Home > The State Bank of Texas > Securities
The State Bank of Texas, Securities
| 2017-03-31 | Rank | |
| Total securities | $27,785,000 | 3,343 |
| U.S. Government securities | $22,207,000 | 2,746 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $22,207,000 | 2,633 |
| Securities issued by states & political subdivisions | $5,578,000 | 3,389 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $10,207,000 | 2,761 |
| Certificates of participation in pools of residential mortgages | $4,305,000 | 3,095 |
| Issued or guaranteed by U.S. | $4,305,000 | 3,092 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,672,000 | 2,247 |
| CMOs issued by government agencies or sponsored agencies | $1,672,000 | 2,183 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $4,230,000 | 723 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $4,230,000 | 449 |
| Held to maturity securities (book value) | $27,611,000 | 599 |
| Available-for-sale securities (fair market value) | $174,000 | 5,355 |
| Total debt securities | $27,785,000 | 3,321 |
| 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 | $28,102,000 | 3,317 |
| U.S. Government securities | $22,502,000 | 2,716 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $22,502,000 | 2,594 |
| Securities issued by states & political subdivisions | $5,600,000 | 3,409 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $10,502,000 | 2,733 |
| Certificates of participation in pools of residential mortgages | $4,482,000 | 3,070 |
| Issued or guaranteed by U.S. | $4,482,000 | 3,065 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,767,000 | 2,226 |
| CMOs issued by government agencies or sponsored agencies | $1,767,000 | 2,155 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $4,253,000 | 697 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $4,253,000 | 437 |
| Held to maturity securities (book value) | $27,920,000 | 598 |
| Available-for-sale securities (fair market value) | $182,000 | 5,407 |
| Total debt securities | $28,102,000 | 3,294 |
| 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 | $28,455,000 | 3,297 |
| U.S. Government securities | $22,832,000 | 2,685 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $22,832,000 | 2,578 |
| Securities issued by states & political subdivisions | $5,623,000 | 3,410 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $10,832,000 | 2,705 |
| Certificates of participation in pools of residential mortgages | $4,698,000 | 3,043 |
| Issued or guaranteed by U.S. | $4,698,000 | 3,042 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,857,000 | 2,223 |
| CMOs issued by government agencies or sponsored agencies | $1,857,000 | 2,151 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $4,277,000 | 667 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $4,277,000 | 428 |
| Held to maturity securities (book value) | $28,264,000 | 593 |
| Available-for-sale securities (fair market value) | $191,000 | 5,457 |
| Total debt securities | $28,455,000 | 3,272 |
| 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 | $31,474,000 | 3,213 |
| U.S. Government securities | $26,189,000 | 2,555 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $26,189,000 | 2,459 |
| Securities issued by states & political subdivisions | $5,285,000 | 3,493 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $6,889,000 | 3,197 |
| Certificates of participation in pools of residential mortgages | $629,000 | 4,239 |
| Issued or guaranteed by U.S. | $629,000 | 4,234 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,960,000 | 2,208 |
| CMOs issued by government agencies or sponsored agencies | $1,960,000 | 2,137 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $4,300,000 | 634 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $4,300,000 | 418 |
| Held to maturity securities (book value) | $31,268,000 | 565 |
| Available-for-sale securities (fair market value) | $206,000 | 5,530 |
| Total debt securities | $31,474,000 | 3,186 |
| 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 | $41,170,000 | 2,766 |
| U.S. Government securities | $35,864,000 | 2,144 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $35,864,000 | 2,061 |
| Securities issued by states & political subdivisions | $5,306,000 | 3,482 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $7,049,000 | 3,192 |
| Certificates of participation in pools of residential mortgages | $683,000 | 4,249 |
| Issued or guaranteed by U.S. | $683,000 | 4,245 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,043,000 | 2,199 |
| CMOs issued by government agencies or sponsored agencies | $2,043,000 | 2,136 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $4,323,000 | 621 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $4,323,000 | 402 |
| Held to maturity securities (book value) | $40,934,000 | 496 |
| Available-for-sale securities (fair market value) | $236,000 | 5,578 |
| Total debt securities | $41,170,000 | 2,746 |
| 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 | $43,785,000 | 2,695 |
| U.S. Government securities | $38,459,000 | 2,065 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $38,459,000 | 1,980 |
| Securities issued by states & political subdivisions | $5,326,000 | 3,495 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $7,144,000 | 3,185 |
| Certificates of participation in pools of residential mortgages | $711,000 | 4,271 |
| Issued or guaranteed by U.S. | $711,000 | 4,268 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,087,000 | 2,211 |
| CMOs issued by government agencies or sponsored agencies | $2,087,000 | 2,150 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $4,346,000 | 575 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $4,346,000 | 368 |
| Held to maturity securities (book value) | $43,537,000 | 479 |
| Available-for-sale securities (fair market value) | $248,000 | 5,624 |
| Total debt securities | $43,785,000 | 2,674 |
| 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 | $53,347,000 | 2,384 |
| U.S. Government securities | $51,057,000 | 1,669 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $51,057,000 | 1,602 |
| Securities issued by states & political subdivisions | $2,290,000 | 4,225 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $742,000 | 4,581 |
| Certificates of participation in pools of residential mortgages | $742,000 | 4,316 |
| Issued or guaranteed by U.S. | $742,000 | 4,311 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $53,087,000 | 418 |
| Available-for-sale securities (fair market value) | $260,000 | 5,700 |
| Total debt securities | $53,347,000 | 2,361 |
| 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 | $53,396,000 | 2,417 |
| U.S. Government securities | $51,099,000 | 1,727 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $51,099,000 | 1,655 |
| Securities issued by states & political subdivisions | $2,297,000 | 4,236 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $785,000 | 4,643 |
| Certificates of participation in pools of residential mortgages | $785,000 | 4,379 |
| Issued or guaranteed by U.S. | $785,000 | 4,375 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $53,124,000 | 423 |
| Available-for-sale securities (fair market value) | $272,000 | 5,776 |
| Total debt securities | $53,396,000 | 2,388 |
| 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 | $55,085,000 | 2,399 |
| U.S. Government securities | $53,653,000 | 1,702 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $53,653,000 | 1,627 |
| Securities issued by states & political subdivisions | $1,432,000 | 4,526 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $839,000 | 4,681 |
| Certificates of participation in pools of residential mortgages | $839,000 | 4,408 |
| Issued or guaranteed by U.S. | $839,000 | 4,403 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $54,791,000 | 411 |
| Available-for-sale securities (fair market value) | $294,000 | 5,832 |
| Total debt securities | $55,085,000 | 2,375 |
| 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 | $55,141,000 | 2,404 |
| U.S. Government securities | $53,705,000 | 1,697 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $53,705,000 | 1,622 |
| Securities issued by states & political subdivisions | $1,436,000 | 4,600 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $891,000 | 4,748 |
| Certificates of participation in pools of residential mortgages | $891,000 | 4,467 |
| Issued or guaranteed by U.S. | $891,000 | 4,460 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $54,834,000 | 409 |
| Available-for-sale securities (fair market value) | $307,000 | 5,921 |
| Total debt securities | $55,140,000 | 2,387 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $55,190,000 | 2,461 |
| U.S. Government securities | $53,750,000 | 1,753 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $53,750,000 | 1,680 |
| Securities issued by states & political subdivisions | $1,440,000 | 4,643 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $935,000 | 4,817 |
| Certificates of participation in pools of residential mortgages | $935,000 | 4,542 |
| Issued or guaranteed by U.S. | $935,000 | 4,539 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $54,866,000 | 409 |
| Available-for-sale securities (fair market value) | $324,000 | 5,995 |
| Total debt securities | $55,190,000 | 2,439 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $54,154,000 | 2,517 |
| U.S. Government securities | $53,792,000 | 1,759 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $53,792,000 | 1,697 |
| Securities issued by states & political subdivisions | $362,000 | 5,178 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $978,000 | 4,847 |
| Certificates of participation in pools of residential mortgages | $978,000 | 4,558 |
| Issued or guaranteed by U.S. | $978,000 | 4,556 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $53,813,000 | 411 |
| Available-for-sale securities (fair market value) | $341,000 | 6,054 |
| Total debt securities | $54,154,000 | 2,497 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $56,352,000 | 2,442 |
| U.S. Government securities | $56,352,000 | 1,697 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $56,352,000 | 1,640 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $1,038,000 | 4,874 |
| Certificates of participation in pools of residential mortgages | $1,038,000 | 4,573 |
| Issued or guaranteed by U.S. | $1,038,000 | 4,569 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $55,980,000 | 389 |
| Available-for-sale securities (fair market value) | $372,000 | 6,114 |
| Total debt securities | $56,352,000 | 2,423 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $60,908,000 | 2,288 |
| U.S. Government securities | $60,908,000 | 1,564 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $60,908,000 | 1,512 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $1,094,000 | 4,881 |
| Certificates of participation in pools of residential mortgages | $1,094,000 | 4,575 |
| Issued or guaranteed by U.S. | $1,094,000 | 4,569 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $60,520,000 | 361 |
| Available-for-sale securities (fair market value) | $388,000 | 6,189 |
| Total debt securities | $60,908,000 | 2,272 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $70,477,000 | 2,052 |
| U.S. Government securities | $70,477,000 | 1,407 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $70,477,000 | 1,364 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $1,167,000 | 4,899 |
| Certificates of participation in pools of residential mortgages | $1,167,000 | 4,586 |
| Issued or guaranteed by U.S. | $1,167,000 | 4,582 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $70,072,000 | 320 |
| Available-for-sale securities (fair market value) | $405,000 | 6,254 |
| Total debt securities | $70,477,000 | 2,031 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $64,107,000 | 2,213 |
| U.S. Government securities | $64,107,000 | 1,511 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $64,107,000 | 1,470 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $1,297,000 | 4,866 |
| Certificates of participation in pools of residential mortgages | $1,297,000 | 4,518 |
| Issued or guaranteed by U.S. | $1,297,000 | 4,514 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $63,680,000 | 316 |
| Available-for-sale securities (fair market value) | $427,000 | 6,296 |
| Total debt securities | $64,107,000 | 2,192 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $68,675,000 | 2,106 |
| U.S. Government securities | $68,675,000 | 1,456 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $68,675,000 | 1,413 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $1,365,000 | 4,894 |
| Certificates of participation in pools of residential mortgages | $1,365,000 | 4,525 |
| Issued or guaranteed by U.S. | $1,365,000 | 4,523 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $68,230,000 | 273 |
| Available-for-sale securities (fair market value) | $445,000 | 6,364 |
| Total debt securities | $68,675,000 | 2,083 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $44,446,000 | 2,886 |
| U.S. Government securities | $44,446,000 | 2,049 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $44,446,000 | 1,991 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $1,446,000 | 4,901 |
| Certificates of participation in pools of residential mortgages | $1,446,000 | 4,516 |
| Issued or guaranteed by U.S. | $1,446,000 | 4,515 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $43,981,000 | 378 |
| Available-for-sale securities (fair market value) | $465,000 | 6,413 |
| Total debt securities | $44,446,000 | 2,856 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $53,013,000 | 2,540 |
| U.S. Government securities | $53,013,000 | 1,803 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $53,013,000 | 1,763 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $1,513,000 | 4,990 |
| Certificates of participation in pools of residential mortgages | $1,513,000 | 4,613 |
| Issued or guaranteed by U.S. | $1,513,000 | 4,611 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $52,532,000 | 333 |
| Available-for-sale securities (fair market value) | $481,000 | 6,494 |
| Total debt securities | $53,013,000 | 2,516 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $64,342,000 | 2,182 |
| U.S. Government securities | $64,342,000 | 1,580 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $64,342,000 | 1,538 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $1,592,000 | 5,013 |
| Certificates of participation in pools of residential mortgages | $1,592,000 | 4,617 |
| Issued or guaranteed by U.S. | $1,592,000 | 4,615 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $63,832,000 | 289 |
| Available-for-sale securities (fair market value) | $510,000 | 6,548 |
| Total debt securities | $64,342,000 | 2,161 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $48,685,000 | 2,723 |
| U.S. Government securities | $48,685,000 | 2,002 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $48,685,000 | 1,956 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $1,685,000 | 5,013 |
| Certificates of participation in pools of residential mortgages | $1,685,000 | 4,601 |
| Issued or guaranteed by U.S. | $1,685,000 | 4,597 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $48,138,000 | 358 |
| Available-for-sale securities (fair market value) | $547,000 | 6,583 |
| Total debt securities | $48,685,000 | 2,703 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $62,390,000 | 2,187 |
| U.S. Government securities | $62,390,000 | 1,577 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $62,390,000 | 1,531 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $1,765,000 | 4,966 |
| Certificates of participation in pools of residential mortgages | $1,765,000 | 4,523 |
| Issued or guaranteed by U.S. | $1,765,000 | 4,516 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $61,807,000 | 298 |
| Available-for-sale securities (fair market value) | $583,000 | 6,594 |
| Total debt securities | $62,390,000 | 2,171 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $48,459,000 | 2,592 |
| U.S. Government securities | $48,459,000 | 1,876 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $48,459,000 | 1,825 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $1,834,000 | 4,934 |
| Certificates of participation in pools of residential mortgages | $1,834,000 | 4,475 |
| Issued or guaranteed by U.S. | $1,834,000 | 4,462 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $47,852,000 | 345 |
| Available-for-sale securities (fair market value) | $607,000 | 6,653 |
| Total debt securities | $48,459,000 | 2,566 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $46,756,000 | 2,690 |
| U.S. Government securities | $46,756,000 | 1,952 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $46,756,000 | 1,892 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $2,634,000 | 4,694 |
| Certificates of participation in pools of residential mortgages | $2,634,000 | 4,160 |
| Issued or guaranteed by U.S. | $2,634,000 | 4,147 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $45,439,000 | 353 |
| Available-for-sale securities (fair market value) | $1,317,000 | 6,609 |
| Total debt securities | $46,756,000 | 2,663 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $41,832,000 | 2,884 |
| U.S. Government securities | $41,832,000 | 2,137 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $41,832,000 | 2,071 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $2,707,000 | 4,624 |
| Certificates of participation in pools of residential mortgages | $2,707,000 | 4,089 |
| Issued or guaranteed by U.S. | $2,707,000 | 4,078 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $40,490,000 | 403 |
| Available-for-sale securities (fair market value) | $1,342,000 | 6,648 |
| Total debt securities | $41,832,000 | 2,861 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $44,432,000 | 2,671 |
| U.S. Government securities | $44,432,000 | 1,944 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $44,432,000 | 1,872 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $2,807,000 | 4,546 |
| Certificates of participation in pools of residential mortgages | $2,807,000 | 3,960 |
| Issued or guaranteed by U.S. | $2,807,000 | 3,950 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $43,056,000 | 367 |
| Available-for-sale securities (fair market value) | $1,376,000 | 6,676 |
| Total debt securities | $44,433,000 | 2,641 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $32,554,000 | 3,289 |
| U.S. Government securities | $32,554,000 | 2,458 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $32,554,000 | 2,378 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $2,929,000 | 4,530 |
| Certificates of participation in pools of residential mortgages | $2,929,000 | 3,901 |
| Issued or guaranteed by U.S. | $2,929,000 | 3,892 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $31,147,000 | 496 |
| Available-for-sale securities (fair market value) | $1,407,000 | 6,707 |
| Total debt securities | $32,554,000 | 3,261 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $25,430,000 | 3,848 |
| U.S. Government securities | $25,430,000 | 2,991 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $25,430,000 | 2,906 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $3,087,000 | 4,495 |
| Certificates of participation in pools of residential mortgages | $3,087,000 | 3,899 |
| Issued or guaranteed by U.S. | $3,087,000 | 3,892 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $23,949,000 | 616 |
| Available-for-sale securities (fair market value) | $1,481,000 | 6,776 |
| Total debt securities | $25,430,000 | 3,812 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $33,426,000 | 3,271 |
| U.S. Government securities | $33,426,000 | 2,496 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $33,426,000 | 2,430 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $3,209,000 | 4,540 |
| Certificates of participation in pools of residential mortgages | $3,209,000 | 3,985 |
| Issued or guaranteed by U.S. | $3,209,000 | 3,976 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $31,903,000 | 512 |
| Available-for-sale securities (fair market value) | $1,523,000 | 6,840 |
| Total debt securities | $33,426,000 | 3,240 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $27,147,000 | 3,694 |
| U.S. Government securities | $27,147,000 | 2,862 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $27,147,000 | 2,796 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $3,585,000 | 4,508 |
| Certificates of participation in pools of residential mortgages | $3,585,000 | 3,938 |
| Issued or guaranteed by U.S. | $3,585,000 | 3,930 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $25,510,000 | 606 |
| Available-for-sale securities (fair market value) | $1,637,000 | 6,859 |
| Total debt securities | $27,147,000 | 3,658 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $43,202,000 | 2,691 |
| U.S. Government securities | $43,202,000 | 1,966 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $43,202,000 | 1,907 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $3,866,000 | 4,523 |
| Certificates of participation in pools of residential mortgages | $3,866,000 | 3,938 |
| Issued or guaranteed by U.S. | $3,866,000 | 3,928 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $36,090,000 | 484 |
| Available-for-sale securities (fair market value) | $7,112,000 | 5,847 |
| Total debt securities | $43,202,000 | 2,658 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $46,374,000 | 2,476 |
| U.S. Government securities | $46,352,000 | 1,782 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $46,352,000 | 1,744 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $22,000 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $22,000 | 316 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $4,111,000 | 4,498 |
| Certificates of participation in pools of residential mortgages | $4,089,000 | 3,924 |
| Issued or guaranteed by U.S. | $4,089,000 | 3,910 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $22,000 | 316 |
| Commercial mortgage pass-through securities | $22,000 | 216 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $39,250,000 | 437 |
| Available-for-sale securities (fair market value) | $7,124,000 | 5,863 |
| Total debt securities | $46,374,000 | 2,447 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $43,069,000 | 2,622 |
| U.S. Government securities | $43,069,000 | 1,943 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $43,069,000 | 1,902 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $4,776,000 | 4,413 |
| Certificates of participation in pools of residential mortgages | $4,776,000 | 3,830 |
| Issued or guaranteed by U.S. | $4,776,000 | 3,817 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,854,000 | 483 |
| Available-for-sale securities (fair market value) | $7,215,000 | 5,875 |
| Total debt securities | $43,069,000 | 2,592 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $40,632,000 | 2,724 |
| U.S. Government securities | $40,632,000 | 2,056 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $40,632,000 | 2,013 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $5,538,000 | 4,171 |
| Certificates of participation in pools of residential mortgages | $5,538,000 | 3,580 |
| Issued or guaranteed by U.S. | $5,538,000 | 3,565 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,386,000 | 521 |
| Available-for-sale securities (fair market value) | $8,246,000 | 5,720 |
| Total debt securities | $40,633,000 | 2,698 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $33,583,000 | 3,123 |
| U.S. Government securities | $33,583,000 | 2,364 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $33,583,000 | 2,314 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $6,009,000 | 3,974 |
| Certificates of participation in pools of residential mortgages | $6,009,000 | 3,373 |
| Issued or guaranteed by U.S. | $6,009,000 | 3,361 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,348,000 | 628 |
| Available-for-sale securities (fair market value) | $8,235,000 | 5,669 |
| Total debt securities | $33,583,000 | 3,090 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $37,691,000 | 2,914 |
| U.S. Government securities | $37,691,000 | 2,174 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $37,691,000 | 2,134 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $6,285,000 | 3,889 |
| Certificates of participation in pools of residential mortgages | $6,285,000 | 3,296 |
| Issued or guaranteed by U.S. | $6,285,000 | 3,280 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,500,000 | 553 |
| Available-for-sale securities (fair market value) | $8,191,000 | 5,746 |
| Total debt securities | $37,691,000 | 2,881 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $31,438,000 | 3,336 |
| U.S. Government securities | $31,438,000 | 2,527 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $31,438,000 | 2,474 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $6,769,000 | 3,708 |
| Certificates of participation in pools of residential mortgages | $6,769,000 | 3,094 |
| Issued or guaranteed by U.S. | $6,769,000 | 3,081 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,313,000 | 636 |
| Available-for-sale securities (fair market value) | $7,125,000 | 5,968 |
| Total debt securities | $31,438,000 | 3,288 |
| Structured notes | ||
| Amortized cost | $5,388,000 | 259 |
| Fair value | $5,403,000 | 262 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $38,674,000 | 2,850 |
| U.S. Government securities | $38,674,000 | 2,115 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $38,674,000 | 2,074 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $7,131,000 | 3,370 |
| Certificates of participation in pools of residential mortgages | $7,131,000 | 2,739 |
| Issued or guaranteed by U.S. | $7,131,000 | 2,725 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,305,000 | 604 |
| Available-for-sale securities (fair market value) | $11,369,000 | 5,220 |
| Total debt securities | $38,674,000 | 2,808 |
| Structured notes | ||
| Amortized cost | $13,936,000 | 138 |
| Fair value | $13,974,000 | 136 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $32,170,000 | 3,286 |
| U.S. Government securities | $32,170,000 | 2,543 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $32,170,000 | 2,486 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $7,394,000 | 3,160 |
| Certificates of participation in pools of residential mortgages | $7,394,000 | 2,531 |
| Issued or guaranteed by U.S. | $7,394,000 | 2,517 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,794,000 | 830 |
| Available-for-sale securities (fair market value) | $13,376,000 | 4,901 |
| Total debt securities | $32,170,000 | 3,237 |
| Structured notes | ||
| Amortized cost | $17,461,000 | 128 |
| Fair value | $17,409,000 | 128 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $35,835,000 | 3,009 |
| U.S. Government securities | $35,835,000 | 2,282 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $35,835,000 | 2,220 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $7,742,000 | 3,036 |
| Certificates of participation in pools of residential mortgages | $7,742,000 | 2,402 |
| Issued or guaranteed by U.S. | $7,742,000 | 2,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,431,000 | 725 |
| Available-for-sale securities (fair market value) | $13,404,000 | 4,883 |
| Total debt securities | $35,835,000 | 2,964 |
| Structured notes | ||
| Amortized cost | $19,952,000 | 121 |
| Fair value | $19,707,000 | 121 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $31,044,000 | 3,368 |
| U.S. Government securities | $31,044,000 | 2,617 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $31,044,000 | 2,546 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $8,248,000 | 2,907 |
| Certificates of participation in pools of residential mortgages | $8,248,000 | 2,314 |
| Issued or guaranteed by U.S. | $8,248,000 | 2,303 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,411,000 | 904 |
| Available-for-sale securities (fair market value) | $13,633,000 | 4,872 |
| Total debt securities | $31,044,000 | 3,327 |
| Structured notes | ||
| Amortized cost | $19,942,000 | 136 |
| Fair value | $19,763,000 | 135 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $31,356,000 | 3,359 |
| U.S. Government securities | $31,356,000 | 2,636 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $31,356,000 | 2,572 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $8,621,000 | 2,846 |
| Certificates of participation in pools of residential mortgages | $8,621,000 | 2,276 |
| Issued or guaranteed by U.S. | $8,621,000 | 2,263 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,639,000 | 916 |
| Available-for-sale securities (fair market value) | $13,717,000 | 4,885 |
| Total debt securities | $31,356,000 | 3,315 |
| Structured notes | ||
| Amortized cost | $19,933,000 | 148 |
| Fair value | $19,669,000 | 148 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $31,783,000 | 3,364 |
| U.S. Government securities | $31,783,000 | 2,655 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $31,783,000 | 2,589 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $9,111,000 | 2,757 |
| Certificates of participation in pools of residential mortgages | $9,111,000 | 2,218 |
| Issued or guaranteed by U.S. | $9,111,000 | 2,201 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,020,000 | 946 |
| Available-for-sale securities (fair market value) | $13,763,000 | 4,874 |
| Total debt securities | $31,783,000 | 3,321 |
| Structured notes | ||
| Amortized cost | $19,924,000 | 160 |
| Fair value | $19,573,000 | 162 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $32,277,000 | 3,325 |
| U.S. Government securities | $32,277,000 | 2,606 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $32,277,000 | 2,533 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $9,731,000 | 2,659 |
| Certificates of participation in pools of residential mortgages | $9,731,000 | 2,141 |
| Issued or guaranteed by U.S. | $9,731,000 | 2,126 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,437,000 | 945 |
| Available-for-sale securities (fair market value) | $13,840,000 | 4,855 |
| Total debt securities | $32,277,000 | 3,282 |
| Structured notes | ||
| Amortized cost | $19,915,000 | 177 |
| Fair value | $19,368,000 | 179 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $32,988,000 | 3,309 |
| U.S. Government securities | $32,988,000 | 2,585 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $32,988,000 | 2,519 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $10,345,000 | 2,621 |
| Certificates of participation in pools of residential mortgages | $10,345,000 | 2,099 |
| Issued or guaranteed by U.S. | $10,345,000 | 2,085 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,777,000 | 944 |
| Available-for-sale securities (fair market value) | $14,211,000 | 4,829 |
| Total debt securities | $32,988,000 | 3,253 |
| Structured notes | ||
| Amortized cost | $19,905,000 | 189 |
| Fair value | $19,559,000 | 188 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $33,574,000 | 3,244 |
| U.S. Government securities | $33,574,000 | 2,523 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $33,574,000 | 2,442 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $10,919,000 | 2,574 |
| Certificates of participation in pools of residential mortgages | $10,919,000 | 2,046 |
| Issued or guaranteed by U.S. | $10,919,000 | 2,031 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,165,000 | 963 |
| Available-for-sale securities (fair market value) | $14,409,000 | 4,800 |
| Total debt securities | $33,574,000 | 3,191 |
| Structured notes | ||
| Amortized cost | $19,890,000 | 190 |
| Fair value | $19,608,000 | 189 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $30,708,000 | 3,483 |
| U.S. Government securities | $30,708,000 | 2,707 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $30,708,000 | 2,616 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $192,000 | 6,992 |
| Mortgage-backed securities | $7,999,000 | 3,033 |
| Certificates of participation in pools of residential mortgages | $7,999,000 | 2,486 |
| Issued or guaranteed by U.S. | $7,999,000 | 2,475 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,982,000 | 1,087 |
| Available-for-sale securities (fair market value) | $14,726,000 | 4,741 |
| Total debt securities | $30,708,000 | 3,420 |
| Structured notes | ||
| Amortized cost | $18,886,000 | 198 |
| Fair value | $18,750,000 | 198 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $31,526,000 | 3,454 |
| U.S. Government securities | $31,526,000 | 2,693 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $31,526,000 | 2,594 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $206,000 | 6,974 |
| Mortgage-backed securities | $8,801,000 | 2,982 |
| Certificates of participation in pools of residential mortgages | $8,801,000 | 2,421 |
| Issued or guaranteed by U.S. | $8,801,000 | 2,412 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,378,000 | 1,085 |
| Available-for-sale securities (fair market value) | $15,148,000 | 4,710 |
| Total debt securities | $31,526,000 | 3,403 |
| Structured notes | ||
| Amortized cost | $18,870,000 | 198 |
| Fair value | $18,806,000 | 199 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $26,459,000 | 3,952 |
| U.S. Government securities | $26,459,000 | 3,134 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $26,459,000 | 3,010 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $213,000 | 7,027 |
| Mortgage-backed securities | $9,515,000 | 2,950 |
| Certificates of participation in pools of residential mortgages | $9,515,000 | 2,392 |
| Issued or guaranteed by U.S. | $9,515,000 | 2,384 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,141,000 | 1,391 |
| Available-for-sale securities (fair market value) | $15,318,000 | 4,745 |
| Total debt securities | $26,459,000 | 3,895 |
| Structured notes | ||
| Amortized cost | $17,183,000 | 225 |
| Fair value | $16,968,000 | 222 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $27,052,000 | 3,893 |
| U.S. Government securities | $27,052,000 | 3,084 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $27,052,000 | 2,966 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $230,000 | 7,034 |
| Mortgage-backed securities | $10,392,000 | 2,876 |
| Certificates of participation in pools of residential mortgages | $10,392,000 | 2,315 |
| Issued or guaranteed by U.S. | $10,392,000 | 2,308 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,153,000 | 1,406 |
| Available-for-sale securities (fair market value) | $15,899,000 | 4,680 |
| Total debt securities | $27,052,000 | 3,831 |
| Structured notes | ||
| Amortized cost | $16,674,000 | 240 |
| Fair value | $16,792,000 | 233 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $28,196,000 | 3,785 |
| U.S. Government securities | $28,196,000 | 2,980 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $28,196,000 | 2,864 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $239,000 | 7,071 |
| Mortgage-backed securities | $11,486,000 | 2,735 |
| Certificates of participation in pools of residential mortgages | $11,486,000 | 2,171 |
| Issued or guaranteed by U.S. | $11,486,000 | 2,162 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,720,000 | 1,369 |
| Available-for-sale securities (fair market value) | $16,476,000 | 4,577 |
| Total debt securities | $28,196,000 | 3,713 |
| Structured notes | ||
| Amortized cost | $16,662,000 | 236 |
| Fair value | $16,847,000 | 232 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $29,315,000 | 3,717 |
| U.S. Government securities | $29,315,000 | 2,918 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $29,315,000 | 2,805 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $270,000 | 7,069 |
| Mortgage-backed securities | $12,971,000 | 2,586 |
| Certificates of participation in pools of residential mortgages | $12,971,000 | 2,053 |
| Issued or guaranteed by U.S. | $12,971,000 | 2,045 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,546,000 | 1,312 |
| Available-for-sale securities (fair market value) | $16,769,000 | 4,629 |
| Total debt securities | $29,315,000 | 3,652 |
| Structured notes | ||
| Amortized cost | $16,650,000 | 235 |
| Fair value | $16,344,000 | 230 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $23,028,000 | 4,381 |
| U.S. Government securities | $23,028,000 | 3,489 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $23,028,000 | 3,372 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $304,000 | 7,044 |
| Mortgage-backed securities | $14,998,000 | 2,420 |
| Certificates of participation in pools of residential mortgages | $14,998,000 | 1,880 |
| Issued or guaranteed by U.S. | $14,998,000 | 1,872 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,071,000 | 1,636 |
| Available-for-sale securities (fair market value) | $14,957,000 | 4,895 |
| Total debt securities | $23,028,000 | 4,306 |
| Structured notes | ||
| Amortized cost | $7,967,000 | 467 |
| Fair value | $8,030,000 | 459 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $23,606,000 | 4,372 |
| U.S. Government securities | $23,606,000 | 3,492 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $23,606,000 | 3,362 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $339,000 | 7,030 |
| Mortgage-backed securities | $16,996,000 | 2,229 |
| Certificates of participation in pools of residential mortgages | $16,996,000 | 1,740 |
| Issued or guaranteed by U.S. | $16,996,000 | 1,728 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,003,000 | 1,557 |
| Available-for-sale securities (fair market value) | $14,603,000 | 4,969 |
| Total debt securities | $23,606,000 | 4,295 |
| Structured notes | ||
| Amortized cost | $6,624,000 | 479 |
| Fair value | $6,610,000 | 476 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $20,114,000 | 4,742 |
| U.S. Government securities | $20,114,000 | 3,774 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $20,114,000 | 3,638 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $414,000 | 7,016 |
| Mortgage-backed securities | $20,114,000 | 2,005 |
| Certificates of participation in pools of residential mortgages | $20,114,000 | 1,514 |
| Issued or guaranteed by U.S. | $20,114,000 | 1,507 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,553,000 | 1,411 |
| Available-for-sale securities (fair market value) | $9,561,000 | 5,887 |
| Total debt securities | $20,114,000 | 4,659 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $25,180,000 | 4,020 |
| U.S. Government securities | $25,180,000 | 3,134 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $25,180,000 | 3,003 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $460,000 | 7,007 |
| Mortgage-backed securities | $25,180,000 | 1,760 |
| Certificates of participation in pools of residential mortgages | $25,180,000 | 1,301 |
| Issued or guaranteed by U.S. | $25,180,000 | 1,293 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,797,000 | 1,243 |
| Available-for-sale securities (fair market value) | $12,383,000 | 5,253 |
| Total debt securities | $25,180,000 | 3,939 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $18,411,000 | 4,900 |
| U.S. Government securities | $18,411,000 | 3,923 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $18,411,000 | 3,768 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $729,000 | 6,782 |
| Mortgage-backed securities | $18,411,000 | 2,126 |
| Certificates of participation in pools of residential mortgages | $18,411,000 | 1,585 |
| Issued or guaranteed by U.S. | $18,411,000 | 1,579 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,846,000 | 1,684 |
| Available-for-sale securities (fair market value) | $10,565,000 | 5,611 |
| Total debt securities | $18,411,000 | 4,805 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $21,491,000 | 4,430 |
| U.S. Government securities | $21,491,000 | 3,504 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $21,491,000 | 3,342 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $729,000 | 6,826 |
| Mortgage-backed securities | $21,491,000 | 1,893 |
| Certificates of participation in pools of residential mortgages | $21,491,000 | 1,385 |
| Issued or guaranteed by U.S. | $21,491,000 | 1,380 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,281,000 | 1,561 |
| Available-for-sale securities (fair market value) | $12,210,000 | 5,236 |
| Total debt securities | $21,491,000 | 4,339 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $26,989,000 | 3,644 |
| U.S. Government securities | $26,900,000 | 2,780 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $26,900,000 | 2,630 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $89,000 | 3,986 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $89,000 | 3,455 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $26,900,000 | 1,499 |
| Certificates of participation in pools of residential mortgages | $26,900,000 | 1,039 |
| Issued or guaranteed by U.S. | $26,900,000 | 1,034 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,954,000 | 1,171 |
| Available-for-sale securities (fair market value) | $12,035,000 | 5,145 |
| Total debt securities | $26,989,000 | 3,553 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $26,618,000 | 3,774 |
| U.S. Government securities | $26,349,000 | 2,940 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $26,349,000 | 2,728 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $87,000 | 3,674 |
| 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 | $87,000 | 3,214 |
| Foreign debt securities | NA | NA |
| Equity securities | $182,000 | 5,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 7,478 |
| Mortgage-backed securities | $20,608,000 | 1,450 |
| Certificates of participation in pools of residential mortgages | $20,608,000 | 1,050 |
| Issued or guaranteed by U.S. | $20,608,000 | 1,040 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,501,000 | 1,322 |
| Available-for-sale securities (fair market value) | $10,117,000 | 5,704 |
| Total debt securities | $26,436,000 | 3,688 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $30,724,000 | 3,511 |
| U.S. Government securities | $30,492,000 | 2,708 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $30,492,000 | 2,422 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $86,000 | 3,583 |
| 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 | $86,000 | 3,045 |
| Foreign debt securities | NA | NA |
| Equity securities | $146,000 | 6,232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,441,000 | 3,546 |
| Mortgage-backed securities | $24,237,000 | 1,412 |
| Certificates of participation in pools of residential mortgages | $24,237,000 | 997 |
| Issued or guaranteed by U.S. | $24,237,000 | 987 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,828,000 | 1,323 |
| Available-for-sale securities (fair market value) | $11,896,000 | 5,390 |
| Total debt securities | $30,578,000 | 3,423 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $30,700,000 | 3,558 |
| U.S. Government securities | $30,471,000 | 2,779 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $30,471,000 | 2,341 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $90,000 | 3,537 |
| 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 | $90,000 | 2,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $139,000 | 6,038 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 7,746 |
| Mortgage-backed securities | $19,638,000 | 1,723 |
| Certificates of participation in pools of residential mortgages | $19,638,000 | 1,251 |
| Issued or guaranteed by U.S. | $19,638,000 | 1,242 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,786,000 | 1,678 |
| Available-for-sale securities (fair market value) | $14,914,000 | 4,663 |
| Total debt securities | $30,561,000 | 3,472 |
| Structured notes | ||
| Amortized cost | $500,000 | 941 |
| Fair value | $500,000 | 981 |
| 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 | $23,476,000 | 4,399 |
| U.S. Government securities | $23,356,000 | 3,630 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $23,356,000 | 2,846 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $120,000 | 6,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,958 |
| Mortgage-backed securities | $8,269,000 | 2,936 |
| Certificates of participation in pools of residential mortgages | $8,269,000 | 2,187 |
| Issued or guaranteed by U.S. | $8,269,000 | 2,175 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,123,000 | 1,788 |
| Available-for-sale securities (fair market value) | $5,353,000 | 7,330 |
| Total debt securities | $23,356,000 | 4,304 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $18,853,000 | 5,522 |
| U.S. Government securities | $18,733,000 | 4,651 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $18,733,000 | 3,530 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $120,000 | 6,099 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 7,846 |
| Mortgage-backed securities | $10,249,000 | 2,876 |
| Certificates of participation in pools of residential mortgages | $10,249,000 | 2,128 |
| Issued or guaranteed by U.S. | $10,249,000 | 2,106 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,417,000 | 2,746 |
| Available-for-sale securities (fair market value) | $6,436,000 | 7,200 |
| Total debt securities | $18,733,000 | 5,436 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $20,185,000 | 5,508 |
| U.S. Government securities | $20,084,000 | 4,625 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $20,084,000 | 3,307 |
| Securities issued by states & political subdivisions | $5,000 | 8,995 |
| 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 | $96,000 | 6,257 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 8,838 |
| Mortgage-backed securities | $12,778,000 | 2,642 |
| Certificates of participation in pools of residential mortgages | $12,778,000 | 1,842 |
| Issued or guaranteed by U.S. | $12,778,000 | 1,825 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,217,000 | 2,952 |
| Available-for-sale securities (fair market value) | $7,968,000 | 6,801 |
| Total debt securities | $20,084,000 | 5,429 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $19,601,000 | 5,958 |
| U.S. Government securities | $19,488,000 | 5,025 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $19,488,000 | 3,255 |
| Securities issued by states & political subdivisions | $17,000 | 9,472 |
| 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 | $96,000 | 6,043 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,916,000 | 4,299 |
| Mortgage-backed securities | $14,597,000 | 2,527 |
| Certificates of participation in pools of residential mortgages | $14,597,000 | 1,740 |
| Issued or guaranteed by U.S. | $14,597,000 | 1,718 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,021,000 | 6,068 |
| Available-for-sale securities (fair market value) | $10,580,000 | 4,588 |
| Total debt securities | $19,488,000 | 5,892 |
| 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 | $17,859,000 | 6,627 |
| U.S. Government securities | $17,543,000 | 5,618 |
| U.S. Treasury securities | $200,000 | 11,367 |
| U.S. Government agency obligations | $17,343,000 | 3,723 |
| Securities issued by states & political subdivisions | $70,000 | 9,475 |
| Other domestic debt securities | $150,000 | 5,553 |
| 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 | $150,000 | 4,353 |
| Foreign debt securities | NA | NA |
| Equity securities | $96,000 | 5,740 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,302,000 | 5,738 |
| Mortgage-backed securities | $14,041,000 | 2,914 |
| Certificates of participation in pools of residential mortgages | $13,543,000 | 2,008 |
| Issued or guaranteed by U.S. | $13,543,000 | 1,978 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $498,000 | 5,741 |
| CMOs issued by government agencies or sponsored agencies | $498,000 | 5,495 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $17,693,000 | 6,519 |
| 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 | $18,211,000 | 6,482 |
| U.S. Government securities | $17,941,000 | 5,494 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $17,941,000 | 3,555 |
| Securities issued by states & political subdivisions | $24,000 | 9,785 |
| Other domestic debt securities | $150,000 | 6,411 |
| 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 | $150,000 | 4,951 |
| Foreign debt securities | NA | NA |
| Equity securities | $96,000 | 5,229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,012,000 | 5,130 |
| Mortgage-backed securities | $12,934,000 | 3,163 |
| Certificates of participation in pools of residential mortgages | $12,934,000 | 2,122 |
| Issued or guaranteed by U.S. | $12,934,000 | 2,083 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $18,091,000 | 6,392 |
| 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 |