Home > Community Bank & Trust > Securities
Community Bank & Trust, Securities
| 2019-12-31 | Rank | |
| Total securities | $56,336,000 | 1,937 |
| U.S. Government securities | $48,398,000 | 1,497 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $48,398,000 | 1,417 |
| Securities issued by states & political subdivisions | $7,938,000 | 2,561 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,368,000 | 1,474 |
| Mortgage-backed securities | $34,814,000 | 1,412 |
| Certificates of participation in pools of residential mortgages | $32,678,000 | 935 |
| Issued or guaranteed by U.S. | $32,678,000 | 913 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,173,000 | 2,294 |
| CMOs issued by government agencies or sponsored agencies | $1,173,000 | 2,250 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $963,000 | 1,590 |
| Commercial mortgage pass-through securities | $465,000 | 1,295 |
| Other commercial mortgage-backed securities | $498,000 | 1,140 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $56,336,000 | 1,793 |
| Total debt securities | $56,336,000 | 1,918 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $60,130,000 | 1,831 |
| U.S. Government securities | $52,050,000 | 1,410 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $52,050,000 | 1,322 |
| Securities issued by states & political subdivisions | $8,080,000 | 2,542 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,118,000 | 1,423 |
| Mortgage-backed securities | $37,285,000 | 1,340 |
| Certificates of participation in pools of residential mortgages | $35,073,000 | 873 |
| Issued or guaranteed by U.S. | $35,073,000 | 849 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,231,000 | 2,300 |
| CMOs issued by government agencies or sponsored agencies | $1,231,000 | 2,257 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $981,000 | 1,561 |
| Commercial mortgage pass-through securities | $482,000 | 1,276 |
| Other commercial mortgage-backed securities | $499,000 | 1,106 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $60,130,000 | 1,694 |
| Total debt securities | $60,130,000 | 1,814 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $61,098,000 | 1,821 |
| U.S. Government securities | $53,331,000 | 1,393 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $53,331,000 | 1,315 |
| Securities issued by states & political subdivisions | $7,767,000 | 2,645 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,975,000 | 1,409 |
| Mortgage-backed securities | $37,400,000 | 1,312 |
| Certificates of participation in pools of residential mortgages | $34,744,000 | 864 |
| Issued or guaranteed by U.S. | $34,744,000 | 857 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,689,000 | 2,169 |
| CMOs issued by government agencies or sponsored agencies | $1,689,000 | 2,121 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $967,000 | 1,564 |
| Commercial mortgage pass-through securities | $468,000 | 1,275 |
| Other commercial mortgage-backed securities | $499,000 | 1,081 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $61,098,000 | 1,694 |
| Total debt securities | $61,096,000 | 1,806 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $59,565,000 | 1,886 |
| U.S. Government securities | $52,171,000 | 1,417 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $52,171,000 | 1,345 |
| Securities issued by states & political subdivisions | $7,394,000 | 2,753 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,495,000 | 1,581 |
| Mortgage-backed securities | $35,137,000 | 1,348 |
| Certificates of participation in pools of residential mortgages | $32,976,000 | 914 |
| Issued or guaranteed by U.S. | $32,976,000 | 905 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,714,000 | 2,166 |
| CMOs issued by government agencies or sponsored agencies | $1,714,000 | 2,113 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $447,000 | 1,646 |
| Commercial mortgage pass-through securities | $447,000 | 1,263 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $59,565,000 | 1,751 |
| Total debt securities | $59,565,000 | 1,872 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $59,235,000 | 1,918 |
| U.S. Government securities | $51,545,000 | 1,441 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $51,545,000 | 1,373 |
| Securities issued by states & political subdivisions | $7,690,000 | 2,773 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,836,000 | 1,607 |
| Mortgage-backed securities | $33,412,000 | 1,400 |
| Certificates of participation in pools of residential mortgages | $31,177,000 | 969 |
| Issued or guaranteed by U.S. | $31,177,000 | 960 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,793,000 | 2,146 |
| CMOs issued by government agencies or sponsored agencies | $1,793,000 | 2,088 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $442,000 | 1,616 |
| Commercial mortgage pass-through securities | $442,000 | 1,257 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $59,235,000 | 1,783 |
| Total debt securities | $59,234,000 | 1,905 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $59,507,000 | 1,922 |
| U.S. Government securities | $54,300,000 | 1,392 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $54,300,000 | 1,322 |
| Securities issued by states & political subdivisions | $5,207,000 | 3,188 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,833,000 | 1,572 |
| Mortgage-backed securities | $34,544,000 | 1,372 |
| Certificates of participation in pools of residential mortgages | $32,270,000 | 939 |
| Issued or guaranteed by U.S. | $32,270,000 | 934 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,842,000 | 2,125 |
| CMOs issued by government agencies or sponsored agencies | $1,842,000 | 2,069 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $432,000 | 1,610 |
| Commercial mortgage pass-through securities | $432,000 | 1,238 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $59,507,000 | 1,769 |
| Total debt securities | $59,504,000 | 1,902 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $58,023,000 | 1,998 |
| U.S. Government securities | $54,866,000 | 1,378 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $54,866,000 | 1,309 |
| Securities issued by states & political subdivisions | $3,157,000 | 3,611 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,220,000 | 1,517 |
| Mortgage-backed securities | $34,116,000 | 1,399 |
| Certificates of participation in pools of residential mortgages | $31,746,000 | 983 |
| Issued or guaranteed by U.S. | $31,746,000 | 958 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,925,000 | 2,122 |
| CMOs issued by government agencies or sponsored agencies | $1,925,000 | 2,067 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $445,000 | 1,580 |
| Commercial mortgage pass-through securities | $445,000 | 1,206 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $58,023,000 | 1,833 |
| Total debt securities | $58,024,000 | 1,981 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $60,390,000 | 1,965 |
| U.S. Government securities | $57,494,000 | 1,364 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $57,494,000 | 1,303 |
| Securities issued by states & political subdivisions | $2,896,000 | 3,712 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,791,000 | 1,648 |
| Mortgage-backed securities | $35,405,000 | 1,372 |
| Certificates of participation in pools of residential mortgages | $32,922,000 | 976 |
| Issued or guaranteed by U.S. | $32,922,000 | 975 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,027,000 | 2,081 |
| CMOs issued by government agencies or sponsored agencies | $2,027,000 | 2,021 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $456,000 | 1,401 |
| Commercial mortgage pass-through securities | $456,000 | 984 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $60,390,000 | 1,805 |
| Total debt securities | $60,391,000 | 1,947 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $64,648,000 | 1,895 |
| U.S. Government securities | $61,732,000 | 1,307 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $61,732,000 | 1,243 |
| Securities issued by states & political subdivisions | $2,916,000 | 3,778 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,042,000 | 1,945 |
| Mortgage-backed securities | $38,451,000 | 1,297 |
| Certificates of participation in pools of residential mortgages | $35,843,000 | 938 |
| Issued or guaranteed by U.S. | $35,843,000 | 938 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,143,000 | 2,037 |
| CMOs issued by government agencies or sponsored agencies | $2,143,000 | 1,974 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $465,000 | 1,391 |
| Commercial mortgage pass-through securities | $465,000 | 982 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $64,648,000 | 1,756 |
| Total debt securities | $64,648,000 | 1,879 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $68,675,000 | 1,829 |
| U.S. Government securities | $65,707,000 | 1,261 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $65,707,000 | 1,203 |
| Securities issued by states & political subdivisions | $2,968,000 | 3,817 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,074,000 | 1,176 |
| Mortgage-backed securities | $41,036,000 | 1,244 |
| Certificates of participation in pools of residential mortgages | $38,291,000 | 916 |
| Issued or guaranteed by U.S. | $38,291,000 | 916 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,272,000 | 2,023 |
| CMOs issued by government agencies or sponsored agencies | $2,272,000 | 1,963 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $473,000 | 1,378 |
| Commercial mortgage pass-through securities | $473,000 | 970 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $68,675,000 | 1,684 |
| Total debt securities | $68,675,000 | 1,812 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $83,205,000 | 1,604 |
| U.S. Government securities | $74,849,000 | 1,165 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $74,849,000 | 1,114 |
| Securities issued by states & political subdivisions | $8,356,000 | 2,941 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,150,000 | 1,485 |
| Mortgage-backed securities | $49,290,000 | 1,126 |
| Certificates of participation in pools of residential mortgages | $45,497,000 | 830 |
| Issued or guaranteed by U.S. | $45,497,000 | 830 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,302,000 | 1,868 |
| CMOs issued by government agencies or sponsored agencies | $3,302,000 | 1,803 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $491,000 | 1,323 |
| Commercial mortgage pass-through securities | $491,000 | 930 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $83,205,000 | 1,459 |
| Total debt securities | $83,205,000 | 1,582 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $86,094,000 | 1,577 |
| U.S. Government securities | $77,800,000 | 1,134 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $77,800,000 | 1,085 |
| Securities issued by states & political subdivisions | $8,294,000 | 2,989 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,820,000 | 1,577 |
| Mortgage-backed securities | $51,934,000 | 1,106 |
| Certificates of participation in pools of residential mortgages | $48,066,000 | 818 |
| Issued or guaranteed by U.S. | $48,066,000 | 818 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,399,000 | 1,863 |
| CMOs issued by government agencies or sponsored agencies | $3,399,000 | 1,801 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $469,000 | 1,315 |
| Commercial mortgage pass-through securities | $469,000 | 901 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $86,094,000 | 1,422 |
| Total debt securities | $86,094,000 | 1,551 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $90,033,000 | 1,525 |
| U.S. Government securities | $80,902,000 | 1,079 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $80,902,000 | 1,032 |
| Securities issued by states & political subdivisions | $9,131,000 | 2,908 |
| 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 | $24,591,000 | 1,822 |
| Mortgage-backed securities | $56,292,000 | 1,029 |
| Certificates of participation in pools of residential mortgages | $52,224,000 | 755 |
| Issued or guaranteed by U.S. | $52,224,000 | 753 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,588,000 | 1,809 |
| CMOs issued by government agencies or sponsored agencies | $3,588,000 | 1,742 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $480,000 | 1,262 |
| Commercial mortgage pass-through securities | $480,000 | 870 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $90,033,000 | 1,361 |
| Total debt securities | $90,033,000 | 1,498 |
| 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 | $90,065,000 | 1,512 |
| U.S. Government securities | $80,186,000 | 1,088 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $80,186,000 | 1,037 |
| Securities issued by states & political subdivisions | $9,879,000 | 2,820 |
| 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 | $23,033,000 | 1,935 |
| Mortgage-backed securities | $56,852,000 | 1,024 |
| Certificates of participation in pools of residential mortgages | $52,445,000 | 753 |
| Issued or guaranteed by U.S. | $52,445,000 | 753 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,896,000 | 1,765 |
| CMOs issued by government agencies or sponsored agencies | $3,896,000 | 1,699 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $511,000 | 1,182 |
| Commercial mortgage pass-through securities | $511,000 | 780 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $90,065,000 | 1,350 |
| Total debt securities | $90,065,000 | 1,489 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $92,454,000 | 1,480 |
| U.S. Government securities | $83,440,000 | 1,064 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $83,440,000 | 1,015 |
| Securities issued by states & political subdivisions | $9,014,000 | 2,926 |
| 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 | $26,360,000 | 1,782 |
| Mortgage-backed securities | $56,347,000 | 1,038 |
| Certificates of participation in pools of residential mortgages | $51,641,000 | 766 |
| Issued or guaranteed by U.S. | $51,641,000 | 763 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,202,000 | 1,739 |
| CMOs issued by government agencies or sponsored agencies | $4,202,000 | 1,673 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $504,000 | 1,129 |
| Commercial mortgage pass-through securities | $504,000 | 750 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $92,454,000 | 1,319 |
| Total debt securities | $92,454,000 | 1,457 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $89,647,000 | 1,550 |
| U.S. Government securities | $81,366,000 | 1,115 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $81,366,000 | 1,060 |
| Securities issued by states & political subdivisions | $8,281,000 | 3,016 |
| 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 | $28,829,000 | 1,690 |
| Mortgage-backed securities | $56,153,000 | 1,039 |
| Certificates of participation in pools of residential mortgages | $53,267,000 | 749 |
| Issued or guaranteed by U.S. | $53,267,000 | 749 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,393,000 | 2,108 |
| CMOs issued by government agencies or sponsored agencies | $2,393,000 | 2,047 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $493,000 | 1,109 |
| Commercial mortgage pass-through securities | $493,000 | 734 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $89,647,000 | 1,374 |
| Total debt securities | $89,647,000 | 1,520 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $88,496,000 | 1,566 |
| U.S. Government securities | $80,785,000 | 1,141 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $80,785,000 | 1,080 |
| Securities issued by states & political subdivisions | $7,711,000 | 3,127 |
| 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 | $24,861,000 | 1,874 |
| Mortgage-backed securities | $57,214,000 | 1,021 |
| Certificates of participation in pools of residential mortgages | $54,784,000 | 743 |
| Issued or guaranteed by U.S. | $54,784,000 | 741 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,955,000 | 2,253 |
| CMOs issued by government agencies or sponsored agencies | $1,955,000 | 2,187 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $475,000 | 1,065 |
| Commercial mortgage pass-through securities | $475,000 | 714 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $88,496,000 | 1,396 |
| Total debt securities | $88,496,000 | 1,552 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $91,796,000 | 1,525 |
| U.S. Government securities | $82,743,000 | 1,114 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $82,743,000 | 1,058 |
| Securities issued by states & political subdivisions | $9,053,000 | 2,955 |
| 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 | $27,520,000 | 1,761 |
| Mortgage-backed securities | $60,995,000 | 956 |
| Certificates of participation in pools of residential mortgages | $58,436,000 | 693 |
| Issued or guaranteed by U.S. | $58,436,000 | 693 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,075,000 | 2,233 |
| CMOs issued by government agencies or sponsored agencies | $2,075,000 | 2,167 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $484,000 | 1,021 |
| Commercial mortgage pass-through securities | $484,000 | 689 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $91,796,000 | 1,355 |
| Total debt securities | $91,797,000 | 1,505 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $94,668,000 | 1,501 |
| U.S. Government securities | $85,677,000 | 1,118 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $85,677,000 | 1,061 |
| Securities issued by states & political subdivisions | $8,991,000 | 2,971 |
| 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 | $28,233,000 | 1,741 |
| Mortgage-backed securities | $65,536,000 | 930 |
| Certificates of participation in pools of residential mortgages | $62,870,000 | 670 |
| Issued or guaranteed by U.S. | $62,870,000 | 670 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,186,000 | 2,265 |
| CMOs issued by government agencies or sponsored agencies | $2,186,000 | 2,193 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $480,000 | 976 |
| Commercial mortgage pass-through securities | $480,000 | 651 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $94,668,000 | 1,332 |
| Total debt securities | $94,668,000 | 1,488 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $98,325,000 | 1,463 |
| U.S. Government securities | $85,444,000 | 1,143 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $85,444,000 | 1,085 |
| Securities issued by states & political subdivisions | $12,881,000 | 2,486 |
| 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 | $28,442,000 | 1,752 |
| Mortgage-backed securities | $62,131,000 | 979 |
| Certificates of participation in pools of residential mortgages | $59,266,000 | 713 |
| Issued or guaranteed by U.S. | $59,266,000 | 712 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,356,000 | 2,248 |
| CMOs issued by government agencies or sponsored agencies | $2,356,000 | 2,173 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $509,000 | 931 |
| Commercial mortgage pass-through securities | $509,000 | 613 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $98,325,000 | 1,295 |
| Total debt securities | $98,324,000 | 1,447 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $96,969,000 | 1,486 |
| U.S. Government securities | $83,155,000 | 1,164 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $83,155,000 | 1,100 |
| Securities issued by states & political subdivisions | $13,814,000 | 2,396 |
| 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 | $30,425,000 | 1,675 |
| Mortgage-backed securities | $60,422,000 | 1,018 |
| Certificates of participation in pools of residential mortgages | $57,522,000 | 744 |
| Issued or guaranteed by U.S. | $57,522,000 | 741 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,408,000 | 2,276 |
| CMOs issued by government agencies or sponsored agencies | $2,408,000 | 2,199 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $492,000 | 926 |
| Commercial mortgage pass-through securities | $492,000 | 630 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $96,969,000 | 1,316 |
| Total debt securities | $96,968,000 | 1,471 |
| 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 | $96,263,000 | 1,526 |
| U.S. Government securities | $82,543,000 | 1,201 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $82,543,000 | 1,137 |
| Securities issued by states & political subdivisions | $13,720,000 | 2,417 |
| 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 | $29,640,000 | 1,700 |
| Mortgage-backed securities | $60,631,000 | 1,046 |
| Certificates of participation in pools of residential mortgages | $57,734,000 | 758 |
| Issued or guaranteed by U.S. | $57,734,000 | 757 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,428,000 | 2,322 |
| CMOs issued by government agencies or sponsored agencies | $2,428,000 | 2,237 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $469,000 | 913 |
| Commercial mortgage pass-through securities | $469,000 | 636 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $96,263,000 | 1,350 |
| Total debt securities | $96,262,000 | 1,509 |
| 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 | $95,692,000 | 1,552 |
| U.S. Government securities | $81,899,000 | 1,224 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $81,899,000 | 1,168 |
| Securities issued by states & political subdivisions | $13,793,000 | 2,418 |
| 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 | $30,884,000 | 1,661 |
| Mortgage-backed securities | $62,214,000 | 1,028 |
| Certificates of participation in pools of residential mortgages | $59,235,000 | 752 |
| Issued or guaranteed by U.S. | $59,235,000 | 751 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,515,000 | 2,344 |
| CMOs issued by government agencies or sponsored agencies | $2,515,000 | 2,262 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $464,000 | 904 |
| Commercial mortgage pass-through securities | $464,000 | 629 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $95,692,000 | 1,383 |
| Total debt securities | $95,692,000 | 1,531 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $91,985,000 | 1,621 |
| U.S. Government securities | $76,728,000 | 1,300 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $76,728,000 | 1,252 |
| Securities issued by states & political subdivisions | $15,257,000 | 2,273 |
| 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 | $28,737,000 | 1,759 |
| Mortgage-backed securities | $54,270,000 | 1,174 |
| Certificates of participation in pools of residential mortgages | $51,251,000 | 834 |
| Issued or guaranteed by U.S. | $51,251,000 | 833 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,565,000 | 2,319 |
| CMOs issued by government agencies or sponsored agencies | $2,565,000 | 2,236 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $454,000 | 890 |
| Commercial mortgage pass-through securities | $454,000 | 622 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $91,985,000 | 1,438 |
| Total debt securities | $91,988,000 | 1,604 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $86,208,000 | 1,708 |
| U.S. Government securities | $71,208,000 | 1,368 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $71,208,000 | 1,323 |
| Securities issued by states & political subdivisions | $15,000,000 | 2,300 |
| 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 | $24,741,000 | 1,960 |
| Mortgage-backed securities | $56,543,000 | 1,122 |
| Certificates of participation in pools of residential mortgages | $53,595,000 | 805 |
| Issued or guaranteed by U.S. | $53,595,000 | 804 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,512,000 | 2,326 |
| CMOs issued by government agencies or sponsored agencies | $2,512,000 | 2,238 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $436,000 | 831 |
| Commercial mortgage pass-through securities | $436,000 | 573 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $86,208,000 | 1,520 |
| Total debt securities | $86,208,000 | 1,690 |
| 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 | $80,816,000 | 1,846 |
| U.S. Government securities | $64,433,000 | 1,508 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $64,433,000 | 1,466 |
| Securities issued by states & political subdivisions | $16,383,000 | 2,158 |
| 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 | $27,355,000 | 1,799 |
| Mortgage-backed securities | $54,015,000 | 1,181 |
| Certificates of participation in pools of residential mortgages | $51,918,000 | 826 |
| Issued or guaranteed by U.S. | $51,918,000 | 826 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,653,000 | 2,616 |
| CMOs issued by government agencies or sponsored agencies | $1,653,000 | 2,517 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $444,000 | 814 |
| Commercial mortgage pass-through securities | $444,000 | 547 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $80,816,000 | 1,658 |
| Total debt securities | $80,815,000 | 1,824 |
| 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 | $83,046,000 | 1,784 |
| U.S. Government securities | $63,778,000 | 1,527 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $63,778,000 | 1,482 |
| Securities issued by states & political subdivisions | $19,268,000 | 1,897 |
| 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 | $27,359,000 | 1,772 |
| Mortgage-backed securities | $53,906,000 | 1,193 |
| Certificates of participation in pools of residential mortgages | $52,505,000 | 819 |
| Issued or guaranteed by U.S. | $52,505,000 | 818 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $942,000 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $942,000 | 2,854 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $459,000 | 789 |
| Commercial mortgage pass-through securities | $459,000 | 547 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $83,046,000 | 1,601 |
| Total debt securities | $83,046,000 | 1,760 |
| 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 | $76,759,000 | 1,925 |
| U.S. Government securities | $56,764,000 | 1,714 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $56,764,000 | 1,664 |
| Securities issued by states & political subdivisions | $19,995,000 | 1,824 |
| 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 | $29,719,000 | 1,701 |
| Mortgage-backed securities | $49,080,000 | 1,326 |
| Certificates of participation in pools of residential mortgages | $47,599,000 | 911 |
| Issued or guaranteed by U.S. | $47,599,000 | 910 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $987,000 | 2,998 |
| CMOs issued by government agencies or sponsored agencies | $987,000 | 2,871 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $494,000 | 697 |
| Commercial mortgage pass-through securities | $494,000 | 493 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $76,759,000 | 1,744 |
| Total debt securities | $76,759,000 | 1,898 |
| 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 | $70,541,000 | 2,027 |
| U.S. Government securities | $51,722,000 | 1,809 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $51,722,000 | 1,762 |
| Securities issued by states & political subdivisions | $18,819,000 | 1,893 |
| 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 | $31,191,000 | 1,622 |
| Mortgage-backed securities | $48,233,000 | 1,329 |
| Certificates of participation in pools of residential mortgages | $46,684,000 | 903 |
| Issued or guaranteed by U.S. | $46,684,000 | 902 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,039,000 | 3,019 |
| CMOs issued by government agencies or sponsored agencies | $1,039,000 | 2,889 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $510,000 | 575 |
| Commercial mortgage pass-through securities | $510,000 | 424 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $70,541,000 | 1,839 |
| Total debt securities | $70,541,000 | 2,007 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $68,558,000 | 2,082 |
| U.S. Government securities | $50,182,000 | 1,882 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $50,182,000 | 1,840 |
| Securities issued by states & political subdivisions | $18,376,000 | 1,888 |
| 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 | $28,227,000 | 1,754 |
| Mortgage-backed securities | $48,668,000 | 1,388 |
| Certificates of participation in pools of residential mortgages | $48,551,000 | 922 |
| Issued or guaranteed by U.S. | $48,551,000 | 921 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $117,000 | 3,638 |
| CMOs issued by government agencies or sponsored agencies | $117,000 | 3,472 |
| 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) | $68,558,000 | 1,891 |
| Total debt securities | $68,557,000 | 2,058 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $66,937,000 | 2,118 |
| U.S. Government securities | $49,404,000 | 1,935 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $49,404,000 | 1,884 |
| Securities issued by states & political subdivisions | $17,533,000 | 1,903 |
| 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 | $35,074,000 | 1,495 |
| Mortgage-backed securities | $46,864,000 | 1,443 |
| Certificates of participation in pools of residential mortgages | $46,540,000 | 981 |
| Issued or guaranteed by U.S. | $46,540,000 | 981 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $324,000 | 3,490 |
| CMOs issued by government agencies or sponsored agencies | $324,000 | 3,330 |
| 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) | $66,937,000 | 1,922 |
| Total debt securities | $66,938,000 | 2,096 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $56,624,000 | 2,433 |
| U.S. Government securities | $42,042,000 | 2,235 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $42,042,000 | 2,181 |
| Securities issued by states & political subdivisions | $14,582,000 | 2,119 |
| 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 | $33,091,000 | 1,572 |
| Mortgage-backed securities | $38,514,000 | 1,690 |
| Certificates of participation in pools of residential mortgages | $38,061,000 | 1,141 |
| Issued or guaranteed by U.S. | $38,061,000 | 1,141 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $453,000 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $453,000 | 3,281 |
| 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) | $56,624,000 | 2,218 |
| Total debt securities | $56,624,000 | 2,417 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $54,588,000 | 2,444 |
| U.S. Government securities | $39,572,000 | 2,246 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $39,572,000 | 2,191 |
| Securities issued by states & political subdivisions | $15,016,000 | 2,035 |
| 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 | $27,956,000 | 1,696 |
| Mortgage-backed securities | $36,041,000 | 1,701 |
| Certificates of participation in pools of residential mortgages | $35,482,000 | 1,149 |
| Issued or guaranteed by U.S. | $35,482,000 | 1,147 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $559,000 | 3,335 |
| CMOs issued by government agencies or sponsored agencies | $559,000 | 3,087 |
| 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) | $54,588,000 | 2,216 |
| Total debt securities | $54,582,000 | 2,426 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| 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 | $50,746,000 | 2,498 |
| U.S. Government securities | $36,589,000 | 2,348 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $36,589,000 | 2,283 |
| Securities issued by states & political subdivisions | $14,157,000 | 2,051 |
| 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 | $29,233,000 | 1,618 |
| Mortgage-backed securities | $35,061,000 | 1,669 |
| Certificates of participation in pools of residential mortgages | $34,382,000 | 1,143 |
| Issued or guaranteed by U.S. | $34,382,000 | 1,141 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $679,000 | 3,263 |
| CMOs issued by government agencies or sponsored agencies | $679,000 | 3,007 |
| 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) | $50,746,000 | 2,269 |
| Total debt securities | $50,745,000 | 2,478 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| 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 | $48,012,000 | 2,643 |
| U.S. Government securities | $36,252,000 | 2,412 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $36,252,000 | 2,344 |
| Securities issued by states & political subdivisions | $11,760,000 | 2,278 |
| 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 | $30,039,000 | 1,597 |
| Mortgage-backed securities | $32,981,000 | 1,697 |
| Certificates of participation in pools of residential mortgages | $32,173,000 | 1,164 |
| Issued or guaranteed by U.S. | $32,173,000 | 1,160 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $808,000 | 3,165 |
| CMOs issued by government agencies or sponsored agencies | $808,000 | 2,914 |
| 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) | $48,012,000 | 2,400 |
| Total debt securities | $48,012,000 | 2,616 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| 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 | $50,762,000 | 2,494 |
| U.S. Government securities | $39,044,000 | 2,255 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $39,044,000 | 2,187 |
| Securities issued by states & political subdivisions | $11,718,000 | 2,255 |
| 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 | $27,181,000 | 1,733 |
| Mortgage-backed securities | $32,168,000 | 1,696 |
| Certificates of participation in pools of residential mortgages | $31,255,000 | 1,166 |
| Issued or guaranteed by U.S. | $31,255,000 | 1,160 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $913,000 | 3,066 |
| CMOs issued by government agencies or sponsored agencies | $913,000 | 2,807 |
| 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) | $50,762,000 | 2,257 |
| Total debt securities | $50,762,000 | 2,471 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $47,991,000 | 2,501 |
| U.S. Government securities | $36,291,000 | 2,289 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $36,291,000 | 2,214 |
| Securities issued by states & political subdivisions | $11,700,000 | 2,222 |
| 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 | $24,479,000 | 1,858 |
| Mortgage-backed securities | $30,581,000 | 1,705 |
| Certificates of participation in pools of residential mortgages | $29,508,000 | 1,167 |
| Issued or guaranteed by U.S. | $29,508,000 | 1,156 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,073,000 | 2,956 |
| CMOs issued by government agencies or sponsored agencies | $1,073,000 | 2,681 |
| 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) | $47,991,000 | 2,247 |
| Total debt securities | $47,991,000 | 2,474 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $46,168,000 | 2,544 |
| U.S. Government securities | $34,238,000 | 2,366 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $34,238,000 | 2,284 |
| Securities issued by states & political subdivisions | $11,930,000 | 2,115 |
| 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 | $24,583,000 | 1,863 |
| Mortgage-backed securities | $28,638,000 | 1,785 |
| Certificates of participation in pools of residential mortgages | $27,478,000 | 1,216 |
| Issued or guaranteed by U.S. | $27,478,000 | 1,207 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,160,000 | 2,902 |
| CMOs issued by government agencies or sponsored agencies | $1,160,000 | 2,621 |
| 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) | $46,168,000 | 2,293 |
| Total debt securities | $46,169,000 | 2,512 |
| Structured notes | ||
| Amortized cost | $655,000 | 2,726 |
| Fair value | $672,000 | 2,720 |
| 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 | $50,066,000 | 2,357 |
| U.S. Government securities | $38,635,000 | 2,182 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $38,635,000 | 2,111 |
| Securities issued by states & political subdivisions | $11,431,000 | 2,075 |
| 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 | $28,089,000 | 1,697 |
| Mortgage-backed securities | $29,565,000 | 1,714 |
| Certificates of participation in pools of residential mortgages | $26,832,000 | 1,217 |
| Issued or guaranteed by U.S. | $26,832,000 | 1,212 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,733,000 | 2,326 |
| CMOs issued by government agencies or sponsored agencies | $2,733,000 | 2,065 |
| 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) | $50,066,000 | 2,114 |
| Total debt securities | $50,066,000 | 2,334 |
| Structured notes | ||
| Amortized cost | $2,801,000 | 1,721 |
| Fair value | $2,818,000 | 1,722 |
| 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 | $45,185,000 | 2,605 |
| U.S. Government securities | $33,682,000 | 2,478 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $33,682,000 | 2,410 |
| Securities issued by states & political subdivisions | $11,503,000 | 2,047 |
| 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 | $28,051,000 | 1,740 |
| Mortgage-backed securities | $26,161,000 | 1,889 |
| Certificates of participation in pools of residential mortgages | $23,352,000 | 1,446 |
| Issued or guaranteed by U.S. | $23,352,000 | 1,442 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,809,000 | 2,265 |
| CMOs issued by government agencies or sponsored agencies | $2,809,000 | 1,987 |
| 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) | $45,185,000 | 2,323 |
| Total debt securities | $45,185,000 | 2,582 |
| Structured notes | ||
| Amortized cost | $1,600,000 | 2,004 |
| Fair value | $1,581,000 | 2,006 |
| 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 | $41,250,000 | 2,778 |
| U.S. Government securities | $28,876,000 | 2,751 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $28,876,000 | 2,683 |
| Securities issued by states & political subdivisions | $12,374,000 | 1,943 |
| 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 | $30,412,000 | 1,644 |
| Mortgage-backed securities | $19,586,000 | 2,325 |
| Certificates of participation in pools of residential mortgages | $16,646,000 | 1,917 |
| Issued or guaranteed by U.S. | $16,646,000 | 1,910 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,940,000 | 2,225 |
| CMOs issued by government agencies or sponsored agencies | $2,940,000 | 1,939 |
| 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) | $41,250,000 | 2,485 |
| Total debt securities | $41,251,000 | 2,759 |
| Structured notes | ||
| Amortized cost | $2,400,000 | 1,408 |
| Fair value | $2,343,000 | 1,413 |
| 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 | $48,772,000 | 2,428 |
| U.S. Government securities | $35,219,000 | 2,346 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $35,219,000 | 2,282 |
| Securities issued by states & political subdivisions | $13,553,000 | 1,814 |
| 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 | $31,083,000 | 1,606 |
| Mortgage-backed securities | $25,799,000 | 1,984 |
| Certificates of participation in pools of residential mortgages | $22,786,000 | 1,577 |
| Issued or guaranteed by U.S. | $22,786,000 | 1,571 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,013,000 | 2,202 |
| CMOs issued by government agencies or sponsored agencies | $3,013,000 | 1,903 |
| 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) | $48,772,000 | 2,153 |
| Total debt securities | $48,772,000 | 2,395 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,831 |
| Fair value | $803,000 | 1,831 |
| 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 | $47,299,000 | 2,434 |
| U.S. Government securities | $34,468,000 | 2,327 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $34,468,000 | 2,277 |
| Securities issued by states & political subdivisions | $12,831,000 | 1,861 |
| 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 | $31,802,000 | 1,576 |
| Mortgage-backed securities | $26,805,000 | 1,936 |
| Certificates of participation in pools of residential mortgages | $24,785,000 | 1,504 |
| Issued or guaranteed by U.S. | $24,785,000 | 1,496 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,020,000 | 2,486 |
| CMOs issued by government agencies or sponsored agencies | $2,020,000 | 2,128 |
| 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) | $47,299,000 | 2,142 |
| Total debt securities | $47,299,000 | 2,401 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,532 |
| Fair value | $503,000 | 1,543 |
| 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 | $52,231,000 | 2,244 |
| U.S. Government securities | $39,287,000 | 2,120 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $39,287,000 | 2,068 |
| Securities issued by states & political subdivisions | $12,944,000 | 1,751 |
| 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 | $34,919,000 | 1,489 |
| Mortgage-backed securities | $31,314,000 | 1,756 |
| Certificates of participation in pools of residential mortgages | $29,243,000 | 1,359 |
| Issued or guaranteed by U.S. | $29,243,000 | 1,347 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,071,000 | 2,494 |
| CMOs issued by government agencies or sponsored agencies | $2,071,000 | 2,122 |
| 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) | $52,231,000 | 1,972 |
| Total debt securities | $52,231,000 | 2,219 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,280 |
| Fair value | $501,000 | 1,316 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $48,009,000 | 2,389 |
| U.S. Government securities | $34,839,000 | 2,343 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $34,839,000 | 2,294 |
| Securities issued by states & political subdivisions | $13,120,000 | 1,685 |
| Other domestic debt securities | $50,000 | 3,178 |
| Privately issued residential mortgage-backed securities | $50,000 | 1,534 |
| 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 | $34,629,000 | 1,499 |
| Mortgage-backed securities | $30,639,000 | 1,745 |
| Certificates of participation in pools of residential mortgages | $30,589,000 | 1,258 |
| Issued or guaranteed by U.S. | $30,589,000 | 1,248 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $50,000 | 3,614 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $50,000 | 1,455 |
| 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) | $48,009,000 | 2,102 |
| Total debt securities | $48,009,000 | 2,362 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,335 |
| Fair value | $501,000 | 1,382 |
| 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 | $48,192,000 | 2,336 |
| U.S. Government securities | $35,374,000 | 2,246 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $35,374,000 | 2,200 |
| Securities issued by states & political subdivisions | $12,745,000 | 1,701 |
| Other domestic debt securities | $73,000 | 3,112 |
| Privately issued residential mortgage-backed securities | $73,000 | 1,484 |
| 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 | $34,750,000 | 1,464 |
| Mortgage-backed securities | $31,198,000 | 1,637 |
| Certificates of participation in pools of residential mortgages | $31,125,000 | 1,198 |
| Issued or guaranteed by U.S. | $31,125,000 | 1,184 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $73,000 | 3,504 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $73,000 | 1,409 |
| 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) | $48,192,000 | 2,042 |
| Total debt securities | $48,192,000 | 2,309 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,321 |
| Fair value | $485,000 | 1,430 |
| 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 | $48,944,000 | 2,361 |
| U.S. Government securities | $35,549,000 | 2,271 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $35,549,000 | 2,226 |
| Securities issued by states & political subdivisions | $13,395,000 | 1,651 |
| 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 | $31,173,000 | 1,583 |
| Mortgage-backed securities | $31,188,000 | 1,614 |
| Certificates of participation in pools of residential mortgages | $31,064,000 | 1,175 |
| Issued or guaranteed by U.S. | $31,064,000 | 1,161 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $124,000 | 3,429 |
| CMOs issued by government agencies or sponsored agencies | $124,000 | 3,097 |
| 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) | $48,944,000 | 2,076 |
| Total debt securities | $48,944,000 | 2,310 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,369 |
| Fair value | $486,000 | 1,481 |
| 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 | $46,133,000 | 2,468 |
| U.S. Government securities | $33,090,000 | 2,411 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $33,090,000 | 2,358 |
| Securities issued by states & political subdivisions | $13,043,000 | 1,684 |
| 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 | $28,562,000 | 1,677 |
| Mortgage-backed securities | $29,600,000 | 1,615 |
| Certificates of participation in pools of residential mortgages | $29,329,000 | 1,186 |
| Issued or guaranteed by U.S. | $29,329,000 | 1,175 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $271,000 | 3,283 |
| CMOs issued by government agencies or sponsored agencies | $271,000 | 2,942 |
| 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) | $46,133,000 | 2,182 |
| Total debt securities | $46,132,000 | 2,418 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,489 |
| Fair value | $501,000 | 1,548 |
| 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 | $46,156,000 | 2,460 |
| U.S. Government securities | $33,929,000 | 2,391 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $33,929,000 | 2,339 |
| Securities issued by states & political subdivisions | $12,227,000 | 1,757 |
| 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 | $30,699,000 | 1,569 |
| Mortgage-backed securities | $25,847,000 | 1,600 |
| Certificates of participation in pools of residential mortgages | $25,476,000 | 1,171 |
| Issued or guaranteed by U.S. | $25,476,000 | 1,162 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $371,000 | 3,112 |
| CMOs issued by government agencies or sponsored agencies | $371,000 | 2,790 |
| 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) | $46,156,000 | 2,154 |
| Total debt securities | $46,156,000 | 2,412 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| 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 | $49,332,000 | 2,324 |
| U.S. Government securities | $36,474,000 | 2,252 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $36,474,000 | 2,195 |
| Securities issued by states & political subdivisions | $12,858,000 | 1,644 |
| 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 | $29,355,000 | 1,593 |
| Mortgage-backed securities | $25,074,000 | 1,514 |
| Certificates of participation in pools of residential mortgages | $24,621,000 | 1,117 |
| Issued or guaranteed by U.S. | $24,621,000 | 1,109 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $453,000 | 2,997 |
| CMOs issued by government agencies or sponsored agencies | $453,000 | 2,676 |
| 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) | $49,332,000 | 2,007 |
| Total debt securities | $49,332,000 | 2,280 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $43,670,000 | 2,562 |
| U.S. Government securities | $33,096,000 | 2,475 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $33,096,000 | 2,404 |
| Securities issued by states & political subdivisions | $10,574,000 | 1,901 |
| 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 | $30,086,000 | 1,534 |
| Mortgage-backed securities | $21,767,000 | 1,656 |
| Certificates of participation in pools of residential mortgages | $21,196,000 | 1,237 |
| Issued or guaranteed by U.S. | $21,196,000 | 1,228 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $571,000 | 2,862 |
| CMOs issued by government agencies or sponsored agencies | $571,000 | 2,554 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $43,670,000 | 2,224 |
| Total debt securities | $43,670,000 | 2,518 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,252 |
| Fair value | $492,000 | 2,407 |
| 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 | $41,326,000 | 2,718 |
| U.S. Government securities | $30,980,000 | 2,621 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $30,980,000 | 2,552 |
| Securities issued by states & political subdivisions | $10,346,000 | 1,951 |
| 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 | $25,497,000 | 1,795 |
| Mortgage-backed securities | $22,836,000 | 1,586 |
| Certificates of participation in pools of residential mortgages | $21,611,000 | 1,218 |
| Issued or guaranteed by U.S. | $21,611,000 | 1,210 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,225,000 | 2,404 |
| CMOs issued by government agencies or sponsored agencies | $1,225,000 | 2,123 |
| 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) | $41,326,000 | 2,362 |
| Total debt securities | $41,326,000 | 2,671 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,315 |
| Fair value | $494,000 | 2,467 |
| 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 | $33,395,000 | 3,209 |
| U.S. Government securities | $23,193,000 | 3,328 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $23,193,000 | 3,237 |
| Securities issued by states & political subdivisions | $10,202,000 | 1,974 |
| 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 | $24,182,000 | 1,882 |
| Mortgage-backed securities | $15,367,000 | 2,080 |
| Certificates of participation in pools of residential mortgages | $13,892,000 | 1,688 |
| Issued or guaranteed by U.S. | $13,892,000 | 1,680 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,475,000 | 2,289 |
| CMOs issued by government agencies or sponsored agencies | $1,475,000 | 2,022 |
| 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) | $33,395,000 | 2,790 |
| Total debt securities | $33,395,000 | 3,174 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,419 |
| Fair value | $492,000 | 2,584 |
| 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 | $36,751,000 | 3,038 |
| U.S. Government securities | $26,280,000 | 3,077 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $26,280,000 | 2,990 |
| Securities issued by states & political subdivisions | $10,471,000 | 1,924 |
| 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 | $25,376,000 | 1,787 |
| Mortgage-backed securities | $18,483,000 | 1,861 |
| Certificates of participation in pools of residential mortgages | $16,748,000 | 1,505 |
| Issued or guaranteed by U.S. | $16,748,000 | 1,495 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,735,000 | 2,171 |
| CMOs issued by government agencies or sponsored agencies | $1,735,000 | 1,898 |
| 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) | $36,751,000 | 2,625 |
| Total debt securities | $36,751,000 | 2,994 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,538 |
| Fair value | $489,000 | 2,731 |
| 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 | $36,940,000 | 3,006 |
| U.S. Government securities | $26,714,000 | 3,037 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $26,714,000 | 2,941 |
| Securities issued by states & political subdivisions | $10,226,000 | 1,917 |
| 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 | $26,073,000 | 1,727 |
| Mortgage-backed securities | $19,052,000 | 1,826 |
| Certificates of participation in pools of residential mortgages | $17,125,000 | 1,497 |
| Issued or guaranteed by U.S. | $17,125,000 | 1,490 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,927,000 | 2,090 |
| CMOs issued by government agencies or sponsored agencies | $1,927,000 | 1,834 |
| 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) | $36,940,000 | 2,594 |
| Total debt securities | $36,939,000 | 2,968 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,594 |
| Fair value | $478,000 | 2,808 |
| 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 | $34,338,000 | 3,197 |
| U.S. Government securities | $25,946,000 | 3,132 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $25,946,000 | 3,035 |
| Securities issued by states & political subdivisions | $8,392,000 | 2,262 |
| 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 | $27,330,000 | 1,653 |
| Mortgage-backed securities | $18,203,000 | 1,914 |
| Certificates of participation in pools of residential mortgages | $16,110,000 | 1,567 |
| Issued or guaranteed by U.S. | $16,110,000 | 1,558 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,093,000 | 2,044 |
| CMOs issued by government agencies or sponsored agencies | $2,093,000 | 1,793 |
| 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) | $34,338,000 | 2,758 |
| Total debt securities | $34,339,000 | 3,144 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,585 |
| Fair value | $483,000 | 2,799 |
| 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 | $31,890,000 | 3,392 |
| U.S. Government securities | $24,206,000 | 3,307 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $24,206,000 | 3,200 |
| Securities issued by states & political subdivisions | $7,684,000 | 2,393 |
| 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 | $22,307,000 | 1,955 |
| Mortgage-backed securities | $16,688,000 | 2,037 |
| Certificates of participation in pools of residential mortgages | $14,484,000 | 1,710 |
| Issued or guaranteed by U.S. | $14,484,000 | 1,698 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,204,000 | 2,018 |
| CMOs issued by government agencies or sponsored agencies | $2,204,000 | 1,773 |
| 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) | $31,890,000 | 2,934 |
| Total debt securities | $31,895,000 | 3,335 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,581 |
| Fair value | $483,000 | 2,808 |
| 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 | $31,972,000 | 3,371 |
| U.S. Government securities | $25,559,000 | 3,134 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $25,559,000 | 3,032 |
| Securities issued by states & political subdivisions | $6,413,000 | 2,660 |
| 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 | $22,056,000 | 1,925 |
| Mortgage-backed securities | $17,960,000 | 1,937 |
| Certificates of participation in pools of residential mortgages | $15,611,000 | 1,634 |
| Issued or guaranteed by U.S. | $15,611,000 | 1,622 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,349,000 | 1,987 |
| CMOs issued by government agencies or sponsored agencies | $2,349,000 | 1,750 |
| 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) | $31,972,000 | 2,908 |
| Total debt securities | $31,972,000 | 3,320 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $489,000 | 2,753 |
| 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 | $27,114,000 | 3,827 |
| U.S. Government securities | $22,206,000 | 3,530 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $22,206,000 | 3,410 |
| Securities issued by states & political subdivisions | $4,908,000 | 3,080 |
| 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 | $17,378,000 | 2,329 |
| Mortgage-backed securities | $15,570,000 | 2,171 |
| Certificates of participation in pools of residential mortgages | $13,047,000 | 1,924 |
| Issued or guaranteed by U.S. | $13,047,000 | 1,912 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,523,000 | 1,972 |
| CMOs issued by government agencies or sponsored agencies | $2,523,000 | 1,748 |
| 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) | $27,114,000 | 3,319 |
| Total debt securities | $27,116,000 | 3,768 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,519 |
| Fair value | $493,000 | 2,714 |
| 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 | $23,760,000 | 4,241 |
| U.S. Government securities | $19,464,000 | 3,954 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,464,000 | 3,818 |
| Securities issued by states & political subdivisions | $4,296,000 | 3,279 |
| 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 | $17,986,000 | 2,272 |
| Mortgage-backed securities | $13,211,000 | 2,487 |
| Certificates of participation in pools of residential mortgages | $10,565,000 | 2,250 |
| Issued or guaranteed by U.S. | $10,565,000 | 2,240 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,646,000 | 1,972 |
| CMOs issued by government agencies or sponsored agencies | $2,646,000 | 1,757 |
| 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) | $23,760,000 | 3,681 |
| Total debt securities | $23,761,000 | 4,191 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $481,000 | 2,713 |
| 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 | $23,605,000 | 4,291 |
| U.S. Government securities | $19,779,000 | 3,908 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,779,000 | 3,770 |
| Securities issued by states & political subdivisions | $3,826,000 | 3,487 |
| 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 | $17,873,000 | 2,250 |
| Mortgage-backed securities | $13,343,000 | 2,499 |
| Certificates of participation in pools of residential mortgages | $10,527,000 | 2,296 |
| Issued or guaranteed by U.S. | $10,527,000 | 2,289 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,816,000 | 1,954 |
| CMOs issued by government agencies or sponsored agencies | $2,816,000 | 1,741 |
| 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) | $23,605,000 | 3,726 |
| Total debt securities | $23,604,000 | 4,225 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,430 |
| Fair value | $489,000 | 2,648 |
| 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 | $22,793,000 | 4,374 |
| U.S. Government securities | $18,972,000 | 3,966 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $18,972,000 | 3,829 |
| Securities issued by states & political subdivisions | $3,821,000 | 3,491 |
| 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 | $19,046,000 | 2,121 |
| Mortgage-backed securities | $12,672,000 | 2,588 |
| Certificates of participation in pools of residential mortgages | $9,717,000 | 2,417 |
| Issued or guaranteed by U.S. | $9,717,000 | 2,408 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,955,000 | 1,904 |
| CMOs issued by government agencies or sponsored agencies | $2,955,000 | 1,700 |
| 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) | $22,793,000 | 3,779 |
| Total debt securities | $22,792,000 | 4,313 |
| Structured notes | ||
| Amortized cost | $600,000 | 2,371 |
| Fair value | $592,000 | 2,393 |
| 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 | $26,145,000 | 4,035 |
| U.S. Government securities | $23,032,000 | 3,571 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $23,032,000 | 3,449 |
| Securities issued by states & political subdivisions | $3,113,000 | 3,772 |
| 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 | $18,308,000 | 2,177 |
| Mortgage-backed securities | $16,540,000 | 2,229 |
| Certificates of participation in pools of residential mortgages | $13,596,000 | 1,989 |
| Issued or guaranteed by U.S. | $13,596,000 | 1,981 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,944,000 | 1,943 |
| CMOs issued by government agencies or sponsored agencies | $2,944,000 | 1,740 |
| 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) | $26,145,000 | 3,488 |
| Total debt securities | $26,144,000 | 3,968 |
| Structured notes | ||
| Amortized cost | $600,000 | 2,336 |
| Fair value | $568,000 | 2,356 |
| 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 | $28,857,000 | 3,773 |
| U.S. Government securities | $26,775,000 | 3,103 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $26,775,000 | 2,997 |
| Securities issued by states & political subdivisions | $2,082,000 | 4,301 |
| 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 | $10,872,000 | 3,094 |
| Mortgage-backed securities | $19,065,000 | 2,088 |
| Certificates of participation in pools of residential mortgages | $15,506,000 | 1,837 |
| Issued or guaranteed by U.S. | $15,506,000 | 1,828 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,559,000 | 1,873 |
| CMOs issued by government agencies or sponsored agencies | $3,559,000 | 1,669 |
| 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) | $28,857,000 | 3,259 |
| Total debt securities | $28,857,000 | 3,696 |
| Structured notes | ||
| Amortized cost | $600,000 | 2,121 |
| Fair value | $599,000 | 2,132 |
| 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 | $28,775,000 | 3,831 |
| U.S. Government securities | $25,920,000 | 3,236 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $25,920,000 | 3,123 |
| Securities issued by states & political subdivisions | $2,855,000 | 3,923 |
| 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 | $11,189,000 | 2,955 |
| Mortgage-backed securities | $18,549,000 | 2,116 |
| Certificates of participation in pools of residential mortgages | $14,987,000 | 1,903 |
| Issued or guaranteed by U.S. | $14,987,000 | 1,890 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,562,000 | 1,855 |
| CMOs issued by government agencies or sponsored agencies | $3,562,000 | 1,744 |
| 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) | $28,775,000 | 3,302 |
| Total debt securities | $28,775,000 | 3,771 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,986 |
| Fair value | $584,000 | 1,999 |
| 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 | $28,333,000 | 3,780 |
| U.S. Government securities | $25,505,000 | 3,189 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $25,505,000 | 3,074 |
| Securities issued by states & political subdivisions | $2,828,000 | 3,960 |
| 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 | $19,566,000 | 1,915 |
| Mortgage-backed securities | $18,155,000 | 2,125 |
| Certificates of participation in pools of residential mortgages | $14,607,000 | 1,923 |
| Issued or guaranteed by U.S. | $14,607,000 | 1,915 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,548,000 | 1,893 |
| CMOs issued by government agencies or sponsored agencies | $3,548,000 | 1,768 |
| 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) | $28,333,000 | 3,278 |
| Total debt securities | $28,333,000 | 3,714 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,716 |
| Fair value | $570,000 | 1,733 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $26,702,000 | 3,868 |
| U.S. Government securities | $23,378,000 | 3,299 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $23,378,000 | 3,170 |
| Securities issued by states & political subdivisions | $3,324,000 | 3,679 |
| 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 | $10,402,000 | 2,963 |
| Mortgage-backed securities | $16,165,000 | 2,322 |
| Certificates of participation in pools of residential mortgages | $13,292,000 | 2,002 |
| Issued or guaranteed by U.S. | $13,292,000 | 1,993 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,873,000 | 2,205 |
| CMOs issued by government agencies or sponsored agencies | $2,873,000 | 2,088 |
| 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) | $26,702,000 | 3,344 |
| Total debt securities | $26,702,000 | 3,791 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,962 |
| Fair value | $101,000 | 1,972 |
| 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 | $25,116,000 | 4,007 |
| U.S. Government securities | $23,894,000 | 3,249 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $23,894,000 | 3,103 |
| Securities issued by states & political subdivisions | $1,222,000 | 4,924 |
| 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 | $6,284,000 | 3,958 |
| Mortgage-backed securities | $17,649,000 | 2,192 |
| Certificates of participation in pools of residential mortgages | $15,600,000 | 1,778 |
| Issued or guaranteed by U.S. | $15,600,000 | 1,772 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,049,000 | 2,553 |
| CMOs issued by government agencies or sponsored agencies | $2,049,000 | 2,421 |
| 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) | $25,116,000 | 3,447 |
| Total debt securities | $25,118,000 | 3,922 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,611 |
| Fair value | $249,000 | 1,669 |
| 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 | $20,307,000 | 4,602 |
| U.S. Government securities | $19,085,000 | 3,821 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $19,085,000 | 3,660 |
| Securities issued by states & political subdivisions | $1,222,000 | 4,931 |
| 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 | $6,508,000 | 3,879 |
| Mortgage-backed securities | $15,062,000 | 2,394 |
| Certificates of participation in pools of residential mortgages | $14,539,000 | 1,834 |
| Issued or guaranteed by U.S. | $14,539,000 | 1,825 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $523,000 | 3,560 |
| CMOs issued by government agencies or sponsored agencies | $523,000 | 3,410 |
| 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) | $20,307,000 | 3,965 |
| Total debt securities | $20,307,000 | 4,507 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $18,878,000 | 4,699 |
| U.S. Government securities | $18,628,000 | 3,722 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $18,628,000 | 3,538 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $250,000 | 3,713 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $250,000 | 441 |
| 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 | $6,618,000 | 3,800 |
| Mortgage-backed securities | $13,071,000 | 2,452 |
| Certificates of participation in pools of residential mortgages | $13,022,000 | 1,779 |
| Issued or guaranteed by U.S. | $13,022,000 | 1,768 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $49,000 | 4,349 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 4,157 |
| 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) | $18,878,000 | 3,991 |
| Total debt securities | $18,878,000 | 4,606 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 283 |
| Fair value | $1,198,000 | 297 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $12,990,000 | 5,999 |
| U.S. Government securities | $12,890,000 | 5,037 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $12,890,000 | 4,716 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 6,800 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,816,000 | 5,212 |
| Mortgage-backed securities | $7,062,000 | 2,849 |
| Certificates of participation in pools of residential mortgages | $7,062,000 | 2,177 |
| Issued or guaranteed by U.S. | $7,062,000 | 2,163 |
| 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) | $12,990,000 | 5,018 |
| Total debt securities | $12,890,000 | 5,899 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $6,176,000 | 8,277 |
| U.S. Government securities | $6,076,000 | 7,573 |
| U.S. Treasury securities | $1,481,000 | 3,228 |
| U.S. Government agency obligations | $4,595,000 | 7,715 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 6,742 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,440,000 | 5,419 |
| Mortgage-backed securities | $963,000 | 5,883 |
| Certificates of participation in pools of residential mortgages | $963,000 | 5,074 |
| Issued or guaranteed by U.S. | $963,000 | 5,062 |
| 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) | $6,176,000 | 7,040 |
| Total debt securities | $6,076,000 | 8,194 |
| 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 |