Home > Carolina Bank > Securities
Carolina Bank, Securities
| 2016-12-31 | Rank | |
| Total securities | $51,206,000 | 2,326 |
| U.S. Government securities | $21,484,000 | 2,798 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $21,484,000 | 2,671 |
| Securities issued by states & political subdivisions | $23,127,000 | 1,682 |
| Other domestic debt securities | $6,595,000 | 748 |
| 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 | $6,595,000 | 553 |
| 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 | $21,733,000 | 1,986 |
| Mortgage-backed securities | $16,619,000 | 2,229 |
| Certificates of participation in pools of residential mortgages | $16,619,000 | 1,743 |
| Issued or guaranteed by U.S. | $16,619,000 | 1,742 |
| 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 | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $13,715,000 | 860 |
| Available-for-sale securities (fair market value) | $37,491,000 | 2,607 |
| Total debt securities | $51,205,000 | 2,305 |
| 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 | $55,489,000 | 2,190 |
| U.S. Government securities | $21,883,000 | 2,757 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $21,883,000 | 2,645 |
| Securities issued by states & political subdivisions | $23,948,000 | 1,645 |
| Other domestic debt securities | $9,602,000 | 599 |
| 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 | $9,602,000 | 444 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $56,000 | 846 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,847,000 | 2,555 |
| Mortgage-backed securities | $16,964,000 | 2,207 |
| Certificates of participation in pools of residential mortgages | $16,964,000 | 1,711 |
| Issued or guaranteed by U.S. | $16,964,000 | 1,711 |
| 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 | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $14,031,000 | 852 |
| Available-for-sale securities (fair market value) | $41,458,000 | 2,461 |
| Total debt securities | $55,432,000 | 2,167 |
| 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 | $59,980,000 | 2,115 |
| U.S. Government securities | $23,897,000 | 2,695 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $23,897,000 | 2,590 |
| Securities issued by states & political subdivisions | $24,410,000 | 1,623 |
| Other domestic debt securities | $11,618,000 | 550 |
| 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 | $11,618,000 | 394 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $55,000 | 866 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,201,000 | 2,576 |
| Mortgage-backed securities | $18,580,000 | 2,134 |
| Certificates of participation in pools of residential mortgages | $18,580,000 | 1,625 |
| Issued or guaranteed by U.S. | $18,580,000 | 1,621 |
| 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 | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $14,370,000 | 864 |
| Available-for-sale securities (fair market value) | $45,610,000 | 2,341 |
| Total debt securities | $59,923,000 | 2,091 |
| 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 | $61,082,000 | 2,113 |
| U.S. Government securities | $24,445,000 | 2,725 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $24,445,000 | 2,625 |
| Securities issued by states & political subdivisions | $24,973,000 | 1,570 |
| Other domestic debt securities | $11,605,000 | 561 |
| 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 | $11,605,000 | 398 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $59,000 | 865 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,321,000 | 2,715 |
| Mortgage-backed securities | $19,147,000 | 2,112 |
| Certificates of participation in pools of residential mortgages | $19,147,000 | 1,602 |
| Issued or guaranteed by U.S. | $19,147,000 | 1,601 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $14,600,000 | 886 |
| Available-for-sale securities (fair market value) | $46,482,000 | 2,335 |
| Total debt securities | $61,025,000 | 2,093 |
| 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 | $62,314,000 | 2,108 |
| U.S. Government securities | $27,804,000 | 2,559 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $27,804,000 | 2,467 |
| Securities issued by states & political subdivisions | $25,016,000 | 1,575 |
| Other domestic debt securities | $9,439,000 | 614 |
| 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 | $9,439,000 | 439 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $55,000 | 880 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,220,000 | 2,430 |
| Mortgage-backed securities | $22,229,000 | 1,958 |
| Certificates of participation in pools of residential mortgages | $22,229,000 | 1,465 |
| Issued or guaranteed by U.S. | $22,229,000 | 1,464 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $14,954,000 | 888 |
| Available-for-sale securities (fair market value) | $47,360,000 | 2,329 |
| Total debt securities | $62,259,000 | 2,079 |
| 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 | $64,317,000 | 2,068 |
| U.S. Government securities | $28,893,000 | 2,536 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $28,893,000 | 2,450 |
| Securities issued by states & political subdivisions | $25,417,000 | 1,542 |
| Other domestic debt securities | $9,960,000 | 602 |
| 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 | $9,960,000 | 428 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $47,000 | 915 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,416,000 | 2,215 |
| Mortgage-backed securities | $23,274,000 | 1,904 |
| Certificates of participation in pools of residential mortgages | $23,274,000 | 1,422 |
| Issued or guaranteed by U.S. | $23,274,000 | 1,422 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $14,719,000 | 904 |
| Available-for-sale securities (fair market value) | $49,598,000 | 2,276 |
| Total debt securities | $64,268,000 | 2,050 |
| 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 | $63,266,000 | 2,136 |
| U.S. Government securities | $27,653,000 | 2,690 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $27,653,000 | 2,599 |
| Securities issued by states & political subdivisions | $25,573,000 | 1,509 |
| Other domestic debt securities | $9,973,000 | 592 |
| 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 | $9,973,000 | 409 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $67,000 | 894 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,822,000 | 2,231 |
| Mortgage-backed securities | $23,839,000 | 1,934 |
| Certificates of participation in pools of residential mortgages | $23,839,000 | 1,442 |
| Issued or guaranteed by U.S. | $23,839,000 | 1,442 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $15,068,000 | 899 |
| Available-for-sale securities (fair market value) | $48,198,000 | 2,375 |
| Total debt securities | $63,199,000 | 2,111 |
| 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 | $64,717,000 | 2,122 |
| U.S. Government securities | $28,583,000 | 2,678 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $28,583,000 | 2,594 |
| Securities issued by states & political subdivisions | $26,092,000 | 1,451 |
| Other domestic debt securities | $9,977,000 | 588 |
| 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 | $9,977,000 | 411 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $65,000 | 902 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,240,000 | 1,985 |
| Mortgage-backed securities | $24,760,000 | 1,925 |
| Certificates of participation in pools of residential mortgages | $24,760,000 | 1,423 |
| Issued or guaranteed by U.S. | $24,760,000 | 1,423 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $15,313,000 | 887 |
| Available-for-sale securities (fair market value) | $49,404,000 | 2,347 |
| Total debt securities | $64,650,000 | 2,098 |
| 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 | $66,844,000 | 2,097 |
| U.S. Government securities | $29,201,000 | 2,667 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $29,201,000 | 2,587 |
| Securities issued by states & political subdivisions | $27,623,000 | 1,375 |
| Other domestic debt securities | $9,962,000 | 593 |
| 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 | $9,962,000 | 413 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $58,000 | 926 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,327,000 | 1,916 |
| Mortgage-backed securities | $25,295,000 | 1,948 |
| Certificates of participation in pools of residential mortgages | $25,295,000 | 1,418 |
| Issued or guaranteed by U.S. | $25,295,000 | 1,416 |
| 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 | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $15,644,000 | 891 |
| Available-for-sale securities (fair market value) | $51,200,000 | 2,308 |
| Total debt securities | $66,787,000 | 2,072 |
| 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 | $72,018,000 | 1,993 |
| U.S. Government securities | $29,597,000 | 2,718 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $29,597,000 | 2,633 |
| Securities issued by states & political subdivisions | $28,367,000 | 1,349 |
| Other domestic debt securities | $13,982,000 | 497 |
| 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 | $13,982,000 | 344 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $72,000 | 939 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,872,000 | 1,785 |
| Mortgage-backed securities | $25,730,000 | 1,974 |
| Certificates of participation in pools of residential mortgages | $25,730,000 | 1,422 |
| Issued or guaranteed by U.S. | $25,730,000 | 1,422 |
| 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 | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $15,928,000 | 887 |
| Available-for-sale securities (fair market value) | $56,090,000 | 2,201 |
| Total debt securities | $71,944,000 | 1,978 |
| 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 | $76,617,000 | 1,896 |
| U.S. Government securities | $30,888,000 | 2,693 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $30,888,000 | 2,608 |
| Securities issued by states & political subdivisions | $31,690,000 | 1,219 |
| Other domestic debt securities | $13,958,000 | 511 |
| 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 | $13,958,000 | 347 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $81,000 | 950 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,160,000 | 2,655 |
| Mortgage-backed securities | $26,905,000 | 1,964 |
| Certificates of participation in pools of residential mortgages | $26,905,000 | 1,412 |
| Issued or guaranteed by U.S. | $26,905,000 | 1,412 |
| 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 | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $16,269,000 | 880 |
| Available-for-sale securities (fair market value) | $60,348,000 | 2,073 |
| Total debt securities | $76,537,000 | 1,873 |
| 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 | $81,765,000 | 1,793 |
| U.S. Government securities | $35,500,000 | 2,471 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $35,500,000 | 2,402 |
| Securities issued by states & political subdivisions | $31,760,000 | 1,222 |
| Other domestic debt securities | $14,431,000 | 519 |
| 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 | $14,431,000 | 347 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $74,000 | 972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,595,000 | 4,324 |
| Mortgage-backed securities | $29,525,000 | 1,886 |
| Certificates of participation in pools of residential mortgages | $29,525,000 | 1,335 |
| Issued or guaranteed by U.S. | $29,525,000 | 1,335 |
| 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 | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $16,574,000 | 868 |
| Available-for-sale securities (fair market value) | $65,191,000 | 1,966 |
| Total debt securities | $81,691,000 | 1,770 |
| 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 | $76,826,000 | 1,896 |
| U.S. Government securities | $29,654,000 | 2,767 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $29,654,000 | 2,693 |
| Securities issued by states & political subdivisions | $31,787,000 | 1,218 |
| Other domestic debt securities | $15,306,000 | 518 |
| 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 | $15,306,000 | 348 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $79,000 | 966 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,622,000 | 4,307 |
| Mortgage-backed securities | $27,594,000 | 1,958 |
| Certificates of participation in pools of residential mortgages | $22,852,000 | 1,616 |
| Issued or guaranteed by U.S. | $22,852,000 | 1,615 |
| 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 | $4,742,000 | 416 |
| Commercial mortgage pass-through securities | $4,742,000 | 256 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $14,810,000 | 912 |
| Available-for-sale securities (fair market value) | $62,016,000 | 2,042 |
| Total debt securities | $76,747,000 | 1,876 |
| 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 | $73,693,000 | 1,981 |
| U.S. Government securities | $27,483,000 | 2,920 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $27,483,000 | 2,853 |
| Securities issued by states & political subdivisions | $30,862,000 | 1,256 |
| Other domestic debt securities | $15,264,000 | 542 |
| 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 | $15,264,000 | 354 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $84,000 | 973 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,867,000 | 4,302 |
| Mortgage-backed securities | $25,364,000 | 2,066 |
| Certificates of participation in pools of residential mortgages | $20,533,000 | 1,748 |
| Issued or guaranteed by U.S. | $20,533,000 | 1,745 |
| 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 | $4,831,000 | 400 |
| Commercial mortgage pass-through securities | $4,831,000 | 233 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $12,010,000 | 974 |
| Available-for-sale securities (fair market value) | $61,683,000 | 2,053 |
| Total debt securities | $73,609,000 | 1,956 |
| 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 | $58,739,000 | 2,360 |
| U.S. Government securities | $16,147,000 | 3,905 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $16,147,000 | 3,813 |
| Securities issued by states & political subdivisions | $27,279,000 | 1,387 |
| Other domestic debt securities | $15,234,000 | 539 |
| 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 | $15,234,000 | 351 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $79,000 | 985 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,251,000 | 4,447 |
| Mortgage-backed securities | $16,147,000 | 2,637 |
| Certificates of participation in pools of residential mortgages | $14,105,000 | 2,220 |
| Issued or guaranteed by U.S. | $14,105,000 | 2,218 |
| 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 | $2,042,000 | 543 |
| Commercial mortgage pass-through securities | $2,042,000 | 336 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $9,294,000 | 1,042 |
| Available-for-sale securities (fair market value) | $49,445,000 | 2,464 |
| Total debt securities | $58,660,000 | 2,341 |
| 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 | $46,931,000 | 2,832 |
| U.S. Government securities | $9,916,000 | 4,741 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $9,916,000 | 4,636 |
| Securities issued by states & political subdivisions | $22,222,000 | 1,671 |
| Other domestic debt securities | $14,293,000 | 567 |
| 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 | $14,293,000 | 369 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $500,000 | 765 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,442,000 | 4,435 |
| Mortgage-backed securities | $9,916,000 | 3,291 |
| Certificates of participation in pools of residential mortgages | $7,771,000 | 2,995 |
| Issued or guaranteed by U.S. | $7,771,000 | 2,994 |
| 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 | $2,145,000 | 466 |
| Commercial mortgage pass-through securities | $2,145,000 | 306 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $46,931,000 | 2,623 |
| Total debt securities | $46,431,000 | 2,825 |
| 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 | $42,247,000 | 2,997 |
| U.S. Government securities | $11,214,000 | 4,520 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $11,214,000 | 4,422 |
| Securities issued by states & political subdivisions | $18,347,000 | 1,937 |
| Other domestic debt securities | $12,231,000 | 609 |
| 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 | $12,231,000 | 394 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $455,000 | 778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,805,000 | 4,338 |
| Mortgage-backed securities | $11,214,000 | 3,160 |
| Certificates of participation in pools of residential mortgages | $11,214,000 | 2,506 |
| Issued or guaranteed by U.S. | $11,214,000 | 2,505 |
| 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) | $211,000 | 2,310 |
| Available-for-sale securities (fair market value) | $42,036,000 | 2,779 |
| Total debt securities | $41,792,000 | 2,997 |
| 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 | $45,422,000 | 2,874 |
| U.S. Government securities | $12,459,000 | 4,452 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $12,459,000 | 4,360 |
| Securities issued by states & political subdivisions | $18,350,000 | 1,892 |
| Other domestic debt securities | $14,155,000 | 587 |
| 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 | $14,155,000 | 378 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $458,000 | 776 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,470,000 | 4,231 |
| Mortgage-backed securities | $12,459,000 | 3,164 |
| Certificates of participation in pools of residential mortgages | $12,459,000 | 2,510 |
| Issued or guaranteed by U.S. | $12,459,000 | 2,510 |
| 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) | $226,000 | 2,345 |
| Available-for-sale securities (fair market value) | $45,196,000 | 2,656 |
| Total debt securities | $44,964,000 | 2,870 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $45,183,000 | 2,903 |
| U.S. Government securities | $13,323,000 | 4,379 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $13,323,000 | 4,288 |
| Securities issued by states & political subdivisions | $17,470,000 | 1,912 |
| Other domestic debt securities | $13,983,000 | 590 |
| 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 | $13,983,000 | 375 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $407,000 | 801 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,339,000 | 4,293 |
| Mortgage-backed securities | $13,323,000 | 3,107 |
| Certificates of participation in pools of residential mortgages | $13,323,000 | 2,434 |
| Issued or guaranteed by U.S. | $13,323,000 | 2,433 |
| 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) | $312,000 | 2,303 |
| Available-for-sale securities (fair market value) | $44,871,000 | 2,682 |
| Total debt securities | $44,776,000 | 2,899 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $45,298,000 | 2,901 |
| U.S. Government securities | $14,164,000 | 4,380 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $14,164,000 | 4,285 |
| Securities issued by states & political subdivisions | $16,834,000 | 1,894 |
| Other domestic debt securities | $13,947,000 | 585 |
| 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 | $13,947,000 | 374 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $353,000 | 797 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,202,000 | 5,277 |
| Mortgage-backed securities | $14,164,000 | 3,027 |
| Certificates of participation in pools of residential mortgages | $14,164,000 | 2,349 |
| Issued or guaranteed by U.S. | $14,164,000 | 2,345 |
| 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) | $369,000 | 2,313 |
| Available-for-sale securities (fair market value) | $44,929,000 | 2,679 |
| Total debt securities | $44,946,000 | 2,899 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $42,601,000 | 2,939 |
| U.S. Government securities | $14,887,000 | 4,223 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $14,887,000 | 4,134 |
| Securities issued by states & political subdivisions | $17,767,000 | 1,777 |
| Other domestic debt securities | $9,606,000 | 749 |
| 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 | $9,606,000 | 463 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $341,000 | 790 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,241,000 | 5,016 |
| Mortgage-backed securities | $14,887,000 | 2,885 |
| Certificates of participation in pools of residential mortgages | $14,887,000 | 2,186 |
| Issued or guaranteed by U.S. | $14,887,000 | 2,178 |
| 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) | $393,000 | 2,401 |
| Available-for-sale securities (fair market value) | $42,208,000 | 2,719 |
| Total debt securities | $42,259,000 | 2,940 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $91,955,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $45,355,000 | 2,723 |
| U.S. Government securities | $18,895,000 | 3,711 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $18,895,000 | 3,630 |
| Securities issued by states & political subdivisions | $16,504,000 | 1,836 |
| Other domestic debt securities | $9,684,000 | 738 |
| 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 | $9,684,000 | 437 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $272,000 | 848 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,016,000 | 3,714 |
| Mortgage-backed securities | $18,895,000 | 2,513 |
| Certificates of participation in pools of residential mortgages | $18,895,000 | 1,808 |
| Issued or guaranteed by U.S. | $18,895,000 | 1,803 |
| 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) | $452,000 | 2,389 |
| Available-for-sale securities (fair market value) | $44,903,000 | 2,503 |
| Total debt securities | $45,083,000 | 2,709 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $71,972,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $46,735,000 | 2,691 |
| U.S. Government securities | $20,269,000 | 3,633 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $20,269,000 | 3,537 |
| Securities issued by states & political subdivisions | $16,885,000 | 1,747 |
| Other domestic debt securities | $9,251,000 | 735 |
| 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 | $9,251,000 | 409 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $330,000 | 825 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,274,000 | 3,519 |
| Mortgage-backed securities | $20,269,000 | 2,331 |
| Certificates of participation in pools of residential mortgages | $20,269,000 | 1,647 |
| Issued or guaranteed by U.S. | $20,269,000 | 1,644 |
| 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) | $479,000 | 2,401 |
| Available-for-sale securities (fair market value) | $46,256,000 | 2,459 |
| Total debt securities | $46,407,000 | 2,677 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $39,507,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $51,958,000 | 2,451 |
| U.S. Government securities | $20,835,000 | 3,568 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $20,835,000 | 3,464 |
| Securities issued by states & political subdivisions | $19,577,000 | 1,476 |
| Other domestic debt securities | $11,546,000 | 652 |
| 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 | $11,546,000 | 344 |
| 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 | $7,137,000 | 3,734 |
| Mortgage-backed securities | $20,835,000 | 2,232 |
| Certificates of participation in pools of residential mortgages | $20,835,000 | 1,579 |
| Issued or guaranteed by U.S. | $20,835,000 | 1,575 |
| 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) | $506,000 | 2,386 |
| Available-for-sale securities (fair market value) | $51,452,000 | 2,233 |
| Total debt securities | $51,959,000 | 2,428 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $16,123,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $42,667,000 | 2,756 |
| U.S. Government securities | $17,847,000 | 3,700 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $17,847,000 | 3,595 |
| Securities issued by states & political subdivisions | $19,271,000 | 1,473 |
| Other domestic debt securities | $5,549,000 | 1,055 |
| 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 | $5,549,000 | 568 |
| 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 | $9,431,000 | 3,263 |
| Mortgage-backed securities | $16,836,000 | 2,443 |
| Certificates of participation in pools of residential mortgages | $16,836,000 | 1,780 |
| Issued or guaranteed by U.S. | $16,836,000 | 1,776 |
| 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) | $563,000 | 2,359 |
| Available-for-sale securities (fair market value) | $42,104,000 | 2,512 |
| Total debt securities | $42,667,000 | 2,728 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $53,961,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $40,708,000 | 2,824 |
| U.S. Government securities | $18,887,000 | 3,569 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $18,887,000 | 3,467 |
| Securities issued by states & political subdivisions | $16,222,000 | 1,658 |
| Other domestic debt securities | $5,599,000 | 1,079 |
| 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 | $5,599,000 | 560 |
| 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 | $9,742,000 | 3,270 |
| Mortgage-backed securities | $17,864,000 | 2,362 |
| Certificates of participation in pools of residential mortgages | $17,864,000 | 1,665 |
| Issued or guaranteed by U.S. | $17,864,000 | 1,661 |
| 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) | $595,000 | 2,408 |
| Available-for-sale securities (fair market value) | $40,113,000 | 2,578 |
| Total debt securities | $40,708,000 | 2,791 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $65,330,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $45,042,000 | 2,601 |
| U.S. Government securities | $22,552,000 | 3,237 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $22,552,000 | 3,153 |
| Securities issued by states & political subdivisions | $17,072,000 | 1,513 |
| Other domestic debt securities | $5,418,000 | 1,087 |
| 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 | $5,418,000 | 534 |
| 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 | $10,157,000 | 3,201 |
| Mortgage-backed securities | $21,519,000 | 2,099 |
| Certificates of participation in pools of residential mortgages | $21,519,000 | 1,464 |
| Issued or guaranteed by U.S. | $21,519,000 | 1,458 |
| 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) | $681,000 | 2,422 |
| Available-for-sale securities (fair market value) | $44,361,000 | 2,346 |
| Total debt securities | $45,042,000 | 2,569 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $46,207,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $47,904,000 | 2,480 |
| U.S. Government securities | $26,479,000 | 2,967 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $26,479,000 | 2,885 |
| Securities issued by states & political subdivisions | $15,928,000 | 1,590 |
| Other domestic debt securities | $5,497,000 | 1,131 |
| 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 | $5,497,000 | 556 |
| 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 | $7,910,000 | 3,708 |
| Mortgage-backed securities | $25,436,000 | 1,924 |
| Certificates of participation in pools of residential mortgages | $25,436,000 | 1,356 |
| Issued or guaranteed by U.S. | $25,436,000 | 1,351 |
| 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) | $717,000 | 2,453 |
| Available-for-sale securities (fair market value) | $47,187,000 | 2,240 |
| Total debt securities | $47,904,000 | 2,457 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $30,941,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $49,559,000 | 2,388 |
| U.S. Government securities | $28,785,000 | 2,758 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $28,785,000 | 2,689 |
| Securities issued by states & political subdivisions | $15,459,000 | 1,615 |
| Other domestic debt securities | $5,315,000 | 1,191 |
| 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 | $5,315,000 | 579 |
| 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 | $8,508,000 | 3,603 |
| Mortgage-backed securities | $27,733,000 | 1,838 |
| Certificates of participation in pools of residential mortgages | $27,733,000 | 1,317 |
| Issued or guaranteed by U.S. | $27,733,000 | 1,310 |
| 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) | $769,000 | 2,482 |
| Available-for-sale securities (fair market value) | $48,790,000 | 2,152 |
| Total debt securities | $49,559,000 | 2,364 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $29,388,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $51,087,000 | 2,340 |
| U.S. Government securities | $30,576,000 | 2,641 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $30,576,000 | 2,576 |
| Securities issued by states & political subdivisions | $15,138,000 | 1,633 |
| Other domestic debt securities | $5,373,000 | 1,247 |
| 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 | $5,373,000 | 608 |
| 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 | $11,771,000 | 3,064 |
| Mortgage-backed securities | $29,513,000 | 1,795 |
| Certificates of participation in pools of residential mortgages | $29,513,000 | 1,284 |
| Issued or guaranteed by U.S. | $29,513,000 | 1,275 |
| 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) | $854,000 | 2,522 |
| Available-for-sale securities (fair market value) | $50,233,000 | 2,101 |
| Total debt securities | $51,086,000 | 2,313 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $24,979,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $51,989,000 | 2,256 |
| U.S. Government securities | $32,856,000 | 2,432 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $32,856,000 | 2,376 |
| Securities issued by states & political subdivisions | $14,200,000 | 1,687 |
| Other domestic debt securities | $4,933,000 | 1,352 |
| 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 | $4,933,000 | 686 |
| 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 | $12,476,000 | 2,988 |
| Mortgage-backed securities | $31,789,000 | 1,716 |
| Certificates of participation in pools of residential mortgages | $31,789,000 | 1,230 |
| Issued or guaranteed by U.S. | $31,789,000 | 1,220 |
| 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) | $933,000 | 2,515 |
| Available-for-sale securities (fair market value) | $51,056,000 | 2,008 |
| Total debt securities | $51,989,000 | 2,221 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $36,606,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $49,084,000 | 2,375 |
| U.S. Government securities | $34,361,000 | 2,355 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $34,361,000 | 2,308 |
| Securities issued by states & political subdivisions | $10,981,000 | 1,998 |
| Other domestic debt securities | $3,742,000 | 1,432 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,742,000 | 803 |
| 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 | $13,442,000 | 2,897 |
| Mortgage-backed securities | $33,297,000 | 1,673 |
| Certificates of participation in pools of residential mortgages | $33,297,000 | 1,222 |
| Issued or guaranteed by U.S. | $33,297,000 | 1,211 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,074,000 | 2,486 |
| Available-for-sale securities (fair market value) | $48,010,000 | 2,134 |
| Total debt securities | $49,084,000 | 2,344 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $30,796,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $56,993,000 | 2,067 |
| U.S. Government securities | $41,595,000 | 2,006 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $41,595,000 | 1,967 |
| Securities issued by states & political subdivisions | $11,028,000 | 1,929 |
| Other domestic debt securities | $4,370,000 | 1,297 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,370,000 | 715 |
| 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 | $14,044,000 | 2,847 |
| Mortgage-backed securities | $39,232,000 | 1,426 |
| Certificates of participation in pools of residential mortgages | $39,232,000 | 1,029 |
| Issued or guaranteed by U.S. | $39,232,000 | 1,018 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,116,000 | 2,480 |
| Available-for-sale securities (fair market value) | $55,877,000 | 1,845 |
| Total debt securities | $56,993,000 | 2,042 |
| Structured notes | ||
| Amortized cost | $1,260,000 | 854 |
| Fair value | $1,281,000 | 853 |
| Trading account assets | $19,163,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $53,070,000 | 2,131 |
| U.S. Government securities | $39,337,000 | 2,054 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $39,337,000 | 2,010 |
| Securities issued by states & political subdivisions | $9,083,000 | 2,201 |
| Other domestic debt securities | $4,650,000 | 1,232 |
| 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 | $4,650,000 | 665 |
| 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 | $14,468,000 | 2,787 |
| Mortgage-backed securities | $33,970,000 | 1,522 |
| Certificates of participation in pools of residential mortgages | $33,970,000 | 1,111 |
| Issued or guaranteed by U.S. | $33,970,000 | 1,101 |
| 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) | $1,155,000 | 2,468 |
| Available-for-sale securities (fair market value) | $51,915,000 | 1,910 |
| Total debt securities | $53,071,000 | 2,104 |
| Structured notes | ||
| Amortized cost | $1,290,000 | 840 |
| Fair value | $1,311,000 | 832 |
| Trading account assets | $14,648,000 | 110 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $56,382,000 | 2,082 |
| U.S. Government securities | $42,308,000 | 1,953 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $42,308,000 | 1,910 |
| Securities issued by states & political subdivisions | $8,702,000 | 2,295 |
| Other domestic debt securities | $5,372,000 | 1,191 |
| 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 | $5,372,000 | 668 |
| 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 | $14,270,000 | 2,779 |
| Mortgage-backed securities | $34,921,000 | 1,463 |
| Certificates of participation in pools of residential mortgages | $34,921,000 | 1,073 |
| Issued or guaranteed by U.S. | $34,921,000 | 1,063 |
| 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) | $1,199,000 | 2,468 |
| Available-for-sale securities (fair market value) | $55,183,000 | 1,871 |
| Total debt securities | $56,382,000 | 2,046 |
| Structured notes | ||
| Amortized cost | $1,328,000 | 875 |
| Fair value | $1,331,000 | 871 |
| Trading account assets | $15,630,000 | 111 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $58,717,000 | 1,998 |
| U.S. Government securities | $47,750,000 | 1,736 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $47,750,000 | 1,704 |
| Securities issued by states & political subdivisions | $8,047,000 | 2,417 |
| Other domestic debt securities | $2,920,000 | 1,515 |
| 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 | $2,920,000 | 949 |
| 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 | $12,600,000 | 2,961 |
| Mortgage-backed securities | $38,429,000 | 1,327 |
| Certificates of participation in pools of residential mortgages | $38,429,000 | 954 |
| Issued or guaranteed by U.S. | $38,429,000 | 945 |
| 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) | $3,087,000 | 1,968 |
| Available-for-sale securities (fair market value) | $55,630,000 | 1,841 |
| Total debt securities | $58,716,000 | 1,958 |
| Structured notes | ||
| Amortized cost | $1,378,000 | 934 |
| Fair value | $1,402,000 | 930 |
| Trading account assets | $16,020,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $59,765,000 | 1,950 |
| U.S. Government securities | $50,703,000 | 1,656 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $50,703,000 | 1,623 |
| Securities issued by states & political subdivisions | $7,171,000 | 2,579 |
| Other domestic debt securities | $1,891,000 | 1,671 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,891,000 | 1,116 |
| 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 | $13,205,000 | 2,902 |
| Mortgage-backed securities | $39,983,000 | 1,159 |
| Certificates of participation in pools of residential mortgages | $39,983,000 | 816 |
| Issued or guaranteed by U.S. | $39,983,000 | 806 |
| 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) | $3,134,000 | 2,029 |
| Available-for-sale securities (fair market value) | $56,631,000 | 1,794 |
| Total debt securities | $59,764,000 | 1,900 |
| Structured notes | ||
| Amortized cost | $1,420,000 | 1,348 |
| Fair value | $1,436,000 | 1,346 |
| Trading account assets | $11,869,000 | 130 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $68,145,000 | 1,734 |
| U.S. Government securities | $60,107,000 | 1,421 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $60,107,000 | 1,392 |
| Securities issued by states & political subdivisions | $7,188,000 | 2,531 |
| Other domestic debt securities | $850,000 | 2,096 |
| 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 | $850,000 | 1,483 |
| 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 | $9,347,000 | 3,540 |
| Mortgage-backed securities | $41,878,000 | 1,058 |
| Certificates of participation in pools of residential mortgages | $41,878,000 | 759 |
| Issued or guaranteed by U.S. | $41,878,000 | 751 |
| 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) | $3,264,000 | 2,035 |
| Available-for-sale securities (fair market value) | $64,881,000 | 1,560 |
| Total debt securities | $68,145,000 | 1,696 |
| Structured notes | ||
| Amortized cost | $1,456,000 | 1,527 |
| Fair value | $1,445,000 | 1,533 |
| 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 | $68,005,000 | 1,716 |
| U.S. Government securities | $65,574,000 | 1,315 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $65,574,000 | 1,283 |
| Securities issued by states & political subdivisions | $2,431,000 | 4,050 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,451,000 | 3,509 |
| Mortgage-backed securities | $43,490,000 | 1,002 |
| Certificates of participation in pools of residential mortgages | $43,490,000 | 735 |
| Issued or guaranteed by U.S. | $43,490,000 | 727 |
| 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) | $3,396,000 | 2,047 |
| Available-for-sale securities (fair market value) | $64,609,000 | 1,558 |
| Total debt securities | $68,005,000 | 1,684 |
| Structured notes | ||
| Amortized cost | $1,950,000 | 1,398 |
| Fair value | $1,891,000 | 1,400 |
| 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 | $66,077,000 | 1,776 |
| U.S. Government securities | $65,861,000 | 1,309 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $65,861,000 | 1,277 |
| Securities issued by states & political subdivisions | $216,000 | 5,803 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,916,000 | 3,445 |
| Mortgage-backed securities | $43,167,000 | 1,017 |
| Certificates of participation in pools of residential mortgages | $43,167,000 | 741 |
| Issued or guaranteed by U.S. | $43,167,000 | 732 |
| 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) | $3,544,000 | 2,054 |
| Available-for-sale securities (fair market value) | $62,533,000 | 1,607 |
| Total debt securities | $66,077,000 | 1,741 |
| Structured notes | ||
| Amortized cost | $2,004,000 | 1,325 |
| Fair value | $1,997,000 | 1,343 |
| 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 | $72,478,000 | 1,651 |
| U.S. Government securities | $72,478,000 | 1,230 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $72,478,000 | 1,198 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,224,000 | 3,067 |
| Mortgage-backed securities | $45,342,000 | 992 |
| Certificates of participation in pools of residential mortgages | $45,342,000 | 728 |
| Issued or guaranteed by U.S. | $45,342,000 | 720 |
| 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) | $3,636,000 | 2,056 |
| Available-for-sale securities (fair market value) | $68,842,000 | 1,487 |
| Total debt securities | $72,478,000 | 1,617 |
| Structured notes | ||
| Amortized cost | $2,059,000 | 1,397 |
| Fair value | $2,043,000 | 1,398 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $74,798,000 | 1,617 |
| U.S. Government securities | $74,295,000 | 1,231 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $74,295,000 | 1,195 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $503,000 | 2,316 |
| 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 | $503,000 | 1,741 |
| 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 | $12,575,000 | 3,004 |
| Mortgage-backed securities | $37,931,000 | 1,151 |
| Certificates of participation in pools of residential mortgages | $37,931,000 | 831 |
| Issued or guaranteed by U.S. | $37,931,000 | 821 |
| 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) | $3,754,000 | 2,098 |
| Available-for-sale securities (fair market value) | $71,044,000 | 1,450 |
| Total debt securities | $74,799,000 | 1,587 |
| Structured notes | ||
| Amortized cost | $2,129,000 | 1,462 |
| Fair value | $2,093,000 | 1,462 |
| 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 | $72,406,000 | 1,663 |
| U.S. Government securities | $71,901,000 | 1,262 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $71,901,000 | 1,224 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $505,000 | 2,332 |
| 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 | $505,000 | 1,766 |
| 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 | $12,545,000 | 3,003 |
| Mortgage-backed securities | $39,416,000 | 1,128 |
| Certificates of participation in pools of residential mortgages | $39,416,000 | 813 |
| Issued or guaranteed by U.S. | $39,416,000 | 805 |
| 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) | $3,857,000 | 2,095 |
| Available-for-sale securities (fair market value) | $68,549,000 | 1,486 |
| Total debt securities | $72,406,000 | 1,633 |
| Structured notes | ||
| Amortized cost | $1,760,000 | 1,753 |
| Fair value | $1,699,000 | 1,766 |
| 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 | $64,342,000 | 1,883 |
| U.S. Government securities | $63,586,000 | 1,445 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $63,586,000 | 1,400 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $756,000 | 2,205 |
| 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 | $756,000 | 1,678 |
| 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 | $11,878,000 | 3,085 |
| Mortgage-backed securities | $29,010,000 | 1,387 |
| Certificates of participation in pools of residential mortgages | $29,010,000 | 1,016 |
| Issued or guaranteed by U.S. | $29,010,000 | 1,006 |
| 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) | $3,923,000 | 2,125 |
| Available-for-sale securities (fair market value) | $60,419,000 | 1,702 |
| Total debt securities | $64,341,000 | 1,835 |
| Structured notes | ||
| Amortized cost | $1,846,000 | 1,731 |
| Fair value | $1,806,000 | 1,733 |
| 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 | $64,588,000 | 1,871 |
| U.S. Government securities | $63,833,000 | 1,426 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $63,833,000 | 1,373 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $755,000 | 2,293 |
| 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 | $755,000 | 1,788 |
| 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 | $12,344,000 | 3,001 |
| Mortgage-backed securities | $24,163,000 | 1,586 |
| Certificates of participation in pools of residential mortgages | $24,163,000 | 1,203 |
| Issued or guaranteed by U.S. | $24,163,000 | 1,196 |
| 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) | $3,997,000 | 2,135 |
| Available-for-sale securities (fair market value) | $60,591,000 | 1,705 |
| Total debt securities | $64,588,000 | 1,835 |
| 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 | $61,026,000 | 1,969 |
| U.S. Government securities | $60,270,000 | 1,504 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $60,270,000 | 1,444 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $756,000 | 2,320 |
| 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 | $756,000 | 1,845 |
| 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 | $9,514,000 | 3,472 |
| Mortgage-backed securities | $21,439,000 | 1,734 |
| Certificates of participation in pools of residential mortgages | $21,439,000 | 1,338 |
| Issued or guaranteed by U.S. | $21,439,000 | 1,328 |
| 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) | $4,167,000 | 2,112 |
| Available-for-sale securities (fair market value) | $56,859,000 | 1,760 |
| Total debt securities | $61,027,000 | 1,924 |
| 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 | $53,077,000 | 2,246 |
| U.S. Government securities | $52,320,000 | 1,739 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $52,320,000 | 1,675 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $757,000 | 2,404 |
| 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 | $757,000 | 1,932 |
| 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 | $9,695,000 | 3,423 |
| Mortgage-backed securities | $13,965,000 | 2,335 |
| Certificates of participation in pools of residential mortgages | $13,965,000 | 1,833 |
| Issued or guaranteed by U.S. | $13,965,000 | 1,819 |
| 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) | $4,272,000 | 2,126 |
| Available-for-sale securities (fair market value) | $48,805,000 | 2,039 |
| Total debt securities | $53,076,000 | 2,202 |
| 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 | $48,909,000 | 2,420 |
| U.S. Government securities | $48,152,000 | 1,907 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $48,152,000 | 1,831 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $757,000 | 2,478 |
| 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 | $757,000 | 2,031 |
| 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 | $10,342,000 | 3,307 |
| Mortgage-backed securities | $14,861,000 | 2,313 |
| Certificates of participation in pools of residential mortgages | $14,861,000 | 1,820 |
| Issued or guaranteed by U.S. | $14,861,000 | 1,808 |
| 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) | $4,408,000 | 2,127 |
| Available-for-sale securities (fair market value) | $44,501,000 | 2,224 |
| Total debt securities | $48,910,000 | 2,384 |
| 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 | $46,245,000 | 2,578 |
| U.S. Government securities | $45,486,000 | 2,018 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $45,486,000 | 1,935 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $759,000 | 2,508 |
| 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 | $759,000 | 2,097 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,991,000 | 3,174 |
| Mortgage-backed securities | $15,853,000 | 2,263 |
| Certificates of participation in pools of residential mortgages | $15,853,000 | 1,761 |
| Issued or guaranteed by U.S. | $15,853,000 | 1,752 |
| 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) | $4,566,000 | 2,110 |
| Available-for-sale securities (fair market value) | $41,679,000 | 2,398 |
| Total debt securities | $46,245,000 | 2,532 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $37,548,000 | 3,053 |
| U.S. Government securities | $36,788,000 | 2,378 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $36,788,000 | 2,296 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $760,000 | 2,536 |
| 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 | $760,000 | 2,149 |
| 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 | $11,715,000 | 2,994 |
| Mortgage-backed securities | $16,958,000 | 2,167 |
| Certificates of participation in pools of residential mortgages | $16,958,000 | 1,689 |
| Issued or guaranteed by U.S. | $16,958,000 | 1,680 |
| 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) | $4,680,000 | 2,100 |
| Available-for-sale securities (fair market value) | $32,868,000 | 2,913 |
| Total debt securities | $37,549,000 | 2,989 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $30,744,000 | 3,597 |
| U.S. Government securities | $29,984,000 | 2,869 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $29,984,000 | 2,751 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $760,000 | 2,645 |
| 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 | $760,000 | 2,260 |
| 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 | $10,979,000 | 3,095 |
| Mortgage-backed securities | $14,466,000 | 2,421 |
| Certificates of participation in pools of residential mortgages | $14,466,000 | 1,895 |
| Issued or guaranteed by U.S. | $14,466,000 | 1,887 |
| 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) | $4,874,000 | 2,079 |
| Available-for-sale securities (fair market value) | $25,870,000 | 3,531 |
| Total debt securities | $30,743,000 | 3,529 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $26,451,000 | 4,008 |
| U.S. Government securities | $25,693,000 | 3,211 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $25,693,000 | 3,105 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $758,000 | 2,729 |
| 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 | $758,000 | 2,337 |
| 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 | $10,695,000 | 3,127 |
| Mortgage-backed securities | $16,276,000 | 2,296 |
| Certificates of participation in pools of residential mortgages | $16,276,000 | 1,775 |
| Issued or guaranteed by U.S. | $16,276,000 | 1,766 |
| 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) | $5,150,000 | 2,022 |
| Available-for-sale securities (fair market value) | $21,301,000 | 4,007 |
| Total debt securities | $26,451,000 | 3,933 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $25,899,000 | 4,113 |
| U.S. Government securities | $25,141,000 | 3,325 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $25,141,000 | 3,210 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $758,000 | 2,784 |
| 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 | $758,000 | 2,468 |
| 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 | $8,163,000 | 3,564 |
| Mortgage-backed securities | $17,217,000 | 2,205 |
| Certificates of participation in pools of residential mortgages | $17,217,000 | 1,725 |
| Issued or guaranteed by U.S. | $17,217,000 | 1,713 |
| 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) | $5,363,000 | 2,021 |
| Available-for-sale securities (fair market value) | $20,536,000 | 4,129 |
| Total debt securities | $25,899,000 | 4,038 |
| 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 | $32,054,000 | 3,460 |
| U.S. Government securities | $31,296,000 | 2,738 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $31,296,000 | 2,643 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $758,000 | 2,907 |
| 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 | $758,000 | 2,587 |
| 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 | $9,005,000 | 3,285 |
| Mortgage-backed securities | $18,360,000 | 2,113 |
| Certificates of participation in pools of residential mortgages | $18,360,000 | 1,627 |
| Issued or guaranteed by U.S. | $18,360,000 | 1,616 |
| 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) | $5,600,000 | 1,987 |
| Available-for-sale securities (fair market value) | $26,454,000 | 3,451 |
| Total debt securities | $32,054,000 | 3,392 |
| 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 | $26,444,000 | 3,894 |
| U.S. Government securities | $25,690,000 | 3,078 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $25,690,000 | 2,953 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $754,000 | 2,993 |
| 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 | $754,000 | 2,660 |
| 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 | $9,137,000 | 3,224 |
| Mortgage-backed securities | $9,958,000 | 3,067 |
| Certificates of participation in pools of residential mortgages | $9,958,000 | 2,414 |
| Issued or guaranteed by U.S. | $9,958,000 | 2,401 |
| 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) | $1,548,000 | 3,115 |
| Available-for-sale securities (fair market value) | $24,896,000 | 3,508 |
| Total debt securities | $26,443,000 | 3,815 |
| Structured notes | ||
| Amortized cost | $997,000 | 1,384 |
| Fair value | $1,001,000 | 1,331 |
| 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 | $24,427,000 | 4,084 |
| U.S. Government securities | $23,670,000 | 3,268 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $23,670,000 | 3,123 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $757,000 | 3,016 |
| 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 | $757,000 | 2,671 |
| 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 | $12,316,000 | 2,675 |
| Mortgage-backed securities | $10,382,000 | 3,003 |
| Certificates of participation in pools of residential mortgages | $9,870,000 | 2,392 |
| Issued or guaranteed by U.S. | $9,870,000 | 2,379 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $512,000 | 3,520 |
| CMOs issued by government agencies or sponsored agencies | $512,000 | 3,349 |
| 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) | $2,426,000 | 2,790 |
| Available-for-sale securities (fair market value) | $22,001,000 | 3,790 |
| Total debt securities | $24,428,000 | 4,007 |
| Structured notes | ||
| Amortized cost | $1,117,000 | 862 |
| Fair value | $1,123,000 | 862 |
| 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 | $30,214,000 | 3,513 |
| U.S. Government securities | $29,464,000 | 2,747 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $29,464,000 | 2,622 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $750,000 | 3,034 |
| 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 | $750,000 | 2,693 |
| 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 | $10,849,000 | 2,909 |
| Mortgage-backed securities | $13,266,000 | 2,592 |
| Certificates of participation in pools of residential mortgages | $12,262,000 | 2,056 |
| Issued or guaranteed by U.S. | $12,262,000 | 2,046 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,004,000 | 3,163 |
| CMOs issued by government agencies or sponsored agencies | $1,004,000 | 3,027 |
| 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) | $3,236,000 | 2,583 |
| Available-for-sale securities (fair market value) | $26,978,000 | 3,250 |
| Total debt securities | $30,212,000 | 3,440 |
| 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 | $27,528,000 | 3,587 |
| U.S. Government securities | $26,778,000 | 2,791 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $26,778,000 | 2,643 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $750,000 | 3,123 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $750,000 | 2,695 |
| 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 | $12,691,000 | 2,518 |
| Mortgage-backed securities | $11,714,000 | 2,631 |
| Certificates of participation in pools of residential mortgages | $11,714,000 | 1,895 |
| Issued or guaranteed by U.S. | $11,714,000 | 1,883 |
| 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) | $2,146,000 | 3,127 |
| Available-for-sale securities (fair market value) | $25,382,000 | 3,214 |
| Total debt securities | $27,528,000 | 3,497 |
| 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 | $14,681,000 | 5,632 |
| U.S. Government securities | $14,301,000 | 4,691 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $14,301,000 | 4,373 |
| 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 | $380,000 | 4,440 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,500,000 | 5,963 |
| Mortgage-backed securities | $1,198,000 | 5,361 |
| Certificates of participation in pools of residential mortgages | $1,198,000 | 4,592 |
| Issued or guaranteed by U.S. | $1,198,000 | 4,576 |
| 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) | $941,000 | 4,524 |
| Available-for-sale securities (fair market value) | $13,740,000 | 4,838 |
| Total debt securities | $14,301,000 | 5,588 |
| 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 | $6,566,000 | 8,134 |
| U.S. Government securities | $6,394,000 | 7,430 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,394,000 | 6,905 |
| 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 | $172,000 | 5,973 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,430,000 | 6,072 |
| Mortgage-backed securities | $1,373,000 | 5,525 |
| Certificates of participation in pools of residential mortgages | $1,373,000 | 4,679 |
| Issued or guaranteed by U.S. | $1,373,000 | 4,664 |
| 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) | $994,000 | 4,888 |
| Available-for-sale securities (fair market value) | $5,572,000 | 7,238 |
| Total debt securities | $6,394,000 | 8,080 |
| 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 | $7,444,000 | 7,879 |
| U.S. Government securities | $7,318,000 | 7,028 |
| U.S. Treasury securities | $1,004,000 | 5,155 |
| U.S. Government agency obligations | $6,314,000 | 6,592 |
| 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 | $126,000 | 6,182 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,167,000 | 5,999 |
| Mortgage-backed securities | $1,660,000 | 5,554 |
| Certificates of participation in pools of residential mortgages | $1,660,000 | 4,641 |
| Issued or guaranteed by U.S. | $1,660,000 | 4,620 |
| 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) | $2,104,000 | 4,677 |
| Available-for-sale securities (fair market value) | $5,340,000 | 7,240 |
| Total debt securities | $7,318,000 | 7,789 |
| 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 | $5,161,000 | 9,166 |
| U.S. Government securities | $5,161,000 | 8,477 |
| U.S. Treasury securities | $1,003,000 | 6,358 |
| U.S. Government agency obligations | $4,158,000 | 7,738 |
| 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 | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,443,000 | 7,048 |
| Mortgage-backed securities | $599,000 | 6,830 |
| Certificates of participation in pools of residential mortgages | $599,000 | 5,988 |
| Issued or guaranteed by U.S. | $599,000 | 5,969 |
| 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) | $3,658,000 | 4,709 |
| Available-for-sale securities (fair market value) | $1,503,000 | 8,958 |
| Total debt securities | $5,161,000 | 9,032 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| 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 | $2,015,000 | 10,868 |
| U.S. Government securities | $2,015,000 | 10,594 |
| U.S. Treasury securities | $501,000 | 8,023 |
| U.S. Government agency obligations | $1,514,000 | 9,796 |
| 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 | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $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) | $1,514,000 | 6,643 |
| Available-for-sale securities (fair market value) | $501,000 | 9,809 |
| Total debt securities | $2,015,000 | 10,766 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |