Home > Fidelity Co-operative Bank > Securities
Fidelity Co-operative Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $227,644,000 | 884 |
| U.S. Government securities | $100,810,000 | 1,159 |
| U.S. Treasury securities | $10,702,000 | 1,324 |
| U.S. Government agency obligations | $90,108,000 | 1,050 |
| Securities issued by states & political subdivisions | $51,350,000 | 871 |
| Other domestic debt securities | $74,076,000 | 301 |
| Privately issued residential mortgage-backed securities | $13,684,000 | 242 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $30,076,000 | 122 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $26,963,000 | 326 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $151,416,000 | 635 |
| Mortgage-backed securities | $98,560,000 | 796 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $47,791,000 | 852 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,855,000 | 755 |
| Privately issued | $13,684,000 | 198 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,930,000 | 606 |
| Other commercial mortgage-backed securities | $12,300,000 | 461 |
| Held to maturity securities (book value) | $71,582,000 | 452 |
| Available-for-sale securities (fair market value) | $154,654,000 | 1,061 |
| Total debt securities | $226,236,000 | 872 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $211,693,000 | 911 |
| U.S. Government securities | $95,140,000 | 1,201 |
| U.S. Treasury securities | $14,376,000 | 1,171 |
| U.S. Government agency obligations | $80,764,000 | 1,143 |
| Securities issued by states & political subdivisions | $51,018,000 | 855 |
| Other domestic debt securities | $64,431,000 | 338 |
| Privately issued residential mortgage-backed securities | $3,366,000 | 392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $30,762,000 | 120 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $26,934,000 | 326 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $153,310,000 | 615 |
| Mortgage-backed securities | $85,790,000 | 864 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $47,358,000 | 848 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,515,000 | 743 |
| Privately issued | $3,366,000 | 302 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,218,000 | 715 |
| Other commercial mortgage-backed securities | $12,333,000 | 461 |
| Held to maturity securities (book value) | $71,492,000 | 465 |
| Available-for-sale securities (fair market value) | $139,097,000 | 1,155 |
| Total debt securities | $210,589,000 | 906 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $205,368,000 | 967 |
| U.S. Government securities | $91,732,000 | 1,272 |
| U.S. Treasury securities | $6,538,000 | 1,740 |
| U.S. Government agency obligations | $85,194,000 | 1,129 |
| Securities issued by states & political subdivisions | $51,208,000 | 900 |
| Other domestic debt securities | $61,220,000 | 350 |
| Privately issued residential mortgage-backed securities | $3,510,000 | 392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $27,424,000 | 128 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $26,906,000 | 324 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,920,000 | 684 |
| Mortgage-backed securities | $85,253,000 | 892 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $50,055,000 | 841 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,898,000 | 746 |
| Privately issued | $3,510,000 | 297 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $251,000 | 1,451 |
| Other commercial mortgage-backed securities | $12,539,000 | 459 |
| Held to maturity securities (book value) | $71,404,000 | 458 |
| Available-for-sale securities (fair market value) | $132,756,000 | 1,237 |
| Total debt securities | $204,160,000 | 961 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $204,280,000 | 1,026 |
| U.S. Government securities | $94,849,000 | 1,312 |
| U.S. Treasury securities | $11,648,000 | 1,400 |
| U.S. Government agency obligations | $83,201,000 | 1,171 |
| Securities issued by states & political subdivisions | $51,207,000 | 935 |
| Other domestic debt securities | $57,031,000 | 384 |
| Privately issued residential mortgage-backed securities | $3,603,000 | 409 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $23,081,000 | 138 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $26,879,000 | 347 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,921,000 | 595 |
| Mortgage-backed securities | $77,516,000 | 1,007 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $47,903,000 | 906 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $19,704,000 | 763 |
| Privately issued | $3,603,000 | 310 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $256,000 | 1,471 |
| Other commercial mortgage-backed securities | $6,050,000 | 658 |
| Held to maturity securities (book value) | $71,317,000 | 482 |
| Available-for-sale securities (fair market value) | $131,770,000 | 1,300 |
| Total debt securities | $203,087,000 | 1,017 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $221,856,000 | 965 |
| U.S. Government securities | $87,933,000 | 1,400 |
| U.S. Treasury securities | $34,205,000 | 750 |
| U.S. Government agency obligations | $53,728,000 | 1,558 |
| Securities issued by states & political subdivisions | $71,867,000 | 709 |
| Other domestic debt securities | $53,341,000 | 410 |
| Privately issued residential mortgage-backed securities | $3,649,000 | 416 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,826,000 | 177 |
| Structured financial products - Total | $2,542,000 | 449 |
| Other domestic debt securities - All other | $26,865,000 | 356 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $152,902,000 | 531 |
| Mortgage-backed securities | $60,373,000 | 1,185 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $40,430,000 | 1,037 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,537,000 | 979 |
| Privately issued | $3,649,000 | 300 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $298,000 | 1,462 |
| Other commercial mortgage-backed securities | $3,459,000 | 817 |
| Held to maturity securities (book value) | $59,963,000 | 537 |
| Available-for-sale securities (fair market value) | $153,178,000 | 1,163 |
| Total debt securities | $213,141,000 | 984 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $213,953,000 | 1,000 |
| U.S. Government securities | $71,019,000 | 1,626 |
| U.S. Treasury securities | $24,043,000 | 974 |
| U.S. Government agency obligations | $46,976,000 | 1,734 |
| Securities issued by states & political subdivisions | $71,133,000 | 709 |
| Other domestic debt securities | $59,300,000 | 364 |
| Privately issued residential mortgage-backed securities | $7,545,000 | 308 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,782,000 | 172 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $25,188,000 | 375 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $181,056,000 | 444 |
| Mortgage-backed securities | $62,778,000 | 1,181 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $30,693,000 | 1,253 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,883,000 | 980 |
| Privately issued | $7,545,000 | 241 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $341,000 | 1,463 |
| Other commercial mortgage-backed securities | $11,316,000 | 511 |
| Held to maturity securities (book value) | $57,888,000 | 538 |
| Available-for-sale securities (fair market value) | $143,564,000 | 1,240 |
| Total debt securities | $201,452,000 | 1,037 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $219,662,000 | 990 |
| U.S. Government securities | $77,247,000 | 1,548 |
| U.S. Treasury securities | $25,259,000 | 917 |
| U.S. Government agency obligations | $51,988,000 | 1,645 |
| Securities issued by states & political subdivisions | $70,769,000 | 748 |
| Other domestic debt securities | $58,228,000 | 346 |
| Privately issued residential mortgage-backed securities | $8,041,000 | 302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,205,000 | 173 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $25,585,000 | 375 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,927,000 | 679 |
| Mortgage-backed securities | $64,397,000 | 1,187 |
| Certificates of participation in pools of residential mortgages | $32,921,000 | 1,265 |
| Issued or guaranteed by U.S. | $32,921,000 | 1,239 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $21,885,000 | 828 |
| CMOs issued by government agencies or sponsored agencies | $13,844,000 | 963 |
| Privately issued | $8,041,000 | 230 |
| Commercial mortgage-backed securities | $9,591,000 | 892 |
| Commercial mortgage pass-through securities | $516,000 | 1,366 |
| Other commercial mortgage-backed securities | $9,075,000 | 619 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $206,244,000 | 922 |
| Total debt securities | $206,244,000 | 1,030 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $232,601,000 | 942 |
| U.S. Government securities | $92,422,000 | 1,336 |
| U.S. Treasury securities | $26,097,000 | 798 |
| U.S. Government agency obligations | $66,325,000 | 1,420 |
| Securities issued by states & political subdivisions | $75,490,000 | 723 |
| Other domestic debt securities | $49,616,000 | 380 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,116,000 | 174 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $23,999,000 | 381 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,967,000 | 660 |
| Mortgage-backed securities | $62,826,000 | 1,243 |
| Certificates of participation in pools of residential mortgages | $35,172,000 | 1,233 |
| Issued or guaranteed by U.S. | $35,172,000 | 1,212 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $14,798,000 | 1,004 |
| CMOs issued by government agencies or sponsored agencies | $14,798,000 | 935 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $12,856,000 | 791 |
| Commercial mortgage pass-through securities | $563,000 | 1,341 |
| Other commercial mortgage-backed securities | $12,293,000 | 538 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $217,528,000 | 890 |
| Total debt securities | $217,528,000 | 983 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $244,219,000 | 875 |
| U.S. Government securities | $99,132,000 | 1,187 |
| U.S. Treasury securities | $27,752,000 | 544 |
| U.S. Government agency obligations | $71,380,000 | 1,331 |
| Securities issued by states & political subdivisions | $82,381,000 | 699 |
| Other domestic debt securities | $47,069,000 | 387 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,887,000 | 175 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $23,662,000 | 366 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,429,000 | 617 |
| Mortgage-backed securities | $64,118,000 | 1,198 |
| Certificates of participation in pools of residential mortgages | $38,098,000 | 1,158 |
| Issued or guaranteed by U.S. | $38,098,000 | 1,135 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $15,930,000 | 927 |
| CMOs issued by government agencies or sponsored agencies | $15,930,000 | 881 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $10,090,000 | 869 |
| Commercial mortgage pass-through securities | $577,000 | 1,329 |
| Other commercial mortgage-backed securities | $9,513,000 | 601 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $228,582,000 | 845 |
| Total debt securities | $228,582,000 | 911 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $239,143,000 | 834 |
| U.S. Government securities | $101,110,000 | 1,115 |
| U.S. Treasury securities | $27,964,000 | 440 |
| U.S. Government agency obligations | $73,146,000 | 1,278 |
| Securities issued by states & political subdivisions | $79,829,000 | 697 |
| Other domestic debt securities | $43,356,000 | 392 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,839,000 | 165 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $20,517,000 | 380 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,481,000 | 596 |
| Mortgage-backed securities | $61,712,000 | 1,222 |
| Certificates of participation in pools of residential mortgages | $31,611,000 | 1,264 |
| Issued or guaranteed by U.S. | $31,611,000 | 1,235 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $23,445,000 | 735 |
| CMOs issued by government agencies or sponsored agencies | $23,445,000 | 692 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $6,656,000 | 1,044 |
| Commercial mortgage pass-through securities | $605,000 | 1,331 |
| Other commercial mortgage-backed securities | $6,051,000 | 723 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $224,295,000 | 807 |
| Total debt securities | $224,295,000 | 872 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $200,795,000 | 941 |
| U.S. Government securities | $69,414,000 | 1,409 |
| U.S. Treasury securities | $28,135,000 | 379 |
| U.S. Government agency obligations | $41,279,000 | 1,819 |
| Securities issued by states & political subdivisions | $77,079,000 | 705 |
| Other domestic debt securities | $39,305,000 | 391 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $23,391,000 | 164 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $15,914,000 | 427 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,449,000 | 561 |
| Mortgage-backed securities | $29,221,000 | 1,824 |
| Certificates of participation in pools of residential mortgages | $10,972,000 | 2,178 |
| Issued or guaranteed by U.S. | $10,972,000 | 2,122 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $11,544,000 | 1,052 |
| CMOs issued by government agencies or sponsored agencies | $11,544,000 | 1,019 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $6,705,000 | 1,027 |
| Commercial mortgage pass-through securities | $633,000 | 1,332 |
| Other commercial mortgage-backed securities | $6,072,000 | 708 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $185,798,000 | 920 |
| Total debt securities | $185,799,000 | 990 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $167,094,000 | 1,026 |
| U.S. Government securities | $41,660,000 | 1,836 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $41,660,000 | 1,710 |
| Securities issued by states & political subdivisions | $75,361,000 | 675 |
| Other domestic debt securities | $37,317,000 | 391 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $23,839,000 | 159 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $13,478,000 | 460 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,404,000 | 656 |
| Mortgage-backed securities | $27,651,000 | 1,809 |
| Certificates of participation in pools of residential mortgages | $11,555,000 | 2,069 |
| Issued or guaranteed by U.S. | $11,555,000 | 2,010 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $10,540,000 | 1,079 |
| CMOs issued by government agencies or sponsored agencies | $10,540,000 | 1,045 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $5,556,000 | 1,063 |
| Commercial mortgage pass-through securities | $640,000 | 1,320 |
| Other commercial mortgage-backed securities | $4,916,000 | 730 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $154,338,000 | 1,019 |
| Total debt securities | $154,339,000 | 1,088 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $160,030,000 | 989 |
| U.S. Government securities | $55,422,000 | 1,390 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $55,422,000 | 1,313 |
| Securities issued by states & political subdivisions | $69,948,000 | 693 |
| Other domestic debt securities | $24,114,000 | 486 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,169,000 | 227 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $11,945,000 | 466 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,353,000 | 611 |
| Mortgage-backed securities | $44,559,000 | 1,290 |
| Certificates of participation in pools of residential mortgages | $14,838,000 | 1,739 |
| Issued or guaranteed by U.S. | $14,838,000 | 1,695 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $11,716,000 | 1,036 |
| CMOs issued by government agencies or sponsored agencies | $11,716,000 | 1,000 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $18,005,000 | 555 |
| Commercial mortgage pass-through securities | $2,261,000 | 911 |
| Other commercial mortgage-backed securities | $15,744,000 | 398 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $149,484,000 | 945 |
| Total debt securities | $149,484,000 | 1,022 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $156,003,000 | 935 |
| U.S. Government securities | $59,234,000 | 1,278 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $59,234,000 | 1,202 |
| Securities issued by states & political subdivisions | $66,111,000 | 660 |
| Other domestic debt securities | $21,072,000 | 505 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,432,000 | 211 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $8,640,000 | 539 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,205,000 | 587 |
| Mortgage-backed securities | $47,903,000 | 1,196 |
| Certificates of participation in pools of residential mortgages | $15,968,000 | 1,641 |
| Issued or guaranteed by U.S. | $15,968,000 | 1,596 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $13,013,000 | 990 |
| CMOs issued by government agencies or sponsored agencies | $13,013,000 | 961 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $18,922,000 | 525 |
| Commercial mortgage pass-through securities | $2,285,000 | 888 |
| Other commercial mortgage-backed securities | $16,637,000 | 369 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $146,417,000 | 908 |
| Total debt securities | $146,416,000 | 984 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $152,829,000 | 913 |
| U.S. Government securities | $63,677,000 | 1,193 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $63,677,000 | 1,116 |
| Securities issued by states & political subdivisions | $62,295,000 | 639 |
| Other domestic debt securities | $20,558,000 | 489 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,511,000 | 192 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $8,047,000 | 541 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,024,000 | 630 |
| Mortgage-backed securities | $51,929,000 | 1,118 |
| Certificates of participation in pools of residential mortgages | $17,394,000 | 1,530 |
| Issued or guaranteed by U.S. | $17,394,000 | 1,488 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $14,304,000 | 960 |
| CMOs issued by government agencies or sponsored agencies | $14,304,000 | 929 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $20,231,000 | 500 |
| Commercial mortgage pass-through securities | $2,299,000 | 876 |
| Other commercial mortgage-backed securities | $17,932,000 | 357 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $146,530,000 | 865 |
| Total debt securities | $146,530,000 | 938 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $142,886,000 | 946 |
| U.S. Government securities | $65,815,000 | 1,165 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $65,815,000 | 1,099 |
| Securities issued by states & political subdivisions | $55,704,000 | 648 |
| Other domestic debt securities | $17,878,000 | 501 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,524,000 | 177 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $5,354,000 | 608 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,137,000 | 719 |
| Mortgage-backed securities | $51,193,000 | 1,120 |
| Certificates of participation in pools of residential mortgages | $18,264,000 | 1,486 |
| Issued or guaranteed by U.S. | $18,264,000 | 1,444 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $15,297,000 | 933 |
| CMOs issued by government agencies or sponsored agencies | $15,297,000 | 902 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $17,632,000 | 538 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $17,632,000 | 358 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $139,397,000 | 879 |
| Total debt securities | $139,398,000 | 954 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $109,132,000 | 1,179 |
| U.S. Government securities | $55,524,000 | 1,345 |
| U.S. Treasury securities | $1,999,000 | 949 |
| U.S. Government agency obligations | $53,525,000 | 1,307 |
| Securities issued by states & political subdivisions | $35,636,000 | 927 |
| Other domestic debt securities | $14,536,000 | 539 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $9,756,000 | 184 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $4,780,000 | 608 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,719,000 | 776 |
| Mortgage-backed securities | $45,742,000 | 1,193 |
| Certificates of participation in pools of residential mortgages | $3,563,000 | 2,860 |
| Issued or guaranteed by U.S. | $3,563,000 | 2,772 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $25,152,000 | 701 |
| CMOs issued by government agencies or sponsored agencies | $25,152,000 | 675 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $17,027,000 | 540 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $17,027,000 | 349 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $105,696,000 | 1,096 |
| Total debt securities | $105,696,000 | 1,190 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $103,558,000 | 1,231 |
| U.S. Government securities | $57,940,000 | 1,293 |
| U.S. Treasury securities | $3,995,000 | 761 |
| U.S. Government agency obligations | $53,945,000 | 1,279 |
| Securities issued by states & political subdivisions | $31,500,000 | 1,035 |
| Other domestic debt securities | $10,674,000 | 628 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $6,890,000 | 206 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,784,000 | 710 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $3,444,000 | 55 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,098,000 | 718 |
| Mortgage-backed securities | $45,620,000 | 1,173 |
| Certificates of participation in pools of residential mortgages | $3,720,000 | 2,831 |
| Issued or guaranteed by U.S. | $3,720,000 | 2,744 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $41,900,000 | 465 |
| CMOs issued by government agencies or sponsored agencies | $41,900,000 | 440 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $103,558,000 | 1,118 |
| Total debt securities | $100,114,000 | 1,244 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $103,696,000 | 1,227 |
| U.S. Government securities | $58,312,000 | 1,297 |
| U.S. Treasury securities | $6,982,000 | 562 |
| U.S. Government agency obligations | $51,330,000 | 1,347 |
| Securities issued by states & political subdivisions | $31,157,000 | 1,073 |
| Other domestic debt securities | $10,802,000 | 599 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $7,024,000 | 192 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $3,778,000 | 702 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $3,425,000 | 61 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,688,000 | 660 |
| Mortgage-backed securities | $42,551,000 | 1,212 |
| Certificates of participation in pools of residential mortgages | $3,897,000 | 2,810 |
| Issued or guaranteed by U.S. | $3,897,000 | 2,731 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $38,654,000 | 483 |
| CMOs issued by government agencies or sponsored agencies | $38,654,000 | 456 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $103,696,000 | 1,109 |
| Total debt securities | $100,272,000 | 1,248 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $105,637,000 | 1,220 |
| U.S. Government securities | $55,417,000 | 1,355 |
| U.S. Treasury securities | $7,951,000 | 544 |
| U.S. Government agency obligations | $47,466,000 | 1,448 |
| Securities issued by states & political subdivisions | $40,893,000 | 846 |
| Other domestic debt securities | $5,952,000 | 809 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $2,441,000 | 263 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,511,000 | 722 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $3,375,000 | 66 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,494,000 | 629 |
| Mortgage-backed securities | $40,372,000 | 1,239 |
| Certificates of participation in pools of residential mortgages | $4,024,000 | 2,808 |
| Issued or guaranteed by U.S. | $4,024,000 | 2,727 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $36,348,000 | 498 |
| CMOs issued by government agencies or sponsored agencies | $36,348,000 | 468 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $105,637,000 | 1,095 |
| Total debt securities | $102,263,000 | 1,236 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $95,503,000 | 1,341 |
| U.S. Government securities | $52,584,000 | 1,426 |
| U.S. Treasury securities | $5,943,000 | 606 |
| U.S. Government agency obligations | $46,641,000 | 1,486 |
| Securities issued by states & political subdivisions | $36,079,000 | 979 |
| Other domestic debt securities | $3,511,000 | 1,004 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,511,000 | 716 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $3,329,000 | 130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,227,000 | 647 |
| Mortgage-backed securities | $40,391,000 | 1,232 |
| Certificates of participation in pools of residential mortgages | $2,741,000 | 3,092 |
| Issued or guaranteed by U.S. | $2,741,000 | 3,026 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $37,650,000 | 484 |
| CMOs issued by government agencies or sponsored agencies | $37,650,000 | 456 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $95,503,000 | 1,225 |
| Total debt securities | $92,175,000 | 1,369 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $88,408,000 | 1,434 |
| U.S. Government securities | $51,235,000 | 1,455 |
| U.S. Treasury securities | $5,920,000 | 596 |
| U.S. Government agency obligations | $45,315,000 | 1,528 |
| Securities issued by states & political subdivisions | $32,880,000 | 1,070 |
| Other domestic debt securities | $991,000 | 1,499 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $991,000 | 1,187 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $3,302,000 | 137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,569,000 | 676 |
| Mortgage-backed securities | $38,716,000 | 1,271 |
| Certificates of participation in pools of residential mortgages | $2,890,000 | 3,096 |
| Issued or guaranteed by U.S. | $2,890,000 | 3,068 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $35,826,000 | 494 |
| CMOs issued by government agencies or sponsored agencies | $35,826,000 | 468 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $88,408,000 | 1,308 |
| Total debt securities | $85,106,000 | 1,459 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $81,261,000 | 1,538 |
| U.S. Government securities | $39,942,000 | 1,774 |
| U.S. Treasury securities | $1,973,000 | 970 |
| U.S. Government agency obligations | $37,969,000 | 1,733 |
| Securities issued by states & political subdivisions | $37,987,000 | 978 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $3,332,000 | 146 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,604,000 | 743 |
| Mortgage-backed securities | $30,847,000 | 1,493 |
| Certificates of participation in pools of residential mortgages | $3,182,000 | 3,082 |
| Issued or guaranteed by U.S. | $3,182,000 | 2,926 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $27,665,000 | 604 |
| CMOs issued by government agencies or sponsored agencies | $27,665,000 | 577 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $81,261,000 | 1,406 |
| Total debt securities | $77,928,000 | 1,580 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $80,239,000 | 1,570 |
| U.S. Government securities | $39,777,000 | 1,830 |
| U.S. Treasury securities | $1,972,000 | 938 |
| U.S. Government agency obligations | $37,805,000 | 1,789 |
| Securities issued by states & political subdivisions | $37,103,000 | 1,021 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $3,359,000 | 159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,988,000 | 748 |
| Mortgage-backed securities | $30,246,000 | 1,500 |
| Certificates of participation in pools of residential mortgages | $2,181,000 | 3,377 |
| Issued or guaranteed by U.S. | $2,181,000 | 3,371 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $28,065,000 | 607 |
| CMOs issued by government agencies or sponsored agencies | $28,065,000 | 574 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $80,239,000 | 1,427 |
| Total debt securities | $76,880,000 | 1,619 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $77,983,000 | 1,639 |
| U.S. Government securities | $36,825,000 | 1,921 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $36,825,000 | 1,841 |
| Securities issued by states & political subdivisions | $38,752,000 | 1,022 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,406,000 | 333 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,539,000 | 782 |
| Mortgage-backed securities | $28,670,000 | 1,556 |
| Certificates of participation in pools of residential mortgages | $2,307,000 | 3,381 |
| Issued or guaranteed by U.S. | $2,307,000 | 3,375 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $26,363,000 | 626 |
| CMOs issued by government agencies or sponsored agencies | $26,363,000 | 593 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $77,983,000 | 1,501 |
| Total debt securities | $75,577,000 | 1,663 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $84,040,000 | 1,571 |
| U.S. Government securities | $37,968,000 | 1,894 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $37,968,000 | 1,816 |
| Securities issued by states & political subdivisions | $43,647,000 | 931 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,425,000 | 342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,433,000 | 742 |
| Mortgage-backed securities | $29,324,000 | 1,541 |
| Certificates of participation in pools of residential mortgages | $2,477,000 | 3,398 |
| Issued or guaranteed by U.S. | $2,477,000 | 3,394 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $26,847,000 | 617 |
| CMOs issued by government agencies or sponsored agencies | $26,847,000 | 586 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $84,040,000 | 1,433 |
| Total debt securities | $81,615,000 | 1,584 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $85,735,000 | 1,564 |
| U.S. Government securities | $39,733,000 | 1,873 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $39,733,000 | 1,792 |
| Securities issued by states & political subdivisions | $43,579,000 | 949 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $2,423,000 | 340 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,025,000 | 742 |
| Mortgage-backed securities | $30,572,000 | 1,526 |
| Certificates of participation in pools of residential mortgages | $2,656,000 | 3,388 |
| Issued or guaranteed by U.S. | $2,656,000 | 3,383 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $27,916,000 | 599 |
| CMOs issued by government agencies or sponsored agencies | $27,916,000 | 569 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $85,735,000 | 1,418 |
| Total debt securities | $83,313,000 | 1,580 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $86,998,000 | 1,561 |
| U.S. Government securities | $41,081,000 | 1,874 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $41,081,000 | 1,791 |
| Securities issued by states & political subdivisions | $43,497,000 | 956 |
| 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 | $2,420,000 | 337 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,163,000 | 747 |
| Mortgage-backed securities | $31,643,000 | 1,518 |
| Certificates of participation in pools of residential mortgages | $2,876,000 | 3,386 |
| Issued or guaranteed by U.S. | $2,876,000 | 3,382 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $28,767,000 | 596 |
| CMOs issued by government agencies or sponsored agencies | $28,767,000 | 562 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $86,998,000 | 1,408 |
| Total debt securities | $84,578,000 | 1,578 |
| 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 | $86,328,000 | 1,574 |
| U.S. Government securities | $38,237,000 | 1,940 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $38,237,000 | 1,842 |
| Securities issued by states & political subdivisions | $45,663,000 | 904 |
| 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 | $2,428,000 | 342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,360,000 | 745 |
| Mortgage-backed securities | $28,430,000 | 1,639 |
| Certificates of participation in pools of residential mortgages | $3,088,000 | 3,352 |
| Issued or guaranteed by U.S. | $3,088,000 | 3,347 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $25,342,000 | 650 |
| CMOs issued by government agencies or sponsored agencies | $25,342,000 | 609 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $86,328,000 | 1,416 |
| Total debt securities | $83,899,000 | 1,576 |
| 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 | $87,730,000 | 1,547 |
| U.S. Government securities | $38,818,000 | 1,903 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $38,818,000 | 1,825 |
| Securities issued by states & political subdivisions | $46,425,000 | 883 |
| 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 | $2,487,000 | 349 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,853,000 | 784 |
| Mortgage-backed securities | $28,577,000 | 1,642 |
| Certificates of participation in pools of residential mortgages | $2,760,000 | 3,474 |
| Issued or guaranteed by U.S. | $2,760,000 | 3,470 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $25,817,000 | 646 |
| CMOs issued by government agencies or sponsored agencies | $25,817,000 | 605 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $87,730,000 | 1,388 |
| Total debt securities | $85,243,000 | 1,551 |
| 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 | $88,587,000 | 1,548 |
| U.S. Government securities | $40,707,000 | 1,895 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $40,707,000 | 1,811 |
| Securities issued by states & political subdivisions | $45,388,000 | 904 |
| 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 | $2,492,000 | 355 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,058,000 | 749 |
| Mortgage-backed securities | $29,090,000 | 1,649 |
| Certificates of participation in pools of residential mortgages | $240,000 | 4,456 |
| Issued or guaranteed by U.S. | $240,000 | 4,450 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $28,850,000 | 612 |
| CMOs issued by government agencies or sponsored agencies | $28,850,000 | 573 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $88,587,000 | 1,383 |
| Total debt securities | $86,095,000 | 1,556 |
| 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 | $71,883,000 | 1,866 |
| U.S. Government securities | $29,702,000 | 2,443 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $29,702,000 | 2,352 |
| Securities issued by states & political subdivisions | $39,694,000 | 1,007 |
| 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 | $2,487,000 | 352 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,012,000 | 882 |
| Mortgage-backed securities | $17,764,000 | 2,201 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $17,764,000 | 842 |
| CMOs issued by government agencies or sponsored agencies | $17,764,000 | 802 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $71,883,000 | 1,685 |
| Total debt securities | $69,401,000 | 1,896 |
| 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 | $70,980,000 | 1,918 |
| U.S. Government securities | $29,456,000 | 2,474 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $29,456,000 | 2,381 |
| Securities issued by states & political subdivisions | $39,064,000 | 1,033 |
| 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 | $2,460,000 | 365 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,076,000 | 920 |
| Mortgage-backed securities | $17,278,000 | 2,235 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $17,278,000 | 856 |
| CMOs issued by government agencies or sponsored agencies | $17,278,000 | 813 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $70,980,000 | 1,738 |
| Total debt securities | $68,520,000 | 1,937 |
| 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 | $70,665,000 | 1,917 |
| U.S. Government securities | $33,797,000 | 2,315 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $33,797,000 | 2,220 |
| Securities issued by states & political subdivisions | $34,384,000 | 1,148 |
| 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 | $2,484,000 | 368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,088,000 | 923 |
| Mortgage-backed securities | $20,114,000 | 2,086 |
| Certificates of participation in pools of residential mortgages | $707,000 | 4,338 |
| Issued or guaranteed by U.S. | $707,000 | 4,333 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $19,407,000 | 803 |
| CMOs issued by government agencies or sponsored agencies | $19,407,000 | 765 |
| 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) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $70,665,000 | 1,735 |
| Total debt securities | $68,181,000 | 1,948 |
| 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 | $69,455,000 | 1,978 |
| U.S. Government securities | $37,071,000 | 2,226 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $37,071,000 | 2,147 |
| Securities issued by states & political subdivisions | $29,900,000 | 1,305 |
| 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 | $2,484,000 | 367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,696,000 | 978 |
| Mortgage-backed securities | $27,747,000 | 1,767 |
| Certificates of participation in pools of residential mortgages | $1,047,000 | 4,269 |
| Issued or guaranteed by U.S. | $1,047,000 | 4,265 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $26,700,000 | 685 |
| CMOs issued by government agencies or sponsored agencies | $26,700,000 | 651 |
| 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) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $69,455,000 | 1,785 |
| Total debt securities | $66,971,000 | 2,021 |
| 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 | $67,876,000 | 2,053 |
| U.S. Government securities | $37,470,000 | 2,248 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $37,470,000 | 2,160 |
| Securities issued by states & political subdivisions | $30,406,000 | 1,268 |
| 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 | $55,078,000 | 1,092 |
| Mortgage-backed securities | $29,700,000 | 1,706 |
| Certificates of participation in pools of residential mortgages | $1,148,000 | 4,296 |
| Issued or guaranteed by U.S. | $1,148,000 | 4,289 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $28,552,000 | 676 |
| CMOs issued by government agencies or sponsored agencies | $28,552,000 | 638 |
| 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) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $67,876,000 | 1,857 |
| Total debt securities | $67,876,000 | 2,026 |
| 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 | $68,843,000 | 2,043 |
| U.S. Government securities | $40,774,000 | 2,156 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $40,774,000 | 2,067 |
| Securities issued by states & political subdivisions | $28,069,000 | 1,355 |
| 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 | $62,187,000 | 967 |
| Mortgage-backed securities | $37,603,000 | 1,507 |
| Certificates of participation in pools of residential mortgages | $6,722,000 | 2,986 |
| Issued or guaranteed by U.S. | $6,722,000 | 2,985 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $30,881,000 | 649 |
| CMOs issued by government agencies or sponsored agencies | $30,881,000 | 610 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $68,843,000 | 1,846 |
| Total debt securities | $68,843,000 | 2,018 |
| 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 | $71,376,000 | 2,009 |
| U.S. Government securities | $43,432,000 | 2,088 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $43,432,000 | 2,002 |
| Securities issued by states & political subdivisions | $27,944,000 | 1,366 |
| 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 | $63,322,000 | 951 |
| Mortgage-backed securities | $40,124,000 | 1,468 |
| Certificates of participation in pools of residential mortgages | $7,224,000 | 2,984 |
| Issued or guaranteed by U.S. | $7,224,000 | 2,982 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $32,900,000 | 637 |
| CMOs issued by government agencies or sponsored agencies | $32,900,000 | 597 |
| 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) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $71,376,000 | 1,807 |
| Total debt securities | $71,376,000 | 1,985 |
| 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 | $71,307,000 | 2,015 |
| U.S. Government securities | $42,630,000 | 2,154 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $42,630,000 | 2,075 |
| Securities issued by states & political subdivisions | $28,677,000 | 1,351 |
| 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 | $50,634,000 | 1,170 |
| Mortgage-backed securities | $39,224,000 | 1,515 |
| Certificates of participation in pools of residential mortgages | $7,847,000 | 2,949 |
| Issued or guaranteed by U.S. | $7,847,000 | 2,949 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $31,377,000 | 675 |
| CMOs issued by government agencies or sponsored agencies | $31,377,000 | 635 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $71,307,000 | 1,816 |
| Total debt securities | $71,306,000 | 1,995 |
| 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 | $73,094,000 | 1,993 |
| U.S. Government securities | $43,900,000 | 2,111 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $43,900,000 | 2,046 |
| Securities issued by states & political subdivisions | $29,194,000 | 1,318 |
| 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 | $52,449,000 | 1,132 |
| Mortgage-backed securities | $40,420,000 | 1,494 |
| Certificates of participation in pools of residential mortgages | $8,362,000 | 2,892 |
| Issued or guaranteed by U.S. | $8,362,000 | 2,892 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $32,058,000 | 660 |
| CMOs issued by government agencies or sponsored agencies | $32,058,000 | 627 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $73,094,000 | 1,794 |
| Total debt securities | $73,094,000 | 1,970 |
| 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 | $79,386,000 | 1,854 |
| U.S. Government securities | $47,255,000 | 1,959 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $47,255,000 | 1,905 |
| Securities issued by states & political subdivisions | $29,924,000 | 1,301 |
| 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 | $2,207,000 | 412 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,652,000 | 1,090 |
| Mortgage-backed securities | $43,725,000 | 1,398 |
| Certificates of participation in pools of residential mortgages | $8,991,000 | 2,801 |
| Issued or guaranteed by U.S. | $8,991,000 | 2,800 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $34,734,000 | 624 |
| CMOs issued by government agencies or sponsored agencies | $34,734,000 | 585 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $79,386,000 | 1,656 |
| Total debt securities | $77,179,000 | 1,866 |
| 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 | $88,436,000 | 1,692 |
| U.S. Government securities | $53,361,000 | 1,779 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $53,361,000 | 1,728 |
| Securities issued by states & political subdivisions | $30,450,000 | 1,270 |
| Other domestic debt securities | $2,543,000 | 1,390 |
| Privately issued residential mortgage-backed securities | $2,543,000 | 338 |
| 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 | $2,082,000 | 442 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,462,000 | 1,016 |
| Mortgage-backed securities | $50,750,000 | 1,247 |
| Certificates of participation in pools of residential mortgages | $9,851,000 | 2,686 |
| Issued or guaranteed by U.S. | $9,851,000 | 2,683 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $40,899,000 | 560 |
| CMOs issued by government agencies or sponsored agencies | $38,356,000 | 550 |
| Privately issued | $2,543,000 | 321 |
| 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) | $2,543,000 | 1,663 |
| Available-for-sale securities (fair market value) | $85,893,000 | 1,562 |
| Total debt securities | $86,354,000 | 1,717 |
| 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 | $84,747,000 | 1,753 |
| U.S. Government securities | $44,046,000 | 2,065 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $44,046,000 | 2,008 |
| Securities issued by states & political subdivisions | $34,503,000 | 1,108 |
| Other domestic debt securities | $2,695,000 | 1,390 |
| Privately issued residential mortgage-backed securities | $2,695,000 | 341 |
| 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 | $3,503,000 | 335 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,100,000 | 1,418 |
| Mortgage-backed securities | $41,495,000 | 1,455 |
| Certificates of participation in pools of residential mortgages | $6,304,000 | 3,209 |
| Issued or guaranteed by U.S. | $6,304,000 | 3,206 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $35,191,000 | 642 |
| CMOs issued by government agencies or sponsored agencies | $32,496,000 | 639 |
| Privately issued | $2,695,000 | 324 |
| 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) | $2,695,000 | 1,590 |
| Available-for-sale securities (fair market value) | $82,052,000 | 1,614 |
| Total debt securities | $81,244,000 | 1,787 |
| 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 | $83,760,000 | 1,791 |
| U.S. Government securities | $37,885,000 | 2,374 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $37,885,000 | 2,313 |
| Securities issued by states & political subdivisions | $38,562,000 | 973 |
| Other domestic debt securities | $2,845,000 | 1,368 |
| Privately issued residential mortgage-backed securities | $2,845,000 | 364 |
| 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 | $4,468,000 | 299 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,564,000 | 1,379 |
| Mortgage-backed securities | $35,392,000 | 1,689 |
| Certificates of participation in pools of residential mortgages | $7,179,000 | 3,098 |
| Issued or guaranteed by U.S. | $7,179,000 | 3,097 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $28,213,000 | 795 |
| CMOs issued by government agencies or sponsored agencies | $25,368,000 | 808 |
| Privately issued | $2,845,000 | 350 |
| 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) | $2,845,000 | 1,537 |
| Available-for-sale securities (fair market value) | $80,915,000 | 1,662 |
| Total debt securities | $79,292,000 | 1,844 |
| 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 | $83,316,000 | 1,754 |
| U.S. Government securities | $38,429,000 | 2,302 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $38,429,000 | 2,243 |
| Securities issued by states & political subdivisions | $37,797,000 | 965 |
| Other domestic debt securities | $2,937,000 | 1,342 |
| Privately issued residential mortgage-backed securities | $2,937,000 | 376 |
| 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 | $4,153,000 | 297 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,816,000 | 1,255 |
| Mortgage-backed securities | $37,668,000 | 1,609 |
| Certificates of participation in pools of residential mortgages | $7,990,000 | 2,957 |
| Issued or guaranteed by U.S. | $7,990,000 | 2,955 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $29,678,000 | 762 |
| CMOs issued by government agencies or sponsored agencies | $26,741,000 | 778 |
| Privately issued | $2,937,000 | 365 |
| 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) | $2,937,000 | 1,530 |
| Available-for-sale securities (fair market value) | $80,379,000 | 1,648 |
| Total debt securities | $79,163,000 | 1,826 |
| 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 | $82,167,000 | 1,794 |
| U.S. Government securities | $37,970,000 | 2,381 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $37,970,000 | 2,331 |
| Securities issued by states & political subdivisions | $36,194,000 | 983 |
| Other domestic debt securities | $3,035,000 | 1,333 |
| Privately issued residential mortgage-backed securities | $3,035,000 | 403 |
| 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 | $4,968,000 | 265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,418,000 | 1,108 |
| Mortgage-backed securities | $41,005,000 | 1,587 |
| Certificates of participation in pools of residential mortgages | $10,732,000 | 2,694 |
| Issued or guaranteed by U.S. | $10,732,000 | 2,691 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $30,273,000 | 801 |
| CMOs issued by government agencies or sponsored agencies | $27,238,000 | 806 |
| Privately issued | $3,035,000 | 387 |
| 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) | $3,035,000 | 1,534 |
| Available-for-sale securities (fair market value) | $79,132,000 | 1,681 |
| Total debt securities | $77,199,000 | 1,865 |
| 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 | $84,995,000 | 1,728 |
| U.S. Government securities | $40,276,000 | 2,297 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $40,276,000 | 2,244 |
| Securities issued by states & political subdivisions | $35,679,000 | 968 |
| Other domestic debt securities | $3,142,000 | 1,317 |
| Privately issued residential mortgage-backed securities | $3,142,000 | 417 |
| 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 | $5,898,000 | 219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,088,000 | 1,075 |
| Mortgage-backed securities | $43,418,000 | 1,532 |
| Certificates of participation in pools of residential mortgages | $11,905,000 | 2,608 |
| Issued or guaranteed by U.S. | $11,905,000 | 2,607 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $31,513,000 | 794 |
| CMOs issued by government agencies or sponsored agencies | $28,371,000 | 791 |
| Privately issued | $3,142,000 | 402 |
| 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) | $3,142,000 | 1,517 |
| Available-for-sale securities (fair market value) | $81,853,000 | 1,630 |
| Total debt securities | $79,097,000 | 1,816 |
| 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 | $86,372,000 | 1,700 |
| U.S. Government securities | $44,645,000 | 2,135 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $44,645,000 | 2,085 |
| Securities issued by states & political subdivisions | $33,616,000 | 975 |
| Other domestic debt securities | $3,367,000 | 1,266 |
| Privately issued residential mortgage-backed securities | $3,367,000 | 429 |
| 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 | $4,744,000 | 248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,000,000 | 1,111 |
| Mortgage-backed securities | $48,012,000 | 1,422 |
| Certificates of participation in pools of residential mortgages | $9,087,000 | 2,951 |
| Issued or guaranteed by U.S. | $9,087,000 | 2,949 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $38,925,000 | 703 |
| CMOs issued by government agencies or sponsored agencies | $35,558,000 | 686 |
| Privately issued | $3,367,000 | 413 |
| 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) | $3,367,000 | 1,508 |
| Available-for-sale securities (fair market value) | $83,005,000 | 1,618 |
| Total debt securities | $81,628,000 | 1,776 |
| 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 | $88,077,000 | 1,618 |
| U.S. Government securities | $46,798,000 | 1,990 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $46,798,000 | 1,943 |
| Securities issued by states & political subdivisions | $33,613,000 | 956 |
| Other domestic debt securities | $3,528,000 | 1,236 |
| Privately issued residential mortgage-backed securities | $3,528,000 | 476 |
| 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 | $4,138,000 | 258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,992,000 | 936 |
| Mortgage-backed securities | $50,326,000 | 1,302 |
| Certificates of participation in pools of residential mortgages | $4,103,000 | 3,814 |
| Issued or guaranteed by U.S. | $4,103,000 | 3,809 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $46,223,000 | 607 |
| CMOs issued by government agencies or sponsored agencies | $42,695,000 | 560 |
| Privately issued | $3,528,000 | 456 |
| 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) | $3,528,000 | 1,537 |
| Available-for-sale securities (fair market value) | $84,549,000 | 1,518 |
| Total debt securities | $83,939,000 | 1,661 |
| 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 | $84,781,000 | 1,630 |
| U.S. Government securities | $46,622,000 | 1,935 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $46,622,000 | 1,881 |
| Securities issued by states & political subdivisions | $31,697,000 | 968 |
| Other domestic debt securities | $3,603,000 | 1,236 |
| Privately issued residential mortgage-backed securities | $3,603,000 | 505 |
| 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 | $2,859,000 | 346 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,758,000 | 871 |
| Mortgage-backed securities | $50,225,000 | 1,275 |
| Certificates of participation in pools of residential mortgages | $3,316,000 | 3,987 |
| Issued or guaranteed by U.S. | $3,316,000 | 3,973 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $46,909,000 | 613 |
| CMOs issued by government agencies or sponsored agencies | $43,306,000 | 559 |
| Privately issued | $3,603,000 | 478 |
| 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) | $3,603,000 | 1,544 |
| Available-for-sale securities (fair market value) | $81,178,000 | 1,530 |
| Total debt securities | $81,922,000 | 1,651 |
| 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 | $83,888,000 | 1,644 |
| U.S. Government securities | $46,148,000 | 1,968 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $46,148,000 | 1,909 |
| Securities issued by states & political subdivisions | $30,422,000 | 957 |
| Other domestic debt securities | $5,547,000 | 959 |
| Privately issued residential mortgage-backed securities | $5,547,000 | 428 |
| 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 | $1,771,000 | 451 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,617,000 | 869 |
| Mortgage-backed securities | $51,695,000 | 1,236 |
| Certificates of participation in pools of residential mortgages | $3,747,000 | 3,842 |
| Issued or guaranteed by U.S. | $3,747,000 | 3,827 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $47,948,000 | 602 |
| CMOs issued by government agencies or sponsored agencies | $42,401,000 | 571 |
| Privately issued | $5,547,000 | 412 |
| 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) | $5,547,000 | 1,373 |
| Available-for-sale securities (fair market value) | $78,341,000 | 1,571 |
| Total debt securities | $82,117,000 | 1,660 |
| 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 | $89,649,000 | 1,543 |
| U.S. Government securities | $50,285,000 | 1,853 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $50,285,000 | 1,796 |
| Securities issued by states & political subdivisions | $31,735,000 | 889 |
| Other domestic debt securities | $5,783,000 | 973 |
| Privately issued residential mortgage-backed securities | $5,783,000 | 452 |
| 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 | $1,846,000 | 451 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,557,000 | 793 |
| Mortgage-backed securities | $56,068,000 | 1,121 |
| Certificates of participation in pools of residential mortgages | $7,249,000 | 2,990 |
| Issued or guaranteed by U.S. | $7,249,000 | 2,984 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $48,819,000 | 577 |
| CMOs issued by government agencies or sponsored agencies | $43,036,000 | 542 |
| Privately issued | $5,783,000 | 436 |
| 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) | $5,783,000 | 1,341 |
| Available-for-sale securities (fair market value) | $83,866,000 | 1,468 |
| Total debt securities | $87,803,000 | 1,550 |
| 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 | $90,029,000 | 1,479 |
| U.S. Government securities | $50,336,000 | 1,754 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $50,336,000 | 1,691 |
| Securities issued by states & political subdivisions | $31,769,000 | 859 |
| Other domestic debt securities | $6,100,000 | 1,019 |
| Privately issued residential mortgage-backed securities | $6,100,000 | 473 |
| 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 | $1,824,000 | 457 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,133,000 | 913 |
| Mortgage-backed securities | $56,436,000 | 1,067 |
| Certificates of participation in pools of residential mortgages | $7,762,000 | 2,787 |
| Issued or guaranteed by U.S. | $7,762,000 | 2,777 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $48,674,000 | 555 |
| CMOs issued by government agencies or sponsored agencies | $42,574,000 | 513 |
| Privately issued | $6,100,000 | 453 |
| 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) | $6,100,000 | 1,308 |
| Available-for-sale securities (fair market value) | $83,929,000 | 1,406 |
| Total debt securities | $88,205,000 | 1,486 |
| 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 | $89,533,000 | 1,466 |
| U.S. Government securities | $50,309,000 | 1,721 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $50,309,000 | 1,661 |
| Securities issued by states & political subdivisions | $31,214,000 | 860 |
| Other domestic debt securities | $6,573,000 | 994 |
| Privately issued residential mortgage-backed securities | $6,573,000 | 496 |
| 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 | $1,437,000 | 540 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,056,000 | 912 |
| Mortgage-backed securities | $56,882,000 | 1,033 |
| Certificates of participation in pools of residential mortgages | $8,224,000 | 2,678 |
| Issued or guaranteed by U.S. | $8,224,000 | 2,670 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $48,658,000 | 552 |
| CMOs issued by government agencies or sponsored agencies | $42,085,000 | 518 |
| Privately issued | $6,573,000 | 473 |
| 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) | $6,573,000 | 1,304 |
| Available-for-sale securities (fair market value) | $82,960,000 | 1,385 |
| Total debt securities | $88,096,000 | 1,464 |
| 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 | $92,073,000 | 1,442 |
| U.S. Government securities | $53,192,000 | 1,649 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $53,192,000 | 1,591 |
| Securities issued by states & political subdivisions | $30,512,000 | 821 |
| Other domestic debt securities | $6,845,000 | 970 |
| Privately issued residential mortgage-backed securities | $6,845,000 | 511 |
| 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 | $1,524,000 | 554 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,003,000 | 898 |
| Mortgage-backed securities | $60,037,000 | 970 |
| Certificates of participation in pools of residential mortgages | $8,938,000 | 2,593 |
| Issued or guaranteed by U.S. | $8,938,000 | 2,587 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $51,099,000 | 522 |
| CMOs issued by government agencies or sponsored agencies | $44,254,000 | 477 |
| Privately issued | $6,845,000 | 494 |
| 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) | $6,845,000 | 1,311 |
| Available-for-sale securities (fair market value) | $85,228,000 | 1,348 |
| Total debt securities | $90,549,000 | 1,437 |
| 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 | $93,644,000 | 1,397 |
| U.S. Government securities | $54,738,000 | 1,629 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $54,738,000 | 1,580 |
| Securities issued by states & political subdivisions | $29,640,000 | 818 |
| Other domestic debt securities | $7,480,000 | 951 |
| Privately issued residential mortgage-backed securities | $7,480,000 | 521 |
| 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 | $1,786,000 | 518 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,806,000 | 1,033 |
| Mortgage-backed securities | $62,218,000 | 963 |
| Certificates of participation in pools of residential mortgages | $9,645,000 | 2,581 |
| Issued or guaranteed by U.S. | $9,645,000 | 2,574 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $52,573,000 | 516 |
| CMOs issued by government agencies or sponsored agencies | $45,093,000 | 460 |
| Privately issued | $7,480,000 | 500 |
| 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) | $7,480,000 | 1,260 |
| Available-for-sale securities (fair market value) | $86,164,000 | 1,334 |
| Total debt securities | $91,858,000 | 1,404 |
| 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 | $93,498,000 | 1,384 |
| U.S. Government securities | $51,711,000 | 1,694 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $51,711,000 | 1,647 |
| Securities issued by states & political subdivisions | $30,426,000 | 789 |
| Other domestic debt securities | $10,061,000 | 837 |
| Privately issued residential mortgage-backed securities | $10,061,000 | 484 |
| 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 | $1,300,000 | 599 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,592,000 | 1,007 |
| Mortgage-backed securities | $61,772,000 | 984 |
| Certificates of participation in pools of residential mortgages | $10,457,000 | 2,526 |
| Issued or guaranteed by U.S. | $10,457,000 | 2,519 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $51,315,000 | 515 |
| CMOs issued by government agencies or sponsored agencies | $41,254,000 | 476 |
| Privately issued | $10,061,000 | 466 |
| 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) | $10,061,000 | 1,087 |
| Available-for-sale securities (fair market value) | $83,437,000 | 1,347 |
| Total debt securities | $92,198,000 | 1,377 |
| 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 | $95,830,000 | 1,337 |
| U.S. Government securities | $53,846,000 | 1,614 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $53,846,000 | 1,568 |
| Securities issued by states & political subdivisions | $29,438,000 | 819 |
| Other domestic debt securities | $10,978,000 | 837 |
| Privately issued residential mortgage-backed securities | $10,978,000 | 493 |
| 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 | $1,568,000 | 610 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,938,000 | 962 |
| Mortgage-backed securities | $64,824,000 | 957 |
| Certificates of participation in pools of residential mortgages | $8,983,000 | 2,805 |
| Issued or guaranteed by U.S. | $8,983,000 | 2,796 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $55,841,000 | 477 |
| CMOs issued by government agencies or sponsored agencies | $44,863,000 | 427 |
| Privately issued | $10,978,000 | 472 |
| 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) | $10,978,000 | 1,074 |
| Available-for-sale securities (fair market value) | $84,852,000 | 1,310 |
| Total debt securities | $94,262,000 | 1,338 |
| 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 | $98,470,000 | 1,276 |
| U.S. Government securities | $57,823,000 | 1,479 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $57,823,000 | 1,440 |
| Securities issued by states & political subdivisions | $27,707,000 | 834 |
| Other domestic debt securities | $11,625,000 | 830 |
| Privately issued residential mortgage-backed securities | $11,625,000 | 481 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $1,315,000 | 697 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,660,000 | 1,826 |
| Mortgage-backed securities | $69,448,000 | 908 |
| Certificates of participation in pools of residential mortgages | $7,950,000 | 3,048 |
| Issued or guaranteed by U.S. | $7,950,000 | 3,036 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $61,498,000 | 418 |
| CMOs issued by government agencies or sponsored agencies | $49,873,000 | 360 |
| Privately issued | $11,625,000 | 459 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $11,625,000 | 1,060 |
| Available-for-sale securities (fair market value) | $86,845,000 | 1,254 |
| Total debt securities | $97,155,000 | 1,263 |
| 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 | $93,258,000 | 1,327 |
| U.S. Government securities | $56,509,000 | 1,508 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $56,509,000 | 1,472 |
| Securities issued by states & political subdivisions | $23,796,000 | 942 |
| Other domestic debt securities | $12,953,000 | 733 |
| Privately issued residential mortgage-backed securities | $12,953,000 | 459 |
| 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 | $21,313,000 | 2,171 |
| Mortgage-backed securities | $69,462,000 | 918 |
| Certificates of participation in pools of residential mortgages | $6,324,000 | 3,449 |
| Issued or guaranteed by U.S. | $6,324,000 | 3,438 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $63,138,000 | 421 |
| CMOs issued by government agencies or sponsored agencies | $50,185,000 | 348 |
| Privately issued | $12,953,000 | 438 |
| 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) | $12,953,000 | 994 |
| Available-for-sale securities (fair market value) | $80,305,000 | 1,336 |
| Total debt securities | $93,258,000 | 1,308 |
| 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 | $96,787,000 | 1,267 |
| U.S. Government securities | $59,371,000 | 1,451 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $59,371,000 | 1,424 |
| Securities issued by states & political subdivisions | $23,864,000 | 911 |
| Other domestic debt securities | $13,552,000 | 688 |
| Privately issued residential mortgage-backed securities | $13,552,000 | 434 |
| 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 | $29,418,000 | 1,715 |
| Mortgage-backed securities | $72,923,000 | 865 |
| Certificates of participation in pools of residential mortgages | $4,806,000 | 3,794 |
| Issued or guaranteed by U.S. | $4,806,000 | 3,780 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $68,117,000 | 395 |
| CMOs issued by government agencies or sponsored agencies | $54,565,000 | 321 |
| Privately issued | $13,552,000 | 417 |
| 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) | $13,552,000 | 959 |
| Available-for-sale securities (fair market value) | $83,235,000 | 1,260 |
| Total debt securities | $96,787,000 | 1,247 |
| 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 | $87,642,000 | 1,356 |
| U.S. Government securities | $50,239,000 | 1,632 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $50,239,000 | 1,607 |
| Securities issued by states & political subdivisions | $23,507,000 | 913 |
| Other domestic debt securities | $13,896,000 | 670 |
| Privately issued residential mortgage-backed securities | $13,896,000 | 424 |
| 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 | $29,711,000 | 1,676 |
| Mortgage-backed securities | $64,135,000 | 924 |
| Certificates of participation in pools of residential mortgages | $2,161,000 | 4,628 |
| Issued or guaranteed by U.S. | $2,161,000 | 4,614 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $61,974,000 | 404 |
| CMOs issued by government agencies or sponsored agencies | $48,078,000 | 324 |
| Privately issued | $13,896,000 | 407 |
| 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) | $13,896,000 | 948 |
| Available-for-sale securities (fair market value) | $73,746,000 | 1,387 |
| Total debt securities | $87,642,000 | 1,330 |
| 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 | $84,866,000 | 1,422 |
| U.S. Government securities | $46,061,000 | 1,795 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $46,061,000 | 1,764 |
| Securities issued by states & political subdivisions | $24,297,000 | 900 |
| Other domestic debt securities | $14,508,000 | 691 |
| Privately issued residential mortgage-backed securities | $14,508,000 | 424 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,943,000 | 1,552 |
| Mortgage-backed securities | $60,569,000 | 975 |
| Certificates of participation in pools of residential mortgages | $5,093,000 | 3,620 |
| Issued or guaranteed by U.S. | $5,093,000 | 3,605 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $55,476,000 | 422 |
| CMOs issued by government agencies or sponsored agencies | $40,968,000 | 358 |
| Privately issued | $14,508,000 | 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) | $14,508,000 | 921 |
| Available-for-sale securities (fair market value) | $70,358,000 | 1,480 |
| Total debt securities | $84,866,000 | 1,390 |
| 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 | $86,495,000 | 1,391 |
| U.S. Government securities | $46,206,000 | 1,790 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $46,206,000 | 1,757 |
| Securities issued by states & political subdivisions | $24,927,000 | 860 |
| Other domestic debt securities | $15,362,000 | 645 |
| Privately issued residential mortgage-backed securities | $15,362,000 | 395 |
| 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 | $32,754,000 | 1,485 |
| Mortgage-backed securities | $61,568,000 | 918 |
| Certificates of participation in pools of residential mortgages | $3,300,000 | 4,074 |
| Issued or guaranteed by U.S. | $3,300,000 | 4,060 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $58,268,000 | 413 |
| CMOs issued by government agencies or sponsored agencies | $42,906,000 | 340 |
| Privately issued | $15,362,000 | 367 |
| 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) | $15,362,000 | 883 |
| Available-for-sale securities (fair market value) | $71,133,000 | 1,460 |
| Total debt securities | $86,495,000 | 1,352 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| 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 | $77,881,000 | 1,529 |
| U.S. Government securities | $48,639,000 | 1,714 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $48,639,000 | 1,679 |
| Securities issued by states & political subdivisions | $24,789,000 | 836 |
| Other domestic debt securities | $4,453,000 | 1,192 |
| Privately issued residential mortgage-backed securities | $4,453,000 | 650 |
| 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 | $27,857,000 | 1,702 |
| Mortgage-backed securities | $48,594,000 | 1,008 |
| Certificates of participation in pools of residential mortgages | $2,104,000 | 4,305 |
| Issued or guaranteed by U.S. | $2,104,000 | 4,290 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $46,490,000 | 447 |
| CMOs issued by government agencies or sponsored agencies | $42,037,000 | 347 |
| Privately issued | $4,453,000 | 611 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $77,881,000 | 1,326 |
| Total debt securities | $77,881,000 | 1,490 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $80,271,000 | 1,485 |
| U.S. Government securities | $52,946,000 | 1,607 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $52,946,000 | 1,572 |
| Securities issued by states & political subdivisions | $24,070,000 | 843 |
| Other domestic debt securities | $3,255,000 | 1,307 |
| Privately issued residential mortgage-backed securities | $3,255,000 | 681 |
| 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 | $30,900,000 | 1,522 |
| Mortgage-backed securities | $49,908,000 | 926 |
| Certificates of participation in pools of residential mortgages | $2,290,000 | 4,058 |
| Issued or guaranteed by U.S. | $2,290,000 | 4,044 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $47,618,000 | 422 |
| CMOs issued by government agencies or sponsored agencies | $44,363,000 | 327 |
| Privately issued | $3,255,000 | 645 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $80,271,000 | 1,287 |
| Total debt securities | $80,271,000 | 1,449 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $75,387,000 | 1,567 |
| U.S. Government securities | $55,743,000 | 1,520 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $55,743,000 | 1,494 |
| Securities issued by states & political subdivisions | $19,644,000 | 1,052 |
| 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 | $32,444,000 | 1,443 |
| Mortgage-backed securities | $49,474,000 | 921 |
| Certificates of participation in pools of residential mortgages | $2,501,000 | 3,930 |
| Issued or guaranteed by U.S. | $2,501,000 | 3,918 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $46,973,000 | 425 |
| CMOs issued by government agencies or sponsored agencies | $46,973,000 | 320 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $75,387,000 | 1,354 |
| Total debt securities | $75,387,000 | 1,534 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| 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 | $73,314,000 | 1,616 |
| U.S. Government securities | $56,952,000 | 1,494 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $56,952,000 | 1,462 |
| Securities issued by states & political subdivisions | $16,362,000 | 1,268 |
| 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 | $40,128,000 | 1,194 |
| Mortgage-backed securities | $50,689,000 | 904 |
| Certificates of participation in pools of residential mortgages | $1,647,000 | 4,383 |
| Issued or guaranteed by U.S. | $1,647,000 | 4,366 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $49,042,000 | 411 |
| CMOs issued by government agencies or sponsored agencies | $49,042,000 | 296 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $73,314,000 | 1,393 |
| Total debt securities | $73,314,000 | 1,579 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| 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 | $74,399,000 | 1,616 |
| U.S. Government securities | $57,279,000 | 1,531 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $57,279,000 | 1,496 |
| Securities issued by states & political subdivisions | $17,120,000 | 1,198 |
| 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 | $30,541,000 | 1,545 |
| Mortgage-backed securities | $51,028,000 | 915 |
| Certificates of participation in pools of residential mortgages | $1,739,000 | 4,334 |
| Issued or guaranteed by U.S. | $1,739,000 | 4,319 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $49,289,000 | 413 |
| CMOs issued by government agencies or sponsored agencies | $49,289,000 | 310 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $74,399,000 | 1,398 |
| Total debt securities | $74,399,000 | 1,580 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| 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 | $76,010,000 | 1,596 |
| U.S. Government securities | $58,765,000 | 1,526 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $58,765,000 | 1,490 |
| Securities issued by states & political subdivisions | $17,245,000 | 1,168 |
| 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 | $31,727,000 | 1,466 |
| Mortgage-backed securities | $44,533,000 | 1,023 |
| Certificates of participation in pools of residential mortgages | $1,784,000 | 4,308 |
| Issued or guaranteed by U.S. | $1,784,000 | 4,286 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $42,749,000 | 447 |
| CMOs issued by government agencies or sponsored agencies | $42,749,000 | 352 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $76,010,000 | 1,375 |
| Total debt securities | $76,010,000 | 1,567 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $78,058,000 | 1,557 |
| U.S. Government securities | $61,260,000 | 1,468 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $61,260,000 | 1,433 |
| Securities issued by states & political subdivisions | $16,798,000 | 1,190 |
| 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 | $32,816,000 | 1,411 |
| Mortgage-backed securities | $47,196,000 | 975 |
| Certificates of participation in pools of residential mortgages | $1,909,000 | 4,233 |
| Issued or guaranteed by U.S. | $1,909,000 | 4,218 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $45,287,000 | 425 |
| CMOs issued by government agencies or sponsored agencies | $45,287,000 | 326 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $78,058,000 | 1,337 |
| Total debt securities | $78,058,000 | 1,519 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| 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 | $82,462,000 | 1,492 |
| U.S. Government securities | $65,498,000 | 1,389 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $65,498,000 | 1,345 |
| Securities issued by states & political subdivisions | $16,964,000 | 1,182 |
| 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 | $34,526,000 | 1,349 |
| Mortgage-backed securities | $51,378,000 | 924 |
| Certificates of participation in pools of residential mortgages | $2,190,000 | 4,107 |
| Issued or guaranteed by U.S. | $2,190,000 | 4,093 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $49,188,000 | 406 |
| CMOs issued by government agencies or sponsored agencies | $49,188,000 | 313 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $82,462,000 | 1,289 |
| Total debt securities | $82,462,000 | 1,456 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| 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 | $87,852,000 | 1,397 |
| U.S. Government securities | $70,719,000 | 1,285 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $70,719,000 | 1,238 |
| Securities issued by states & political subdivisions | $17,133,000 | 1,163 |
| 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 | $36,591,000 | 1,261 |
| Mortgage-backed securities | $56,504,000 | 855 |
| Certificates of participation in pools of residential mortgages | $2,622,000 | 3,906 |
| Issued or guaranteed by U.S. | $2,622,000 | 3,891 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $53,882,000 | 379 |
| CMOs issued by government agencies or sponsored agencies | $53,882,000 | 289 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $87,852,000 | 1,186 |
| Total debt securities | $87,852,000 | 1,362 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $94,638,000 | 1,295 |
| U.S. Government securities | $77,768,000 | 1,154 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $77,768,000 | 1,115 |
| Securities issued by states & political subdivisions | $16,870,000 | 1,180 |
| 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 | $39,526,000 | 1,149 |
| Mortgage-backed securities | $63,458,000 | 784 |
| Certificates of participation in pools of residential mortgages | $3,020,000 | 3,796 |
| Issued or guaranteed by U.S. | $3,020,000 | 3,782 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $60,438,000 | 349 |
| CMOs issued by government agencies or sponsored agencies | $60,438,000 | 273 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $94,638,000 | 1,103 |
| Total debt securities | $94,637,000 | 1,268 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $103,761,000 | 1,205 |
| U.S. Government securities | $86,677,000 | 1,049 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $86,677,000 | 1,011 |
| Securities issued by states & political subdivisions | $17,084,000 | 1,152 |
| 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 | $0 | 7,094 |
| Mortgage-backed securities | $71,116,000 | 736 |
| Certificates of participation in pools of residential mortgages | $3,537,000 | 3,684 |
| Issued or guaranteed by U.S. | $3,537,000 | 3,670 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $67,579,000 | 338 |
| CMOs issued by government agencies or sponsored agencies | $67,579,000 | 267 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $103,761,000 | 1,034 |
| Total debt securities | $103,761,000 | 1,170 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $105,572,000 | 1,203 |
| U.S. Government securities | $90,839,000 | 1,025 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $90,839,000 | 984 |
| Securities issued by states & political subdivisions | $14,733,000 | 1,337 |
| 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 | $0 | 7,151 |
| Mortgage-backed securities | $75,465,000 | 733 |
| Certificates of participation in pools of residential mortgages | $3,935,000 | 3,626 |
| Issued or guaranteed by U.S. | $3,935,000 | 3,616 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $71,530,000 | 342 |
| CMOs issued by government agencies or sponsored agencies | $71,530,000 | 269 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $105,572,000 | 1,027 |
| Total debt securities | $105,572,000 | 1,163 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $105,388,000 | 1,215 |
| U.S. Government securities | $90,868,000 | 1,043 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $90,868,000 | 1,007 |
| Securities issued by states & political subdivisions | $14,520,000 | 1,369 |
| 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 | $0 | 7,176 |
| Mortgage-backed securities | $77,185,000 | 744 |
| Certificates of participation in pools of residential mortgages | $4,470,000 | 3,482 |
| Issued or guaranteed by U.S. | $4,470,000 | 3,472 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $72,715,000 | 344 |
| CMOs issued by government agencies or sponsored agencies | $72,715,000 | 271 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $105,388,000 | 1,036 |
| Total debt securities | $105,388,000 | 1,186 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $105,155,000 | 1,216 |
| U.S. Government securities | $90,658,000 | 1,044 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $90,658,000 | 1,003 |
| Securities issued by states & political subdivisions | $14,497,000 | 1,376 |
| 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 | $0 | 7,214 |
| Mortgage-backed securities | $79,349,000 | 728 |
| Certificates of participation in pools of residential mortgages | $5,809,000 | 3,117 |
| Issued or guaranteed by U.S. | $5,809,000 | 3,111 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $73,540,000 | 338 |
| CMOs issued by government agencies or sponsored agencies | $73,540,000 | 266 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $105,155,000 | 1,033 |
| Total debt securities | $105,155,000 | 1,180 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $103,410,000 | 1,256 |
| U.S. Government securities | $88,516,000 | 1,075 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $88,516,000 | 1,031 |
| Securities issued by states & political subdivisions | $14,840,000 | 1,312 |
| 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 | $54,000 | 2,036 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $78,924,000 | 744 |
| Certificates of participation in pools of residential mortgages | $6,376,000 | 3,044 |
| Issued or guaranteed by U.S. | $6,376,000 | 3,037 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $72,548,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $72,548,000 | 273 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $103,410,000 | 1,060 |
| Total debt securities | $103,356,000 | 1,226 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $108,849,000 | 1,205 |
| U.S. Government securities | $89,989,000 | 1,059 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $89,989,000 | 1,014 |
| Securities issued by states & political subdivisions | $18,303,000 | 1,048 |
| 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 | $557,000 | 1,513 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $84,589,000 | 727 |
| Certificates of participation in pools of residential mortgages | $12,610,000 | 2,100 |
| Issued or guaranteed by U.S. | $12,610,000 | 2,092 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $71,979,000 | 363 |
| CMOs issued by government agencies or sponsored agencies | $71,979,000 | 290 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $108,849,000 | 1,030 |
| Total debt securities | $108,292,000 | 1,171 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $108,281,000 | 1,254 |
| U.S. Government securities | $89,107,000 | 1,122 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $89,107,000 | 1,073 |
| Securities issued by states & political subdivisions | $18,232,000 | 1,064 |
| 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 | $942,000 | 1,375 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $85,763,000 | 729 |
| Certificates of participation in pools of residential mortgages | $13,372,000 | 2,054 |
| Issued or guaranteed by U.S. | $13,372,000 | 2,040 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $72,391,000 | 361 |
| CMOs issued by government agencies or sponsored agencies | $72,391,000 | 317 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $108,281,000 | 1,070 |
| Total debt securities | $107,339,000 | 1,228 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $109,392,000 | 1,214 |
| U.S. Government securities | $89,901,000 | 1,090 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $89,901,000 | 1,042 |
| Securities issued by states & political subdivisions | $17,970,000 | 1,085 |
| Other domestic debt securities | $1,009,000 | 2,686 |
| 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 | $1,009,000 | 2,390 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $512,000 | 1,621 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $87,518,000 | 715 |
| Certificates of participation in pools of residential mortgages | $14,868,000 | 1,906 |
| Issued or guaranteed by U.S. | $14,868,000 | 1,898 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $72,650,000 | 361 |
| CMOs issued by government agencies or sponsored agencies | $72,650,000 | 319 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $109,392,000 | 1,032 |
| Total debt securities | $108,880,000 | 1,185 |
| 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 | $107,078,000 | 1,231 |
| U.S. Government securities | $88,834,000 | 1,056 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $88,834,000 | 1,015 |
| Securities issued by states & political subdivisions | $7,332,000 | 2,430 |
| Other domestic debt securities | $5,199,000 | 1,355 |
| 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 | $5,199,000 | 1,099 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $5,713,000 | 636 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $84,279,000 | 729 |
| Certificates of participation in pools of residential mortgages | $13,367,000 | 1,993 |
| Issued or guaranteed by U.S. | $13,367,000 | 1,985 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $70,912,000 | 386 |
| CMOs issued by government agencies or sponsored agencies | $70,912,000 | 338 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $107,078,000 | 1,050 |
| Total debt securities | $101,365,000 | 1,228 |
| 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 | $97,536,000 | 1,300 |
| U.S. Government securities | $70,639,000 | 1,292 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $70,639,000 | 1,233 |
| Securities issued by states & political subdivisions | $5,031,000 | 2,930 |
| Other domestic debt securities | $6,745,000 | 1,181 |
| 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 | $6,745,000 | 945 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $15,121,000 | 308 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $65,087,000 | 863 |
| Certificates of participation in pools of residential mortgages | $12,537,000 | 2,061 |
| Issued or guaranteed by U.S. | $12,537,000 | 2,053 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $52,550,000 | 451 |
| CMOs issued by government agencies or sponsored agencies | $52,550,000 | 406 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $97,536,000 | 1,094 |
| Total debt securities | $82,415,000 | 1,479 |
| 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 | $83,133,000 | 1,481 |
| U.S. Government securities | $58,761,000 | 1,503 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $58,761,000 | 1,442 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $7,783,000 | 1,091 |
| 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 | $7,783,000 | 866 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $16,589,000 | 276 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $52,431,000 | 987 |
| Certificates of participation in pools of residential mortgages | $10,701,000 | 2,256 |
| Issued or guaranteed by U.S. | $10,701,000 | 2,243 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $41,730,000 | 531 |
| CMOs issued by government agencies or sponsored agencies | $41,730,000 | 485 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $83,133,000 | 1,246 |
| Total debt securities | $66,544,000 | 1,759 |
| 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 | $50,630,000 | 2,174 |
| U.S. Government securities | $31,414,000 | 2,443 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $31,414,000 | 2,309 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $10,977,000 | 901 |
| 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 | $10,977,000 | 678 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $8,239,000 | 484 |
| 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 | $17,693,000 | 2,026 |
| Certificates of participation in pools of residential mortgages | $17,366,000 | 1,452 |
| Issued or guaranteed by U.S. | $17,366,000 | 1,444 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $327,000 | 3,919 |
| CMOs issued by government agencies or sponsored agencies | $327,000 | 3,745 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $50,630,000 | 1,808 |
| Total debt securities | $42,391,000 | 2,477 |
| 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 | $38,131,000 | 2,804 |
| U.S. Government securities | $22,879,000 | 3,293 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $22,879,000 | 3,046 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $9,009,000 | 858 |
| Privately issued residential mortgage-backed securities | $963,000 | 754 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,046,000 | 749 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $6,243,000 | 733 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $11,844,000 | 2,106 |
| Certificates of participation in pools of residential mortgages | $9,500,000 | 1,794 |
| Issued or guaranteed by U.S. | $9,500,000 | 1,782 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,344,000 | 2,158 |
| CMOs issued by government agencies or sponsored agencies | $1,381,000 | 2,451 |
| Privately issued | $963,000 | 665 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $38,131,000 | 2,232 |
| Total debt securities | $31,888,000 | 3,189 |
| 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 | $35,174,000 | 3,138 |
| U.S. Government securities | $20,702,000 | 3,742 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $20,702,000 | 3,376 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $7,921,000 | 941 |
| 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 | $7,921,000 | 758 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $6,551,000 | 684 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $12,054,000 | 2,252 |
| Certificates of participation in pools of residential mortgages | $10,498,000 | 1,830 |
| Issued or guaranteed by U.S. | $10,498,000 | 1,818 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,556,000 | 2,654 |
| CMOs issued by government agencies or sponsored agencies | $1,556,000 | 2,514 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $35,174,000 | 2,445 |
| Total debt securities | $28,623,000 | 3,623 |
| 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 | $31,307,000 | 3,498 |
| U.S. Government securities | $18,286,000 | 4,174 |
| U.S. Treasury securities | $252,000 | 6,462 |
| U.S. Government agency obligations | $18,034,000 | 3,592 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $8,178,000 | 868 |
| 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 | $8,178,000 | 681 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $4,843,000 | 844 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $14,054,000 | 2,168 |
| Certificates of participation in pools of residential mortgages | $13,104,000 | 1,637 |
| Issued or guaranteed by U.S. | $13,104,000 | 1,626 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $950,000 | 3,350 |
| CMOs issued by government agencies or sponsored agencies | $950,000 | 3,199 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $31,307,000 | 2,689 |
| Total debt securities | $26,464,000 | 3,884 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $39,452,000 | 2,860 |
| U.S. Government securities | $30,294,000 | 2,894 |
| U.S. Treasury securities | $996,000 | 6,557 |
| U.S. Government agency obligations | $29,298,000 | 2,349 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $1,990,000 | 1,381 |
| 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 | $1,990,000 | 1,097 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $7,168,000 | 579 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $15,391,000 | 1,981 |
| Certificates of participation in pools of residential mortgages | $14,451,000 | 1,521 |
| Issued or guaranteed by U.S. | $14,451,000 | 1,511 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $940,000 | 3,504 |
| CMOs issued by government agencies or sponsored agencies | $940,000 | 3,383 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $39,452,000 | 2,020 |
| Total debt securities | $32,284,000 | 3,326 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,189 |
| Fair value | $995,000 | 1,333 |
| 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 | $41,403,000 | 2,921 |
| U.S. Government securities | $35,982,000 | 2,684 |
| U.S. Treasury securities | $2,925,000 | 5,190 |
| U.S. Government agency obligations | $33,057,000 | 2,179 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $2,108,000 | 1,462 |
| Privately issued residential mortgage-backed securities | $120,000 | 1,484 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,988,000 | 1,130 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $3,313,000 | 1,031 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $15,997,000 | 2,169 |
| Certificates of participation in pools of residential mortgages | $14,947,000 | 1,650 |
| Issued or guaranteed by U.S. | $14,947,000 | 1,636 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,050,000 | 3,752 |
| CMOs issued by government agencies or sponsored agencies | $930,000 | 3,782 |
| Privately issued | $120,000 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $41,403,000 | 1,994 |
| Total debt securities | $39,036,000 | 3,010 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 495 |
| Fair value | $3,962,000 | 514 |
| 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 | $41,399,000 | 3,042 |
| U.S. Government securities | $36,520,000 | 2,762 |
| U.S. Treasury securities | $2,033,000 | 6,967 |
| U.S. Government agency obligations | $34,487,000 | 2,029 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $2,465,000 | 1,619 |
| Privately issued residential mortgage-backed securities | $476,000 | 1,213 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,989,000 | 1,410 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $2,414,000 | 1,266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $14,458,000 | 2,443 |
| Certificates of participation in pools of residential mortgages | $13,034,000 | 1,813 |
| Issued or guaranteed by U.S. | $13,034,000 | 1,795 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,424,000 | 3,890 |
| CMOs issued by government agencies or sponsored agencies | $948,000 | 4,183 |
| Privately issued | $476,000 | 956 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $41,399,000 | 2,044 |
| Total debt securities | $38,802,000 | 3,169 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 887 |
| Fair value | $3,973,000 | 909 |
| 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 | $38,280,000 | 3,445 |
| U.S. Government securities | $33,907,000 | 3,088 |
| U.S. Treasury securities | $3,196,000 | 6,920 |
| U.S. Government agency obligations | $30,711,000 | 2,208 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $2,640,000 | 1,741 |
| Privately issued residential mortgage-backed securities | $775,000 | 1,047 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,865,000 | 1,670 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $1,733,000 | 1,435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $15,778,000 | 2,402 |
| Certificates of participation in pools of residential mortgages | $12,384,000 | 1,957 |
| Issued or guaranteed by U.S. | $12,384,000 | 1,934 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $3,394,000 | 2,859 |
| CMOs issued by government agencies or sponsored agencies | $2,619,000 | 3,080 |
| Privately issued | $775,000 | 827 |
| 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) | $15,494,000 | 4,212 |
| Available-for-sale securities (fair market value) | $22,786,000 | 2,498 |
| Total debt securities | $38,840,000 | 3,309 |
| 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 | $40,404,000 | 3,436 |
| U.S. Government securities | $31,903,000 | 3,393 |
| U.S. Treasury securities | $986,000 | 10,153 |
| U.S. Government agency obligations | $30,917,000 | 2,237 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $2,627,000 | 2,046 |
| Privately issued residential mortgage-backed securities | $1,627,000 | 950 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 2,570 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $5,874,000 | 633 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $25,564,000 | 1,899 |
| Certificates of participation in pools of residential mortgages | $19,924,000 | 1,496 |
| Issued or guaranteed by U.S. | $19,924,000 | 1,473 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $5,640,000 | 2,450 |
| CMOs issued by government agencies or sponsored agencies | $4,013,000 | 2,808 |
| Privately issued | $1,627,000 | 688 |
| 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 | $34,530,000 | 3,867 |
| 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 | $34,727,000 | 3,932 |
| U.S. Government securities | $20,238,000 | 5,013 |
| U.S. Treasury securities | $3,025,000 | 7,506 |
| U.S. Government agency obligations | $17,213,000 | 3,688 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $3,202,000 | 2,241 |
| Privately issued residential mortgage-backed securities | $2,202,000 | 1,129 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 2,948 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $11,287,000 | 282 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $16,415,000 | 2,672 |
| Certificates of participation in pools of residential mortgages | $13,441,000 | 2,053 |
| Issued or guaranteed by U.S. | $13,441,000 | 2,011 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,974,000 | 3,474 |
| CMOs issued by government agencies or sponsored agencies | $772,000 | 5,017 |
| Privately issued | $2,202,000 | 843 |
| 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 | $23,440,000 | 5,332 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,959,000 | 177 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |