Home > Mansfield Co-operative Bank > Securities
Mansfield Co-operative Bank, Securities
| 2020-09-30 | Rank | |
| Total securities | $58,639,000 | 1,994 |
| U.S. Government securities | $37,007,000 | 1,763 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $37,007,000 | 1,680 |
| Securities issued by states & political subdivisions | $21,632,000 | 1,707 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $36,006,000 | 1,453 |
| Certificates of participation in pools of residential mortgages | $21,579,000 | 1,344 |
| Issued or guaranteed by U.S. | $21,579,000 | 1,310 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $9,970,000 | 1,120 |
| CMOs issued by government agencies or sponsored agencies | $9,970,000 | 1,085 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $4,457,000 | 1,080 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $4,457,000 | 709 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $58,639,000 | 1,863 |
| Total debt securities | $58,639,000 | 1,975 |
| 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 | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $52,148,000 | 2,102 |
| U.S. Government securities | $32,605,000 | 1,900 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $32,605,000 | 1,803 |
| Securities issued by states & political subdivisions | $19,543,000 | 1,708 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| 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 | $100,000 | 4,218 |
| Mortgage-backed securities | $32,605,000 | 1,524 |
| Certificates of participation in pools of residential mortgages | $18,813,000 | 1,446 |
| Issued or guaranteed by U.S. | $18,813,000 | 1,407 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $9,256,000 | 1,201 |
| CMOs issued by government agencies or sponsored agencies | $9,256,000 | 1,162 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $4,536,000 | 1,054 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $4,536,000 | 677 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $52,148,000 | 1,960 |
| Total debt securities | $52,146,000 | 2,082 |
| 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 | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $51,349,000 | 2,071 |
| U.S. Government securities | $32,947,000 | 1,906 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $32,947,000 | 1,815 |
| Securities issued by states & political subdivisions | $18,402,000 | 1,649 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $32,196,000 | 1,521 |
| Certificates of participation in pools of residential mortgages | $19,253,000 | 1,427 |
| Issued or guaranteed by U.S. | $19,253,000 | 1,388 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $9,440,000 | 1,212 |
| CMOs issued by government agencies or sponsored agencies | $9,440,000 | 1,173 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $3,503,000 | 1,143 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $3,503,000 | 730 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $51,349,000 | 1,932 |
| Total debt securities | $51,349,000 | 2,052 |
| 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 | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $46,836,000 | 2,207 |
| U.S. Government securities | $29,757,000 | 2,058 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $29,757,000 | 1,946 |
| Securities issued by states & political subdivisions | $17,079,000 | 1,706 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $29,008,000 | 1,581 |
| Certificates of participation in pools of residential mortgages | $17,244,000 | 1,464 |
| Issued or guaranteed by U.S. | $17,244,000 | 1,425 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $8,894,000 | 1,231 |
| CMOs issued by government agencies or sponsored agencies | $8,894,000 | 1,194 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,870,000 | 1,195 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $2,870,000 | 748 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $46,836,000 | 2,055 |
| Total debt securities | $46,836,000 | 2,187 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $47,400,000 | 2,167 |
| U.S. Government securities | $29,907,000 | 2,081 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $29,907,000 | 1,978 |
| Securities issued by states & political subdivisions | $17,493,000 | 1,673 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $29,159,000 | 1,550 |
| Certificates of participation in pools of residential mortgages | $18,592,000 | 1,359 |
| Issued or guaranteed by U.S. | $18,592,000 | 1,322 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $8,667,000 | 1,273 |
| CMOs issued by government agencies or sponsored agencies | $8,667,000 | 1,237 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,900,000 | 1,341 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $1,900,000 | 835 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $47,400,000 | 2,002 |
| Total debt securities | $47,399,000 | 2,152 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $49,990,000 | 2,123 |
| U.S. Government securities | $31,822,000 | 2,030 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $31,822,000 | 1,916 |
| Securities issued by states & political subdivisions | $18,168,000 | 1,664 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $30,074,000 | 1,498 |
| Certificates of participation in pools of residential mortgages | $19,879,000 | 1,293 |
| Issued or guaranteed by U.S. | $19,879,000 | 1,277 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $8,236,000 | 1,293 |
| CMOs issued by government agencies or sponsored agencies | $8,236,000 | 1,254 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,959,000 | 1,319 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $1,959,000 | 805 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $49,990,000 | 1,965 |
| Total debt securities | $49,990,000 | 2,109 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $50,231,000 | 2,159 |
| U.S. Government securities | $30,108,000 | 2,130 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $30,108,000 | 2,001 |
| Securities issued by states & political subdivisions | $20,123,000 | 1,600 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $28,362,000 | 1,548 |
| Certificates of participation in pools of residential mortgages | $19,894,000 | 1,310 |
| Issued or guaranteed by U.S. | $19,894,000 | 1,293 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $7,592,000 | 1,347 |
| CMOs issued by government agencies or sponsored agencies | $7,592,000 | 1,306 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $876,000 | 1,519 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $876,000 | 938 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $50,231,000 | 1,993 |
| Total debt securities | $50,230,000 | 2,142 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $50,061,000 | 2,186 |
| U.S. Government securities | $29,063,000 | 2,184 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $29,063,000 | 2,073 |
| Securities issued by states & political subdivisions | $20,998,000 | 1,587 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $27,320,000 | 1,582 |
| Certificates of participation in pools of residential mortgages | $18,549,000 | 1,374 |
| Issued or guaranteed by U.S. | $18,549,000 | 1,360 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $7,841,000 | 1,310 |
| CMOs issued by government agencies or sponsored agencies | $7,841,000 | 1,266 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $930,000 | 1,471 |
| Commercial mortgage pass-through securities | $930,000 | 1,105 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $50,061,000 | 2,011 |
| Total debt securities | $50,061,000 | 2,165 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $51,276,000 | 2,153 |
| U.S. Government securities | $29,702,000 | 2,181 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $29,702,000 | 2,067 |
| Securities issued by states & political subdivisions | $21,574,000 | 1,568 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $27,212,000 | 1,600 |
| Certificates of participation in pools of residential mortgages | $19,335,000 | 1,347 |
| Issued or guaranteed by U.S. | $19,335,000 | 1,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $6,972,000 | 1,358 |
| CMOs issued by government agencies or sponsored agencies | $6,972,000 | 1,313 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $905,000 | 1,460 |
| Commercial mortgage pass-through securities | $905,000 | 1,087 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $51,276,000 | 1,981 |
| Total debt securities | $51,274,000 | 2,138 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $52,260,000 | 2,178 |
| U.S. Government securities | $30,114,000 | 2,151 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $30,114,000 | 2,038 |
| Securities issued by states & political subdivisions | $22,146,000 | 1,588 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $26,870,000 | 1,633 |
| Certificates of participation in pools of residential mortgages | $19,525,000 | 1,386 |
| Issued or guaranteed by U.S. | $19,525,000 | 1,334 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $6,343,000 | 1,425 |
| CMOs issued by government agencies or sponsored agencies | $6,343,000 | 1,375 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,002,000 | 1,371 |
| Commercial mortgage pass-through securities | $1,002,000 | 999 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $52,260,000 | 1,997 |
| Total debt securities | $52,261,000 | 2,158 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $54,656,000 | 2,128 |
| U.S. Government securities | $30,556,000 | 2,181 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $30,556,000 | 2,081 |
| Securities issued by states & political subdivisions | $24,100,000 | 1,519 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $26,228,000 | 1,637 |
| Certificates of participation in pools of residential mortgages | $20,655,000 | 1,363 |
| Issued or guaranteed by U.S. | $20,655,000 | 1,360 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,573,000 | 1,503 |
| CMOs issued by government agencies or sponsored agencies | $5,573,000 | 1,455 |
| 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) | $54,656,000 | 1,953 |
| Total debt securities | $54,656,000 | 2,108 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $53,559,000 | 2,188 |
| U.S. Government securities | $29,031,000 | 2,270 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $29,031,000 | 2,175 |
| Securities issued by states & political subdivisions | $24,528,000 | 1,550 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $24,604,000 | 1,717 |
| Certificates of participation in pools of residential mortgages | $19,765,000 | 1,432 |
| Issued or guaranteed by U.S. | $19,765,000 | 1,431 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $4,839,000 | 1,581 |
| CMOs issued by government agencies or sponsored agencies | $4,839,000 | 1,526 |
| 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) | $53,559,000 | 2,012 |
| Total debt securities | $53,559,000 | 2,168 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $54,477,000 | 2,183 |
| U.S. Government securities | $30,739,000 | 2,209 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $30,739,000 | 2,112 |
| Securities issued by states & political subdivisions | $23,738,000 | 1,629 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $26,233,000 | 1,671 |
| Certificates of participation in pools of residential mortgages | $21,056,000 | 1,405 |
| Issued or guaranteed by U.S. | $21,056,000 | 1,402 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,177,000 | 1,539 |
| CMOs issued by government agencies or sponsored agencies | $5,177,000 | 1,488 |
| 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) | $54,477,000 | 2,007 |
| Total debt securities | $54,477,000 | 2,163 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $53,673,000 | 2,240 |
| U.S. Government securities | $30,303,000 | 2,281 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $30,303,000 | 2,180 |
| Securities issued by states & political subdivisions | $23,370,000 | 1,647 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $26,832,000 | 1,668 |
| Certificates of participation in pools of residential mortgages | $21,360,000 | 1,428 |
| Issued or guaranteed by U.S. | $21,360,000 | 1,427 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,472,000 | 1,524 |
| CMOs issued by government agencies or sponsored agencies | $5,472,000 | 1,470 |
| 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) | $53,673,000 | 2,055 |
| Total debt securities | $53,673,000 | 2,220 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $54,419,000 | 2,247 |
| U.S. Government securities | $31,610,000 | 2,229 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $31,610,000 | 2,132 |
| Securities issued by states & political subdivisions | $22,782,000 | 1,695 |
| Other domestic debt securities | $27,000 | 2,118 |
| Privately issued residential mortgage-backed securities | $27,000 | 601 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $28,127,000 | 1,651 |
| Certificates of participation in pools of residential mortgages | $23,634,000 | 1,357 |
| Issued or guaranteed by U.S. | $23,634,000 | 1,356 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,493,000 | 1,666 |
| CMOs issued by government agencies or sponsored agencies | $4,466,000 | 1,617 |
| Privately issued | $27,000 | 568 |
| 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) | $54,419,000 | 2,060 |
| Total debt securities | $54,419,000 | 2,225 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $54,865,000 | 2,226 |
| U.S. Government securities | $31,321,000 | 2,234 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $31,321,000 | 2,135 |
| Securities issued by states & political subdivisions | $23,513,000 | 1,660 |
| Other domestic debt securities | $31,000 | 2,135 |
| Privately issued residential mortgage-backed securities | $31,000 | 619 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $27,816,000 | 1,664 |
| Certificates of participation in pools of residential mortgages | $24,151,000 | 1,352 |
| Issued or guaranteed by U.S. | $24,151,000 | 1,351 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,665,000 | 1,790 |
| CMOs issued by government agencies or sponsored agencies | $3,634,000 | 1,734 |
| Privately issued | $31,000 | 584 |
| 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) | $54,865,000 | 2,041 |
| Total debt securities | $54,865,000 | 2,198 |
| 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 | $54,798,000 | 2,205 |
| U.S. Government securities | $32,903,000 | 2,155 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $32,903,000 | 2,069 |
| Securities issued by states & political subdivisions | $21,858,000 | 1,771 |
| Other domestic debt securities | $37,000 | 2,140 |
| Privately issued residential mortgage-backed securities | $37,000 | 615 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $29,339,000 | 1,615 |
| Certificates of participation in pools of residential mortgages | $25,377,000 | 1,307 |
| Issued or guaranteed by U.S. | $25,377,000 | 1,306 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,962,000 | 1,758 |
| CMOs issued by government agencies or sponsored agencies | $3,925,000 | 1,695 |
| Privately issued | $37,000 | 583 |
| 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) | $54,798,000 | 2,021 |
| Total debt securities | $54,798,000 | 2,179 |
| 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 | $55,480,000 | 2,218 |
| U.S. Government securities | $33,501,000 | 2,181 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $33,501,000 | 2,090 |
| Securities issued by states & political subdivisions | $21,938,000 | 1,765 |
| Other domestic debt securities | $41,000 | 2,181 |
| Privately issued residential mortgage-backed securities | $41,000 | 635 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $29,898,000 | 1,603 |
| Certificates of participation in pools of residential mortgages | $25,697,000 | 1,303 |
| Issued or guaranteed by U.S. | $25,697,000 | 1,299 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,201,000 | 1,740 |
| CMOs issued by government agencies or sponsored agencies | $4,160,000 | 1,680 |
| Privately issued | $41,000 | 599 |
| 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) | $55,480,000 | 2,021 |
| Total debt securities | $55,480,000 | 2,194 |
| 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 | $55,737,000 | 2,240 |
| U.S. Government securities | $34,238,000 | 2,212 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $34,238,000 | 2,125 |
| Securities issued by states & political subdivisions | $21,453,000 | 1,760 |
| Other domestic debt securities | $46,000 | 2,194 |
| Privately issued residential mortgage-backed securities | $46,000 | 634 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $30,629,000 | 1,587 |
| Certificates of participation in pools of residential mortgages | $26,200,000 | 1,268 |
| Issued or guaranteed by U.S. | $26,200,000 | 1,266 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,429,000 | 1,710 |
| CMOs issued by government agencies or sponsored agencies | $4,383,000 | 1,650 |
| Privately issued | $46,000 | 602 |
| 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) | $55,737,000 | 2,038 |
| Total debt securities | $55,737,000 | 2,216 |
| 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 | $53,727,000 | 2,333 |
| U.S. Government securities | $33,435,000 | 2,276 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $33,435,000 | 2,192 |
| Securities issued by states & political subdivisions | $20,239,000 | 1,857 |
| Other domestic debt securities | $53,000 | 2,183 |
| Privately issued residential mortgage-backed securities | $53,000 | 632 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $29,805,000 | 1,614 |
| Certificates of participation in pools of residential mortgages | $25,209,000 | 1,330 |
| Issued or guaranteed by U.S. | $25,209,000 | 1,329 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,596,000 | 1,690 |
| CMOs issued by government agencies or sponsored agencies | $4,543,000 | 1,641 |
| Privately issued | $53,000 | 602 |
| 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) | $53,727,000 | 2,123 |
| Total debt securities | $53,727,000 | 2,311 |
| 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 | $54,859,000 | 2,329 |
| U.S. Government securities | $35,708,000 | 2,220 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $35,708,000 | 2,133 |
| Securities issued by states & political subdivisions | $19,093,000 | 1,920 |
| Other domestic debt securities | $58,000 | 2,221 |
| Privately issued residential mortgage-backed securities | $58,000 | 643 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $32,012,000 | 1,567 |
| Certificates of participation in pools of residential mortgages | $27,100,000 | 1,259 |
| Issued or guaranteed by U.S. | $27,100,000 | 1,259 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $4,912,000 | 1,660 |
| CMOs issued by government agencies or sponsored agencies | $4,854,000 | 1,611 |
| Privately issued | $58,000 | 612 |
| 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) | $54,859,000 | 2,111 |
| Total debt securities | $54,859,000 | 2,304 |
| 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 | $55,350,000 | 2,347 |
| U.S. Government securities | $37,869,000 | 2,197 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $37,869,000 | 2,112 |
| Securities issued by states & political subdivisions | $17,406,000 | 2,022 |
| Other domestic debt securities | $75,000 | 2,236 |
| Privately issued residential mortgage-backed securities | $75,000 | 647 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $34,182,000 | 1,539 |
| Certificates of participation in pools of residential mortgages | $29,000,000 | 1,243 |
| Issued or guaranteed by U.S. | $29,000,000 | 1,243 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,182,000 | 1,692 |
| CMOs issued by government agencies or sponsored agencies | $5,107,000 | 1,635 |
| Privately issued | $75,000 | 615 |
| 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) | $55,350,000 | 2,142 |
| Total debt securities | $55,350,000 | 2,322 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $55,923,000 | 2,370 |
| U.S. Government securities | $37,999,000 | 2,226 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $37,999,000 | 2,137 |
| Securities issued by states & political subdivisions | $17,843,000 | 1,987 |
| Other domestic debt securities | $81,000 | 2,294 |
| Privately issued residential mortgage-backed securities | $81,000 | 684 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $34,274,000 | 1,562 |
| Certificates of participation in pools of residential mortgages | $29,965,000 | 1,198 |
| Issued or guaranteed by U.S. | $29,965,000 | 1,198 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $4,309,000 | 1,868 |
| CMOs issued by government agencies or sponsored agencies | $4,228,000 | 1,818 |
| Privately issued | $81,000 | 650 |
| 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) | $55,923,000 | 2,154 |
| Total debt securities | $55,923,000 | 2,348 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $55,876,000 | 2,381 |
| U.S. Government securities | $37,942,000 | 2,257 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $37,942,000 | 2,172 |
| Securities issued by states & political subdivisions | $17,847,000 | 1,993 |
| Other domestic debt securities | $87,000 | 2,315 |
| Privately issued residential mortgage-backed securities | $87,000 | 680 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $34,997,000 | 1,583 |
| Certificates of participation in pools of residential mortgages | $31,653,000 | 1,185 |
| Issued or guaranteed by U.S. | $31,653,000 | 1,183 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,344,000 | 2,084 |
| CMOs issued by government agencies or sponsored agencies | $3,257,000 | 2,026 |
| Privately issued | $87,000 | 645 |
| 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) | $55,876,000 | 2,160 |
| Total debt securities | $55,876,000 | 2,364 |
| 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 | $56,644,000 | 2,411 |
| U.S. Government securities | $37,759,000 | 2,314 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $37,759,000 | 2,233 |
| Securities issued by states & political subdivisions | $18,792,000 | 1,935 |
| Other domestic debt securities | $93,000 | 2,372 |
| Privately issued residential mortgage-backed securities | $93,000 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $35,573,000 | 1,608 |
| Certificates of participation in pools of residential mortgages | $32,088,000 | 1,211 |
| Issued or guaranteed by U.S. | $32,088,000 | 1,211 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,485,000 | 2,094 |
| CMOs issued by government agencies or sponsored agencies | $3,392,000 | 2,030 |
| Privately issued | $93,000 | 678 |
| 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) | $56,644,000 | 2,178 |
| Total debt securities | $56,644,000 | 2,389 |
| 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 | $53,976,000 | 2,524 |
| U.S. Government securities | $35,924,000 | 2,433 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $35,924,000 | 2,358 |
| Securities issued by states & political subdivisions | $17,953,000 | 2,020 |
| Other domestic debt securities | $99,000 | 2,426 |
| Privately issued residential mortgage-backed securities | $99,000 | 727 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $33,703,000 | 1,697 |
| Certificates of participation in pools of residential mortgages | $30,015,000 | 1,306 |
| Issued or guaranteed by U.S. | $30,015,000 | 1,306 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,688,000 | 2,078 |
| CMOs issued by government agencies or sponsored agencies | $3,589,000 | 2,024 |
| Privately issued | $99,000 | 697 |
| 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) | $53,976,000 | 2,288 |
| Total debt securities | $53,976,000 | 2,505 |
| 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 | $52,402,000 | 2,590 |
| U.S. Government securities | $35,457,000 | 2,475 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $35,457,000 | 2,404 |
| Securities issued by states & political subdivisions | $16,839,000 | 2,116 |
| Other domestic debt securities | $106,000 | 2,482 |
| Privately issued residential mortgage-backed securities | $106,000 | 747 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $34,314,000 | 1,679 |
| Certificates of participation in pools of residential mortgages | $30,468,000 | 1,303 |
| Issued or guaranteed by U.S. | $30,468,000 | 1,303 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,846,000 | 2,050 |
| CMOs issued by government agencies or sponsored agencies | $3,740,000 | 1,995 |
| Privately issued | $106,000 | 717 |
| 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) | $52,402,000 | 2,359 |
| Total debt securities | $52,402,000 | 2,569 |
| 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 | $53,795,000 | 2,530 |
| U.S. Government securities | $37,318,000 | 2,366 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $37,318,000 | 2,302 |
| Securities issued by states & political subdivisions | $16,365,000 | 2,159 |
| Other domestic debt securities | $112,000 | 2,534 |
| Privately issued residential mortgage-backed securities | $112,000 | 779 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $36,170,000 | 1,612 |
| Certificates of participation in pools of residential mortgages | $32,139,000 | 1,253 |
| Issued or guaranteed by U.S. | $32,139,000 | 1,253 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,031,000 | 2,015 |
| CMOs issued by government agencies or sponsored agencies | $3,919,000 | 1,960 |
| Privately issued | $112,000 | 744 |
| 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) | $53,795,000 | 2,301 |
| Total debt securities | $53,795,000 | 2,506 |
| 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 | $53,477,000 | 2,556 |
| U.S. Government securities | $35,876,000 | 2,445 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $35,876,000 | 2,378 |
| Securities issued by states & political subdivisions | $17,464,000 | 2,061 |
| Other domestic debt securities | $137,000 | 2,579 |
| Privately issued residential mortgage-backed securities | $137,000 | 791 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $34,720,000 | 1,676 |
| Certificates of participation in pools of residential mortgages | $30,365,000 | 1,309 |
| Issued or guaranteed by U.S. | $30,365,000 | 1,305 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,355,000 | 1,986 |
| CMOs issued by government agencies or sponsored agencies | $4,218,000 | 1,924 |
| Privately issued | $137,000 | 758 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $53,477,000 | 2,316 |
| Total debt securities | $53,477,000 | 2,528 |
| 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 | $52,154,000 | 2,593 |
| U.S. Government securities | $35,001,000 | 2,486 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $35,001,000 | 2,419 |
| Securities issued by states & political subdivisions | $17,010,000 | 2,092 |
| Other domestic debt securities | $143,000 | 2,642 |
| Privately issued residential mortgage-backed securities | $143,000 | 806 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $33,076,000 | 1,740 |
| Certificates of participation in pools of residential mortgages | $28,257,000 | 1,388 |
| Issued or guaranteed by U.S. | $28,257,000 | 1,386 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,819,000 | 1,951 |
| CMOs issued by government agencies or sponsored agencies | $4,676,000 | 1,877 |
| Privately issued | $143,000 | 770 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $52,154,000 | 2,360 |
| Total debt securities | $52,154,000 | 2,567 |
| 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 | $54,429,000 | 2,515 |
| U.S. Government securities | $33,222,000 | 2,618 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $33,222,000 | 2,558 |
| Securities issued by states & political subdivisions | $21,057,000 | 1,736 |
| Other domestic debt securities | $150,000 | 2,635 |
| Privately issued residential mortgage-backed securities | $150,000 | 844 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $31,989,000 | 1,812 |
| Certificates of participation in pools of residential mortgages | $28,790,000 | 1,397 |
| Issued or guaranteed by U.S. | $28,790,000 | 1,395 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,199,000 | 2,275 |
| CMOs issued by government agencies or sponsored agencies | $3,049,000 | 2,213 |
| Privately issued | $150,000 | 809 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $54,429,000 | 2,314 |
| Total debt securities | $54,429,000 | 2,492 |
| 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 | $57,208,000 | 2,379 |
| U.S. Government securities | $35,848,000 | 2,432 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $35,848,000 | 2,371 |
| Securities issued by states & political subdivisions | $21,172,000 | 1,702 |
| Other domestic debt securities | $188,000 | 2,607 |
| Privately issued residential mortgage-backed securities | $188,000 | 857 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $34,621,000 | 1,707 |
| Certificates of participation in pools of residential mortgages | $30,694,000 | 1,309 |
| Issued or guaranteed by U.S. | $30,694,000 | 1,306 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,927,000 | 2,208 |
| CMOs issued by government agencies or sponsored agencies | $3,739,000 | 2,141 |
| Privately issued | $188,000 | 824 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $57,208,000 | 2,187 |
| Total debt securities | $57,208,000 | 2,354 |
| 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 | $60,101,000 | 2,305 |
| U.S. Government securities | $38,179,000 | 2,370 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $38,179,000 | 2,319 |
| Securities issued by states & political subdivisions | $21,725,000 | 1,618 |
| Other domestic debt securities | $197,000 | 2,686 |
| Privately issued residential mortgage-backed securities | $197,000 | 902 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $36,175,000 | 1,749 |
| Certificates of participation in pools of residential mortgages | $31,429,000 | 1,350 |
| Issued or guaranteed by U.S. | $31,429,000 | 1,349 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,746,000 | 2,158 |
| CMOs issued by government agencies or sponsored agencies | $4,549,000 | 2,090 |
| Privately issued | $197,000 | 867 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $60,101,000 | 2,114 |
| Total debt securities | $60,101,000 | 2,283 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,033 |
| Fair value | $750,000 | 2,061 |
| 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 | $60,161,000 | 2,307 |
| U.S. Government securities | $38,518,000 | 2,386 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $38,518,000 | 2,336 |
| Securities issued by states & political subdivisions | $21,409,000 | 1,610 |
| Other domestic debt securities | $234,000 | 2,640 |
| Privately issued residential mortgage-backed securities | $234,000 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $36,520,000 | 1,755 |
| Certificates of participation in pools of residential mortgages | $30,861,000 | 1,381 |
| Issued or guaranteed by U.S. | $30,861,000 | 1,380 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,659,000 | 2,027 |
| CMOs issued by government agencies or sponsored agencies | $5,425,000 | 1,956 |
| Privately issued | $234,000 | 893 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $60,161,000 | 2,112 |
| Total debt securities | $60,161,000 | 2,288 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,290 |
| Fair value | $752,000 | 2,296 |
| 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 | $62,995,000 | 2,224 |
| U.S. Government securities | $41,605,000 | 2,256 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $41,605,000 | 2,203 |
| Securities issued by states & political subdivisions | $21,147,000 | 1,570 |
| Other domestic debt securities | $243,000 | 2,621 |
| Privately issued residential mortgage-backed securities | $243,000 | 961 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $39,529,000 | 1,664 |
| Certificates of participation in pools of residential mortgages | $31,414,000 | 1,341 |
| Issued or guaranteed by U.S. | $31,414,000 | 1,340 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $8,115,000 | 1,753 |
| CMOs issued by government agencies or sponsored agencies | $7,872,000 | 1,679 |
| Privately issued | $243,000 | 925 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $62,995,000 | 2,032 |
| Total debt securities | $62,995,000 | 2,208 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,535 |
| Fair value | $752,000 | 2,543 |
| 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 | $60,881,000 | 2,232 |
| U.S. Government securities | $39,488,000 | 2,251 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $39,488,000 | 2,194 |
| Securities issued by states & political subdivisions | $21,118,000 | 1,514 |
| Other domestic debt securities | $275,000 | 2,553 |
| Privately issued residential mortgage-backed securities | $275,000 | 1,031 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $36,411,000 | 1,681 |
| Certificates of participation in pools of residential mortgages | $26,892,000 | 1,440 |
| Issued or guaranteed by U.S. | $26,892,000 | 1,438 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $9,519,000 | 1,623 |
| CMOs issued by government agencies or sponsored agencies | $9,244,000 | 1,495 |
| Privately issued | $275,000 | 976 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $60,881,000 | 2,019 |
| Total debt securities | $60,881,000 | 2,213 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,827 |
| Fair value | $1,759,000 | 1,829 |
| 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 | $63,777,000 | 2,076 |
| U.S. Government securities | $42,616,000 | 2,087 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $42,616,000 | 2,032 |
| Securities issued by states & political subdivisions | $20,856,000 | 1,491 |
| Other domestic debt securities | $305,000 | 2,509 |
| Privately issued residential mortgage-backed securities | $305,000 | 1,042 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $40,237,000 | 1,489 |
| Certificates of participation in pools of residential mortgages | $29,259,000 | 1,300 |
| Issued or guaranteed by U.S. | $29,259,000 | 1,296 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $10,978,000 | 1,511 |
| CMOs issued by government agencies or sponsored agencies | $10,673,000 | 1,367 |
| Privately issued | $305,000 | 988 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $63,777,000 | 1,878 |
| Total debt securities | $63,777,000 | 2,055 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,239 |
| Fair value | $1,013,000 | 2,241 |
| 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 | $61,272,000 | 2,153 |
| U.S. Government securities | $41,529,000 | 2,149 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $41,529,000 | 2,090 |
| Securities issued by states & political subdivisions | $19,390,000 | 1,542 |
| Other domestic debt securities | $353,000 | 2,428 |
| Privately issued residential mortgage-backed securities | $353,000 | 1,046 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $38,168,000 | 1,527 |
| Certificates of participation in pools of residential mortgages | $27,183,000 | 1,332 |
| Issued or guaranteed by U.S. | $27,183,000 | 1,325 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $10,985,000 | 1,483 |
| CMOs issued by government agencies or sponsored agencies | $10,632,000 | 1,342 |
| Privately issued | $353,000 | 993 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $61,272,000 | 1,936 |
| Total debt securities | $61,271,000 | 2,134 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,447 |
| Fair value | $1,015,000 | 2,447 |
| 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 | $63,389,000 | 2,095 |
| U.S. Government securities | $42,120,000 | 2,124 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $42,120,000 | 2,059 |
| Securities issued by states & political subdivisions | $20,906,000 | 1,397 |
| Other domestic debt securities | $363,000 | 2,474 |
| Privately issued residential mortgage-backed securities | $363,000 | 1,075 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,981,000 | 3,990 |
| Mortgage-backed securities | $36,143,000 | 1,550 |
| Certificates of participation in pools of residential mortgages | $24,780,000 | 1,377 |
| Issued or guaranteed by U.S. | $24,780,000 | 1,371 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $11,363,000 | 1,428 |
| CMOs issued by government agencies or sponsored agencies | $11,000,000 | 1,261 |
| Privately issued | $363,000 | 1,024 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $63,389,000 | 1,897 |
| Total debt securities | $63,390,000 | 2,076 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,483 |
| Fair value | $1,013,000 | 2,486 |
| 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 | $64,189,000 | 1,966 |
| U.S. Government securities | $41,555,000 | 2,038 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $41,555,000 | 1,972 |
| Securities issued by states & political subdivisions | $22,237,000 | 1,289 |
| Other domestic debt securities | $397,000 | 2,599 |
| Privately issued residential mortgage-backed securities | $397,000 | 1,124 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,125,000 | 4,160 |
| Mortgage-backed securities | $34,808,000 | 1,552 |
| Certificates of participation in pools of residential mortgages | $24,686,000 | 1,353 |
| Issued or guaranteed by U.S. | $24,686,000 | 1,346 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $10,122,000 | 1,490 |
| CMOs issued by government agencies or sponsored agencies | $9,725,000 | 1,332 |
| Privately issued | $397,000 | 1,071 |
| 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) | $38,900,000 | 403 |
| Available-for-sale securities (fair market value) | $25,289,000 | 3,588 |
| Total debt securities | $64,191,000 | 1,949 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 2,030 |
| Fair value | $1,767,000 | 2,029 |
| 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 | $69,613,000 | 1,794 |
| U.S. Government securities | $45,578,000 | 1,886 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $45,578,000 | 1,815 |
| Securities issued by states & political subdivisions | $23,479,000 | 1,164 |
| Other domestic debt securities | $556,000 | 2,472 |
| Privately issued residential mortgage-backed securities | $556,000 | 1,128 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,392,000 | 4,127 |
| Mortgage-backed securities | $37,631,000 | 1,442 |
| Certificates of participation in pools of residential mortgages | $26,876,000 | 1,239 |
| Issued or guaranteed by U.S. | $26,876,000 | 1,230 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $10,755,000 | 1,414 |
| CMOs issued by government agencies or sponsored agencies | $10,199,000 | 1,268 |
| Privately issued | $556,000 | 1,073 |
| 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) | $40,593,000 | 392 |
| Available-for-sale securities (fair market value) | $29,020,000 | 3,245 |
| Total debt securities | $69,613,000 | 1,770 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 2,065 |
| Fair value | $1,779,000 | 2,064 |
| 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 | $71,640,000 | 1,755 |
| U.S. Government securities | $47,595,000 | 1,839 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $47,595,000 | 1,775 |
| Securities issued by states & political subdivisions | $23,441,000 | 1,087 |
| Other domestic debt securities | $604,000 | 2,442 |
| Privately issued residential mortgage-backed securities | $604,000 | 1,153 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,922,000 | 4,056 |
| Mortgage-backed securities | $40,789,000 | 1,327 |
| Certificates of participation in pools of residential mortgages | $29,400,000 | 1,140 |
| Issued or guaranteed by U.S. | $29,400,000 | 1,133 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $11,389,000 | 1,312 |
| CMOs issued by government agencies or sponsored agencies | $10,785,000 | 1,158 |
| Privately issued | $604,000 | 1,104 |
| 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) | $42,518,000 | 394 |
| Available-for-sale securities (fair market value) | $29,122,000 | 3,228 |
| Total debt securities | $71,639,000 | 1,737 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 2,172 |
| Fair value | $1,777,000 | 2,175 |
| 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 | $75,602,000 | 1,692 |
| U.S. Government securities | $51,565,000 | 1,735 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $51,565,000 | 1,681 |
| Securities issued by states & political subdivisions | $23,409,000 | 1,067 |
| Other domestic debt securities | $628,000 | 2,483 |
| Privately issued residential mortgage-backed securities | $628,000 | 1,193 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,481,000 | 4,256 |
| Mortgage-backed securities | $43,912,000 | 1,289 |
| Certificates of participation in pools of residential mortgages | $31,724,000 | 1,144 |
| Issued or guaranteed by U.S. | $31,724,000 | 1,137 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $12,188,000 | 1,248 |
| CMOs issued by government agencies or sponsored agencies | $11,560,000 | 1,070 |
| Privately issued | $628,000 | 1,141 |
| 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) | $44,826,000 | 378 |
| Available-for-sale securities (fair market value) | $30,776,000 | 3,127 |
| Total debt securities | $75,602,000 | 1,672 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,957 |
| Fair value | $1,742,000 | 1,970 |
| 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 | $78,225,000 | 1,620 |
| U.S. Government securities | $54,113,000 | 1,628 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $54,113,000 | 1,583 |
| Securities issued by states & political subdivisions | $23,415,000 | 1,053 |
| Other domestic debt securities | $697,000 | 2,507 |
| Privately issued residential mortgage-backed securities | $697,000 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,727,000 | 4,206 |
| Mortgage-backed securities | $47,341,000 | 1,244 |
| Certificates of participation in pools of residential mortgages | $33,826,000 | 1,109 |
| Issued or guaranteed by U.S. | $33,826,000 | 1,101 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $13,515,000 | 1,185 |
| CMOs issued by government agencies or sponsored agencies | $12,818,000 | 995 |
| Privately issued | $697,000 | 1,150 |
| 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) | $47,250,000 | 377 |
| Available-for-sale securities (fair market value) | $30,975,000 | 3,089 |
| Total debt securities | $78,225,000 | 1,596 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $993,000 | 2,114 |
| 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 | $73,266,000 | 1,721 |
| U.S. Government securities | $49,074,000 | 1,746 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $49,074,000 | 1,695 |
| Securities issued by states & political subdivisions | $23,443,000 | 1,039 |
| Other domestic debt securities | $749,000 | 2,568 |
| Privately issued residential mortgage-backed securities | $749,000 | 1,241 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,920,000 | 4,151 |
| Mortgage-backed securities | $47,132,000 | 1,271 |
| Certificates of participation in pools of residential mortgages | $32,930,000 | 1,159 |
| Issued or guaranteed by U.S. | $32,930,000 | 1,151 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $14,202,000 | 1,134 |
| CMOs issued by government agencies or sponsored agencies | $13,453,000 | 944 |
| Privately issued | $749,000 | 1,185 |
| 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) | $50,077,000 | 359 |
| Available-for-sale securities (fair market value) | $23,189,000 | 3,691 |
| Total debt securities | $73,266,000 | 1,701 |
| 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 | $70,349,000 | 1,762 |
| U.S. Government securities | $46,099,000 | 1,792 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $46,099,000 | 1,753 |
| Securities issued by states & political subdivisions | $23,379,000 | 1,011 |
| Other domestic debt securities | $871,000 | 2,540 |
| Privately issued residential mortgage-backed securities | $871,000 | 1,234 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,338,000 | 4,305 |
| Mortgage-backed securities | $45,285,000 | 1,314 |
| Certificates of participation in pools of residential mortgages | $29,345,000 | 1,315 |
| Issued or guaranteed by U.S. | $29,345,000 | 1,305 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $15,940,000 | 1,037 |
| CMOs issued by government agencies or sponsored agencies | $15,069,000 | 837 |
| Privately issued | $871,000 | 1,179 |
| 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) | $51,142,000 | 362 |
| Available-for-sale securities (fair market value) | $19,207,000 | 4,078 |
| Total debt securities | $70,349,000 | 1,736 |
| 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 | $69,135,000 | 1,765 |
| U.S. Government securities | $44,830,000 | 1,871 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $44,830,000 | 1,830 |
| Securities issued by states & political subdivisions | $23,376,000 | 962 |
| Other domestic debt securities | $929,000 | 2,416 |
| Privately issued residential mortgage-backed securities | $929,000 | 1,247 |
| 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 | $5,721,000 | 4,264 |
| Mortgage-backed securities | $42,072,000 | 1,409 |
| Certificates of participation in pools of residential mortgages | $24,588,000 | 1,548 |
| Issued or guaranteed by U.S. | $24,588,000 | 1,537 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $17,484,000 | 978 |
| CMOs issued by government agencies or sponsored agencies | $16,555,000 | 776 |
| Privately issued | $929,000 | 1,188 |
| 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) | $55,909,000 | 338 |
| Available-for-sale securities (fair market value) | $13,226,000 | 4,871 |
| Total debt securities | $69,135,000 | 1,743 |
| 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 | $66,707,000 | 1,792 |
| U.S. Government securities | $43,487,000 | 1,926 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $43,487,000 | 1,892 |
| Securities issued by states & political subdivisions | $22,288,000 | 974 |
| Other domestic debt securities | $932,000 | 2,368 |
| Privately issued residential mortgage-backed securities | $932,000 | 1,192 |
| 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 | $5,582,000 | 4,353 |
| Mortgage-backed securities | $40,725,000 | 1,388 |
| Certificates of participation in pools of residential mortgages | $23,622,000 | 1,569 |
| Issued or guaranteed by U.S. | $22,690,000 | 1,612 |
| Privately issued | $932,000 | 115 |
| Collaterized mortgage obligations | $17,103,000 | 953 |
| CMOs issued by government agencies or sponsored agencies | $17,103,000 | 736 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,505,000 | 330 |
| Available-for-sale securities (fair market value) | $12,202,000 | 5,038 |
| Total debt securities | $66,707,000 | 1,776 |
| 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 | $68,512,000 | 1,715 |
| U.S. Government securities | $46,334,000 | 1,769 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $46,334,000 | 1,740 |
| Securities issued by states & political subdivisions | $22,178,000 | 959 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,020,000 | 4,247 |
| Mortgage-backed securities | $40,657,000 | 1,316 |
| Certificates of participation in pools of residential mortgages | $23,334,000 | 1,513 |
| Issued or guaranteed by U.S. | $23,334,000 | 1,504 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $17,323,000 | 899 |
| CMOs issued by government agencies or sponsored agencies | $17,323,000 | 682 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $55,493,000 | 323 |
| Available-for-sale securities (fair market value) | $13,019,000 | 4,836 |
| Total debt securities | $68,512,000 | 1,695 |
| 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 | $69,624,000 | 1,718 |
| U.S. Government securities | $47,445,000 | 1,749 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $47,445,000 | 1,721 |
| Securities issued by states & political subdivisions | $22,179,000 | 982 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,749,000 | 4,308 |
| Mortgage-backed securities | $41,759,000 | 1,289 |
| Certificates of participation in pools of residential mortgages | $23,963,000 | 1,464 |
| Issued or guaranteed by U.S. | $23,963,000 | 1,454 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $17,796,000 | 875 |
| CMOs issued by government agencies or sponsored agencies | $17,796,000 | 659 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $56,471,000 | 314 |
| Available-for-sale securities (fair market value) | $13,153,000 | 4,893 |
| Total debt securities | $69,624,000 | 1,691 |
| 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 | $68,512,000 | 1,724 |
| U.S. Government securities | $47,180,000 | 1,756 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $47,180,000 | 1,723 |
| Securities issued by states & political subdivisions | $21,332,000 | 1,022 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,096,000 | 4,164 |
| Mortgage-backed securities | $42,160,000 | 1,230 |
| Certificates of participation in pools of residential mortgages | $24,795,000 | 1,356 |
| Issued or guaranteed by U.S. | $24,795,000 | 1,347 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $17,365,000 | 868 |
| CMOs issued by government agencies or sponsored agencies | $17,365,000 | 654 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $57,745,000 | 298 |
| Available-for-sale securities (fair market value) | $10,767,000 | 5,267 |
| Total debt securities | $68,512,000 | 1,681 |
| 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 | $80,467,000 | 1,489 |
| U.S. Government securities | $60,184,000 | 1,392 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $60,184,000 | 1,369 |
| Securities issued by states & political subdivisions | $20,283,000 | 1,065 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,466,000 | 4,386 |
| Mortgage-backed securities | $38,212,000 | 1,196 |
| Certificates of participation in pools of residential mortgages | $24,529,000 | 1,208 |
| Issued or guaranteed by U.S. | $24,529,000 | 1,197 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $13,683,000 | 953 |
| CMOs issued by government agencies or sponsored agencies | $13,683,000 | 739 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $68,906,000 | 267 |
| Available-for-sale securities (fair market value) | $11,561,000 | 5,176 |
| Total debt securities | $80,467,000 | 1,453 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 495 |
| Fair value | $4,998,000 | 515 |
| 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 | $78,865,000 | 1,507 |
| U.S. Government securities | $61,580,000 | 1,377 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $61,580,000 | 1,349 |
| Securities issued by states & political subdivisions | $17,285,000 | 1,240 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $33,612,000 | 1,236 |
| Certificates of participation in pools of residential mortgages | $19,536,000 | 1,349 |
| Issued or guaranteed by U.S. | $19,536,000 | 1,337 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $14,076,000 | 891 |
| CMOs issued by government agencies or sponsored agencies | $14,076,000 | 686 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $63,297,000 | 297 |
| Available-for-sale securities (fair market value) | $15,568,000 | 4,521 |
| Total debt securities | $78,865,000 | 1,473 |
| Structured notes | ||
| Amortized cost | $8,754,000 | 342 |
| Fair value | $8,737,000 | 339 |
| 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 | $70,740,000 | 1,662 |
| U.S. Government securities | $57,109,000 | 1,489 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $57,109,000 | 1,463 |
| Securities issued by states & political subdivisions | $13,631,000 | 1,540 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $29,263,000 | 1,355 |
| Certificates of participation in pools of residential mortgages | $14,464,000 | 1,635 |
| Issued or guaranteed by U.S. | $14,464,000 | 1,629 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $14,799,000 | 839 |
| CMOs issued by government agencies or sponsored agencies | $14,799,000 | 648 |
| 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) | $55,293,000 | 341 |
| Available-for-sale securities (fair market value) | $15,447,000 | 4,555 |
| Total debt securities | $70,740,000 | 1,629 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 475 |
| Fair value | $6,914,000 | 477 |
| 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 | $69,288,000 | 1,698 |
| U.S. Government securities | $55,639,000 | 1,529 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $55,639,000 | 1,496 |
| Securities issued by states & political subdivisions | $13,649,000 | 1,541 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $27,824,000 | 1,387 |
| Certificates of participation in pools of residential mortgages | $12,422,000 | 1,810 |
| Issued or guaranteed by U.S. | $12,422,000 | 1,804 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $15,402,000 | 810 |
| CMOs issued by government agencies or sponsored agencies | $15,402,000 | 635 |
| 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) | $53,805,000 | 367 |
| Available-for-sale securities (fair market value) | $15,483,000 | 4,577 |
| Total debt securities | $69,288,000 | 1,663 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 512 |
| Fair value | $6,917,000 | 523 |
| 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 | $69,658,000 | 1,705 |
| U.S. Government securities | $56,011,000 | 1,560 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $56,011,000 | 1,528 |
| Securities issued by states & political subdivisions | $13,647,000 | 1,537 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $28,232,000 | 1,388 |
| Certificates of participation in pools of residential mortgages | $11,983,000 | 1,865 |
| Issued or guaranteed by U.S. | $11,983,000 | 1,855 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $16,249,000 | 792 |
| CMOs issued by government agencies or sponsored agencies | $16,249,000 | 630 |
| 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) | $54,143,000 | 380 |
| Available-for-sale securities (fair market value) | $15,515,000 | 4,606 |
| Total debt securities | $69,658,000 | 1,672 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 536 |
| Fair value | $6,893,000 | 544 |
| 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 | $74,011,000 | 1,640 |
| U.S. Government securities | $60,962,000 | 1,465 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $60,962,000 | 1,431 |
| Securities issued by states & political subdivisions | $13,049,000 | 1,579 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $29,258,000 | 1,358 |
| Certificates of participation in pools of residential mortgages | $12,499,000 | 1,825 |
| Issued or guaranteed by U.S. | $12,499,000 | 1,813 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $16,759,000 | 773 |
| CMOs issued by government agencies or sponsored agencies | $16,759,000 | 614 |
| 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) | $54,517,000 | 398 |
| Available-for-sale securities (fair market value) | $19,494,000 | 4,064 |
| Total debt securities | $74,011,000 | 1,608 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 569 |
| Fair value | $6,878,000 | 580 |
| 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 | $73,038,000 | 1,649 |
| U.S. Government securities | $61,946,000 | 1,457 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $61,946,000 | 1,423 |
| Securities issued by states & political subdivisions | $11,092,000 | 1,774 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $30,411,000 | 1,334 |
| Certificates of participation in pools of residential mortgages | $12,987,000 | 1,794 |
| Issued or guaranteed by U.S. | $12,987,000 | 1,785 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $17,424,000 | 746 |
| CMOs issued by government agencies or sponsored agencies | $17,424,000 | 592 |
| 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) | $53,719,000 | 417 |
| Available-for-sale securities (fair market value) | $19,319,000 | 4,058 |
| Total debt securities | $73,038,000 | 1,619 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 606 |
| Fair value | $6,782,000 | 617 |
| 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 | $69,464,000 | 1,753 |
| U.S. Government securities | $61,360,000 | 1,500 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $61,360,000 | 1,443 |
| Securities issued by states & political subdivisions | $8,104,000 | 2,312 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $29,835,000 | 1,363 |
| Certificates of participation in pools of residential mortgages | $11,584,000 | 1,957 |
| Issued or guaranteed by U.S. | $11,584,000 | 1,946 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $18,251,000 | 731 |
| CMOs issued by government agencies or sponsored agencies | $18,251,000 | 583 |
| 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) | $50,100,000 | 445 |
| Available-for-sale securities (fair market value) | $19,364,000 | 4,083 |
| Total debt securities | $69,464,000 | 1,718 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 628 |
| Fair value | $6,809,000 | 639 |
| 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 | $69,408,000 | 1,746 |
| U.S. Government securities | $62,655,000 | 1,465 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $62,655,000 | 1,410 |
| Securities issued by states & political subdivisions | $6,753,000 | 2,583 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $31,076,000 | 1,336 |
| Certificates of participation in pools of residential mortgages | $12,114,000 | 1,921 |
| Issued or guaranteed by U.S. | $12,114,000 | 1,909 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $18,962,000 | 713 |
| CMOs issued by government agencies or sponsored agencies | $18,962,000 | 567 |
| 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) | $49,938,000 | 460 |
| Available-for-sale securities (fair market value) | $19,470,000 | 4,056 |
| Total debt securities | $69,408,000 | 1,710 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 626 |
| Fair value | $6,849,000 | 630 |
| 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 | $67,014,000 | 1,801 |
| U.S. Government securities | $63,982,000 | 1,412 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $63,982,000 | 1,359 |
| Securities issued by states & political subdivisions | $3,032,000 | 3,817 |
| 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 | $0 | 7,079 |
| Mortgage-backed securities | $32,341,000 | 1,317 |
| Certificates of participation in pools of residential mortgages | $11,755,000 | 1,994 |
| Issued or guaranteed by U.S. | $11,755,000 | 1,981 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $20,586,000 | 669 |
| CMOs issued by government agencies or sponsored agencies | $20,586,000 | 541 |
| 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) | $50,372,000 | 459 |
| Available-for-sale securities (fair market value) | $16,642,000 | 4,430 |
| Total debt securities | $67,014,000 | 1,760 |
| Structured notes | ||
| Amortized cost | $11,000,000 | 389 |
| Fair value | $10,841,000 | 393 |
| 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 | $69,805,000 | 1,752 |
| U.S. Government securities | $68,036,000 | 1,339 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $68,036,000 | 1,291 |
| Securities issued by states & political subdivisions | $1,769,000 | 4,509 |
| 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 | $35,255,000 | 1,269 |
| Certificates of participation in pools of residential mortgages | $12,438,000 | 1,979 |
| Issued or guaranteed by U.S. | $12,438,000 | 1,969 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $22,817,000 | 643 |
| CMOs issued by government agencies or sponsored agencies | $22,817,000 | 520 |
| 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) | $53,024,000 | 451 |
| Available-for-sale securities (fair market value) | $16,781,000 | 4,477 |
| Total debt securities | $69,805,000 | 1,710 |
| Structured notes | ||
| Amortized cost | $11,000,000 | 390 |
| Fair value | $10,939,000 | 391 |
| 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 | $69,337,000 | 1,790 |
| U.S. Government securities | $68,469,000 | 1,363 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $68,469,000 | 1,302 |
| Securities issued by states & political subdivisions | $868,000 | 5,218 |
| 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 | $35,851,000 | 1,295 |
| Certificates of participation in pools of residential mortgages | $11,907,000 | 2,090 |
| Issued or guaranteed by U.S. | $11,907,000 | 2,080 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $23,944,000 | 638 |
| CMOs issued by government agencies or sponsored agencies | $23,944,000 | 522 |
| 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) | $50,724,000 | 463 |
| Available-for-sale securities (fair market value) | $18,613,000 | 4,276 |
| Total debt securities | $69,337,000 | 1,747 |
| Structured notes | ||
| Amortized cost | $11,000,000 | 379 |
| Fair value | $10,828,000 | 383 |
| 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 | $69,774,000 | 1,792 |
| U.S. Government securities | $69,253,000 | 1,353 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $69,253,000 | 1,302 |
| Securities issued by states & political subdivisions | $521,000 | 5,620 |
| 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 | $33,188,000 | 1,382 |
| Certificates of participation in pools of residential mortgages | $890,000 | 5,217 |
| Issued or guaranteed by U.S. | $890,000 | 5,202 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $32,298,000 | 540 |
| CMOs issued by government agencies or sponsored agencies | $32,298,000 | 432 |
| 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) | $50,928,000 | 454 |
| Available-for-sale securities (fair market value) | $18,846,000 | 4,262 |
| Total debt securities | $69,774,000 | 1,747 |
| Structured notes | ||
| Amortized cost | $12,500,000 | 334 |
| Fair value | $12,460,000 | 332 |
| 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 | $72,952,000 | 1,710 |
| U.S. Government securities | $72,431,000 | 1,286 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $72,431,000 | 1,238 |
| Securities issued by states & political subdivisions | $521,000 | 5,672 |
| 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 | $32,268,000 | 1,419 |
| Certificates of participation in pools of residential mortgages | $965,000 | 5,170 |
| Issued or guaranteed by U.S. | $965,000 | 5,157 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $31,303,000 | 556 |
| CMOs issued by government agencies or sponsored agencies | $31,303,000 | 453 |
| 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) | $54,041,000 | 424 |
| Available-for-sale securities (fair market value) | $18,911,000 | 4,220 |
| Total debt securities | $72,952,000 | 1,669 |
| Structured notes | ||
| Amortized cost | $13,514,000 | 306 |
| Fair value | $13,483,000 | 307 |
| 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 | $74,962,000 | 1,700 |
| U.S. Government securities | $74,441,000 | 1,270 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $74,441,000 | 1,216 |
| Securities issued by states & political subdivisions | $521,000 | 5,699 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $30,452,000 | 1,498 |
| Certificates of participation in pools of residential mortgages | $1,067,000 | 5,154 |
| Issued or guaranteed by U.S. | $1,067,000 | 5,140 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $29,385,000 | 587 |
| CMOs issued by government agencies or sponsored agencies | $29,385,000 | 483 |
| 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) | $54,281,000 | 425 |
| Available-for-sale securities (fair market value) | $20,681,000 | 4,087 |
| Total debt securities | $74,962,000 | 1,655 |
| Structured notes | ||
| Amortized cost | $13,532,000 | 296 |
| Fair value | $13,370,000 | 292 |
| 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 | $78,812,000 | 1,637 |
| U.S. Government securities | $78,812,000 | 1,197 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $78,812,000 | 1,149 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $34,271,000 | 1,397 |
| Certificates of participation in pools of residential mortgages | $1,183,000 | 5,112 |
| Issued or guaranteed by U.S. | $1,183,000 | 5,098 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $33,088,000 | 572 |
| CMOs issued by government agencies or sponsored agencies | $33,088,000 | 473 |
| 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) | $55,155,000 | 400 |
| Available-for-sale securities (fair market value) | $23,657,000 | 3,741 |
| Total debt securities | $78,812,000 | 1,590 |
| Structured notes | ||
| Amortized cost | $14,051,000 | 229 |
| Fair value | $14,096,000 | 232 |
| 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 | $83,824,000 | 1,595 |
| U.S. Government securities | $83,824,000 | 1,185 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $83,824,000 | 1,131 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $33,747,000 | 1,414 |
| Certificates of participation in pools of residential mortgages | $1,265,000 | 5,071 |
| Issued or guaranteed by U.S. | $1,265,000 | 5,053 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $32,482,000 | 567 |
| CMOs issued by government agencies or sponsored agencies | $32,482,000 | 512 |
| 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) | $59,728,000 | 369 |
| Available-for-sale securities (fair market value) | $24,096,000 | 3,734 |
| Total debt securities | $83,824,000 | 1,543 |
| Structured notes | ||
| Amortized cost | $15,578,000 | 177 |
| Fair value | $15,603,000 | 174 |
| 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 | $97,718,000 | 1,368 |
| U.S. Government securities | $97,718,000 | 1,004 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $97,718,000 | 964 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $30,361,000 | 1,522 |
| Certificates of participation in pools of residential mortgages | $1,416,000 | 4,957 |
| Issued or guaranteed by U.S. | $1,416,000 | 4,937 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $28,945,000 | 605 |
| CMOs issued by government agencies or sponsored agencies | $28,945,000 | 559 |
| 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) | $63,342,000 | 334 |
| Available-for-sale securities (fair market value) | $34,376,000 | 2,843 |
| Total debt securities | $97,718,000 | 1,314 |
| Structured notes | ||
| Amortized cost | $15,608,000 | 145 |
| Fair value | $15,669,000 | 139 |
| 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 | $96,698,000 | 1,337 |
| U.S. Government securities | $96,698,000 | 974 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $96,698,000 | 934 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $25,080,000 | 1,764 |
| Certificates of participation in pools of residential mortgages | $1,633,000 | 4,892 |
| Issued or guaranteed by U.S. | $1,633,000 | 4,873 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $23,447,000 | 740 |
| CMOs issued by government agencies or sponsored agencies | $23,447,000 | 679 |
| 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) | $61,161,000 | 348 |
| Available-for-sale securities (fair market value) | $35,537,000 | 2,711 |
| Total debt securities | $96,698,000 | 1,287 |
| Structured notes | ||
| Amortized cost | $16,638,000 | 94 |
| Fair value | $16,740,000 | 94 |
| 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 | $94,498,000 | 1,346 |
| U.S. Government securities | $94,498,000 | 998 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $94,498,000 | 958 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $5,545,000 | 4,006 |
| Certificates of participation in pools of residential mortgages | $1,818,000 | 4,762 |
| Issued or guaranteed by U.S. | $1,818,000 | 4,745 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,727,000 | 2,053 |
| CMOs issued by government agencies or sponsored agencies | $3,727,000 | 1,942 |
| 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) | $55,866,000 | 379 |
| Available-for-sale securities (fair market value) | $38,632,000 | 2,495 |
| Total debt securities | $94,498,000 | 1,298 |
| Structured notes | ||
| Amortized cost | $33,070,000 | 27 |
| Fair value | $33,135,000 | 27 |
| 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 | $84,202,000 | 1,468 |
| U.S. Government securities | $84,202,000 | 1,085 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $84,202,000 | 1,036 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $8,188,000 | 3,337 |
| Certificates of participation in pools of residential mortgages | $2,431,000 | 4,405 |
| Issued or guaranteed by U.S. | $2,431,000 | 4,388 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,757,000 | 1,713 |
| CMOs issued by government agencies or sponsored agencies | $5,757,000 | 1,620 |
| 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) | $38,245,000 | 541 |
| Available-for-sale securities (fair market value) | $45,957,000 | 2,118 |
| Total debt securities | $84,202,000 | 1,417 |
| Structured notes | ||
| Amortized cost | $21,683,000 | 38 |
| Fair value | $21,723,000 | 38 |
| 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 | $65,827,000 | 1,699 |
| U.S. Government securities | $65,827,000 | 1,227 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $65,827,000 | 1,159 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $18,343,000 | 1,967 |
| Certificates of participation in pools of residential mortgages | $8,020,000 | 2,419 |
| Issued or guaranteed by U.S. | $8,020,000 | 2,403 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $10,323,000 | 1,257 |
| CMOs issued by government agencies or sponsored agencies | $10,323,000 | 1,178 |
| 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) | $51,842,000 | 395 |
| Available-for-sale securities (fair market value) | $13,985,000 | 4,765 |
| Total debt securities | $65,827,000 | 1,652 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 53 |
| Fair value | $5,695,000 | 58 |
| 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 | $57,989,000 | 1,893 |
| U.S. Government securities | $56,114,000 | 1,418 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $56,114,000 | 1,313 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,875,000 | 1,652 |
| 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 | $5,111,000 | 3,354 |
| Certificates of participation in pools of residential mortgages | $4,111,000 | 2,934 |
| Issued or guaranteed by U.S. | $4,111,000 | 2,917 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,000,000 | 2,834 |
| CMOs issued by government agencies or sponsored agencies | $1,000,000 | 2,680 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $42,673,000 | 597 |
| Available-for-sale securities (fair market value) | $15,316,000 | 4,541 |
| Total debt securities | $56,114,000 | 1,886 |
| 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 | $50,158,000 | 2,256 |
| U.S. Government securities | $48,359,000 | 1,736 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $48,359,000 | 1,546 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,799,000 | 1,628 |
| 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 | $2,313,000 | 4,882 |
| Certificates of participation in pools of residential mortgages | $1,313,000 | 4,733 |
| Issued or guaranteed by U.S. | $1,313,000 | 4,717 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,000,000 | 2,987 |
| CMOs issued by government agencies or sponsored agencies | $1,000,000 | 2,844 |
| 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) | $35,372,000 | 757 |
| Available-for-sale securities (fair market value) | $14,786,000 | 4,794 |
| Total debt securities | $48,359,000 | 2,267 |
| 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 | $54,910,000 | 2,108 |
| U.S. Government securities | $53,206,000 | 1,632 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $53,206,000 | 1,397 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,704,000 | 1,669 |
| 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 | $2,734,000 | 4,882 |
| Certificates of participation in pools of residential mortgages | $1,734,000 | 4,581 |
| Issued or guaranteed by U.S. | $1,734,000 | 4,561 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,000,000 | 3,265 |
| CMOs issued by government agencies or sponsored agencies | $1,000,000 | 3,124 |
| 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) | $27,720,000 | 1,039 |
| Available-for-sale securities (fair market value) | $27,190,000 | 3,014 |
| Total debt securities | $53,206,000 | 2,104 |
| 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 | $53,758,000 | 2,150 |
| U.S. Government securities | $52,079,000 | 1,763 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $52,079,000 | 1,385 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,679,000 | 1,648 |
| 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 | $2,509,000 | 5,062 |
| Certificates of participation in pools of residential mortgages | $2,509,000 | 4,036 |
| Issued or guaranteed by U.S. | $2,509,000 | 4,021 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,919,000 | 1,212 |
| Available-for-sale securities (fair market value) | $24,839,000 | 3,067 |
| Total debt securities | $52,079,000 | 2,139 |
| Structured notes | ||
| Amortized cost | $3,495,000 | 421 |
| Fair value | $3,489,000 | 405 |
| 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 | $50,802,000 | 2,414 |
| U.S. Government securities | $49,123,000 | 1,986 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $49,123,000 | 1,495 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,679,000 | 1,682 |
| 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 | $3,816,000 | 4,792 |
| Certificates of participation in pools of residential mortgages | $3,055,000 | 4,059 |
| Issued or guaranteed by U.S. | $3,055,000 | 4,038 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $761,000 | 4,108 |
| CMOs issued by government agencies or sponsored agencies | $761,000 | 3,954 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,239,000 | 1,623 |
| Available-for-sale securities (fair market value) | $26,563,000 | 3,031 |
| Total debt securities | $49,212,000 | 2,417 |
| Structured notes | ||
| Amortized cost | $3,487,000 | 603 |
| Fair value | $3,407,000 | 604 |
| 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 | $39,622,000 | 3,179 |
| U.S. Government securities | $37,965,000 | 2,665 |
| U.S. Treasury securities | $6,017,000 | 4,069 |
| U.S. Government agency obligations | $31,948,000 | 2,184 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,657,000 | 1,611 |
| 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 | $6,096,000 | 4,087 |
| Certificates of participation in pools of residential mortgages | $4,106,000 | 3,643 |
| Issued or guaranteed by U.S. | $4,106,000 | 3,612 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,990,000 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $1,990,000 | 3,300 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,107,000 | 2,081 |
| Available-for-sale securities (fair market value) | $20,515,000 | 3,886 |
| Total debt securities | $37,696,000 | 3,265 |
| Structured notes | ||
| Amortized cost | $4,378,000 | 828 |
| Fair value | $4,449,000 | 801 |
| 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 | $31,898,000 | 4,065 |
| U.S. Government securities | $30,241,000 | 3,440 |
| U.S. Treasury securities | $10,577,000 | 3,233 |
| U.S. Government agency obligations | $19,664,000 | 3,234 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $1,657,000 | 1,482 |
| 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 | $6,574,000 | 4,123 |
| Certificates of participation in pools of residential mortgages | $4,563,000 | 3,553 |
| Issued or guaranteed by U.S. | $4,563,000 | 3,530 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,011,000 | 3,623 |
| CMOs issued by government agencies or sponsored agencies | $2,011,000 | 3,443 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,386,000 | 4,020 |
| Available-for-sale securities (fair market value) | $15,512,000 | 3,478 |
| Total debt securities | $30,556,000 | 4,117 |
| 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 | $32,098,000 | 4,241 |
| U.S. Government securities | $30,444,000 | 3,540 |
| U.S. Treasury securities | $20,835,000 | 1,779 |
| U.S. Government agency obligations | $9,609,000 | 5,707 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $1,654,000 | 1,597 |
| 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 | $8,610,000 | 3,943 |
| Certificates of participation in pools of residential mortgages | $4,803,000 | 3,874 |
| Issued or guaranteed by U.S. | $4,803,000 | 3,838 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,807,000 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $3,807,000 | 2,900 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $30,444,000 | 4,309 |
| 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 | $34,457,000 | 3,956 |
| U.S. Government securities | $32,717,000 | 3,306 |
| U.S. Treasury securities | $25,148,000 | 1,496 |
| U.S. Government agency obligations | $7,569,000 | 6,552 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $1,740,000 | 1,394 |
| 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 | $5,066,000 | 5,438 |
| Certificates of participation in pools of residential mortgages | $869,000 | 7,766 |
| Issued or guaranteed by U.S. | $869,000 | 7,702 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $4,197,000 | 2,902 |
| CMOs issued by government agencies or sponsored agencies | $4,197,000 | 2,654 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $32,717,000 | 4,052 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |