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Morgan Federal Bank, Securities
| 2017-09-30 | Rank | |
| Total securities | $37,665,000 | 2,773 |
| U.S. Government securities | $29,535,000 | 2,268 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $29,535,000 | 2,171 |
| Securities issued by states & political subdivisions | $7,676,000 | 3,001 |
| Other domestic debt securities | $454,000 | 1,774 |
| Privately issued residential mortgage-backed securities | $454,000 | 359 |
| 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 | $13,311,000 | 2,569 |
| Mortgage-backed securities | $20,934,000 | 1,913 |
| Certificates of participation in pools of residential mortgages | $11,527,000 | 2,022 |
| Issued or guaranteed by U.S. | $11,527,000 | 2,021 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $7,257,000 | 1,320 |
| CMOs issued by government agencies or sponsored agencies | $6,803,000 | 1,311 |
| Privately issued | $454,000 | 338 |
| Commercial mortgage-backed securities | $2,150,000 | 982 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $2,150,000 | 602 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $37,665,000 | 2,556 |
| Total debt securities | $37,665,000 | 2,754 |
| 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 | $39,554,000 | 2,741 |
| U.S. Government securities | $31,403,000 | 2,219 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $31,403,000 | 2,123 |
| Securities issued by states & political subdivisions | $7,677,000 | 3,047 |
| Other domestic debt securities | $474,000 | 1,799 |
| Privately issued residential mortgage-backed securities | $474,000 | 364 |
| 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 | $14,243,000 | 2,501 |
| Mortgage-backed securities | $22,280,000 | 1,871 |
| Certificates of participation in pools of residential mortgages | $12,193,000 | 2,000 |
| Issued or guaranteed by U.S. | $12,193,000 | 1,999 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,918,000 | 1,276 |
| CMOs issued by government agencies or sponsored agencies | $7,444,000 | 1,254 |
| Privately issued | $474,000 | 342 |
| Commercial mortgage-backed securities | $2,169,000 | 952 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $2,169,000 | 586 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $39,554,000 | 2,518 |
| Total debt securities | $39,554,000 | 2,720 |
| 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 | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $47,708,000 | 2,468 |
| U.S. Government securities | $33,832,000 | 2,143 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $33,832,000 | 2,039 |
| Securities issued by states & political subdivisions | $12,212,000 | 2,524 |
| Other domestic debt securities | $1,664,000 | 1,358 |
| Privately issued residential mortgage-backed securities | $1,664,000 | 263 |
| 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 | $13,684,000 | 2,582 |
| Mortgage-backed securities | $25,343,000 | 1,761 |
| Certificates of participation in pools of residential mortgages | $12,639,000 | 1,996 |
| Issued or guaranteed by U.S. | $12,639,000 | 1,996 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,986,000 | 1,210 |
| CMOs issued by government agencies or sponsored agencies | $7,322,000 | 1,267 |
| Privately issued | $1,664,000 | 249 |
| Commercial mortgage-backed securities | $3,718,000 | 762 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $3,718,000 | 467 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $47,708,000 | 2,250 |
| Total debt securities | $47,708,000 | 2,447 |
| 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 | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $46,614,000 | 2,487 |
| U.S. Government securities | $33,545,000 | 2,133 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $33,545,000 | 2,028 |
| Securities issued by states & political subdivisions | $11,296,000 | 2,625 |
| Other domestic debt securities | $1,773,000 | 1,334 |
| Privately issued residential mortgage-backed securities | $1,773,000 | 265 |
| 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 | $13,234,000 | 2,620 |
| Mortgage-backed securities | $25,799,000 | 1,748 |
| Certificates of participation in pools of residential mortgages | $12,185,000 | 2,043 |
| Issued or guaranteed by U.S. | $12,185,000 | 2,042 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $9,888,000 | 1,139 |
| CMOs issued by government agencies or sponsored agencies | $8,115,000 | 1,197 |
| Privately issued | $1,773,000 | 250 |
| Commercial mortgage-backed securities | $3,726,000 | 738 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $3,726,000 | 461 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $46,614,000 | 2,268 |
| Total debt securities | $46,614,000 | 2,466 |
| 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 | $49,956,000 | 2,364 |
| U.S. Government securities | $36,047,000 | 2,022 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $36,047,000 | 1,935 |
| Securities issued by states & political subdivisions | $12,048,000 | 2,542 |
| Other domestic debt securities | $1,861,000 | 1,319 |
| Privately issued residential mortgage-backed securities | $1,861,000 | 265 |
| 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 | $12,214,000 | 2,717 |
| Mortgage-backed securities | $27,744,000 | 1,680 |
| Certificates of participation in pools of residential mortgages | $12,810,000 | 2,004 |
| Issued or guaranteed by U.S. | $12,810,000 | 2,004 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,127,000 | 1,086 |
| CMOs issued by government agencies or sponsored agencies | $9,266,000 | 1,146 |
| Privately issued | $1,861,000 | 254 |
| Commercial mortgage-backed securities | $3,807,000 | 697 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $3,807,000 | 450 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $49,956,000 | 2,157 |
| Total debt securities | $49,956,000 | 2,336 |
| 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 | $52,607,000 | 2,309 |
| U.S. Government securities | $38,399,000 | 1,966 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $38,399,000 | 1,884 |
| Securities issued by states & political subdivisions | $12,263,000 | 2,524 |
| Other domestic debt securities | $1,945,000 | 1,334 |
| Privately issued residential mortgage-backed securities | $1,945,000 | 271 |
| 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 | $12,045,000 | 2,790 |
| Mortgage-backed securities | $29,522,000 | 1,623 |
| Certificates of participation in pools of residential mortgages | $13,393,000 | 1,991 |
| Issued or guaranteed by U.S. | $13,393,000 | 1,987 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $12,283,000 | 1,026 |
| CMOs issued by government agencies or sponsored agencies | $10,338,000 | 1,089 |
| Privately issued | $1,945,000 | 254 |
| Commercial mortgage-backed securities | $3,846,000 | 660 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $3,846,000 | 442 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $52,607,000 | 2,104 |
| Total debt securities | $52,607,000 | 2,284 |
| 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 | $54,039,000 | 2,296 |
| U.S. Government securities | $39,812,000 | 2,003 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $39,812,000 | 1,912 |
| Securities issued by states & political subdivisions | $11,736,000 | 2,582 |
| Other domestic debt securities | $2,491,000 | 1,211 |
| Privately issued residential mortgage-backed securities | $2,491,000 | 246 |
| 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 | $12,210,000 | 2,821 |
| Mortgage-backed securities | $30,897,000 | 1,574 |
| Certificates of participation in pools of residential mortgages | $13,722,000 | 1,969 |
| Issued or guaranteed by U.S. | $13,722,000 | 1,968 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,358,000 | 991 |
| CMOs issued by government agencies or sponsored agencies | $10,867,000 | 1,062 |
| Privately issued | $2,491,000 | 235 |
| Commercial mortgage-backed securities | $3,817,000 | 646 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $3,817,000 | 425 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $54,039,000 | 2,085 |
| Total debt securities | $54,039,000 | 2,270 |
| 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 | $56,182,000 | 2,261 |
| U.S. Government securities | $41,527,000 | 1,953 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $41,527,000 | 1,863 |
| Securities issued by states & political subdivisions | $12,059,000 | 2,566 |
| Other domestic debt securities | $2,596,000 | 1,161 |
| Privately issued residential mortgage-backed securities | $2,596,000 | 238 |
| 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 | $12,685,000 | 2,784 |
| Mortgage-backed securities | $32,225,000 | 1,533 |
| Certificates of participation in pools of residential mortgages | $13,931,000 | 1,964 |
| Issued or guaranteed by U.S. | $13,931,000 | 1,962 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $14,515,000 | 956 |
| CMOs issued by government agencies or sponsored agencies | $11,919,000 | 1,016 |
| Privately issued | $2,596,000 | 228 |
| Commercial mortgage-backed securities | $3,779,000 | 604 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $3,779,000 | 392 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $56,182,000 | 2,049 |
| Total debt securities | $56,182,000 | 2,238 |
| 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 | $55,455,000 | 2,299 |
| U.S. Government securities | $41,490,000 | 1,963 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $41,490,000 | 1,886 |
| Securities issued by states & political subdivisions | $11,235,000 | 2,677 |
| Other domestic debt securities | $2,730,000 | 1,158 |
| Privately issued residential mortgage-backed securities | $2,730,000 | 233 |
| 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 | $12,741,000 | 2,807 |
| Mortgage-backed securities | $32,119,000 | 1,564 |
| Certificates of participation in pools of residential mortgages | $14,543,000 | 1,922 |
| Issued or guaranteed by U.S. | $14,543,000 | 1,921 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $14,827,000 | 976 |
| CMOs issued by government agencies or sponsored agencies | $12,097,000 | 1,025 |
| Privately issued | $2,730,000 | 224 |
| Commercial mortgage-backed securities | $2,749,000 | 660 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $2,749,000 | 424 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $55,455,000 | 2,092 |
| Total debt securities | $55,455,000 | 2,274 |
| 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 | $49,874,000 | 2,531 |
| U.S. Government securities | $38,126,000 | 2,185 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $38,126,000 | 2,099 |
| Securities issued by states & political subdivisions | $8,873,000 | 2,988 |
| Other domestic debt securities | $2,875,000 | 1,142 |
| Privately issued residential mortgage-backed securities | $2,875,000 | 235 |
| 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 | $11,366,000 | 2,988 |
| Mortgage-backed securities | $30,997,000 | 1,639 |
| Certificates of participation in pools of residential mortgages | $12,186,000 | 2,195 |
| Issued or guaranteed by U.S. | $12,186,000 | 2,194 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $16,089,000 | 955 |
| CMOs issued by government agencies or sponsored agencies | $13,214,000 | 1,016 |
| Privately issued | $2,875,000 | 224 |
| Commercial mortgage-backed securities | $2,722,000 | 628 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $2,722,000 | 413 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $49,874,000 | 2,314 |
| Total debt securities | $49,874,000 | 2,509 |
| 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 | $45,917,000 | 2,705 |
| U.S. Government securities | $36,590,000 | 2,286 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $36,590,000 | 2,197 |
| Securities issued by states & political subdivisions | $6,342,000 | 3,376 |
| Other domestic debt securities | $2,985,000 | 1,133 |
| Privately issued residential mortgage-backed securities | $2,985,000 | 248 |
| 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 | $10,482,000 | 3,136 |
| Mortgage-backed securities | $30,572,000 | 1,670 |
| Certificates of participation in pools of residential mortgages | $11,446,000 | 2,289 |
| Issued or guaranteed by U.S. | $11,446,000 | 2,289 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $16,375,000 | 974 |
| CMOs issued by government agencies or sponsored agencies | $13,390,000 | 1,048 |
| Privately issued | $2,985,000 | 235 |
| Commercial mortgage-backed securities | $2,751,000 | 611 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $2,751,000 | 400 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $45,917,000 | 2,470 |
| Total debt securities | $45,917,000 | 2,683 |
| 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 | $46,098,000 | 2,738 |
| U.S. Government securities | $37,765,000 | 2,266 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $37,765,000 | 2,180 |
| Securities issued by states & political subdivisions | $5,775,000 | 3,502 |
| Other domestic debt securities | $2,558,000 | 1,202 |
| Privately issued residential mortgage-backed securities | $2,558,000 | 272 |
| 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 | $9,091,000 | 3,356 |
| Mortgage-backed securities | $30,968,000 | 1,706 |
| Certificates of participation in pools of residential mortgages | $11,705,000 | 2,309 |
| Issued or guaranteed by U.S. | $11,705,000 | 2,307 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $17,553,000 | 944 |
| CMOs issued by government agencies or sponsored agencies | $14,995,000 | 1,000 |
| Privately issued | $2,558,000 | 257 |
| Commercial mortgage-backed securities | $1,710,000 | 707 |
| Commercial mortgage pass-through securities | $1,710,000 | 437 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $46,098,000 | 2,499 |
| Total debt securities | $46,097,000 | 2,715 |
| Structured notes | ||
| Amortized cost | $2,000 | 2,198 |
| Fair value | $2,000 | 2,200 |
| 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 | $45,901,000 | 2,791 |
| U.S. Government securities | $37,632,000 | 2,318 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $37,632,000 | 2,238 |
| Securities issued by states & political subdivisions | $5,230,000 | 3,644 |
| Other domestic debt securities | $3,039,000 | 1,157 |
| Privately issued residential mortgage-backed securities | $3,039,000 | 267 |
| 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 | $9,711,000 | 3,295 |
| Mortgage-backed securities | $31,269,000 | 1,761 |
| Certificates of participation in pools of residential mortgages | $12,900,000 | 2,287 |
| Issued or guaranteed by U.S. | $12,900,000 | 2,285 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $17,265,000 | 977 |
| CMOs issued by government agencies or sponsored agencies | $14,226,000 | 1,051 |
| Privately issued | $3,039,000 | 254 |
| Commercial mortgage-backed securities | $1,104,000 | 747 |
| Commercial mortgage pass-through securities | $1,104,000 | 491 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $45,901,000 | 2,540 |
| Total debt securities | $45,901,000 | 2,767 |
| Structured notes | ||
| Amortized cost | $136,000 | 2,226 |
| Fair value | $135,000 | 2,227 |
| 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 | $47,644,000 | 2,774 |
| U.S. Government securities | $40,050,000 | 2,248 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $40,050,000 | 2,175 |
| Securities issued by states & political subdivisions | $4,383,000 | 3,862 |
| Other domestic debt securities | $3,211,000 | 1,162 |
| Privately issued residential mortgage-backed securities | $3,211,000 | 262 |
| 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 | $8,632,000 | 3,475 |
| Mortgage-backed securities | $34,177,000 | 1,679 |
| Certificates of participation in pools of residential mortgages | $13,391,000 | 2,265 |
| Issued or guaranteed by U.S. | $13,391,000 | 2,264 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $20,786,000 | 873 |
| CMOs issued by government agencies or sponsored agencies | $17,575,000 | 930 |
| Privately issued | $3,211,000 | 253 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $47,644,000 | 2,520 |
| Total debt securities | $47,644,000 | 2,744 |
| Structured notes | ||
| Amortized cost | $155,000 | 2,278 |
| Fair value | $156,000 | 2,278 |
| 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 | $48,519,000 | 2,746 |
| U.S. Government securities | $39,401,000 | 2,303 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $39,401,000 | 2,233 |
| Securities issued by states & political subdivisions | $5,736,000 | 3,622 |
| Other domestic debt securities | $3,382,000 | 1,174 |
| Privately issued residential mortgage-backed securities | $3,382,000 | 268 |
| 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 | $10,272,000 | 3,250 |
| Mortgage-backed securities | $34,533,000 | 1,667 |
| Certificates of participation in pools of residential mortgages | $13,698,000 | 2,262 |
| Issued or guaranteed by U.S. | $13,698,000 | 2,261 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $20,835,000 | 893 |
| CMOs issued by government agencies or sponsored agencies | $17,453,000 | 939 |
| Privately issued | $3,382,000 | 259 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $48,519,000 | 2,496 |
| Total debt securities | $48,519,000 | 2,716 |
| Structured notes | ||
| Amortized cost | $163,000 | 2,333 |
| Fair value | $166,000 | 2,331 |
| 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 | $49,087,000 | 2,725 |
| U.S. Government securities | $39,450,000 | 2,276 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $39,450,000 | 2,209 |
| Securities issued by states & political subdivisions | $5,729,000 | 3,623 |
| Other domestic debt securities | $3,908,000 | 1,133 |
| Privately issued residential mortgage-backed securities | $3,599,000 | 277 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $309,000 | 1,882 |
| 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 | $12,856,000 | 2,901 |
| Mortgage-backed securities | $34,681,000 | 1,664 |
| Certificates of participation in pools of residential mortgages | $13,249,000 | 2,289 |
| Issued or guaranteed by U.S. | $13,249,000 | 2,288 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $21,432,000 | 866 |
| CMOs issued by government agencies or sponsored agencies | $17,833,000 | 932 |
| Privately issued | $3,599,000 | 267 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $49,087,000 | 2,477 |
| Total debt securities | $49,087,000 | 2,701 |
| Structured notes | ||
| Amortized cost | $175,000 | 2,317 |
| Fair value | $179,000 | 2,316 |
| 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 | $47,001,000 | 2,837 |
| U.S. Government securities | $37,952,000 | 2,345 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $37,952,000 | 2,284 |
| Securities issued by states & political subdivisions | $4,894,000 | 3,795 |
| Other domestic debt securities | $4,155,000 | 1,123 |
| Privately issued residential mortgage-backed securities | $3,846,000 | 285 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $309,000 | 1,920 |
| 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 | $12,409,000 | 2,947 |
| Mortgage-backed securities | $33,523,000 | 1,718 |
| Certificates of participation in pools of residential mortgages | $18,346,000 | 1,889 |
| Issued or guaranteed by U.S. | $18,346,000 | 1,886 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $15,177,000 | 1,110 |
| CMOs issued by government agencies or sponsored agencies | $11,331,000 | 1,222 |
| Privately issued | $3,846,000 | 271 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $47,001,000 | 2,585 |
| Total debt securities | $47,000,000 | 2,809 |
| Structured notes | ||
| Amortized cost | $191,000 | 2,303 |
| Fair value | $197,000 | 2,298 |
| 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 | $47,016,000 | 2,804 |
| U.S. Government securities | $37,085,000 | 2,385 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $37,085,000 | 2,311 |
| Securities issued by states & political subdivisions | $5,252,000 | 3,731 |
| Other domestic debt securities | $4,679,000 | 1,084 |
| Privately issued residential mortgage-backed securities | $4,067,000 | 285 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $612,000 | 1,746 |
| 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 | $12,473,000 | 2,917 |
| Mortgage-backed securities | $32,159,000 | 1,766 |
| Certificates of participation in pools of residential mortgages | $19,405,000 | 1,823 |
| Issued or guaranteed by U.S. | $19,405,000 | 1,821 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $12,754,000 | 1,235 |
| CMOs issued by government agencies or sponsored agencies | $8,687,000 | 1,412 |
| Privately issued | $4,067,000 | 270 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $47,016,000 | 2,570 |
| Total debt securities | $47,016,000 | 2,779 |
| Structured notes | ||
| Amortized cost | $263,000 | 2,202 |
| Fair value | $272,000 | 2,198 |
| 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 | $49,307,000 | 2,731 |
| U.S. Government securities | $40,260,000 | 2,267 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $40,260,000 | 2,201 |
| Securities issued by states & political subdivisions | $4,276,000 | 3,935 |
| Other domestic debt securities | $4,771,000 | 1,087 |
| Privately issued residential mortgage-backed securities | $4,157,000 | 300 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $614,000 | 1,720 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,926,000 | 3,040 |
| Mortgage-backed securities | $34,726,000 | 1,707 |
| Certificates of participation in pools of residential mortgages | $19,456,000 | 1,845 |
| Issued or guaranteed by U.S. | $19,456,000 | 1,844 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $15,270,000 | 1,174 |
| CMOs issued by government agencies or sponsored agencies | $11,113,000 | 1,288 |
| Privately issued | $4,157,000 | 288 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $49,307,000 | 2,530 |
| Total debt securities | $49,307,000 | 2,705 |
| Structured notes | ||
| Amortized cost | $578,000 | 1,922 |
| Fair value | $601,000 | 1,910 |
| 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 | $46,170,000 | 2,809 |
| U.S. Government securities | $37,835,000 | 2,328 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $37,835,000 | 2,268 |
| Securities issued by states & political subdivisions | $3,461,000 | 4,128 |
| Other domestic debt securities | $4,874,000 | 1,036 |
| Privately issued residential mortgage-backed securities | $4,260,000 | 307 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $614,000 | 1,693 |
| 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 | $13,113,000 | 2,871 |
| Mortgage-backed securities | $33,600,000 | 1,749 |
| Certificates of participation in pools of residential mortgages | $16,573,000 | 2,024 |
| Issued or guaranteed by U.S. | $16,573,000 | 2,022 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $17,027,000 | 1,115 |
| CMOs issued by government agencies or sponsored agencies | $12,767,000 | 1,234 |
| Privately issued | $4,260,000 | 300 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $46,170,000 | 2,587 |
| Total debt securities | $46,169,000 | 2,780 |
| Structured notes | ||
| Amortized cost | $969,000 | 1,805 |
| Fair value | $1,010,000 | 1,611 |
| 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 | $48,645,000 | 2,742 |
| U.S. Government securities | $40,361,000 | 2,263 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $40,361,000 | 2,211 |
| Securities issued by states & political subdivisions | $3,063,000 | 4,247 |
| Other domestic debt securities | $5,221,000 | 1,026 |
| Privately issued residential mortgage-backed securities | $4,606,000 | 327 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $615,000 | 1,754 |
| 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 | $12,100,000 | 3,007 |
| Mortgage-backed securities | $36,380,000 | 1,744 |
| Certificates of participation in pools of residential mortgages | $17,529,000 | 2,041 |
| Issued or guaranteed by U.S. | $17,529,000 | 2,040 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $18,851,000 | 1,093 |
| CMOs issued by government agencies or sponsored agencies | $14,245,000 | 1,221 |
| Privately issued | $4,606,000 | 316 |
| 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) | $1,072,000 | 1,927 |
| Available-for-sale securities (fair market value) | $47,573,000 | 2,564 |
| Total debt securities | $48,647,000 | 2,716 |
| Structured notes | ||
| Amortized cost | $1,702,000 | 1,498 |
| Fair value | $1,764,000 | 1,476 |
| 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 | $46,734,000 | 2,835 |
| U.S. Government securities | $37,855,000 | 2,422 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $37,855,000 | 2,370 |
| Securities issued by states & political subdivisions | $3,529,000 | 4,052 |
| Other domestic debt securities | $5,350,000 | 1,028 |
| Privately issued residential mortgage-backed securities | $4,735,000 | 345 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $615,000 | 1,742 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,715,000 | 2,961 |
| Mortgage-backed securities | $33,225,000 | 1,876 |
| Certificates of participation in pools of residential mortgages | $11,860,000 | 2,613 |
| Issued or guaranteed by U.S. | $11,860,000 | 2,612 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $21,365,000 | 1,022 |
| CMOs issued by government agencies or sponsored agencies | $16,630,000 | 1,120 |
| Privately issued | $4,735,000 | 336 |
| 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) | $1,111,000 | 1,924 |
| Available-for-sale securities (fair market value) | $45,623,000 | 2,655 |
| Total debt securities | $46,734,000 | 2,811 |
| Structured notes | ||
| Amortized cost | $2,096,000 | 1,455 |
| Fair value | $2,167,000 | 1,442 |
| 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 | $47,189,000 | 2,795 |
| U.S. Government securities | $37,773,000 | 2,446 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $37,773,000 | 2,388 |
| Securities issued by states & political subdivisions | $3,764,000 | 3,930 |
| Other domestic debt securities | $5,652,000 | 996 |
| Privately issued residential mortgage-backed securities | $5,031,000 | 349 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $621,000 | 1,730 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,836,000 | 2,958 |
| Mortgage-backed securities | $32,335,000 | 1,907 |
| Certificates of participation in pools of residential mortgages | $10,605,000 | 2,760 |
| Issued or guaranteed by U.S. | $10,605,000 | 2,758 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $21,730,000 | 1,031 |
| CMOs issued by government agencies or sponsored agencies | $16,699,000 | 1,144 |
| Privately issued | $5,031,000 | 338 |
| 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) | $1,151,000 | 1,956 |
| Available-for-sale securities (fair market value) | $46,038,000 | 2,611 |
| Total debt securities | $47,189,000 | 2,774 |
| Structured notes | ||
| Amortized cost | $2,917,000 | 1,465 |
| Fair value | $2,994,000 | 1,422 |
| 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 | $47,351,000 | 2,710 |
| U.S. Government securities | $19,893,000 | 3,651 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,893,000 | 3,579 |
| Securities issued by states & political subdivisions | $3,782,000 | 3,900 |
| Other domestic debt securities | $23,676,000 | 421 |
| Privately issued residential mortgage-backed securities | $23,058,000 | 184 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $618,000 | 1,644 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $31,923,000 | 1,856 |
| Certificates of participation in pools of residential mortgages | $8,865,000 | 2,880 |
| Issued or guaranteed by U.S. | $8,865,000 | 2,880 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $23,058,000 | 965 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $23,058,000 | 179 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,198,000 | 2,024 |
| Available-for-sale securities (fair market value) | $46,153,000 | 2,519 |
| Total debt securities | $47,351,000 | 2,680 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $44,889,000 | 2,743 |
| U.S. Government securities | $16,241,000 | 4,003 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,241,000 | 3,910 |
| Securities issued by states & political subdivisions | $3,986,000 | 3,793 |
| Other domestic debt securities | $24,662,000 | 407 |
| Privately issued residential mortgage-backed securities | $24,033,000 | 193 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $629,000 | 1,602 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $31,822,000 | 1,794 |
| Certificates of participation in pools of residential mortgages | $7,789,000 | 2,993 |
| Issued or guaranteed by U.S. | $7,789,000 | 2,989 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $24,033,000 | 934 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $24,033,000 | 188 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,230,000 | 2,028 |
| Available-for-sale securities (fair market value) | $43,659,000 | 2,563 |
| Total debt securities | $44,889,000 | 2,720 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $45,208,000 | 2,743 |
| U.S. Government securities | $15,726,000 | 4,172 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,726,000 | 4,070 |
| Securities issued by states & political subdivisions | $4,096,000 | 3,721 |
| Other domestic debt securities | $25,386,000 | 389 |
| Privately issued residential mortgage-backed securities | $24,754,000 | 201 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $632,000 | 1,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $31,760,000 | 1,752 |
| Certificates of participation in pools of residential mortgages | $7,006,000 | 3,108 |
| Issued or guaranteed by U.S. | $7,006,000 | 3,103 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $24,754,000 | 906 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $24,754,000 | 193 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,274,000 | 2,043 |
| Available-for-sale securities (fair market value) | $43,934,000 | 2,558 |
| Total debt securities | $45,208,000 | 2,723 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $45,830,000 | 2,701 |
| U.S. Government securities | $16,269,000 | 4,074 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,269,000 | 3,956 |
| Securities issued by states & political subdivisions | $4,068,000 | 3,684 |
| Other domestic debt securities | $25,493,000 | 396 |
| Privately issued residential mortgage-backed securities | $22,924,000 | 219 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,569,000 | 923 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $30,170,000 | 1,772 |
| Certificates of participation in pools of residential mortgages | $7,246,000 | 2,991 |
| Issued or guaranteed by U.S. | $7,246,000 | 2,985 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $22,924,000 | 943 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $22,924,000 | 212 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,323,000 | 2,047 |
| Available-for-sale securities (fair market value) | $44,507,000 | 2,501 |
| Total debt securities | $45,830,000 | 2,673 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $39,724,000 | 2,917 |
| U.S. Government securities | $11,479,000 | 4,615 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,479,000 | 4,492 |
| Securities issued by states & political subdivisions | $4,193,000 | 3,661 |
| Other domestic debt securities | $24,052,000 | 444 |
| Privately issued residential mortgage-backed securities | $20,088,000 | 256 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,964,000 | 708 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,936,000 | 1,968 |
| Certificates of participation in pools of residential mortgages | $4,848,000 | 3,387 |
| Issued or guaranteed by U.S. | $4,848,000 | 3,381 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $20,088,000 | 1,000 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $20,088,000 | 248 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,358,000 | 2,048 |
| Available-for-sale securities (fair market value) | $38,366,000 | 2,709 |
| Total debt securities | $39,724,000 | 2,894 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $33,500,000 | 3,228 |
| U.S. Government securities | $10,005,000 | 4,841 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,005,000 | 4,722 |
| Securities issued by states & political subdivisions | $4,494,000 | 3,499 |
| Other domestic debt securities | $19,001,000 | 509 |
| Privately issued residential mortgage-backed securities | $15,172,000 | 328 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,829,000 | 730 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,191,000 | 2,256 |
| Certificates of participation in pools of residential mortgages | $4,019,000 | 3,580 |
| Issued or guaranteed by U.S. | $4,019,000 | 3,570 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $15,172,000 | 1,181 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $15,172,000 | 314 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,398,000 | 2,078 |
| Available-for-sale securities (fair market value) | $32,102,000 | 3,020 |
| Total debt securities | $33,500,000 | 3,201 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $31,430,000 | 3,375 |
| U.S. Government securities | $9,792,000 | 4,964 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,792,000 | 4,851 |
| Securities issued by states & political subdivisions | $4,446,000 | 3,440 |
| Other domestic debt securities | $17,192,000 | 540 |
| Privately issued residential mortgage-backed securities | $13,305,000 | 357 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,887,000 | 693 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,643,000 | 2,368 |
| Certificates of participation in pools of residential mortgages | $4,338,000 | 3,510 |
| Issued or guaranteed by U.S. | $4,338,000 | 3,503 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $13,305,000 | 1,212 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $13,305,000 | 342 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,473,000 | 2,125 |
| Available-for-sale securities (fair market value) | $29,957,000 | 3,166 |
| Total debt securities | $31,430,000 | 3,340 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $32,540,000 | 3,322 |
| U.S. Government securities | $10,304,000 | 4,941 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,304,000 | 4,836 |
| Securities issued by states & political subdivisions | $4,444,000 | 3,425 |
| Other domestic debt securities | $17,792,000 | 547 |
| Privately issued residential mortgage-backed securities | $14,009,000 | 367 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,783,000 | 723 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,649,000 | 2,347 |
| Certificates of participation in pools of residential mortgages | $4,640,000 | 3,549 |
| Issued or guaranteed by U.S. | $4,640,000 | 3,542 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $14,009,000 | 1,172 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $14,009,000 | 350 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,542,000 | 2,133 |
| Available-for-sale securities (fair market value) | $30,998,000 | 3,113 |
| Total debt securities | $32,540,000 | 3,290 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $35,118,000 | 3,124 |
| U.S. Government securities | $11,010,000 | 4,790 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,010,000 | 4,689 |
| Securities issued by states & political subdivisions | $4,420,000 | 3,437 |
| Other domestic debt securities | $19,688,000 | 535 |
| Privately issued residential mortgage-backed securities | $15,095,000 | 371 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,593,000 | 644 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,172,000 | 2,273 |
| Certificates of participation in pools of residential mortgages | $5,077,000 | 3,515 |
| Issued or guaranteed by U.S. | $5,077,000 | 3,505 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $15,095,000 | 1,118 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $15,095,000 | 355 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,597,000 | 2,158 |
| Available-for-sale securities (fair market value) | $33,521,000 | 2,916 |
| Total debt securities | $35,118,000 | 3,097 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $35,931,000 | 3,091 |
| U.S. Government securities | $11,770,000 | 4,656 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,770,000 | 4,562 |
| Securities issued by states & political subdivisions | $4,445,000 | 3,419 |
| Other domestic debt securities | $19,716,000 | 576 |
| Privately issued residential mortgage-backed securities | $15,577,000 | 404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,139,000 | 735 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,044,000 | 2,259 |
| Certificates of participation in pools of residential mortgages | $5,467,000 | 3,514 |
| Issued or guaranteed by U.S. | $5,467,000 | 3,503 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $15,577,000 | 1,078 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $15,577,000 | 387 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,622,000 | 2,228 |
| Available-for-sale securities (fair market value) | $34,309,000 | 2,860 |
| Total debt securities | $35,931,000 | 3,060 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $34,025,000 | 3,145 |
| U.S. Government securities | $11,957,000 | 4,624 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,957,000 | 4,531 |
| Securities issued by states & political subdivisions | $3,809,000 | 3,593 |
| Other domestic debt securities | $18,254,000 | 637 |
| Privately issued residential mortgage-backed securities | $14,521,000 | 420 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,733,000 | 799 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 1,647 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,927,000 | 2,369 |
| Certificates of participation in pools of residential mortgages | $5,406,000 | 3,582 |
| Issued or guaranteed by U.S. | $5,406,000 | 3,570 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $14,521,000 | 1,100 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $14,521,000 | 406 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,675,000 | 2,237 |
| Available-for-sale securities (fair market value) | $32,350,000 | 2,927 |
| Total debt securities | $34,020,000 | 3,112 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $25,615,000 | 3,835 |
| U.S. Government securities | $6,132,000 | 5,995 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,132,000 | 5,915 |
| Securities issued by states & political subdivisions | $3,818,000 | 3,518 |
| Other domestic debt securities | $15,652,000 | 666 |
| Privately issued residential mortgage-backed securities | $12,361,000 | 476 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,291,000 | 866 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,000 | 1,565 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,087,000 | 2,632 |
| Certificates of participation in pools of residential mortgages | $4,726,000 | 3,846 |
| Issued or guaranteed by U.S. | $4,726,000 | 3,833 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $12,361,000 | 1,221 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $12,361,000 | 454 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,735,000 | 2,252 |
| Available-for-sale securities (fair market value) | $23,880,000 | 3,590 |
| Total debt securities | $25,602,000 | 3,801 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $27,328,000 | 3,664 |
| U.S. Government securities | $6,356,000 | 6,034 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,356,000 | 5,948 |
| Securities issued by states & political subdivisions | $3,694,000 | 3,520 |
| Other domestic debt securities | $17,260,000 | 593 |
| Privately issued residential mortgage-backed securities | $13,721,000 | 430 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,539,000 | 808 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,000 | 1,510 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,630,000 | 2,447 |
| Certificates of participation in pools of residential mortgages | $4,909,000 | 3,766 |
| Issued or guaranteed by U.S. | $4,909,000 | 3,752 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $13,721,000 | 1,103 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $13,721,000 | 413 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,763,000 | 2,258 |
| Available-for-sale securities (fair market value) | $25,565,000 | 3,430 |
| Total debt securities | $27,310,000 | 3,631 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $28,270,000 | 3,537 |
| U.S. Government securities | $6,663,000 | 5,919 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,663,000 | 5,835 |
| Securities issued by states & political subdivisions | $3,354,000 | 3,606 |
| Other domestic debt securities | $18,213,000 | 569 |
| Privately issued residential mortgage-backed securities | $14,450,000 | 418 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,763,000 | 761 |
| Foreign debt securities | NA | NA |
| Equity securities | $40,000 | 1,560 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,683,000 | 2,268 |
| Certificates of participation in pools of residential mortgages | $5,233,000 | 3,587 |
| Issued or guaranteed by U.S. | $5,233,000 | 3,575 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $14,450,000 | 1,020 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $14,450,000 | 401 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,799,000 | 2,269 |
| Available-for-sale securities (fair market value) | $26,471,000 | 3,263 |
| Total debt securities | $28,230,000 | 3,506 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $29,461,000 | 3,492 |
| U.S. Government securities | $7,194,000 | 5,805 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,194,000 | 5,720 |
| Securities issued by states & political subdivisions | $3,337,000 | 3,636 |
| Other domestic debt securities | $18,181,000 | 592 |
| Privately issued residential mortgage-backed securities | $12,814,000 | 458 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,367,000 | 669 |
| Foreign debt securities | NA | NA |
| Equity securities | $749,000 | 1,129 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,551,000 | 2,349 |
| Certificates of participation in pools of residential mortgages | $5,737,000 | 3,434 |
| Issued or guaranteed by U.S. | $5,737,000 | 3,418 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $12,814,000 | 1,088 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $12,814,000 | 434 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,769,000 | 2,269 |
| Available-for-sale securities (fair market value) | $27,692,000 | 3,233 |
| Total debt securities | $28,712,000 | 3,514 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $27,746,000 | 3,622 |
| U.S. Government securities | $8,233,000 | 5,522 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,233,000 | 5,435 |
| Securities issued by states & political subdivisions | $3,421,000 | 3,619 |
| Other domestic debt securities | $15,525,000 | 636 |
| Privately issued residential mortgage-backed securities | $10,812,000 | 472 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,713,000 | 723 |
| Foreign debt securities | NA | NA |
| Equity securities | $567,000 | 1,229 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,537,000 | 2,361 |
| Certificates of participation in pools of residential mortgages | $6,725,000 | 3,103 |
| Issued or guaranteed by U.S. | $6,725,000 | 3,090 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $10,812,000 | 1,177 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $10,812,000 | 446 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,778,000 | 2,305 |
| Available-for-sale securities (fair market value) | $25,968,000 | 3,378 |
| Total debt securities | $27,179,000 | 3,621 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $26,492,000 | 3,730 |
| U.S. Government securities | $8,076,000 | 5,716 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,076,000 | 5,611 |
| Securities issued by states & political subdivisions | $3,385,000 | 3,626 |
| Other domestic debt securities | $14,293,000 | 639 |
| Privately issued residential mortgage-backed securities | $9,116,000 | 476 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,177,000 | 650 |
| Foreign debt securities | NA | NA |
| Equity securities | $738,000 | 1,100 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,465,000 | 2,187 |
| Certificates of participation in pools of residential mortgages | $7,349,000 | 2,695 |
| Issued or guaranteed by U.S. | $7,349,000 | 2,681 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $9,116,000 | 1,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $9,116,000 | 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) | $1,788,000 | 2,366 |
| Available-for-sale securities (fair market value) | $24,704,000 | 3,477 |
| Total debt securities | $25,754,000 | 3,752 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $26,557,000 | 3,728 |
| U.S. Government securities | $11,363,000 | 5,086 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,363,000 | 4,989 |
| Securities issued by states & political subdivisions | $3,352,000 | 3,638 |
| Other domestic debt securities | $10,738,000 | 711 |
| Privately issued residential mortgage-backed securities | $5,438,000 | 569 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,300,000 | 625 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,104,000 | 929 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,440,000 | 2,322 |
| Certificates of participation in pools of residential mortgages | $8,002,000 | 2,420 |
| Issued or guaranteed by U.S. | $8,002,000 | 2,408 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $5,438,000 | 1,523 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $5,438,000 | 539 |
| 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) | $26,557,000 | 3,300 |
| Total debt securities | $25,453,000 | 3,789 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $26,716,000 | 3,723 |
| U.S. Government securities | $12,065,000 | 4,959 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,065,000 | 4,850 |
| Securities issued by states & political subdivisions | $3,062,000 | 3,763 |
| Other domestic debt securities | $10,493,000 | 685 |
| Privately issued residential mortgage-backed securities | $5,045,000 | 549 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,448,000 | 583 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,096,000 | 938 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,738,000 | 2,227 |
| Certificates of participation in pools of residential mortgages | $8,693,000 | 2,254 |
| Issued or guaranteed by U.S. | $8,693,000 | 2,241 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,045,000 | 1,538 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $5,045,000 | 517 |
| 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) | $26,716,000 | 3,268 |
| Total debt securities | $25,620,000 | 3,769 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $28,145,000 | 3,604 |
| U.S. Government securities | $13,001,000 | 4,793 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,001,000 | 4,668 |
| Securities issued by states & political subdivisions | $3,123,000 | 3,741 |
| Other domestic debt securities | $10,908,000 | 684 |
| Privately issued residential mortgage-backed securities | $5,230,000 | 527 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,678,000 | 600 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,113,000 | 953 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,827,000 | 2,137 |
| Certificates of participation in pools of residential mortgages | $9,597,000 | 2,117 |
| Issued or guaranteed by U.S. | $9,597,000 | 2,109 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $5,230,000 | 1,491 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $5,230,000 | 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 | 3,860 |
| Available-for-sale securities (fair market value) | $28,145,000 | 3,156 |
| Total debt securities | $27,032,000 | 3,649 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $28,995,000 | 3,556 |
| U.S. Government securities | $13,676,000 | 4,723 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,676,000 | 4,599 |
| Securities issued by states & political subdivisions | $3,126,000 | 3,767 |
| Other domestic debt securities | $11,124,000 | 659 |
| Privately issued residential mortgage-backed securities | $5,377,000 | 518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,747,000 | 599 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,069,000 | 991 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,630,000 | 2,057 |
| Certificates of participation in pools of residential mortgages | $10,253,000 | 2,041 |
| Issued or guaranteed by U.S. | $10,253,000 | 2,030 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $5,377,000 | 1,471 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $5,377,000 | 489 |
| 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) | $28,995,000 | 3,093 |
| Total debt securities | $27,926,000 | 3,592 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $29,994,000 | 3,500 |
| U.S. Government securities | $14,401,000 | 4,627 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,401,000 | 4,497 |
| Securities issued by states & political subdivisions | $3,129,000 | 3,727 |
| Other domestic debt securities | $11,414,000 | 647 |
| Privately issued residential mortgage-backed securities | $5,533,000 | 508 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,881,000 | 602 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,050,000 | 1,003 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,480,000 | 1,996 |
| Certificates of participation in pools of residential mortgages | $10,947,000 | 1,980 |
| Issued or guaranteed by U.S. | $10,947,000 | 1,965 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $5,533,000 | 1,418 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $5,533,000 | 479 |
| 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) | $29,994,000 | 3,039 |
| Total debt securities | $28,944,000 | 3,534 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $30,408,000 | 3,468 |
| U.S. Government securities | $15,028,000 | 4,510 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,028,000 | 4,378 |
| Securities issued by states & political subdivisions | $2,865,000 | 3,834 |
| Other domestic debt securities | $11,440,000 | 652 |
| Privately issued residential mortgage-backed securities | $5,672,000 | 486 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,768,000 | 617 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,075,000 | 998 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,248,000 | 1,945 |
| Certificates of participation in pools of residential mortgages | $11,576,000 | 1,929 |
| Issued or guaranteed by U.S. | $11,576,000 | 1,918 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,672,000 | 1,385 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $5,672,000 | 459 |
| 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) | $30,408,000 | 3,012 |
| Total debt securities | $29,333,000 | 3,504 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $32,474,000 | 3,354 |
| U.S. Government securities | $16,202,000 | 4,368 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,202,000 | 4,231 |
| Securities issued by states & political subdivisions | $2,915,000 | 3,850 |
| Other domestic debt securities | $12,307,000 | 634 |
| Privately issued residential mortgage-backed securities | $5,928,000 | 486 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,379,000 | 595 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,050,000 | 1,031 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,612,000 | 1,888 |
| Certificates of participation in pools of residential mortgages | $12,684,000 | 1,854 |
| Issued or guaranteed by U.S. | $12,684,000 | 1,842 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,928,000 | 1,370 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $5,928,000 | 458 |
| 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) | $32,474,000 | 2,905 |
| Total debt securities | $31,424,000 | 3,390 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $31,965,000 | 3,382 |
| U.S. Government securities | $17,188,000 | 4,201 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,188,000 | 4,068 |
| Securities issued by states & political subdivisions | $2,161,000 | 4,260 |
| Other domestic debt securities | $11,616,000 | 675 |
| Privately issued residential mortgage-backed securities | $5,226,000 | 493 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,390,000 | 620 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000,000 | 1,089 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,871,000 | 1,880 |
| Certificates of participation in pools of residential mortgages | $13,645,000 | 1,774 |
| Issued or guaranteed by U.S. | $13,645,000 | 1,764 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $5,226,000 | 1,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $5,226,000 | 465 |
| 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) | $6,390,000 | 1,770 |
| Available-for-sale securities (fair market value) | $25,575,000 | 3,461 |
| Total debt securities | $30,965,000 | 3,425 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $35,067,000 | 3,123 |
| U.S. Government securities | $19,022,000 | 3,889 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,022,000 | 3,760 |
| Securities issued by states & political subdivisions | $2,688,000 | 3,972 |
| Other domestic debt securities | $12,357,000 | 665 |
| Privately issued residential mortgage-backed securities | $5,824,000 | 459 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,533,000 | 621 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000,000 | 1,115 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,250,000 | 1,749 |
| Certificates of participation in pools of residential mortgages | $15,426,000 | 1,648 |
| Issued or guaranteed by U.S. | $15,426,000 | 1,634 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,824,000 | 1,365 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $5,824,000 | 432 |
| 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) | $35,067,000 | 2,687 |
| Total debt securities | $34,067,000 | 3,143 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $36,992,000 | 3,043 |
| U.S. Government securities | $23,781,000 | 3,365 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,781,000 | 3,245 |
| Securities issued by states & political subdivisions | $2,542,000 | 4,034 |
| Other domestic debt securities | $9,616,000 | 775 |
| Privately issued residential mortgage-backed securities | $6,076,000 | 447 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,540,000 | 919 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,053,000 | 1,082 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,223,000 | 1,692 |
| Certificates of participation in pools of residential mortgages | $17,147,000 | 1,587 |
| Issued or guaranteed by U.S. | $17,147,000 | 1,573 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $6,076,000 | 1,368 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $6,076,000 | 421 |
| 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) | $36,992,000 | 2,606 |
| Total debt securities | $35,939,000 | 3,059 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $36,954,000 | 3,075 |
| U.S. Government securities | $24,436,000 | 3,354 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,436,000 | 3,227 |
| Securities issued by states & political subdivisions | $1,598,000 | 4,625 |
| Other domestic debt securities | $9,845,000 | 779 |
| Privately issued residential mortgage-backed securities | $6,283,000 | 437 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,562,000 | 981 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,075,000 | 1,110 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,636,000 | 1,673 |
| Certificates of participation in pools of residential mortgages | $18,353,000 | 1,566 |
| Issued or guaranteed by U.S. | $18,353,000 | 1,554 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,283,000 | 1,381 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $6,283,000 | 408 |
| 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) | $36,954,000 | 2,633 |
| Total debt securities | $35,879,000 | 3,099 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $34,691,000 | 3,253 |
| U.S. Government securities | $22,499,000 | 3,577 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,499,000 | 3,445 |
| Securities issued by states & political subdivisions | $1,251,000 | 4,903 |
| Other domestic debt securities | $9,866,000 | 806 |
| Privately issued residential mortgage-backed securities | $6,568,000 | 428 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,298,000 | 1,055 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,075,000 | 1,150 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,590,000 | 1,685 |
| Certificates of participation in pools of residential mortgages | $18,022,000 | 1,606 |
| Issued or guaranteed by U.S. | $18,022,000 | 1,597 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $6,568,000 | 1,356 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $6,568,000 | 400 |
| 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) | $34,691,000 | 2,788 |
| Total debt securities | $33,616,000 | 3,270 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $34,367,000 | 3,269 |
| U.S. Government securities | $21,797,000 | 3,635 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,797,000 | 3,516 |
| Securities issued by states & political subdivisions | $1,380,000 | 4,797 |
| Other domestic debt securities | $10,101,000 | 802 |
| Privately issued residential mortgage-backed securities | $6,781,000 | 401 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,320,000 | 1,086 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,089,000 | 1,158 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,098,000 | 1,715 |
| Certificates of participation in pools of residential mortgages | $17,317,000 | 1,660 |
| Issued or guaranteed by U.S. | $17,317,000 | 1,651 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,781,000 | 1,342 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $6,781,000 | 372 |
| 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) | $34,367,000 | 2,800 |
| Total debt securities | $33,278,000 | 3,292 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $30,496,000 | 3,616 |
| U.S. Government securities | $18,636,000 | 4,084 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,636,000 | 3,934 |
| Securities issued by states & political subdivisions | $1,060,000 | 5,107 |
| Other domestic debt securities | $9,705,000 | 831 |
| Privately issued residential mortgage-backed securities | $5,862,000 | 411 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,843,000 | 1,046 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,095,000 | 1,178 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,014,000 | 1,857 |
| Certificates of participation in pools of residential mortgages | $16,152,000 | 1,771 |
| Issued or guaranteed by U.S. | $16,152,000 | 1,763 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,862,000 | 1,457 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $5,862,000 | 386 |
| 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) | $30,496,000 | 3,112 |
| Total debt securities | $29,401,000 | 3,645 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $28,819,000 | 3,775 |
| U.S. Government securities | $17,694,000 | 4,169 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,694,000 | 4,017 |
| Securities issued by states & political subdivisions | $1,123,000 | 5,042 |
| Other domestic debt securities | $8,902,000 | 930 |
| Privately issued residential mortgage-backed securities | $5,354,000 | 437 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,548,000 | 1,191 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,100,000 | 1,253 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,546,000 | 1,979 |
| Certificates of participation in pools of residential mortgages | $15,192,000 | 1,865 |
| Issued or guaranteed by U.S. | $15,192,000 | 1,856 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $5,354,000 | 1,563 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $5,354,000 | 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 | 4,632 |
| Available-for-sale securities (fair market value) | $28,819,000 | 3,262 |
| Total debt securities | $27,719,000 | 3,798 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $28,844,000 | 3,825 |
| U.S. Government securities | $21,378,000 | 3,726 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,378,000 | 3,603 |
| Securities issued by states & political subdivisions | $1,103,000 | 5,109 |
| Other domestic debt securities | $5,238,000 | 1,238 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,238,000 | 1,006 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,125,000 | 1,243 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,890,000 | 2,098 |
| Certificates of participation in pools of residential mortgages | $14,367,000 | 1,957 |
| Issued or guaranteed by U.S. | $14,367,000 | 1,944 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,523,000 | 1,689 |
| CMOs issued by government agencies or sponsored agencies | $4,523,000 | 1,576 |
| Privately issued | NA | NA |
| 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) | $28,844,000 | 3,296 |
| Total debt securities | $27,719,000 | 3,870 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $27,567,000 | 3,864 |
| U.S. Government securities | $20,625,000 | 3,716 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,625,000 | 3,576 |
| Securities issued by states & political subdivisions | $1,031,000 | 5,198 |
| Other domestic debt securities | $4,786,000 | 1,394 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,786,000 | 1,137 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,125,000 | 1,290 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,177,000 | 2,123 |
| Certificates of participation in pools of residential mortgages | $13,200,000 | 2,042 |
| Issued or guaranteed by U.S. | $13,200,000 | 2,032 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,977,000 | 1,620 |
| CMOs issued by government agencies or sponsored agencies | $4,977,000 | 1,510 |
| Privately issued | NA | NA |
| 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) | $27,567,000 | 3,348 |
| Total debt securities | $26,442,000 | 3,903 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $25,018,000 | 4,043 |
| U.S. Government securities | $19,029,000 | 3,821 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,029,000 | 3,670 |
| Securities issued by states & political subdivisions | $1,103,000 | 5,096 |
| Other domestic debt securities | $3,773,000 | 1,655 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,773,000 | 1,383 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,113,000 | 1,305 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,427,000 | 2,399 |
| Certificates of participation in pools of residential mortgages | $9,720,000 | 2,453 |
| Issued or guaranteed by U.S. | $9,720,000 | 2,439 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $5,707,000 | 1,636 |
| CMOs issued by government agencies or sponsored agencies | $5,707,000 | 1,529 |
| Privately issued | NA | NA |
| 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) | $25,018,000 | 3,492 |
| Total debt securities | $23,905,000 | 4,079 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $22,125,000 | 4,367 |
| U.S. Government securities | $16,271,000 | 4,301 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,271,000 | 4,119 |
| Securities issued by states & political subdivisions | $1,048,000 | 5,087 |
| Other domestic debt securities | $3,681,000 | 1,679 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,681,000 | 1,401 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,125,000 | 1,307 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,949,000 | 2,566 |
| Certificates of participation in pools of residential mortgages | $7,404,000 | 2,786 |
| Issued or guaranteed by U.S. | $7,404,000 | 2,774 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $6,545,000 | 1,577 |
| CMOs issued by government agencies or sponsored agencies | $6,545,000 | 1,473 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $22,125,000 | 3,772 |
| Total debt securities | $21,000,000 | 4,414 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $20,129,000 | 4,628 |
| U.S. Government securities | $15,076,000 | 4,449 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,076,000 | 4,285 |
| Securities issued by states & political subdivisions | $1,074,000 | 5,086 |
| Other domestic debt securities | $2,756,000 | 1,907 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,756,000 | 1,643 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,223,000 | 1,290 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,557,000 | 2,666 |
| Certificates of participation in pools of residential mortgages | $5,886,000 | 3,110 |
| Issued or guaranteed by U.S. | $5,886,000 | 3,099 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $6,671,000 | 1,587 |
| CMOs issued by government agencies or sponsored agencies | $6,671,000 | 1,490 |
| Privately issued | NA | NA |
| 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) | $20,129,000 | 3,994 |
| Total debt securities | $18,906,000 | 4,718 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $20,896,000 | 4,386 |
| U.S. Government securities | $17,257,000 | 3,967 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,257,000 | 3,771 |
| Securities issued by states & political subdivisions | $1,161,000 | 5,053 |
| Other domestic debt securities | $1,255,000 | 2,696 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,255,000 | 2,306 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,223,000 | 1,244 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,146,000 | 2,573 |
| Certificates of participation in pools of residential mortgages | $3,374,000 | 3,709 |
| Issued or guaranteed by U.S. | $3,374,000 | 3,695 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $8,772,000 | 1,386 |
| CMOs issued by government agencies or sponsored agencies | $8,772,000 | 1,295 |
| Privately issued | NA | NA |
| 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) | $20,896,000 | 3,715 |
| Total debt securities | $19,673,000 | 4,490 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $19,439,000 | 4,730 |
| U.S. Government securities | $18,826,000 | 3,850 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,826,000 | 3,576 |
| Securities issued by states & political subdivisions | $613,000 | 5,900 |
| 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 | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,433,000 | 2,278 |
| Certificates of participation in pools of residential mortgages | $1,562,000 | 4,301 |
| Issued or guaranteed by U.S. | $1,562,000 | 4,275 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $8,871,000 | 1,094 |
| CMOs issued by government agencies or sponsored agencies | $8,871,000 | 984 |
| Privately issued | NA | NA |
| 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) | $19,439,000 | 3,878 |
| Total debt securities | $19,439,000 | 4,591 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $21,402,000 | 4,620 |
| U.S. Government securities | $20,794,000 | 3,733 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,794,000 | 3,358 |
| Securities issued by states & political subdivisions | $608,000 | 6,209 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,072,000 | 2,250 |
| Certificates of participation in pools of residential mortgages | $2,004,000 | 4,194 |
| Issued or guaranteed by U.S. | $2,004,000 | 4,174 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $10,068,000 | 1,092 |
| CMOs issued by government agencies or sponsored agencies | $10,068,000 | 971 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $21,402,000 | 3,699 |
| Total debt securities | $21,402,000 | 4,485 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $18,883,000 | 5,018 |
| U.S. Government securities | $18,281,000 | 4,177 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,281,000 | 3,563 |
| Securities issued by states & political subdivisions | $602,000 | 6,391 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,638,000 | 2,460 |
| Certificates of participation in pools of residential mortgages | $1,931,000 | 4,445 |
| Issued or guaranteed by U.S. | $1,931,000 | 4,426 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $9,707,000 | 1,204 |
| CMOs issued by government agencies or sponsored agencies | $9,707,000 | 1,111 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $18,883,000 | 3,961 |
| Total debt securities | $18,883,000 | 4,897 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $18,454,000 | 5,218 |
| U.S. Government securities | $17,718,000 | 4,471 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,718,000 | 3,538 |
| Securities issued by states & political subdivisions | $736,000 | 6,292 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,992,000 | 2,491 |
| Certificates of participation in pools of residential mortgages | $2,712,000 | 3,924 |
| Issued or guaranteed by U.S. | $2,712,000 | 3,908 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $8,280,000 | 1,272 |
| CMOs issued by government agencies or sponsored agencies | $8,280,000 | 1,212 |
| Privately issued | NA | NA |
| 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 | 7,375 |
| Available-for-sale securities (fair market value) | $18,454,000 | 3,830 |
| Total debt securities | $18,454,000 | 5,094 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $18,174,000 | 5,675 |
| U.S. Government securities | $17,142,000 | 4,952 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,142,000 | 3,767 |
| Securities issued by states & political subdivisions | $1,032,000 | 6,037 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,921,000 | 3,113 |
| Certificates of participation in pools of residential mortgages | $627,000 | 6,404 |
| Issued or guaranteed by U.S. | $627,000 | 6,388 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $8,294,000 | 1,436 |
| CMOs issued by government agencies or sponsored agencies | $8,294,000 | 1,361 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $18,174,000 | 4,121 |
| Total debt securities | $18,174,000 | 5,550 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $19,647,000 | 5,609 |
| U.S. Government securities | $18,537,000 | 4,928 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $18,537,000 | 3,514 |
| Securities issued by states & political subdivisions | $1,091,000 | 6,179 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-19,000 | 901 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,378,000 | 2,687 |
| Certificates of participation in pools of residential mortgages | $2,407,000 | 4,582 |
| Issued or guaranteed by U.S. | $2,407,000 | 4,555 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $9,971,000 | 1,399 |
| CMOs issued by government agencies or sponsored agencies | $9,971,000 | 1,336 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $19,647,000 | 4,018 |
| Total debt securities | $19,628,000 | 5,520 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $10,557,000 | 8,551 |
| U.S. Government securities | $9,388,000 | 8,020 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $9,388,000 | 5,602 |
| Securities issued by states & political subdivisions | $1,113,000 | 6,439 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $31,000 | 7,433 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-25,000 | 986 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,093,000 | 3,970 |
| Certificates of participation in pools of residential mortgages | $2,670,000 | 4,626 |
| Issued or guaranteed by U.S. | $2,670,000 | 4,604 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $4,423,000 | 2,493 |
| CMOs issued by government agencies or sponsored agencies | $4,423,000 | 2,364 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,961,000 | 7,466 |
| Available-for-sale securities (fair market value) | $4,596,000 | 7,112 |
| Total debt securities | $10,501,000 | 8,462 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $13,745,000 | 7,793 |
| U.S. Government securities | $12,258,000 | 7,124 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $12,258,000 | 4,812 |
| Securities issued by states & political subdivisions | $1,005,000 | 6,792 |
| Other domestic debt securities | $449,000 | 4,433 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $449,000 | 3,428 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,000 | 7,513 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-7,000 | 959 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,247,000 | 4,354 |
| Certificates of participation in pools of residential mortgages | $1,933,000 | 5,827 |
| Issued or guaranteed by U.S. | $1,933,000 | 5,779 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $5,314,000 | 2,530 |
| CMOs issued by government agencies or sponsored agencies | $5,314,000 | 2,376 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $13,712,000 | 7,640 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $14,454,000 | 7,523 |
| U.S. Government securities | $12,955,000 | 6,903 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $12,955,000 | 4,594 |
| Securities issued by states & political subdivisions | $1,036,000 | 6,498 |
| Other domestic debt securities | $448,000 | 5,284 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $448,000 | 4,023 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,358 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $10,000 | 450 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,422,000 | 4,144 |
| Certificates of participation in pools of residential mortgages | $1,875,000 | 6,302 |
| Issued or guaranteed by U.S. | $1,875,000 | 6,236 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $6,547,000 | 2,237 |
| CMOs issued by government agencies or sponsored agencies | $6,547,000 | 2,023 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $14,439,000 | 7,400 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |