Home > Bank of Mount Hope, Inc. > Securities
Bank of Mount Hope, Inc., Securities
| 2019-09-30 | Rank | |
| Total securities | $41,458,000 | 2,405 |
| U.S. Government securities | $30,846,000 | 2,040 |
| U.S. Treasury securities | $6,998,000 | 566 |
| U.S. Government agency obligations | $23,848,000 | 2,239 |
| Securities issued by states & political subdivisions | $10,612,000 | 2,250 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,810,000 | 1,714 |
| Mortgage-backed securities | $19,502,000 | 1,963 |
| Certificates of participation in pools of residential mortgages | $16,470,000 | 1,476 |
| Issued or guaranteed by U.S. | $16,470,000 | 1,434 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,032,000 | 1,157 |
| Commercial mortgage pass-through securities | $3,032,000 | 761 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $41,458,000 | 2,224 |
| Total debt securities | $41,458,000 | 2,384 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $49,072,000 | 2,160 |
| U.S. Government securities | $37,797,000 | 1,828 |
| U.S. Treasury securities | $11,974,000 | 405 |
| U.S. Government agency obligations | $25,823,000 | 2,184 |
| Securities issued by states & political subdivisions | $11,275,000 | 2,226 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,879,000 | 1,700 |
| Mortgage-backed securities | $21,234,000 | 1,840 |
| Certificates of participation in pools of residential mortgages | $17,525,000 | 1,402 |
| Issued or guaranteed by U.S. | $17,525,000 | 1,381 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $3,709,000 | 1,063 |
| Commercial mortgage pass-through securities | $3,709,000 | 704 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $49,072,000 | 2,001 |
| Total debt securities | $49,072,000 | 2,147 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $48,135,000 | 2,238 |
| U.S. Government securities | $35,830,000 | 1,909 |
| U.S. Treasury securities | $8,945,000 | 511 |
| U.S. Government agency obligations | $26,885,000 | 2,159 |
| Securities issued by states & political subdivisions | $12,305,000 | 2,198 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,910,000 | 1,770 |
| Mortgage-backed securities | $22,035,000 | 1,811 |
| Certificates of participation in pools of residential mortgages | $18,332,000 | 1,380 |
| Issued or guaranteed by U.S. | $18,332,000 | 1,358 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $3,703,000 | 1,004 |
| Commercial mortgage pass-through securities | $3,703,000 | 687 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $48,135,000 | 2,056 |
| Total debt securities | $48,135,000 | 2,220 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $46,581,000 | 2,315 |
| U.S. Government securities | $33,498,000 | 2,012 |
| U.S. Treasury securities | $4,964,000 | 682 |
| U.S. Government agency obligations | $28,534,000 | 2,102 |
| Securities issued by states & political subdivisions | $13,083,000 | 2,180 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,427,000 | 1,749 |
| Mortgage-backed securities | $23,037,000 | 1,767 |
| Certificates of participation in pools of residential mortgages | $19,063,000 | 1,338 |
| Issued or guaranteed by U.S. | $19,063,000 | 1,324 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $3,974,000 | 946 |
| Commercial mortgage pass-through securities | $3,974,000 | 651 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $46,581,000 | 2,125 |
| Total debt securities | $46,581,000 | 2,300 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $47,830,000 | 2,278 |
| U.S. Government securities | $34,586,000 | 1,989 |
| U.S. Treasury securities | $5,945,000 | 592 |
| U.S. Government agency obligations | $28,641,000 | 2,109 |
| Securities issued by states & political subdivisions | $13,244,000 | 2,181 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,492,000 | 1,727 |
| Mortgage-backed securities | $23,881,000 | 1,728 |
| Certificates of participation in pools of residential mortgages | $19,673,000 | 1,328 |
| Issued or guaranteed by U.S. | $19,673,000 | 1,322 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $4,208,000 | 903 |
| Commercial mortgage pass-through securities | $4,208,000 | 619 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $47,830,000 | 2,083 |
| Total debt securities | $47,830,000 | 2,257 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $49,975,000 | 2,236 |
| U.S. Government securities | $35,686,000 | 1,918 |
| U.S. Treasury securities | $4,956,000 | 629 |
| U.S. Government agency obligations | $30,730,000 | 2,010 |
| Securities issued by states & political subdivisions | $14,289,000 | 2,135 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,585,000 | 1,717 |
| Mortgage-backed securities | $21,519,000 | 1,851 |
| Certificates of participation in pools of residential mortgages | $21,025,000 | 1,315 |
| Issued or guaranteed by U.S. | $21,025,000 | 1,265 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $494,000 | 1,542 |
| Commercial mortgage pass-through securities | $494,000 | 1,173 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $49,975,000 | 2,049 |
| Total debt securities | $49,975,000 | 2,215 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $48,915,000 | 2,294 |
| U.S. Government securities | $33,809,000 | 2,043 |
| U.S. Treasury securities | $1,978,000 | 928 |
| U.S. Government agency obligations | $31,831,000 | 2,022 |
| Securities issued by states & political subdivisions | $15,106,000 | 2,106 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,118,000 | 1,920 |
| Mortgage-backed securities | $22,248,000 | 1,812 |
| Certificates of participation in pools of residential mortgages | $21,755,000 | 1,321 |
| Issued or guaranteed by U.S. | $21,755,000 | 1,318 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $493,000 | 1,372 |
| Commercial mortgage pass-through securities | $493,000 | 956 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $48,915,000 | 2,101 |
| Total debt securities | $48,915,000 | 2,274 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $51,474,000 | 2,246 |
| U.S. Government securities | $35,109,000 | 1,994 |
| U.S. Treasury securities | $1,981,000 | 894 |
| U.S. Government agency obligations | $33,128,000 | 1,982 |
| Securities issued by states & political subdivisions | $16,365,000 | 2,073 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,644,000 | 2,037 |
| Mortgage-backed securities | $22,849,000 | 1,791 |
| Certificates of participation in pools of residential mortgages | $22,353,000 | 1,312 |
| Issued or guaranteed by U.S. | $22,353,000 | 1,311 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $496,000 | 1,365 |
| Commercial mortgage pass-through securities | $496,000 | 955 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $51,474,000 | 2,062 |
| Total debt securities | $51,474,000 | 2,224 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $50,791,000 | 2,299 |
| U.S. Government securities | $35,065,000 | 2,004 |
| U.S. Treasury securities | $1,988,000 | 873 |
| U.S. Government agency obligations | $33,077,000 | 2,001 |
| Securities issued by states & political subdivisions | $15,726,000 | 2,144 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,872,000 | 2,129 |
| Mortgage-backed securities | $23,698,000 | 1,784 |
| Certificates of participation in pools of residential mortgages | $23,199,000 | 1,317 |
| Issued or guaranteed by U.S. | $23,199,000 | 1,315 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $499,000 | 1,350 |
| Commercial mortgage pass-through securities | $499,000 | 945 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $50,791,000 | 2,113 |
| Total debt securities | $50,797,000 | 2,275 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $53,197,000 | 2,252 |
| U.S. Government securities | $36,794,000 | 1,973 |
| U.S. Treasury securities | $2,990,000 | 744 |
| U.S. Government agency obligations | $33,804,000 | 2,005 |
| Securities issued by states & political subdivisions | $16,403,000 | 2,111 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,140,000 | 2,205 |
| Mortgage-backed securities | $25,056,000 | 1,741 |
| Certificates of participation in pools of residential mortgages | $24,556,000 | 1,296 |
| Issued or guaranteed by U.S. | $24,556,000 | 1,295 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $500,000 | 1,302 |
| Commercial mortgage pass-through securities | $500,000 | 915 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $53,197,000 | 2,066 |
| Total debt securities | $53,197,000 | 2,232 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $51,966,000 | 2,320 |
| U.S. Government securities | $35,629,000 | 2,059 |
| U.S. Treasury securities | $2,993,000 | 779 |
| U.S. Government agency obligations | $32,636,000 | 2,089 |
| Securities issued by states & political subdivisions | $16,337,000 | 2,128 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,674,000 | 2,184 |
| Mortgage-backed securities | $23,395,000 | 1,855 |
| Certificates of participation in pools of residential mortgages | $22,896,000 | 1,392 |
| Issued or guaranteed by U.S. | $22,896,000 | 1,391 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $499,000 | 1,281 |
| Commercial mortgage pass-through securities | $499,000 | 871 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $51,966,000 | 2,122 |
| Total debt securities | $51,966,000 | 2,298 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $50,830,000 | 2,345 |
| U.S. Government securities | $35,460,000 | 2,054 |
| U.S. Treasury securities | $2,998,000 | 746 |
| U.S. Government agency obligations | $32,462,000 | 2,081 |
| Securities issued by states & political subdivisions | $15,370,000 | 2,226 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $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 | $20,395,000 | 2,066 |
| Mortgage-backed securities | $23,699,000 | 1,840 |
| Certificates of participation in pools of residential mortgages | $23,201,000 | 1,393 |
| Issued or guaranteed by U.S. | $23,201,000 | 1,393 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $498,000 | 1,235 |
| Commercial mortgage pass-through securities | $498,000 | 843 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $1,000 | 2,235 |
| Available-for-sale securities (fair market value) | $50,829,000 | 2,140 |
| Total debt securities | $50,830,000 | 2,324 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $56,058,000 | 2,173 |
| U.S. Government securities | $40,462,000 | 1,860 |
| U.S. Treasury securities | $3,022,000 | 632 |
| U.S. Government agency obligations | $37,440,000 | 1,883 |
| Securities issued by states & political subdivisions | $15,596,000 | 2,224 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $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 | $17,500,000 | 2,270 |
| Mortgage-backed securities | $27,822,000 | 1,678 |
| Certificates of participation in pools of residential mortgages | $27,316,000 | 1,236 |
| Issued or guaranteed by U.S. | $27,316,000 | 1,235 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $506,000 | 1,191 |
| Commercial mortgage pass-through securities | $506,000 | 786 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $1,000 | 2,259 |
| Available-for-sale securities (fair market value) | $56,057,000 | 1,993 |
| Total debt securities | $56,058,000 | 2,150 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $57,816,000 | 2,165 |
| U.S. Government securities | $42,138,000 | 1,850 |
| U.S. Treasury securities | $3,024,000 | 671 |
| U.S. Government agency obligations | $39,114,000 | 1,856 |
| Securities issued by states & political subdivisions | $15,678,000 | 2,220 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $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 | $18,005,000 | 2,280 |
| Mortgage-backed securities | $29,119,000 | 1,647 |
| Certificates of participation in pools of residential mortgages | $28,612,000 | 1,204 |
| Issued or guaranteed by U.S. | $28,612,000 | 1,200 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $507,000 | 1,125 |
| Commercial mortgage pass-through securities | $507,000 | 747 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $1,000 | 2,317 |
| Available-for-sale securities (fair market value) | $57,815,000 | 1,969 |
| Total debt securities | $57,821,000 | 2,138 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $58,033,000 | 2,185 |
| U.S. Government securities | $42,246,000 | 1,913 |
| U.S. Treasury securities | $3,016,000 | 671 |
| U.S. Government agency obligations | $39,230,000 | 1,937 |
| Securities issued by states & political subdivisions | $15,787,000 | 2,196 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,308,000 | 2,356 |
| Mortgage-backed securities | $26,754,000 | 1,734 |
| Certificates of participation in pools of residential mortgages | $24,726,000 | 1,344 |
| Issued or guaranteed by U.S. | $24,726,000 | 1,343 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $2,028,000 | 801 |
| Commercial mortgage pass-through securities | $2,028,000 | 491 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $1,000 | 2,362 |
| Available-for-sale securities (fair market value) | $58,032,000 | 1,977 |
| Total debt securities | $58,033,000 | 2,164 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $51,564,000 | 2,409 |
| U.S. Government securities | $36,483,000 | 2,155 |
| U.S. Treasury securities | $979,000 | 1,132 |
| U.S. Government agency obligations | $35,504,000 | 2,105 |
| Securities issued by states & political subdivisions | $15,081,000 | 2,276 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,602,000 | 2,261 |
| Mortgage-backed securities | $23,385,000 | 1,904 |
| Certificates of participation in pools of residential mortgages | $21,402,000 | 1,503 |
| Issued or guaranteed by U.S. | $21,402,000 | 1,502 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $1,983,000 | 776 |
| Commercial mortgage pass-through securities | $1,983,000 | 473 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $1,000 | 2,408 |
| Available-for-sale securities (fair market value) | $51,563,000 | 2,190 |
| Total debt securities | $51,564,000 | 2,382 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $60,267,000 | 2,170 |
| U.S. Government securities | $44,860,000 | 1,867 |
| U.S. Treasury securities | $989,000 | 1,061 |
| U.S. Government agency obligations | $43,871,000 | 1,813 |
| Securities issued by states & political subdivisions | $15,407,000 | 2,253 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,198,000 | 2,302 |
| Mortgage-backed securities | $26,507,000 | 1,761 |
| Certificates of participation in pools of residential mortgages | $24,494,000 | 1,370 |
| Issued or guaranteed by U.S. | $24,494,000 | 1,370 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $2,013,000 | 737 |
| Commercial mortgage pass-through securities | $2,013,000 | 448 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $2,000 | 2,424 |
| Available-for-sale securities (fair market value) | $60,265,000 | 1,975 |
| Total debt securities | $60,267,000 | 2,144 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $57,863,000 | 2,279 |
| U.S. Government securities | $44,378,000 | 1,945 |
| U.S. Treasury securities | $978,000 | 1,094 |
| U.S. Government agency obligations | $43,400,000 | 1,890 |
| Securities issued by states & political subdivisions | $13,485,000 | 2,435 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,066,000 | 2,339 |
| Mortgage-backed securities | $24,683,000 | 1,896 |
| Certificates of participation in pools of residential mortgages | $22,686,000 | 1,495 |
| Issued or guaranteed by U.S. | $22,686,000 | 1,495 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $1,997,000 | 709 |
| Commercial mortgage pass-through securities | $1,997,000 | 428 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $2,000 | 2,464 |
| Available-for-sale securities (fair market value) | $57,861,000 | 2,070 |
| Total debt securities | $57,863,000 | 2,257 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $56,410,000 | 2,360 |
| U.S. Government securities | $43,916,000 | 1,999 |
| U.S. Treasury securities | $986,000 | 1,078 |
| U.S. Government agency obligations | $42,930,000 | 1,954 |
| Securities issued by states & political subdivisions | $12,494,000 | 2,524 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,543,000 | 2,256 |
| Mortgage-backed securities | $22,795,000 | 2,046 |
| Certificates of participation in pools of residential mortgages | $21,280,000 | 1,577 |
| Issued or guaranteed by U.S. | $21,280,000 | 1,577 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $1,515,000 | 741 |
| Commercial mortgage pass-through securities | $1,515,000 | 449 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $2,000 | 2,474 |
| Available-for-sale securities (fair market value) | $56,408,000 | 2,139 |
| Total debt securities | $56,410,000 | 2,339 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $57,098,000 | 2,353 |
| U.S. Government securities | $46,004,000 | 1,943 |
| U.S. Treasury securities | $972,000 | 1,107 |
| U.S. Government agency obligations | $45,032,000 | 1,903 |
| Securities issued by states & political subdivisions | $11,094,000 | 2,693 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,242,000 | 2,224 |
| Mortgage-backed securities | $25,659,000 | 1,923 |
| Certificates of participation in pools of residential mortgages | $22,166,000 | 1,565 |
| Issued or guaranteed by U.S. | $22,166,000 | 1,563 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $3,493,000 | 540 |
| Commercial mortgage pass-through securities | $3,493,000 | 327 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $3,000 | 2,501 |
| Available-for-sale securities (fair market value) | $57,095,000 | 2,131 |
| Total debt securities | $57,098,000 | 2,332 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $54,594,000 | 2,473 |
| U.S. Government securities | $43,253,000 | 2,097 |
| U.S. Treasury securities | $961,000 | 1,113 |
| U.S. Government agency obligations | $42,292,000 | 2,066 |
| Securities issued by states & political subdivisions | $11,341,000 | 2,694 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,184,000 | 2,382 |
| Mortgage-backed securities | $25,592,000 | 1,980 |
| Certificates of participation in pools of residential mortgages | $22,136,000 | 1,606 |
| Issued or guaranteed by U.S. | $22,136,000 | 1,606 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $3,456,000 | 529 |
| Commercial mortgage pass-through securities | $3,456,000 | 331 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $3,000 | 2,545 |
| Available-for-sale securities (fair market value) | $54,591,000 | 2,240 |
| Total debt securities | $54,594,000 | 2,452 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $55,306,000 | 2,475 |
| U.S. Government securities | $43,924,000 | 2,090 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $43,924,000 | 2,013 |
| Securities issued by states & political subdivisions | $11,382,000 | 2,686 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,238,000 | 2,464 |
| Mortgage-backed securities | $18,181,000 | 2,447 |
| Certificates of participation in pools of residential mortgages | $15,224,000 | 2,112 |
| Issued or guaranteed by U.S. | $15,224,000 | 2,110 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $2,957,000 | 560 |
| Commercial mortgage pass-through securities | $2,957,000 | 359 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $4,000 | 2,574 |
| Available-for-sale securities (fair market value) | $55,302,000 | 2,247 |
| Total debt securities | $55,306,000 | 2,453 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $55,216,000 | 2,478 |
| U.S. Government securities | $44,445,000 | 2,089 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $44,445,000 | 2,027 |
| Securities issued by states & political subdivisions | $10,771,000 | 2,779 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,973,000 | 2,498 |
| Mortgage-backed securities | $18,770,000 | 2,421 |
| Certificates of participation in pools of residential mortgages | $15,834,000 | 2,063 |
| Issued or guaranteed by U.S. | $15,834,000 | 2,062 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $2,936,000 | 533 |
| Commercial mortgage pass-through securities | $2,936,000 | 338 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $4,000 | 2,596 |
| Available-for-sale securities (fair market value) | $55,212,000 | 2,257 |
| Total debt securities | $55,216,000 | 2,459 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $53,610,000 | 2,536 |
| U.S. Government securities | $43,703,000 | 2,103 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $43,703,000 | 2,041 |
| Securities issued by states & political subdivisions | $9,907,000 | 2,900 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,592,000 | 2,434 |
| Mortgage-backed securities | $19,409,000 | 2,376 |
| Certificates of participation in pools of residential mortgages | $19,409,000 | 1,800 |
| Issued or guaranteed by U.S. | $19,409,000 | 1,799 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| 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) | $4,000 | 2,618 |
| Available-for-sale securities (fair market value) | $53,606,000 | 2,307 |
| Total debt securities | $53,610,000 | 2,515 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $53,509,000 | 2,554 |
| U.S. Government securities | $43,738,000 | 2,125 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $43,738,000 | 2,068 |
| Securities issued by states & political subdivisions | $9,771,000 | 2,935 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,274,000 | 2,363 |
| Mortgage-backed securities | $20,523,000 | 2,325 |
| Certificates of participation in pools of residential mortgages | $20,523,000 | 1,750 |
| Issued or guaranteed by U.S. | $20,523,000 | 1,747 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| 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) | $5,000 | 2,619 |
| Available-for-sale securities (fair market value) | $53,504,000 | 2,313 |
| Total debt securities | $53,509,000 | 2,526 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $50,564,000 | 2,647 |
| U.S. Government securities | $40,817,000 | 2,201 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $40,817,000 | 2,140 |
| Securities issued by states & political subdivisions | $9,747,000 | 2,925 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,319,000 | 2,254 |
| Mortgage-backed securities | $21,839,000 | 2,250 |
| Certificates of participation in pools of residential mortgages | $21,839,000 | 1,672 |
| Issued or guaranteed by U.S. | $21,839,000 | 1,670 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| 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) | $5,000 | 2,572 |
| Available-for-sale securities (fair market value) | $50,559,000 | 2,414 |
| Total debt securities | $50,564,000 | 2,618 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $48,029,000 | 2,778 |
| U.S. Government securities | $38,313,000 | 2,349 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $38,313,000 | 2,284 |
| Securities issued by states & political subdivisions | $9,716,000 | 2,905 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,449,000 | 2,267 |
| Mortgage-backed securities | $22,919,000 | 2,226 |
| Certificates of participation in pools of residential mortgages | $22,919,000 | 1,648 |
| Issued or guaranteed by U.S. | $22,919,000 | 1,647 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $5,000 | 2,577 |
| Available-for-sale securities (fair market value) | $48,024,000 | 2,575 |
| Total debt securities | $48,029,000 | 2,751 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $50,183,000 | 2,640 |
| U.S. Government securities | $40,052,000 | 2,220 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $40,052,000 | 2,164 |
| Securities issued by states & political subdivisions | $10,131,000 | 2,815 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,479,000 | 2,172 |
| Mortgage-backed securities | $26,566,000 | 2,032 |
| Certificates of participation in pools of residential mortgages | $26,566,000 | 1,464 |
| Issued or guaranteed by U.S. | $26,566,000 | 1,461 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $6,000 | 2,602 |
| Available-for-sale securities (fair market value) | $50,177,000 | 2,436 |
| Total debt securities | $50,183,000 | 2,616 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $52,549,000 | 2,556 |
| U.S. Government securities | $43,940,000 | 2,118 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $43,940,000 | 2,069 |
| Securities issued by states & political subdivisions | $8,609,000 | 3,025 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,510,000 | 2,184 |
| Mortgage-backed securities | $32,203,000 | 1,895 |
| Certificates of participation in pools of residential mortgages | $32,203,000 | 1,328 |
| Issued or guaranteed by U.S. | $32,203,000 | 1,327 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $6,000 | 2,660 |
| Available-for-sale securities (fair market value) | $52,543,000 | 2,343 |
| Total debt securities | $52,549,000 | 2,534 |
| Structured notes | ||
| Amortized cost | $1,276,000 | 1,652 |
| Fair value | $1,276,000 | 1,656 |
| 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 | $54,796,000 | 2,493 |
| U.S. Government securities | $46,442,000 | 2,018 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $46,442,000 | 1,972 |
| Securities issued by states & political subdivisions | $8,354,000 | 3,003 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,843,000 | 2,733 |
| Mortgage-backed securities | $32,545,000 | 1,906 |
| Certificates of participation in pools of residential mortgages | $32,545,000 | 1,333 |
| Issued or guaranteed by U.S. | $32,545,000 | 1,332 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $7,000 | 2,683 |
| Available-for-sale securities (fair market value) | $54,789,000 | 2,279 |
| Total debt securities | $54,796,000 | 2,470 |
| Structured notes | ||
| Amortized cost | $2,280,000 | 1,419 |
| Fair value | $2,283,000 | 1,425 |
| 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 | $58,852,000 | 2,356 |
| U.S. Government securities | $50,593,000 | 1,943 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $50,593,000 | 1,899 |
| Securities issued by states & political subdivisions | $8,259,000 | 2,941 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,622,000 | 2,737 |
| Mortgage-backed securities | $32,810,000 | 1,884 |
| Certificates of participation in pools of residential mortgages | $32,810,000 | 1,294 |
| Issued or guaranteed by U.S. | $32,810,000 | 1,293 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $7,000 | 2,746 |
| Available-for-sale securities (fair market value) | $58,845,000 | 2,144 |
| Total debt securities | $58,852,000 | 2,335 |
| Structured notes | ||
| Amortized cost | $5,546,000 | 951 |
| Fair value | $5,547,000 | 949 |
| 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 | $57,137,000 | 2,359 |
| U.S. Government securities | $49,369,000 | 1,912 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $49,369,000 | 1,859 |
| Securities issued by states & political subdivisions | $7,768,000 | 2,988 |
| 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 | $19,691,000 | 2,176 |
| Mortgage-backed securities | $33,007,000 | 1,818 |
| Certificates of participation in pools of residential mortgages | $33,007,000 | 1,237 |
| Issued or guaranteed by U.S. | $33,007,000 | 1,235 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| 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) | $8,000 | 2,862 |
| Available-for-sale securities (fair market value) | $57,129,000 | 2,127 |
| Total debt securities | $57,137,000 | 2,342 |
| Structured notes | ||
| Amortized cost | $5,566,000 | 925 |
| Fair value | $5,574,000 | 924 |
| 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 | $56,626,000 | 2,294 |
| U.S. Government securities | $50,350,000 | 1,832 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $50,350,000 | 1,785 |
| Securities issued by states & political subdivisions | $6,276,000 | 3,220 |
| 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 | $20,210,000 | 2,101 |
| Mortgage-backed securities | $32,973,000 | 1,751 |
| Certificates of participation in pools of residential mortgages | $32,973,000 | 1,185 |
| Issued or guaranteed by U.S. | $32,973,000 | 1,182 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| 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) | $9,000 | 2,892 |
| Available-for-sale securities (fair market value) | $56,617,000 | 2,079 |
| Total debt securities | $56,626,000 | 2,272 |
| Structured notes | ||
| Amortized cost | $7,330,000 | 764 |
| Fair value | $7,347,000 | 765 |
| 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 | $52,523,000 | 2,447 |
| U.S. Government securities | $46,631,000 | 1,956 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $46,631,000 | 1,897 |
| Securities issued by states & political subdivisions | $5,892,000 | 3,282 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,908,000 | 2,511 |
| Mortgage-backed securities | $24,229,000 | 2,090 |
| Certificates of participation in pools of residential mortgages | $24,229,000 | 1,441 |
| Issued or guaranteed by U.S. | $24,229,000 | 1,438 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| 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) | $9,000 | 2,950 |
| Available-for-sale securities (fair market value) | $52,514,000 | 2,216 |
| Total debt securities | $52,523,000 | 2,423 |
| Structured notes | ||
| Amortized cost | $9,355,000 | 732 |
| Fair value | $9,374,000 | 732 |
| 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 | $51,134,000 | 2,488 |
| U.S. Government securities | $44,999,000 | 2,023 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $44,999,000 | 1,960 |
| Securities issued by states & political subdivisions | $6,135,000 | 3,177 |
| 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 | $14,677,000 | 2,614 |
| Mortgage-backed securities | $21,934,000 | 2,174 |
| Certificates of participation in pools of residential mortgages | $21,934,000 | 1,510 |
| Issued or guaranteed by U.S. | $21,934,000 | 1,506 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| 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) | $208,000 | 2,619 |
| Available-for-sale securities (fair market value) | $50,926,000 | 2,250 |
| Total debt securities | $51,134,000 | 2,467 |
| Structured notes | ||
| Amortized cost | $5,319,000 | 1,177 |
| Fair value | $5,301,000 | 1,171 |
| 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 | $50,942,000 | 2,382 |
| U.S. Government securities | $44,297,000 | 1,947 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $44,297,000 | 1,875 |
| Securities issued by states & political subdivisions | $6,145,000 | 3,144 |
| Other domestic debt securities | $500,000 | 2,471 |
| 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 | $500,000 | 1,678 |
| 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 | $13,800,000 | 2,661 |
| Mortgage-backed securities | $22,942,000 | 2,053 |
| Certificates of participation in pools of residential mortgages | $22,942,000 | 1,419 |
| Issued or guaranteed by U.S. | $22,942,000 | 1,413 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| 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) | $208,000 | 2,655 |
| Available-for-sale securities (fair market value) | $50,734,000 | 2,158 |
| Total debt securities | $50,942,000 | 2,357 |
| Structured notes | ||
| Amortized cost | $4,532,000 | 1,201 |
| Fair value | $4,514,000 | 1,207 |
| 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 | $48,337,000 | 2,440 |
| U.S. Government securities | $43,603,000 | 1,936 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $43,603,000 | 1,870 |
| Securities issued by states & political subdivisions | $4,234,000 | 3,560 |
| Other domestic debt securities | $500,000 | 2,559 |
| 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 | $500,000 | 1,705 |
| 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 | $15,385,000 | 2,521 |
| Mortgage-backed securities | $22,110,000 | 2,081 |
| Certificates of participation in pools of residential mortgages | $22,110,000 | 1,420 |
| Issued or guaranteed by U.S. | $22,110,000 | 1,416 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| 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) | $209,000 | 2,727 |
| Available-for-sale securities (fair market value) | $48,128,000 | 2,211 |
| Total debt securities | $48,336,000 | 2,405 |
| Structured notes | ||
| Amortized cost | $5,042,000 | 1,091 |
| Fair value | $5,060,000 | 1,099 |
| 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 | $48,583,000 | 2,422 |
| U.S. Government securities | $44,302,000 | 1,956 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $44,302,000 | 1,888 |
| Securities issued by states & political subdivisions | $3,781,000 | 3,628 |
| Other domestic debt securities | $500,000 | 2,559 |
| 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 | $500,000 | 1,665 |
| 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 | $15,987,000 | 2,492 |
| Mortgage-backed securities | $25,115,000 | 1,898 |
| Certificates of participation in pools of residential mortgages | $25,115,000 | 1,285 |
| Issued or guaranteed by U.S. | $25,115,000 | 1,280 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| 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) | $209,000 | 2,789 |
| Available-for-sale securities (fair market value) | $48,374,000 | 2,180 |
| Total debt securities | $48,583,000 | 2,399 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,961 |
| Fair value | $2,016,000 | 2,002 |
| 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 | $44,402,000 | 2,645 |
| U.S. Government securities | $39,818,000 | 2,172 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $39,818,000 | 2,098 |
| Securities issued by states & political subdivisions | $4,084,000 | 3,529 |
| Other domestic debt securities | $500,000 | 2,616 |
| 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 | $500,000 | 1,681 |
| 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 | $15,340,000 | 2,642 |
| Mortgage-backed securities | $27,016,000 | 1,848 |
| Certificates of participation in pools of residential mortgages | $27,016,000 | 1,291 |
| Issued or guaranteed by U.S. | $27,016,000 | 1,287 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| 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) | $210,000 | 2,838 |
| Available-for-sale securities (fair market value) | $44,192,000 | 2,375 |
| Total debt securities | $44,402,000 | 2,618 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,740 |
| Fair value | $2,022,000 | 1,733 |
| 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 | $47,823,000 | 2,469 |
| U.S. Government securities | $42,421,000 | 2,006 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $42,421,000 | 1,940 |
| Securities issued by states & political subdivisions | $4,902,000 | 3,287 |
| Other domestic debt securities | $500,000 | 2,671 |
| 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 | $500,000 | 1,718 |
| 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 | $17,781,000 | 2,406 |
| Mortgage-backed securities | $29,649,000 | 1,756 |
| Certificates of participation in pools of residential mortgages | $29,649,000 | 1,250 |
| Issued or guaranteed by U.S. | $29,649,000 | 1,245 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| 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) | $211,000 | 2,895 |
| Available-for-sale securities (fair market value) | $47,612,000 | 2,195 |
| Total debt securities | $47,823,000 | 2,440 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,340 |
| Fair value | $2,519,000 | 1,330 |
| 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 | $46,764,000 | 2,515 |
| U.S. Government securities | $41,572,000 | 2,025 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $41,572,000 | 1,965 |
| Securities issued by states & political subdivisions | $4,692,000 | 3,356 |
| Other domestic debt securities | $500,000 | 2,773 |
| 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 | $500,000 | 1,813 |
| 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 | $18,917,000 | 2,321 |
| Mortgage-backed securities | $30,231,000 | 1,765 |
| Certificates of participation in pools of residential mortgages | $30,231,000 | 1,258 |
| Issued or guaranteed by U.S. | $30,231,000 | 1,248 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| 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) | $212,000 | 2,971 |
| Available-for-sale securities (fair market value) | $46,552,000 | 2,238 |
| Total debt securities | $46,764,000 | 2,481 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 957 |
| Fair value | $2,517,000 | 962 |
| 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 | $48,108,000 | 2,403 |
| U.S. Government securities | $43,118,000 | 1,911 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $43,118,000 | 1,867 |
| Securities issued by states & political subdivisions | $4,564,000 | 3,359 |
| Other domestic debt securities | $426,000 | 2,918 |
| 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 | $426,000 | 1,958 |
| 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 | $16,180,000 | 2,573 |
| Mortgage-backed securities | $32,281,000 | 1,701 |
| Certificates of participation in pools of residential mortgages | $32,281,000 | 1,209 |
| Issued or guaranteed by U.S. | $32,281,000 | 1,199 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| 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) | $213,000 | 3,020 |
| Available-for-sale securities (fair market value) | $47,895,000 | 2,120 |
| Total debt securities | $48,108,000 | 2,369 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 654 |
| Fair value | $2,506,000 | 650 |
| 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 | $50,206,000 | 2,322 |
| U.S. Government securities | $44,291,000 | 1,898 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $44,291,000 | 1,855 |
| Securities issued by states & political subdivisions | $4,745,000 | 3,215 |
| Other domestic debt securities | $1,170,000 | 2,243 |
| Privately issued residential mortgage-backed securities | $745,000 | 1,299 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $425,000 | 2,046 |
| 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 | $15,665,000 | 2,656 |
| Mortgage-backed securities | $33,818,000 | 1,656 |
| Certificates of participation in pools of residential mortgages | $33,073,000 | 1,229 |
| Issued or guaranteed by U.S. | $33,073,000 | 1,218 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $745,000 | 3,081 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $745,000 | 1,240 |
| 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) | $214,000 | 3,060 |
| Available-for-sale securities (fair market value) | $49,992,000 | 2,047 |
| Total debt securities | $50,206,000 | 2,293 |
| Structured notes | ||
| Amortized cost | $3,019,000 | 404 |
| Fair value | $2,995,000 | 431 |
| 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 | $48,532,000 | 2,360 |
| U.S. Government securities | $43,411,000 | 1,927 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $43,411,000 | 1,893 |
| Securities issued by states & political subdivisions | $3,956,000 | 3,433 |
| Other domestic debt securities | $1,165,000 | 2,183 |
| Privately issued residential mortgage-backed securities | $741,000 | 1,242 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $424,000 | 2,000 |
| 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 | $16,129,000 | 2,643 |
| Mortgage-backed securities | $32,266,000 | 1,665 |
| Certificates of participation in pools of residential mortgages | $31,525,000 | 1,231 |
| Issued or guaranteed by U.S. | $31,525,000 | 1,221 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $741,000 | 3,022 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $741,000 | 1,187 |
| 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) | $215,000 | 3,068 |
| Available-for-sale securities (fair market value) | $48,317,000 | 2,085 |
| Total debt securities | $48,532,000 | 2,337 |
| Structured notes | ||
| Amortized cost | $2,117,000 | 596 |
| Fair value | $2,118,000 | 594 |
| 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 | $40,183,000 | 2,716 |
| U.S. Government securities | $34,870,000 | 2,285 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $34,870,000 | 2,236 |
| Securities issued by states & political subdivisions | $4,439,000 | 3,263 |
| Other domestic debt securities | $874,000 | 2,352 |
| 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 | $874,000 | 1,592 |
| 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 | $16,494,000 | 2,583 |
| Mortgage-backed securities | $23,834,000 | 1,990 |
| Certificates of participation in pools of residential mortgages | $23,834,000 | 1,482 |
| Issued or guaranteed by U.S. | $23,834,000 | 1,471 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $541,000 | 2,810 |
| Available-for-sale securities (fair market value) | $39,642,000 | 2,419 |
| Total debt securities | $40,183,000 | 2,689 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 926 |
| Fair value | $988,000 | 1,017 |
| 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 | $40,474,000 | 2,747 |
| U.S. Government securities | $35,326,000 | 2,284 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $35,326,000 | 2,236 |
| Securities issued by states & political subdivisions | $4,171,000 | 3,350 |
| Other domestic debt securities | $977,000 | 2,295 |
| 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 | $977,000 | 1,583 |
| 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 | $16,639,000 | 2,518 |
| Mortgage-backed securities | $25,264,000 | 1,890 |
| Certificates of participation in pools of residential mortgages | $25,264,000 | 1,403 |
| Issued or guaranteed by U.S. | $25,264,000 | 1,392 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| 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) | $542,000 | 2,819 |
| Available-for-sale securities (fair market value) | $39,932,000 | 2,466 |
| Total debt securities | $40,474,000 | 2,710 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 979 |
| Fair value | $997,000 | 1,065 |
| 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 | $39,607,000 | 2,799 |
| U.S. Government securities | $33,880,000 | 2,357 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $33,880,000 | 2,311 |
| Securities issued by states & political subdivisions | $4,759,000 | 3,193 |
| Other domestic debt securities | $968,000 | 2,228 |
| 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 | $968,000 | 1,554 |
| 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 | $10,505,000 | 3,276 |
| Mortgage-backed securities | $25,140,000 | 1,827 |
| Certificates of participation in pools of residential mortgages | $25,140,000 | 1,341 |
| Issued or guaranteed by U.S. | $25,140,000 | 1,331 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| 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) | $542,000 | 2,856 |
| Available-for-sale securities (fair market value) | $39,065,000 | 2,514 |
| Total debt securities | $39,607,000 | 2,762 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,057 |
| Fair value | $1,003,000 | 1,134 |
| 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 | $27,992,000 | 3,618 |
| U.S. Government securities | $22,007,000 | 3,343 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $22,007,000 | 3,276 |
| Securities issued by states & political subdivisions | $4,995,000 | 3,099 |
| Other domestic debt securities | $990,000 | 2,030 |
| 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 | $990,000 | 1,421 |
| 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 | $12,397,000 | 3,017 |
| Mortgage-backed securities | $10,217,000 | 2,888 |
| Certificates of participation in pools of residential mortgages | $10,217,000 | 2,255 |
| Issued or guaranteed by U.S. | $10,217,000 | 2,241 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $544,000 | 2,920 |
| Available-for-sale securities (fair market value) | $27,448,000 | 3,239 |
| Total debt securities | $27,992,000 | 3,566 |
| Structured notes | ||
| Amortized cost | $494,000 | 2,112 |
| Fair value | $501,000 | 1,966 |
| 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 | $25,305,000 | 3,857 |
| U.S. Government securities | $19,356,000 | 3,722 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $19,356,000 | 3,646 |
| Securities issued by states & political subdivisions | $4,958,000 | 3,085 |
| Other domestic debt securities | $991,000 | 1,986 |
| 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 | $991,000 | 1,391 |
| 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 | $12,817,000 | 2,958 |
| Mortgage-backed securities | $6,993,000 | 3,231 |
| Certificates of participation in pools of residential mortgages | $6,993,000 | 2,600 |
| Issued or guaranteed by U.S. | $6,993,000 | 2,587 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $545,000 | 2,982 |
| Available-for-sale securities (fair market value) | $24,760,000 | 3,462 |
| Total debt securities | $25,305,000 | 3,806 |
| Structured notes | ||
| Amortized cost | $1,489,000 | 1,507 |
| Fair value | $1,498,000 | 1,466 |
| 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 | $25,072,000 | 3,867 |
| U.S. Government securities | $19,745,000 | 3,678 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $19,745,000 | 3,588 |
| Securities issued by states & political subdivisions | $4,333,000 | 3,289 |
| Other domestic debt securities | $994,000 | 1,927 |
| 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 | $994,000 | 1,356 |
| 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 | $12,893,000 | 2,949 |
| Mortgage-backed securities | $7,609,000 | 3,065 |
| Certificates of participation in pools of residential mortgages | $7,609,000 | 2,432 |
| Issued or guaranteed by U.S. | $7,609,000 | 2,420 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $546,000 | 3,008 |
| Available-for-sale securities (fair market value) | $24,526,000 | 3,451 |
| Total debt securities | $25,072,000 | 3,819 |
| Structured notes | ||
| Amortized cost | $2,479,000 | 1,178 |
| Fair value | $2,488,000 | 1,141 |
| 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 | $25,806,000 | 3,821 |
| U.S. Government securities | $19,891,000 | 3,677 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $19,891,000 | 3,583 |
| Securities issued by states & political subdivisions | $4,928,000 | 3,103 |
| Other domestic debt securities | $987,000 | 1,966 |
| 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 | $987,000 | 1,413 |
| 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 | $11,373,000 | 3,197 |
| Mortgage-backed securities | $7,714,000 | 3,015 |
| Certificates of participation in pools of residential mortgages | $7,714,000 | 2,404 |
| Issued or guaranteed by U.S. | $7,714,000 | 2,394 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $547,000 | 3,055 |
| Available-for-sale securities (fair market value) | $25,259,000 | 3,407 |
| Total debt securities | $25,806,000 | 3,773 |
| Structured notes | ||
| Amortized cost | $2,473,000 | 1,233 |
| Fair value | $2,484,000 | 1,199 |
| 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 | $24,480,000 | 3,986 |
| U.S. Government securities | $18,761,000 | 3,906 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $18,761,000 | 3,803 |
| Securities issued by states & political subdivisions | $4,729,000 | 3,195 |
| Other domestic debt securities | $990,000 | 1,962 |
| 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 | $990,000 | 1,420 |
| 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 | $10,852,000 | 3,278 |
| Mortgage-backed securities | $8,099,000 | 2,929 |
| Certificates of participation in pools of residential mortgages | $8,099,000 | 2,347 |
| Issued or guaranteed by U.S. | $8,099,000 | 2,334 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $548,000 | 3,118 |
| Available-for-sale securities (fair market value) | $23,932,000 | 3,538 |
| Total debt securities | $24,480,000 | 3,933 |
| Structured notes | ||
| Amortized cost | $2,466,000 | 1,306 |
| Fair value | $2,474,000 | 1,286 |
| 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 | $19,975,000 | 4,576 |
| U.S. Government securities | $14,259,000 | 4,655 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $14,259,000 | 4,524 |
| Securities issued by states & political subdivisions | $4,728,000 | 3,168 |
| Other domestic debt securities | $988,000 | 1,977 |
| 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 | $988,000 | 1,440 |
| 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 | $8,616,000 | 3,680 |
| Mortgage-backed securities | $7,458,000 | 3,041 |
| Certificates of participation in pools of residential mortgages | $7,458,000 | 2,478 |
| Issued or guaranteed by U.S. | $7,458,000 | 2,465 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $550,000 | 3,180 |
| Available-for-sale securities (fair market value) | $19,425,000 | 4,075 |
| Total debt securities | $19,975,000 | 4,526 |
| Structured notes | ||
| Amortized cost | $1,467,000 | 1,877 |
| Fair value | $1,475,000 | 1,843 |
| 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 | $17,664,000 | 4,894 |
| U.S. Government securities | $12,377,000 | 5,033 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,377,000 | 4,899 |
| Securities issued by states & political subdivisions | $4,289,000 | 3,304 |
| Other domestic debt securities | $998,000 | 1,975 |
| 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 | $998,000 | 1,456 |
| 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 | $8,309,000 | 3,733 |
| Mortgage-backed securities | $6,118,000 | 3,338 |
| Certificates of participation in pools of residential mortgages | $6,118,000 | 2,764 |
| Issued or guaranteed by U.S. | $6,118,000 | 2,750 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $553,000 | 3,221 |
| Available-for-sale securities (fair market value) | $17,111,000 | 4,347 |
| Total debt securities | $17,664,000 | 4,844 |
| Structured notes | ||
| Amortized cost | $487,000 | 2,817 |
| Fair value | $487,000 | 2,732 |
| 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 | $17,729,000 | 4,950 |
| U.S. Government securities | $12,868,000 | 4,968 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $12,868,000 | 4,827 |
| Securities issued by states & political subdivisions | $3,863,000 | 3,467 |
| Other domestic debt securities | $998,000 | 2,027 |
| 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 | $998,000 | 1,520 |
| 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 | $8,358,000 | 3,730 |
| Mortgage-backed securities | $4,343,000 | 3,830 |
| Certificates of participation in pools of residential mortgages | $4,343,000 | 3,254 |
| Issued or guaranteed by U.S. | $4,343,000 | 3,241 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $555,000 | 3,283 |
| Available-for-sale securities (fair market value) | $17,174,000 | 4,383 |
| Total debt securities | $17,729,000 | 4,890 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $15,147,000 | 5,344 |
| U.S. Government securities | $10,771,000 | 5,403 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $10,771,000 | 5,266 |
| Securities issued by states & political subdivisions | $3,876,000 | 3,478 |
| Other domestic debt securities | $500,000 | 2,525 |
| 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 | $500,000 | 2,023 |
| 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 | $7,396,000 | 3,920 |
| Mortgage-backed securities | $2,258,000 | 4,652 |
| Certificates of participation in pools of residential mortgages | $2,258,000 | 4,088 |
| Issued or guaranteed by U.S. | $2,258,000 | 4,073 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $556,000 | 3,353 |
| Available-for-sale securities (fair market value) | $14,591,000 | 4,768 |
| Total debt securities | $15,147,000 | 5,292 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $13,926,000 | 5,551 |
| U.S. Government securities | $10,011,000 | 5,555 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,011,000 | 5,426 |
| Securities issued by states & political subdivisions | $3,915,000 | 3,447 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,243,000 | 3,714 |
| Mortgage-backed securities | $2,484,000 | 4,581 |
| Certificates of participation in pools of residential mortgages | $2,484,000 | 4,015 |
| Issued or guaranteed by U.S. | $2,484,000 | 4,002 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $557,000 | 3,394 |
| Available-for-sale securities (fair market value) | $13,369,000 | 4,972 |
| Total debt securities | $13,926,000 | 5,495 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $17,374,000 | 5,042 |
| U.S. Government securities | $13,222,000 | 4,900 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $13,222,000 | 4,760 |
| Securities issued by states & political subdivisions | $4,152,000 | 3,339 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,690,000 | 3,844 |
| Mortgage-backed securities | $2,790,000 | 4,547 |
| Certificates of participation in pools of residential mortgages | $2,790,000 | 3,963 |
| Issued or guaranteed by U.S. | $2,790,000 | 3,949 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $560,000 | 3,453 |
| Available-for-sale securities (fair market value) | $16,814,000 | 4,471 |
| Total debt securities | $17,374,000 | 4,993 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $17,587,000 | 5,050 |
| U.S. Government securities | $13,449,000 | 4,907 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,449,000 | 4,762 |
| Securities issued by states & political subdivisions | $4,138,000 | 3,334 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,371,000 | 3,701 |
| Mortgage-backed securities | $3,049,000 | 4,537 |
| Certificates of participation in pools of residential mortgages | $3,049,000 | 3,942 |
| Issued or guaranteed by U.S. | $3,049,000 | 3,932 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $562,000 | 3,494 |
| Available-for-sale securities (fair market value) | $17,025,000 | 4,491 |
| Total debt securities | $17,587,000 | 4,993 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $19,132,000 | 4,853 |
| U.S. Government securities | $14,948,000 | 4,645 |
| U.S. Treasury securities | $3,000,000 | 860 |
| U.S. Government agency obligations | $11,948,000 | 5,103 |
| Securities issued by states & political subdivisions | $4,184,000 | 3,334 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,173,000 | 3,517 |
| Mortgage-backed securities | $3,358,000 | 4,478 |
| Certificates of participation in pools of residential mortgages | $3,358,000 | 3,873 |
| Issued or guaranteed by U.S. | $3,358,000 | 3,864 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $564,000 | 3,531 |
| Available-for-sale securities (fair market value) | $18,568,000 | 4,294 |
| Total debt securities | $19,132,000 | 4,793 |
| Structured notes | ||
| Amortized cost | $600,000 | 2,386 |
| Fair value | $600,000 | 2,388 |
| 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 | $16,268,000 | 5,308 |
| U.S. Government securities | $12,295,000 | 5,199 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $12,295,000 | 5,041 |
| Securities issued by states & political subdivisions | $3,973,000 | 3,434 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,878,000 | 3,566 |
| Mortgage-backed securities | $3,649,000 | 4,401 |
| Certificates of participation in pools of residential mortgages | $3,649,000 | 3,798 |
| Issued or guaranteed by U.S. | $3,649,000 | 3,791 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $568,000 | 3,602 |
| Available-for-sale securities (fair market value) | $15,700,000 | 4,709 |
| Total debt securities | $16,268,000 | 5,237 |
| Structured notes | ||
| Amortized cost | $601,000 | 2,370 |
| Fair value | $600,000 | 2,381 |
| 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 | $17,500,000 | 5,168 |
| U.S. Government securities | $13,638,000 | 4,966 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $13,638,000 | 4,810 |
| Securities issued by states & political subdivisions | $3,862,000 | 3,464 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,047,000 | 3,273 |
| Mortgage-backed securities | $4,017,000 | 4,351 |
| Certificates of participation in pools of residential mortgages | $4,017,000 | 3,723 |
| Issued or guaranteed by U.S. | $4,017,000 | 3,714 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $569,000 | 3,626 |
| Available-for-sale securities (fair market value) | $16,931,000 | 4,605 |
| Total debt securities | $17,500,000 | 5,098 |
| Structured notes | ||
| Amortized cost | $1,605,000 | 1,671 |
| Fair value | $1,601,000 | 1,670 |
| 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 | $19,464,000 | 4,847 |
| U.S. Government securities | $15,436,000 | 4,566 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $15,436,000 | 4,422 |
| Securities issued by states & political subdivisions | $4,028,000 | 3,414 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,891,000 | 3,701 |
| Mortgage-backed securities | $4,658,000 | 4,174 |
| Certificates of participation in pools of residential mortgages | $4,658,000 | 3,538 |
| Issued or guaranteed by U.S. | $4,658,000 | 3,527 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $572,000 | 3,685 |
| Available-for-sale securities (fair market value) | $18,892,000 | 4,308 |
| Total debt securities | $19,464,000 | 4,778 |
| Structured notes | ||
| Amortized cost | $1,604,000 | 1,477 |
| Fair value | $1,610,000 | 1,480 |
| 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 | $18,073,000 | 5,091 |
| U.S. Government securities | $14,117,000 | 4,848 |
| U.S. Treasury securities | $995,000 | 1,550 |
| U.S. Government agency obligations | $13,122,000 | 4,894 |
| Securities issued by states & political subdivisions | $3,956,000 | 3,450 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,251,000 | 3,530 |
| Mortgage-backed securities | $4,960,000 | 4,071 |
| Certificates of participation in pools of residential mortgages | $4,960,000 | 3,432 |
| Issued or guaranteed by U.S. | $4,960,000 | 3,421 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $575,000 | 3,720 |
| Available-for-sale securities (fair market value) | $17,498,000 | 4,523 |
| Total debt securities | $18,073,000 | 5,008 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $19,738,000 | 4,772 |
| U.S. Government securities | $15,808,000 | 4,414 |
| U.S. Treasury securities | $993,000 | 1,607 |
| U.S. Government agency obligations | $14,815,000 | 4,419 |
| Securities issued by states & political subdivisions | $3,930,000 | 3,454 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,422,000 | 3,203 |
| Mortgage-backed securities | $5,434,000 | 3,917 |
| Certificates of participation in pools of residential mortgages | $5,434,000 | 3,293 |
| Issued or guaranteed by U.S. | $5,434,000 | 3,278 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $581,000 | 3,766 |
| Available-for-sale securities (fair market value) | $19,157,000 | 4,240 |
| Total debt securities | $19,738,000 | 4,696 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $19,231,000 | 4,807 |
| U.S. Government securities | $15,396,000 | 4,409 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $15,396,000 | 4,250 |
| Securities issued by states & political subdivisions | $3,835,000 | 3,478 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,229,000 | 3,424 |
| Mortgage-backed securities | $6,433,000 | 3,753 |
| Certificates of participation in pools of residential mortgages | $6,433,000 | 3,061 |
| Issued or guaranteed by U.S. | $6,433,000 | 3,049 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $66,000 | 4,512 |
| Available-for-sale securities (fair market value) | $19,165,000 | 4,189 |
| Total debt securities | $19,231,000 | 4,710 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $17,384,000 | 5,086 |
| U.S. Government securities | $15,064,000 | 4,512 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $15,064,000 | 4,346 |
| Securities issued by states & political subdivisions | $2,320,000 | 4,123 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,186,000 | 3,460 |
| Mortgage-backed securities | $4,827,000 | 4,218 |
| Certificates of participation in pools of residential mortgages | $4,827,000 | 3,476 |
| Issued or guaranteed by U.S. | $4,827,000 | 3,462 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $69,000 | 4,553 |
| Available-for-sale securities (fair market value) | $17,315,000 | 4,418 |
| Total debt securities | $17,384,000 | 4,985 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $17,005,000 | 5,112 |
| U.S. Government securities | $15,369,000 | 4,407 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $15,369,000 | 4,230 |
| Securities issued by states & political subdivisions | $1,636,000 | 4,568 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,528,000 | 4,225 |
| Mortgage-backed securities | $2,910,000 | 4,908 |
| Certificates of participation in pools of residential mortgages | $2,910,000 | 4,215 |
| Issued or guaranteed by U.S. | $2,910,000 | 4,201 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $75,000 | 4,635 |
| Available-for-sale securities (fair market value) | $16,930,000 | 4,428 |
| Total debt securities | $17,005,000 | 5,031 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $17,166,000 | 4,978 |
| U.S. Government securities | $16,706,000 | 4,051 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $16,706,000 | 3,855 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $460,000 | 3,477 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $460,000 | 401 |
| 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 | $5,326,000 | 4,287 |
| Mortgage-backed securities | $5,912,000 | 3,726 |
| Certificates of participation in pools of residential mortgages | $5,912,000 | 2,903 |
| Issued or guaranteed by U.S. | $5,912,000 | 2,886 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $88,000 | 4,865 |
| Available-for-sale securities (fair market value) | $17,078,000 | 4,260 |
| Total debt securities | $17,166,000 | 4,885 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $12,430,000 | 6,130 |
| U.S. Government securities | $12,235,000 | 5,204 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $12,235,000 | 4,889 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $195,000 | 5,841 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,793,000 | 5,225 |
| Mortgage-backed securities | $6,860,000 | 2,892 |
| Certificates of participation in pools of residential mortgages | $6,860,000 | 2,209 |
| Issued or guaranteed by U.S. | $6,860,000 | 2,197 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $103,000 | 5,438 |
| Available-for-sale securities (fair market value) | $12,327,000 | 5,155 |
| Total debt securities | $12,235,000 | 6,043 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $6,887,000 | 8,026 |
| U.S. Government securities | $6,692,000 | 7,297 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,692,000 | 6,778 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $195,000 | 5,741 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,060,000 | 6,281 |
| Mortgage-backed securities | $4,402,000 | 3,809 |
| Certificates of participation in pools of residential mortgages | $4,402,000 | 2,993 |
| Issued or guaranteed by U.S. | $4,402,000 | 2,983 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $135,000 | 5,818 |
| Available-for-sale securities (fair market value) | $6,752,000 | 6,845 |
| Total debt securities | $6,692,000 | 7,977 |
| 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 | $6,777,000 | 8,100 |
| U.S. Government securities | $6,588,000 | 7,307 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $6,588,000 | 6,468 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| 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 | $189,000 | 5,533 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,166,000 | 6,946 |
| Mortgage-backed securities | $5,810,000 | 3,575 |
| Certificates of participation in pools of residential mortgages | $5,810,000 | 2,739 |
| Issued or guaranteed by U.S. | $5,810,000 | 2,724 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $626,000 | 5,743 |
| Available-for-sale securities (fair market value) | $6,151,000 | 6,945 |
| Total debt securities | $6,588,000 | 8,043 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $10,180,000 | 7,351 |
| U.S. Government securities | $10,021,000 | 6,481 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $10,021,000 | 5,220 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| 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 | $159,000 | 5,763 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,187,000 | 7,306 |
| Mortgage-backed securities | $7,752,000 | 3,064 |
| Certificates of participation in pools of residential mortgages | $7,752,000 | 2,273 |
| Issued or guaranteed by U.S. | $7,752,000 | 2,261 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $976,000 | 6,339 |
| Available-for-sale securities (fair market value) | $9,204,000 | 5,986 |
| Total debt securities | $10,021,000 | 7,278 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,431 |
| Fair value | $250,000 | 2,440 |
| 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 | $8,675,000 | 8,380 |
| U.S. Government securities | $8,532,000 | 7,597 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $8,532,000 | 6,021 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| 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 | $143,000 | 5,835 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,008,000 | 7,803 |
| Mortgage-backed securities | $5,609,000 | 3,980 |
| Certificates of participation in pools of residential mortgages | $5,609,000 | 3,006 |
| Issued or guaranteed by U.S. | $5,609,000 | 2,982 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,676,000 | 6,522 |
| Available-for-sale securities (fair market value) | $6,999,000 | 6,982 |
| Total debt securities | $8,532,000 | 8,312 |
| Structured notes | ||
| Amortized cost | $502,000 | 2,444 |
| Fair value | $496,000 | 2,630 |
| 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 | $10,444,000 | 8,126 |
| U.S. Government securities | $10,327,000 | 7,179 |
| U.S. Treasury securities | $1,004,000 | 8,510 |
| U.S. Government agency obligations | $9,323,000 | 5,736 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| 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 | $117,000 | 5,966 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,232,000 | 6,641 |
| Mortgage-backed securities | $5,151,000 | 4,431 |
| Certificates of participation in pools of residential mortgages | $4,928,000 | 3,312 |
| Issued or guaranteed by U.S. | $4,928,000 | 3,287 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $223,000 | 5,424 |
| CMOs issued by government agencies or sponsored agencies | $223,000 | 5,197 |
| 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) | $2,108,000 | 6,556 |
| Available-for-sale securities (fair market value) | $8,336,000 | 6,680 |
| Total debt securities | $10,327,000 | 8,031 |
| Structured notes | ||
| Amortized cost | $504,000 | 3,382 |
| Fair value | $498,000 | 3,542 |
| 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 | $9,029,000 | 9,116 |
| U.S. Government securities | $8,910,000 | 8,241 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $8,910,000 | 5,805 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| 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 | $119,000 | 5,712 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 8,388 |
| Mortgage-backed securities | $3,922,000 | 5,257 |
| Certificates of participation in pools of residential mortgages | $3,059,000 | 4,338 |
| Issued or guaranteed by U.S. | $3,059,000 | 4,313 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $863,000 | 4,745 |
| CMOs issued by government agencies or sponsored agencies | $863,000 | 4,556 |
| 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) | $3,794,000 | 8,766 |
| Available-for-sale securities (fair market value) | $5,235,000 | 6,744 |
| Total debt securities | $8,910,000 | 9,058 |
| 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 | $6,447,000 | 10,568 |
| U.S. Government securities | $6,314,000 | 9,777 |
| U.S. Treasury securities | $250,000 | 11,284 |
| U.S. Government agency obligations | $6,064,000 | 7,291 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $133,000 | 5,203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $764,000 | 9,010 |
| Mortgage-backed securities | $3,837,000 | 5,918 |
| Certificates of participation in pools of residential mortgages | $2,999,000 | 4,889 |
| Issued or guaranteed by U.S. | $2,999,000 | 4,851 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $838,000 | 5,207 |
| CMOs issued by government agencies or sponsored agencies | $838,000 | 4,990 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,314,000 | 10,488 |
| 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 | $8,998,000 | 9,587 |
| U.S. Government securities | $8,815,000 | 8,595 |
| U.S. Treasury securities | $1,500,000 | 9,564 |
| U.S. Government agency obligations | $7,315,000 | 6,671 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $38,000 | 7,152 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $38,000 | 5,553 |
| Foreign debt securities | NA | NA |
| Equity securities | $145,000 | 4,481 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $437,000 | 9,989 |
| Mortgage-backed securities | $5,408,000 | 5,274 |
| Certificates of participation in pools of residential mortgages | $3,950,000 | 4,476 |
| Issued or guaranteed by U.S. | $3,950,000 | 4,422 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,458,000 | 4,522 |
| CMOs issued by government agencies or sponsored agencies | $1,458,000 | 4,164 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,853,000 | 9,509 |
| 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 |