Home > Citizens Bank of Northern Kentucky, Inc. > Securities
Citizens Bank of Northern Kentucky, Inc., Securities
| 2016-12-31 | Rank | |
| Total securities | $50,966,000 | 2,341 |
| U.S. Government securities | $33,255,000 | 2,148 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $33,255,000 | 2,048 |
| Securities issued by states & political subdivisions | $17,711,000 | 2,040 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,311,000 | 3,495 |
| Mortgage-backed securities | $26,244,000 | 1,724 |
| Certificates of participation in pools of residential mortgages | $19,578,000 | 1,549 |
| Issued or guaranteed by U.S. | $19,578,000 | 1,549 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,872,000 | 1,757 |
| CMOs issued by government agencies or sponsored agencies | $3,872,000 | 1,692 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $2,794,000 | 823 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $2,794,000 | 515 |
| Held to maturity securities (book value) | $2,918,000 | 1,448 |
| Available-for-sale securities (fair market value) | $48,048,000 | 2,216 |
| Total debt securities | $50,966,000 | 2,317 |
| 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 | $48,051,000 | 2,445 |
| U.S. Government securities | $33,633,000 | 2,121 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $33,633,000 | 2,036 |
| Securities issued by states & political subdivisions | $14,418,000 | 2,320 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,107,000 | 3,938 |
| Mortgage-backed securities | $21,226,000 | 1,962 |
| Certificates of participation in pools of residential mortgages | $16,602,000 | 1,734 |
| Issued or guaranteed by U.S. | $16,602,000 | 1,734 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,339,000 | 2,087 |
| CMOs issued by government agencies or sponsored agencies | $2,339,000 | 2,017 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $2,285,000 | 840 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $2,285,000 | 540 |
| Held to maturity securities (book value) | $2,932,000 | 1,452 |
| Available-for-sale securities (fair market value) | $45,119,000 | 2,325 |
| Total debt securities | $48,051,000 | 2,421 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 621 |
| Fair value | $997,000 | 727 |
| 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 | $63,854,000 | 2,017 |
| U.S. Government securities | $43,306,000 | 1,810 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $43,306,000 | 1,729 |
| Securities issued by states & political subdivisions | $20,548,000 | 1,842 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,722,000 | 1,975 |
| Mortgage-backed securities | $25,528,000 | 1,789 |
| Certificates of participation in pools of residential mortgages | $23,903,000 | 1,376 |
| Issued or guaranteed by U.S. | $23,903,000 | 1,372 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,625,000 | 2,310 |
| CMOs issued by government agencies or sponsored agencies | $1,625,000 | 2,243 |
| 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) | $2,945,000 | 1,491 |
| Available-for-sale securities (fair market value) | $60,909,000 | 1,903 |
| Total debt securities | $63,854,000 | 1,990 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 576 |
| Fair value | $2,002,000 | 528 |
| 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 | $60,835,000 | 2,120 |
| U.S. Government securities | $41,321,000 | 1,944 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $41,321,000 | 1,850 |
| Securities issued by states & political subdivisions | $19,514,000 | 1,883 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,510,000 | 1,939 |
| Mortgage-backed securities | $26,521,000 | 1,744 |
| Certificates of participation in pools of residential mortgages | $24,759,000 | 1,341 |
| Issued or guaranteed by U.S. | $24,759,000 | 1,340 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,762,000 | 2,293 |
| CMOs issued by government agencies or sponsored agencies | $1,762,000 | 2,229 |
| 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) | $2,958,000 | 1,529 |
| Available-for-sale securities (fair market value) | $57,877,000 | 1,980 |
| Total debt securities | $60,835,000 | 2,096 |
| Structured notes | ||
| Amortized cost | $1,997,000 | 698 |
| Fair value | $1,998,000 | 658 |
| 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 | $58,099,000 | 2,207 |
| U.S. Government securities | $35,023,000 | 2,214 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $35,023,000 | 2,132 |
| Securities issued by states & political subdivisions | $23,076,000 | 1,689 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,245,000 | 1,681 |
| Mortgage-backed securities | $23,231,000 | 1,911 |
| Certificates of participation in pools of residential mortgages | $21,422,000 | 1,501 |
| Issued or guaranteed by U.S. | $21,422,000 | 1,500 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,809,000 | 2,299 |
| CMOs issued by government agencies or sponsored agencies | $1,809,000 | 2,234 |
| 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) | $2,971,000 | 1,564 |
| Available-for-sale securities (fair market value) | $55,128,000 | 2,080 |
| Total debt securities | $58,099,000 | 2,185 |
| Structured notes | ||
| Amortized cost | $1,997,000 | 797 |
| Fair value | $1,964,000 | 806 |
| 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 | $61,976,000 | 2,132 |
| U.S. Government securities | $38,731,000 | 2,077 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $38,731,000 | 2,001 |
| Securities issued by states & political subdivisions | $23,245,000 | 1,666 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,354,000 | 1,638 |
| Mortgage-backed securities | $24,664,000 | 1,843 |
| Certificates of participation in pools of residential mortgages | $22,750,000 | 1,444 |
| Issued or guaranteed by U.S. | $22,750,000 | 1,444 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,914,000 | 2,282 |
| CMOs issued by government agencies or sponsored agencies | $1,914,000 | 2,214 |
| 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) | $2,984,000 | 1,566 |
| Available-for-sale securities (fair market value) | $58,992,000 | 2,004 |
| Total debt securities | $61,976,000 | 2,105 |
| Structured notes | ||
| Amortized cost | $1,996,000 | 916 |
| Fair value | $1,979,000 | 910 |
| 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 | $64,447,000 | 2,106 |
| U.S. Government securities | $41,125,000 | 2,066 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $41,125,000 | 1,989 |
| Securities issued by states & political subdivisions | $23,322,000 | 1,628 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,686,000 | 1,432 |
| Mortgage-backed securities | $25,970,000 | 1,845 |
| Certificates of participation in pools of residential mortgages | $23,964,000 | 1,434 |
| Issued or guaranteed by U.S. | $23,964,000 | 1,433 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,006,000 | 2,314 |
| CMOs issued by government agencies or sponsored agencies | $2,006,000 | 2,242 |
| 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) | $2,998,000 | 1,591 |
| Available-for-sale securities (fair market value) | $61,449,000 | 1,972 |
| Total debt securities | $64,446,000 | 2,083 |
| Structured notes | ||
| Amortized cost | $1,996,000 | 1,025 |
| Fair value | $1,953,000 | 1,025 |
| 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 | $66,394,000 | 2,085 |
| U.S. Government securities | $43,099,000 | 2,030 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $43,099,000 | 1,950 |
| Securities issued by states & political subdivisions | $23,295,000 | 1,613 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,441,000 | 2,521 |
| Mortgage-backed securities | $27,883,000 | 1,795 |
| Certificates of participation in pools of residential mortgages | $25,692,000 | 1,375 |
| Issued or guaranteed by U.S. | $25,692,000 | 1,375 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,191,000 | 2,299 |
| CMOs issued by government agencies or sponsored agencies | $2,191,000 | 2,219 |
| 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) | $3,010,000 | 1,584 |
| Available-for-sale securities (fair market value) | $63,384,000 | 1,942 |
| Total debt securities | $66,394,000 | 2,058 |
| Structured notes | ||
| Amortized cost | $995,000 | 1,490 |
| Fair value | $978,000 | 1,503 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $57,983,000 | 2,329 |
| U.S. Government securities | $37,726,000 | 2,268 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $37,726,000 | 2,184 |
| Securities issued by states & political subdivisions | $20,257,000 | 1,807 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,918,000 | 1,477 |
| Mortgage-backed securities | $30,563,000 | 1,717 |
| Certificates of participation in pools of residential mortgages | $26,529,000 | 1,367 |
| Issued or guaranteed by U.S. | $26,529,000 | 1,365 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,034,000 | 1,951 |
| CMOs issued by government agencies or sponsored agencies | $4,034,000 | 1,881 |
| 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) | $3,023,000 | 1,601 |
| Available-for-sale securities (fair market value) | $54,960,000 | 2,185 |
| Total debt securities | $57,983,000 | 2,311 |
| 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 | $60,224,000 | 2,297 |
| U.S. Government securities | $39,072,000 | 2,265 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $39,072,000 | 2,180 |
| Securities issued by states & political subdivisions | $21,152,000 | 1,749 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,577,000 | 1,850 |
| Mortgage-backed securities | $31,935,000 | 1,732 |
| Certificates of participation in pools of residential mortgages | $27,715,000 | 1,348 |
| Issued or guaranteed by U.S. | $27,715,000 | 1,348 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,220,000 | 1,948 |
| CMOs issued by government agencies or sponsored agencies | $4,220,000 | 1,874 |
| 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) | $3,036,000 | 1,626 |
| Available-for-sale securities (fair market value) | $57,188,000 | 2,158 |
| Total debt securities | $60,224,000 | 2,279 |
| 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 | $63,170,000 | 2,210 |
| U.S. Government securities | $41,991,000 | 2,171 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $41,991,000 | 2,095 |
| Securities issued by states & political subdivisions | $21,179,000 | 1,753 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,567,000 | 2,370 |
| Mortgage-backed securities | $33,886,000 | 1,689 |
| Certificates of participation in pools of residential mortgages | $29,453,000 | 1,318 |
| Issued or guaranteed by U.S. | $29,453,000 | 1,318 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,433,000 | 1,951 |
| CMOs issued by government agencies or sponsored agencies | $4,433,000 | 1,867 |
| 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) | $3,049,000 | 1,645 |
| Available-for-sale securities (fair market value) | $60,121,000 | 2,081 |
| Total debt securities | $63,170,000 | 2,196 |
| Structured notes | ||
| Amortized cost | $1,114,000 | 1,544 |
| Fair value | $1,131,000 | 1,541 |
| 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 | $61,377,000 | 2,303 |
| U.S. Government securities | $40,753,000 | 2,243 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $40,753,000 | 2,170 |
| Securities issued by states & political subdivisions | $20,624,000 | 1,806 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,038,000 | 2,335 |
| Mortgage-backed securities | $32,726,000 | 1,750 |
| Certificates of participation in pools of residential mortgages | $29,284,000 | 1,339 |
| Issued or guaranteed by U.S. | $29,284,000 | 1,339 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,442,000 | 2,116 |
| CMOs issued by government agencies or sponsored agencies | $3,442,000 | 2,047 |
| 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) | $3,062,000 | 1,641 |
| Available-for-sale securities (fair market value) | $58,315,000 | 2,157 |
| Total debt securities | $61,377,000 | 2,283 |
| Structured notes | ||
| Amortized cost | $1,112,000 | 1,551 |
| Fair value | $1,110,000 | 1,548 |
| 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 | $58,697,000 | 2,352 |
| U.S. Government securities | $38,173,000 | 2,330 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $38,173,000 | 2,264 |
| Securities issued by states & political subdivisions | $20,524,000 | 1,805 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,806,000 | 2,699 |
| Mortgage-backed securities | $29,296,000 | 1,888 |
| Certificates of participation in pools of residential mortgages | $27,320,000 | 1,432 |
| Issued or guaranteed by U.S. | $27,320,000 | 1,432 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,976,000 | 2,468 |
| CMOs issued by government agencies or sponsored agencies | $1,976,000 | 2,381 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $58,697,000 | 2,132 |
| Total debt securities | $58,697,000 | 2,332 |
| 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 | $54,305,000 | 2,531 |
| U.S. Government securities | $33,470,000 | 2,565 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $33,470,000 | 2,499 |
| Securities issued by states & political subdivisions | $20,835,000 | 1,785 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,545,000 | 2,600 |
| Mortgage-backed securities | $25,528,000 | 2,056 |
| Certificates of participation in pools of residential mortgages | $24,472,000 | 1,556 |
| Issued or guaranteed by U.S. | $24,472,000 | 1,553 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,056,000 | 2,889 |
| CMOs issued by government agencies or sponsored agencies | $1,056,000 | 2,778 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $54,305,000 | 2,292 |
| Total debt securities | $54,305,000 | 2,504 |
| 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 | $48,521,000 | 2,742 |
| U.S. Government securities | $28,087,000 | 2,880 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $28,087,000 | 2,816 |
| Securities issued by states & political subdivisions | $20,434,000 | 1,800 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,197,000 | 2,191 |
| Mortgage-backed securities | $23,133,000 | 2,169 |
| Certificates of participation in pools of residential mortgages | $22,013,000 | 1,662 |
| Issued or guaranteed by U.S. | $22,013,000 | 1,660 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,120,000 | 2,888 |
| CMOs issued by government agencies or sponsored agencies | $1,120,000 | 2,772 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $48,521,000 | 2,504 |
| Total debt securities | $48,521,000 | 2,715 |
| 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 | $51,320,000 | 2,647 |
| U.S. Government securities | $30,812,000 | 2,767 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $30,812,000 | 2,705 |
| Securities issued by states & political subdivisions | $20,508,000 | 1,775 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,091,000 | 2,105 |
| Mortgage-backed securities | $25,736,000 | 2,084 |
| Certificates of participation in pools of residential mortgages | $24,508,000 | 1,581 |
| Issued or guaranteed by U.S. | $24,508,000 | 1,579 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,228,000 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $1,228,000 | 2,776 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $51,320,000 | 2,447 |
| Total debt securities | $51,320,000 | 2,622 |
| 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 | $53,507,000 | 2,507 |
| U.S. Government securities | $34,073,000 | 2,521 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $34,073,000 | 2,461 |
| Securities issued by states & political subdivisions | $19,434,000 | 1,837 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,205,000 | 2,070 |
| Mortgage-backed securities | $27,989,000 | 1,958 |
| Certificates of participation in pools of residential mortgages | $26,652,000 | 1,463 |
| Issued or guaranteed by U.S. | $26,652,000 | 1,460 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,337,000 | 2,906 |
| CMOs issued by government agencies or sponsored agencies | $1,337,000 | 2,787 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $53,507,000 | 2,301 |
| Total debt securities | $53,507,000 | 2,483 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,621 |
| Fair value | $1,004,000 | 1,645 |
| 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 | $57,254,000 | 2,397 |
| U.S. Government securities | $37,602,000 | 2,398 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $37,602,000 | 2,350 |
| Securities issued by states & political subdivisions | $19,652,000 | 1,779 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,724,000 | 1,774 |
| Mortgage-backed securities | $30,506,000 | 1,960 |
| Certificates of participation in pools of residential mortgages | $29,053,000 | 1,422 |
| Issued or guaranteed by U.S. | $29,053,000 | 1,420 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,453,000 | 2,952 |
| CMOs issued by government agencies or sponsored agencies | $1,453,000 | 2,830 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $57,254,000 | 2,192 |
| Total debt securities | $57,254,000 | 2,374 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,762 |
| Fair value | $1,010,000 | 1,759 |
| 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 | $56,224,000 | 2,433 |
| U.S. Government securities | $39,195,000 | 2,346 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $39,195,000 | 2,296 |
| Securities issued by states & political subdivisions | $17,029,000 | 1,962 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,226,000 | 1,825 |
| Mortgage-backed securities | $31,119,000 | 1,951 |
| Certificates of participation in pools of residential mortgages | $29,570,000 | 1,438 |
| Issued or guaranteed by U.S. | $29,570,000 | 1,436 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,549,000 | 2,928 |
| CMOs issued by government agencies or sponsored agencies | $1,549,000 | 2,795 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $56,224,000 | 2,226 |
| Total debt securities | $56,224,000 | 2,412 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $1,016,000 | 1,963 |
| 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 | $56,632,000 | 2,431 |
| U.S. Government securities | $40,859,000 | 2,292 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $40,859,000 | 2,236 |
| Securities issued by states & political subdivisions | $15,773,000 | 1,999 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,976,000 | 1,863 |
| Mortgage-backed securities | $32,786,000 | 1,887 |
| Certificates of participation in pools of residential mortgages | $31,191,000 | 1,353 |
| Issued or guaranteed by U.S. | $31,191,000 | 1,352 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,595,000 | 2,935 |
| CMOs issued by government agencies or sponsored agencies | $1,595,000 | 2,806 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $56,632,000 | 2,216 |
| Total debt securities | $56,632,000 | 2,415 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,204 |
| Fair value | $1,022,000 | 2,170 |
| 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 | $56,166,000 | 2,395 |
| U.S. Government securities | $41,940,000 | 2,160 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $41,940,000 | 2,108 |
| Securities issued by states & political subdivisions | $14,226,000 | 2,118 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,666,000 | 1,713 |
| Mortgage-backed securities | $34,842,000 | 1,733 |
| Certificates of participation in pools of residential mortgages | $33,168,000 | 1,230 |
| Issued or guaranteed by U.S. | $33,168,000 | 1,228 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,674,000 | 2,881 |
| CMOs issued by government agencies or sponsored agencies | $1,674,000 | 2,665 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $56,166,000 | 2,164 |
| Total debt securities | $56,166,000 | 2,381 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,154 |
| Fair value | $1,028,000 | 2,125 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $53,034,000 | 2,433 |
| U.S. Government securities | $42,464,000 | 2,093 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $42,464,000 | 2,038 |
| Securities issued by states & political subdivisions | $10,570,000 | 2,498 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,807,000 | 1,679 |
| Mortgage-backed securities | $30,320,000 | 1,856 |
| Certificates of participation in pools of residential mortgages | $25,514,000 | 1,421 |
| Issued or guaranteed by U.S. | $25,514,000 | 1,416 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,806,000 | 2,116 |
| CMOs issued by government agencies or sponsored agencies | $4,806,000 | 1,933 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $53,034,000 | 2,202 |
| Total debt securities | $53,034,000 | 2,409 |
| Structured notes | ||
| Amortized cost | $3,005,000 | 1,428 |
| Fair value | $3,064,000 | 1,422 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $49,567,000 | 2,579 |
| U.S. Government securities | $40,511,000 | 2,206 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $40,511,000 | 2,140 |
| Securities issued by states & political subdivisions | $9,056,000 | 2,662 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,170,000 | 1,545 |
| Mortgage-backed securities | $22,536,000 | 2,195 |
| Certificates of participation in pools of residential mortgages | $18,504,000 | 1,779 |
| Issued or guaranteed by U.S. | $18,504,000 | 1,776 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,032,000 | 2,217 |
| CMOs issued by government agencies or sponsored agencies | $4,032,000 | 2,030 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $49,567,000 | 2,339 |
| Total debt securities | $49,567,000 | 2,550 |
| Structured notes | ||
| Amortized cost | $6,506,000 | 965 |
| Fair value | $6,486,000 | 975 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $44,657,000 | 2,754 |
| U.S. Government securities | $35,834,000 | 2,425 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $35,834,000 | 2,354 |
| Securities issued by states & political subdivisions | $8,823,000 | 2,667 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,804,000 | 1,525 |
| Mortgage-backed securities | $19,070,000 | 2,376 |
| Certificates of participation in pools of residential mortgages | $19,070,000 | 1,689 |
| Issued or guaranteed by U.S. | $19,070,000 | 1,685 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $44,657,000 | 2,497 |
| Total debt securities | $44,657,000 | 2,728 |
| Structured notes | ||
| Amortized cost | $7,512,000 | 926 |
| Fair value | $7,351,000 | 932 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $41,876,000 | 2,799 |
| U.S. Government securities | $33,162,000 | 2,456 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $33,162,000 | 2,375 |
| Securities issued by states & political subdivisions | $8,714,000 | 2,664 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,686,000 | 1,692 |
| Mortgage-backed securities | $20,378,000 | 2,207 |
| Certificates of participation in pools of residential mortgages | $20,378,000 | 1,536 |
| Issued or guaranteed by U.S. | $20,378,000 | 1,529 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $41,876,000 | 2,530 |
| Total debt securities | $41,876,000 | 2,774 |
| Structured notes | ||
| Amortized cost | $7,522,000 | 832 |
| Fair value | $7,368,000 | 842 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $42,680,000 | 2,728 |
| U.S. Government securities | $35,677,000 | 2,285 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $35,677,000 | 2,208 |
| Securities issued by states & political subdivisions | $7,003,000 | 2,899 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,052,000 | 1,375 |
| Mortgage-backed securities | $22,059,000 | 2,085 |
| Certificates of participation in pools of residential mortgages | $22,059,000 | 1,423 |
| Issued or guaranteed by U.S. | $22,059,000 | 1,419 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $42,680,000 | 2,444 |
| Total debt securities | $42,680,000 | 2,694 |
| Structured notes | ||
| Amortized cost | $8,511,000 | 719 |
| Fair value | $8,563,000 | 724 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $52,758,000 | 2,278 |
| U.S. Government securities | $48,386,000 | 1,810 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $48,386,000 | 1,746 |
| Securities issued by states & political subdivisions | $4,372,000 | 3,466 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,193,000 | 1,394 |
| Mortgage-backed securities | $23,583,000 | 1,977 |
| Certificates of participation in pools of residential mortgages | $23,583,000 | 1,356 |
| Issued or guaranteed by U.S. | $23,583,000 | 1,350 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $52,758,000 | 2,035 |
| Total debt securities | $52,758,000 | 2,258 |
| Structured notes | ||
| Amortized cost | $14,426,000 | 475 |
| Fair value | $14,511,000 | 475 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $61,678,000 | 2,019 |
| U.S. Government securities | $55,275,000 | 1,621 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $55,275,000 | 1,568 |
| Securities issued by states & political subdivisions | $6,403,000 | 2,888 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,824,000 | 1,301 |
| Mortgage-backed securities | $27,383,000 | 1,835 |
| Certificates of participation in pools of residential mortgages | $27,383,000 | 1,278 |
| Issued or guaranteed by U.S. | $27,383,000 | 1,274 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $61,678,000 | 1,805 |
| Total debt securities | $61,678,000 | 1,994 |
| Structured notes | ||
| Amortized cost | $13,998,000 | 390 |
| Fair value | $13,949,000 | 391 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $63,524,000 | 1,937 |
| U.S. Government securities | $57,158,000 | 1,556 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $57,158,000 | 1,510 |
| Securities issued by states & political subdivisions | $6,366,000 | 2,903 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,360,000 | 1,328 |
| Mortgage-backed securities | $29,966,000 | 1,745 |
| Certificates of participation in pools of residential mortgages | $29,966,000 | 1,235 |
| Issued or guaranteed by U.S. | $29,966,000 | 1,230 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $63,524,000 | 1,727 |
| Total debt securities | $63,524,000 | 1,919 |
| Structured notes | ||
| Amortized cost | $11,500,000 | 366 |
| Fair value | $11,426,000 | 366 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $64,952,000 | 1,907 |
| U.S. Government securities | $58,486,000 | 1,513 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $58,486,000 | 1,460 |
| Securities issued by states & political subdivisions | $6,466,000 | 2,893 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,359,000 | 1,344 |
| Mortgage-backed securities | $32,648,000 | 1,666 |
| Certificates of participation in pools of residential mortgages | $32,648,000 | 1,172 |
| Issued or guaranteed by U.S. | $32,648,000 | 1,164 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $64,952,000 | 1,684 |
| Total debt securities | $64,952,000 | 1,871 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 360 |
| Fair value | $7,520,000 | 359 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $49,660,000 | 2,337 |
| U.S. Government securities | $43,327,000 | 1,905 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $43,327,000 | 1,862 |
| Securities issued by states & political subdivisions | $6,333,000 | 2,884 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,500,000 | 1,548 |
| Mortgage-backed securities | $30,324,000 | 1,774 |
| Certificates of participation in pools of residential mortgages | $30,324,000 | 1,285 |
| Issued or guaranteed by U.S. | $30,324,000 | 1,275 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $49,660,000 | 2,058 |
| Total debt securities | $49,660,000 | 2,303 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 258 |
| Fair value | $5,935,000 | 268 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $44,335,000 | 2,574 |
| U.S. Government securities | $39,387,000 | 2,113 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $39,387,000 | 2,060 |
| Securities issued by states & political subdivisions | $4,948,000 | 3,153 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,154,000 | 1,599 |
| Mortgage-backed securities | $32,292,000 | 1,709 |
| Certificates of participation in pools of residential mortgages | $32,292,000 | 1,254 |
| Issued or guaranteed by U.S. | $32,292,000 | 1,243 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $44,335,000 | 2,286 |
| Total debt securities | $44,335,000 | 2,541 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $47,055,000 | 2,438 |
| U.S. Government securities | $44,292,000 | 1,905 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $44,292,000 | 1,873 |
| Securities issued by states & political subdivisions | $2,763,000 | 3,864 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,043,000 | 1,521 |
| Mortgage-backed securities | $35,209,000 | 1,548 |
| Certificates of participation in pools of residential mortgages | $35,209,000 | 1,120 |
| Issued or guaranteed by U.S. | $35,209,000 | 1,111 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $47,055,000 | 2,153 |
| Total debt securities | $47,055,000 | 2,405 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $47,273,000 | 2,372 |
| U.S. Government securities | $46,057,000 | 1,782 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $46,057,000 | 1,750 |
| Securities issued by states & political subdivisions | $1,216,000 | 4,652 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,042,000 | 1,533 |
| Mortgage-backed securities | $34,201,000 | 1,516 |
| Certificates of participation in pools of residential mortgages | $34,201,000 | 1,104 |
| Issued or guaranteed by U.S. | $34,201,000 | 1,094 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $47,273,000 | 2,076 |
| Total debt securities | $47,273,000 | 2,342 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $47,878,000 | 2,404 |
| U.S. Government securities | $46,661,000 | 1,774 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $46,661,000 | 1,744 |
| Securities issued by states & political subdivisions | $1,217,000 | 4,690 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,243,000 | 1,104 |
| Mortgage-backed securities | $33,804,000 | 1,508 |
| Certificates of participation in pools of residential mortgages | $33,804,000 | 1,103 |
| Issued or guaranteed by U.S. | $33,804,000 | 1,090 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $47,878,000 | 2,118 |
| Total debt securities | $47,878,000 | 2,355 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $48,401,000 | 2,371 |
| U.S. Government securities | $47,849,000 | 1,730 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $47,849,000 | 1,698 |
| Securities issued by states & political subdivisions | $552,000 | 5,236 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,571,000 | 1,075 |
| Mortgage-backed securities | $34,655,000 | 1,438 |
| Certificates of participation in pools of residential mortgages | $34,655,000 | 1,029 |
| Issued or guaranteed by U.S. | $34,655,000 | 1,018 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $48,401,000 | 2,096 |
| Total debt securities | $48,401,000 | 2,323 |
| Structured notes | ||
| Amortized cost | $973,000 | 1,250 |
| Fair value | $1,002,000 | 1,148 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $47,671,000 | 2,389 |
| U.S. Government securities | $47,124,000 | 1,758 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $47,124,000 | 1,721 |
| Securities issued by states & political subdivisions | $547,000 | 5,260 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,369,000 | 1,076 |
| Mortgage-backed securities | $34,497,000 | 1,284 |
| Certificates of participation in pools of residential mortgages | $34,497,000 | 933 |
| Issued or guaranteed by U.S. | $34,497,000 | 922 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $47,671,000 | 2,084 |
| Total debt securities | $47,671,000 | 2,346 |
| Structured notes | ||
| Amortized cost | $1,965,000 | 1,128 |
| Fair value | $2,004,000 | 1,031 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $19,726,000 | 4,522 |
| U.S. Government securities | $19,181,000 | 3,741 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $19,181,000 | 3,666 |
| Securities issued by states & political subdivisions | $545,000 | 5,286 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,690,000 | 2,215 |
| Mortgage-backed securities | $3,055,000 | 4,326 |
| Certificates of participation in pools of residential mortgages | $3,055,000 | 3,728 |
| Issued or guaranteed by U.S. | $3,055,000 | 3,712 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $19,726,000 | 3,995 |
| Total debt securities | $19,726,000 | 4,471 |
| Structured notes | ||
| Amortized cost | $3,946,000 | 767 |
| Fair value | $3,997,000 | 732 |
| 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 | $19,827,000 | 4,512 |
| U.S. Government securities | $19,290,000 | 3,739 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $19,290,000 | 3,650 |
| Securities issued by states & political subdivisions | $537,000 | 5,326 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,791,000 | 2,204 |
| Mortgage-backed securities | $3,317,000 | 4,190 |
| Certificates of participation in pools of residential mortgages | $3,317,000 | 3,572 |
| Issued or guaranteed by U.S. | $3,317,000 | 3,558 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $19,827,000 | 3,971 |
| Total debt securities | $19,827,000 | 4,466 |
| Structured notes | ||
| Amortized cost | $3,943,000 | 813 |
| Fair value | $3,973,000 | 772 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $20,187,000 | 4,473 |
| U.S. Government securities | $19,639,000 | 3,698 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $19,639,000 | 3,606 |
| Securities issued by states & political subdivisions | $548,000 | 5,367 |
| 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 | $20,151,000 | 2,186 |
| Mortgage-backed securities | $3,601,000 | 4,069 |
| Certificates of participation in pools of residential mortgages | $3,601,000 | 3,445 |
| Issued or guaranteed by U.S. | $3,601,000 | 3,426 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $20,187,000 | 3,934 |
| Total debt securities | $20,187,000 | 4,431 |
| Structured notes | ||
| Amortized cost | $3,940,000 | 866 |
| Fair value | $3,974,000 | 832 |
| 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 | $20,368,000 | 4,493 |
| U.S. Government securities | $19,820,000 | 3,745 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $19,820,000 | 3,643 |
| Securities issued by states & political subdivisions | $548,000 | 5,393 |
| 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 | $20,332,000 | 2,170 |
| Mortgage-backed securities | $3,823,000 | 3,990 |
| Certificates of participation in pools of residential mortgages | $3,823,000 | 3,371 |
| Issued or guaranteed by U.S. | $3,823,000 | 3,357 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $20,368,000 | 3,944 |
| Total debt securities | $20,368,000 | 4,441 |
| Structured notes | ||
| Amortized cost | $3,938,000 | 929 |
| Fair value | $3,959,000 | 900 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $21,515,000 | 4,371 |
| U.S. Government securities | $20,970,000 | 3,631 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $20,970,000 | 3,524 |
| Securities issued by states & political subdivisions | $545,000 | 5,444 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,479,000 | 2,067 |
| Mortgage-backed securities | $4,063,000 | 3,902 |
| Certificates of participation in pools of residential mortgages | $4,063,000 | 3,303 |
| Issued or guaranteed by U.S. | $4,063,000 | 3,286 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $21,515,000 | 3,824 |
| Total debt securities | $21,515,000 | 4,314 |
| Structured notes | ||
| Amortized cost | $3,935,000 | 1,006 |
| Fair value | $3,939,000 | 978 |
| 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 | $21,615,000 | 4,351 |
| U.S. Government securities | $21,065,000 | 3,620 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $21,065,000 | 3,506 |
| Securities issued by states & political subdivisions | $550,000 | 5,467 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,564,000 | 2,035 |
| Mortgage-backed securities | $4,326,000 | 3,794 |
| Certificates of participation in pools of residential mortgages | $4,326,000 | 3,227 |
| Issued or guaranteed by U.S. | $4,326,000 | 3,215 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $21,615,000 | 3,783 |
| Total debt securities | $21,615,000 | 4,287 |
| Structured notes | ||
| Amortized cost | $3,933,000 | 1,071 |
| Fair value | $3,897,000 | 1,034 |
| 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 | $22,156,000 | 4,343 |
| U.S. Government securities | $21,551,000 | 3,599 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $21,551,000 | 3,481 |
| Securities issued by states & political subdivisions | $605,000 | 5,428 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,058,000 | 1,980 |
| Mortgage-backed securities | $4,680,000 | 3,729 |
| Certificates of participation in pools of residential mortgages | $4,680,000 | 3,152 |
| Issued or guaranteed by U.S. | $4,680,000 | 3,138 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $22,156,000 | 3,753 |
| Total debt securities | $22,156,000 | 4,286 |
| Structured notes | ||
| Amortized cost | $3,930,000 | 1,079 |
| Fair value | $3,925,000 | 1,041 |
| 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 | $22,535,000 | 4,302 |
| U.S. Government securities | $21,930,000 | 3,537 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $21,930,000 | 3,411 |
| Securities issued by states & political subdivisions | $605,000 | 5,454 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,930,000 | 1,974 |
| Mortgage-backed securities | $4,989,000 | 3,689 |
| Certificates of participation in pools of residential mortgages | $4,989,000 | 3,114 |
| Issued or guaranteed by U.S. | $4,989,000 | 3,102 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $22,535,000 | 3,706 |
| Total debt securities | $22,535,000 | 4,247 |
| Structured notes | ||
| Amortized cost | $3,940,000 | 1,079 |
| Fair value | $3,946,000 | 1,027 |
| 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 | $17,602,000 | 4,961 |
| U.S. Government securities | $16,990,000 | 4,190 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $16,990,000 | 4,064 |
| Securities issued by states & political subdivisions | $612,000 | 5,466 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,503,000 | 2,343 |
| Mortgage-backed securities | $5,507,000 | 3,584 |
| Certificates of participation in pools of residential mortgages | $5,507,000 | 3,001 |
| Issued or guaranteed by U.S. | $5,507,000 | 2,988 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $17,602,000 | 4,310 |
| Total debt securities | $17,602,000 | 4,911 |
| Structured notes | ||
| Amortized cost | $3,988,000 | 1,044 |
| Fair value | $3,961,000 | 1,008 |
| 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 | $18,413,000 | 4,872 |
| U.S. Government securities | $18,174,000 | 4,049 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $18,174,000 | 3,921 |
| Securities issued by states & political subdivisions | $239,000 | 6,014 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,313,000 | 2,245 |
| Mortgage-backed securities | $6,196,000 | 3,510 |
| Certificates of participation in pools of residential mortgages | $6,196,000 | 2,922 |
| Issued or guaranteed by U.S. | $6,196,000 | 2,910 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $18,413,000 | 4,234 |
| Total debt securities | $18,413,000 | 4,815 |
| Structured notes | ||
| Amortized cost | $3,986,000 | 1,051 |
| Fair value | $3,989,000 | 991 |
| 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 | $18,857,000 | 4,866 |
| U.S. Government securities | $18,619,000 | 4,071 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $18,619,000 | 3,926 |
| Securities issued by states & political subdivisions | $238,000 | 6,048 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,758,000 | 2,217 |
| Mortgage-backed securities | $6,794,000 | 3,469 |
| Certificates of participation in pools of residential mortgages | $6,794,000 | 2,869 |
| Issued or guaranteed by U.S. | $6,794,000 | 2,859 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $18,857,000 | 4,234 |
| Total debt securities | $18,857,000 | 4,817 |
| Structured notes | ||
| Amortized cost | $3,983,000 | 1,052 |
| Fair value | $3,931,000 | 1,029 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $19,158,000 | 4,847 |
| U.S. Government securities | $18,916,000 | 4,015 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $18,916,000 | 3,879 |
| Securities issued by states & political subdivisions | $242,000 | 6,079 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,733,000 | 2,264 |
| Mortgage-backed securities | $7,419,000 | 3,378 |
| Certificates of participation in pools of residential mortgages | $7,419,000 | 2,763 |
| Issued or guaranteed by U.S. | $7,419,000 | 2,756 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $19,158,000 | 4,206 |
| Total debt securities | $19,158,000 | 4,787 |
| Structured notes | ||
| Amortized cost | $2,982,000 | 1,257 |
| Fair value | $2,986,000 | 1,212 |
| 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 | $15,952,000 | 5,363 |
| U.S. Government securities | $15,708,000 | 4,473 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $15,708,000 | 4,330 |
| Securities issued by states & political subdivisions | $244,000 | 6,128 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,850,000 | 2,428 |
| Mortgage-backed securities | $8,183,000 | 3,247 |
| Certificates of participation in pools of residential mortgages | $8,183,000 | 2,649 |
| Issued or guaranteed by U.S. | $8,183,000 | 2,640 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $15,952,000 | 4,678 |
| Total debt securities | $15,952,000 | 5,289 |
| Structured notes | ||
| Amortized cost | $1,980,000 | 1,608 |
| Fair value | $2,001,000 | 1,518 |
| 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 | $18,573,000 | 4,993 |
| U.S. Government securities | $18,332,000 | 4,124 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $18,332,000 | 3,975 |
| Securities issued by states & political subdivisions | $241,000 | 6,167 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,473,000 | 2,159 |
| Mortgage-backed securities | $8,917,000 | 3,149 |
| Certificates of participation in pools of residential mortgages | $8,917,000 | 2,546 |
| Issued or guaranteed by U.S. | $8,917,000 | 2,539 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $18,573,000 | 4,373 |
| Total debt securities | $18,573,000 | 4,929 |
| Structured notes | ||
| Amortized cost | $1,979,000 | 1,590 |
| Fair value | $1,956,000 | 1,544 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $22,461,000 | 4,447 |
| U.S. Government securities | $22,158,000 | 3,584 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $22,158,000 | 3,464 |
| Securities issued by states & political subdivisions | $303,000 | 6,051 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,302,000 | 1,836 |
| Mortgage-backed securities | $10,561,000 | 2,941 |
| Certificates of participation in pools of residential mortgages | $10,561,000 | 2,334 |
| Issued or guaranteed by U.S. | $10,561,000 | 2,323 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $22,461,000 | 3,874 |
| Total debt securities | $22,461,000 | 4,375 |
| Structured notes | ||
| Amortized cost | $1,977,000 | 1,411 |
| Fair value | $2,008,000 | 1,339 |
| 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 | $23,260,000 | 4,406 |
| U.S. Government securities | $22,958,000 | 3,555 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $22,958,000 | 3,426 |
| Securities issued by states & political subdivisions | $302,000 | 6,118 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,103,000 | 1,749 |
| Mortgage-backed securities | $11,353,000 | 2,809 |
| Certificates of participation in pools of residential mortgages | $11,353,000 | 2,254 |
| Issued or guaranteed by U.S. | $11,353,000 | 2,240 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $23,260,000 | 3,821 |
| Total debt securities | $23,260,000 | 4,333 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,788 |
| Fair value | $1,004,000 | 1,660 |
| 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 | $16,833,000 | 5,219 |
| U.S. Government securities | $16,529,000 | 4,296 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $16,529,000 | 4,124 |
| Securities issued by states & political subdivisions | $304,000 | 6,146 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,673,000 | 2,179 |
| Mortgage-backed securities | $12,511,000 | 2,654 |
| Certificates of participation in pools of residential mortgages | $12,511,000 | 2,107 |
| Issued or guaranteed by U.S. | $12,511,000 | 2,097 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $16,833,000 | 4,572 |
| Total debt securities | $16,833,000 | 5,135 |
| 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 | $20,155,000 | 4,668 |
| U.S. Government securities | $19,848,000 | 3,716 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $19,848,000 | 3,570 |
| Securities issued by states & political subdivisions | $307,000 | 6,139 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,238,000 | 1,982 |
| Mortgage-backed securities | $15,808,000 | 2,354 |
| Certificates of participation in pools of residential mortgages | $15,808,000 | 1,780 |
| Issued or guaranteed by U.S. | $15,808,000 | 1,769 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $20,155,000 | 4,061 |
| Total debt securities | $20,155,000 | 4,574 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $22,152,000 | 4,363 |
| U.S. Government securities | $21,798,000 | 3,476 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $21,798,000 | 3,322 |
| Securities issued by states & political subdivisions | $354,000 | 6,043 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,492,000 | 2,150 |
| Mortgage-backed securities | $17,750,000 | 2,179 |
| Certificates of participation in pools of residential mortgages | $17,750,000 | 1,630 |
| Issued or guaranteed by U.S. | $17,750,000 | 1,624 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $22,152,000 | 3,768 |
| Total debt securities | $22,152,000 | 4,276 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $17,129,000 | 5,096 |
| U.S. Government securities | $16,774,000 | 4,159 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $16,774,000 | 3,988 |
| Securities issued by states & political subdivisions | $355,000 | 6,050 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,896,000 | 2,306 |
| Mortgage-backed securities | $10,724,000 | 2,914 |
| Certificates of participation in pools of residential mortgages | $10,724,000 | 2,253 |
| Issued or guaranteed by U.S. | $10,724,000 | 2,240 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $17,129,000 | 4,398 |
| Total debt securities | $17,129,000 | 5,010 |
| Structured notes | ||
| Amortized cost | $999,000 | 957 |
| Fair value | $1,003,000 | 897 |
| 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 | $10,077,000 | 6,498 |
| U.S. Government securities | $9,936,000 | 5,540 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $9,936,000 | 5,294 |
| Securities issued by states & political subdivisions | $141,000 | 6,677 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,935,000 | 2,972 |
| Mortgage-backed securities | $1,923,000 | 5,316 |
| Certificates of participation in pools of residential mortgages | $1,923,000 | 4,545 |
| Issued or guaranteed by U.S. | $1,923,000 | 4,525 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $10,077,000 | 5,616 |
| Total debt securities | $10,077,000 | 6,399 |
| 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 | $20,011,000 | 4,630 |
| U.S. Government securities | $19,225,000 | 3,786 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $19,225,000 | 3,510 |
| Securities issued by states & political subdivisions | $138,000 | 6,874 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $648,000 | 3,290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,225,000 | 1,910 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $20,011,000 | 3,782 |
| Total debt securities | $19,363,000 | 4,604 |
| 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 | $19,609,000 | 4,926 |
| U.S. Government securities | $18,888,000 | 4,040 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $18,888,000 | 3,643 |
| Securities issued by states & political subdivisions | $134,000 | 7,214 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $587,000 | 3,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,800,000 | 1,931 |
| Mortgage-backed securities | $339,000 | 6,709 |
| Certificates of participation in pools of residential mortgages | $339,000 | 6,049 |
| Issued or guaranteed by U.S. | $339,000 | 6,035 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $19,609,000 | 3,960 |
| Total debt securities | $19,022,000 | 4,899 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $21,411,000 | 4,625 |
| U.S. Government securities | $20,730,000 | 3,802 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $20,730,000 | 3,232 |
| Securities issued by states & political subdivisions | $142,000 | 7,439 |
| 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 | $539,000 | 3,427 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,200,000 | 2,016 |
| Mortgage-backed securities | $348,000 | 6,929 |
| Certificates of participation in pools of residential mortgages | $348,000 | 6,267 |
| Issued or guaranteed by U.S. | $348,000 | 6,249 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $21,411,000 | 3,604 |
| Total debt securities | $20,872,000 | 4,585 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 593 |
| Fair value | $997,000 | 658 |
| 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 | $18,106,000 | 5,296 |
| U.S. Government securities | $17,594,000 | 4,491 |
| U.S. Treasury securities | $301,000 | 7,503 |
| U.S. Government agency obligations | $17,293,000 | 3,612 |
| 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 | $513,000 | 3,562 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,554,000 | 2,266 |
| Mortgage-backed securities | $351,000 | 7,265 |
| Certificates of participation in pools of residential mortgages | $351,000 | 6,487 |
| Issued or guaranteed by U.S. | $351,000 | 6,465 |
| 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) | $500,000 | 6,770 |
| Available-for-sale securities (fair market value) | $17,606,000 | 3,971 |
| Total debt securities | $17,593,000 | 5,263 |
| 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 | $13,182,000 | 6,938 |
| U.S. Government securities | $12,962,000 | 6,049 |
| U.S. Treasury securities | $706,000 | 7,736 |
| U.S. Government agency obligations | $12,256,000 | 4,849 |
| 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 | $220,000 | 5,124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,442,000 | 3,082 |
| Mortgage-backed securities | $1,674,000 | 6,153 |
| Certificates of participation in pools of residential mortgages | $1,674,000 | 5,023 |
| Issued or guaranteed by U.S. | $1,674,000 | 5,004 |
| 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) | $1,500,000 | 6,650 |
| Available-for-sale securities (fair market value) | $11,682,000 | 5,500 |
| Total debt securities | $12,962,000 | 6,885 |
| 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 |
| 1995-12-31 | Rank | |
| Total securities | $11,898,000 | 7,632 |
| U.S. Government securities | $11,813,000 | 6,649 |
| U.S. Treasury securities | $2,899,000 | 6,188 |
| U.S. Government agency obligations | $8,914,000 | 5,903 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $85,000 | 6,413 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,777,000 | 5,406 |
| Mortgage-backed securities | $2,336,000 | 5,984 |
| Certificates of participation in pools of residential mortgages | $2,336,000 | 4,650 |
| Issued or guaranteed by U.S. | $2,336,000 | 4,624 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $11,898,000 | 5,597 |
| Total debt securities | $11,813,000 | 7,530 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $6,045,000 | 10,370 |
| U.S. Government securities | $6,045,000 | 9,624 |
| U.S. Treasury securities | $1,708,000 | 8,647 |
| U.S. Government agency obligations | $4,337,000 | 8,137 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,484,000 | 6,570 |
| Mortgage-backed securities | $1,615,000 | 7,030 |
| Certificates of participation in pools of residential mortgages | $1,595,000 | 5,649 |
| Issued or guaranteed by U.S. | $1,595,000 | 5,621 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $20,000 | 6,512 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 6,066 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,450,000 | 8,324 |
| Available-for-sale securities (fair market value) | $1,595,000 | 9,180 |
| Total debt securities | $6,045,000 | 10,260 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $3,464,000 | 11,958 |
| U.S. Government securities | $3,464,000 | 11,402 |
| U.S. Treasury securities | $2,486,000 | 7,950 |
| U.S. Government agency obligations | $978,000 | 11,253 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $978,000 | 8,502 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $978,000 | 5,068 |
| CMOs issued by government agencies or sponsored agencies | $978,000 | 4,849 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,464,000 | 11,846 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |