 | $23,788,000 | 5,273 |
| 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 |