Home > Wellesley Bank > Securities
Wellesley Bank, Securities
| 2020-03-31 | Rank | |
| Total securities | $24,369,000 | 3,081 |
| U.S. Government securities | $6,542,000 | 3,685 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $6,542,000 | 3,520 |
| Securities issued by states & political subdivisions | $7,789,000 | 2,590 |
| Other domestic debt securities | $10,038,000 | 681 |
| Privately issued residential mortgage-backed securities | $2,100,000 | 325 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,115,000 | 375 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $6,823,000 | 542 |
| 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 | $4,839,000 | 3,179 |
| Certificates of participation in pools of residential mortgages | $1,856,000 | 3,288 |
| Issued or guaranteed by U.S. | $1,856,000 | 3,188 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,100,000 | 2,069 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $2,100,000 | 191 |
| Commercial mortgage-backed securities | $883,000 | 1,644 |
| Commercial mortgage pass-through securities | $883,000 | 1,168 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $24,369,000 | 2,884 |
| Total debt securities | $24,369,000 | 3,059 |
| 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 | $29,815,000 | 2,866 |
| U.S. Government securities | $9,874,000 | 3,393 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $9,874,000 | 3,241 |
| Securities issued by states & political subdivisions | $7,822,000 | 2,573 |
| Other domestic debt securities | $12,119,000 | 597 |
| Privately issued residential mortgage-backed securities | $2,166,000 | 308 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $1,226,000 | 350 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $8,727,000 | 455 |
| 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 | $5,080,000 | 3,131 |
| Certificates of participation in pools of residential mortgages | $1,941,000 | 3,246 |
| Issued or guaranteed by U.S. | $1,941,000 | 3,150 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,166,000 | 2,066 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $2,166,000 | 187 |
| Commercial mortgage-backed securities | $973,000 | 1,585 |
| Commercial mortgage pass-through securities | $973,000 | 1,124 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $29,815,000 | 2,678 |
| Total debt securities | $29,814,000 | 2,845 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 399 |
| Fair value | $999,000 | 423 |
| 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 | $33,793,000 | 2,708 |
| U.S. Government securities | $13,180,000 | 3,119 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $13,180,000 | 2,965 |
| Securities issued by states & political subdivisions | $7,847,000 | 2,575 |
| Other domestic debt securities | $12,766,000 | 565 |
| Privately issued residential mortgage-backed securities | $2,247,000 | 308 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $1,310,000 | 334 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $9,209,000 | 438 |
| 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 | $5,358,000 | 3,086 |
| Certificates of participation in pools of residential mortgages | $2,072,000 | 3,220 |
| Issued or guaranteed by U.S. | $2,072,000 | 3,117 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,247,000 | 2,063 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $2,247,000 | 178 |
| Commercial mortgage-backed securities | $1,039,000 | 1,523 |
| Commercial mortgage pass-through securities | $1,039,000 | 1,091 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $33,793,000 | 2,524 |
| Total debt securities | $33,793,000 | 2,692 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 357 |
| Fair value | $2,000,000 | 369 |
| 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 | $63,348,000 | 1,787 |
| U.S. Government securities | $28,987,000 | 2,159 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $28,987,000 | 2,046 |
| Securities issued by states & political subdivisions | $12,813,000 | 2,087 |
| Other domestic debt securities | $21,548,000 | 401 |
| Privately issued residential mortgage-backed securities | $2,977,000 | 270 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $1,397,000 | 316 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $17,174,000 | 295 |
| 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 | $14,461,000 | 2,261 |
| Certificates of participation in pools of residential mortgages | $6,053,000 | 2,431 |
| Issued or guaranteed by U.S. | $6,053,000 | 2,378 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,977,000 | 1,896 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $2,977,000 | 176 |
| Commercial mortgage-backed securities | $5,431,000 | 908 |
| Commercial mortgage pass-through securities | $5,431,000 | 586 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $63,348,000 | 1,654 |
| Total debt securities | $63,348,000 | 1,769 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 391 |
| Fair value | $1,997,000 | 416 |
| 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 | $64,023,000 | 1,794 |
| U.S. Government securities | $29,257,000 | 2,168 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $29,257,000 | 2,039 |
| Securities issued by states & political subdivisions | $13,183,000 | 2,106 |
| Other domestic debt securities | $21,583,000 | 397 |
| Privately issued residential mortgage-backed securities | $3,013,000 | 273 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $1,506,000 | 298 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $17,064,000 | 299 |
| 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 | $14,838,000 | 2,221 |
| Certificates of participation in pools of residential mortgages | $6,361,000 | 2,406 |
| Issued or guaranteed by U.S. | $6,361,000 | 2,351 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,013,000 | 1,900 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $3,013,000 | 179 |
| Commercial mortgage-backed securities | $5,464,000 | 849 |
| Commercial mortgage pass-through securities | $5,464,000 | 568 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $64,023,000 | 1,657 |
| Total debt securities | $64,024,000 | 1,777 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 404 |
| Fair value | $1,991,000 | 420 |
| 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 | $66,770,000 | 1,757 |
| U.S. Government securities | $31,114,000 | 2,104 |
| U.S. Treasury securities | $1,495,000 | 1,090 |
| U.S. Government agency obligations | $29,619,000 | 2,041 |
| Securities issued by states & political subdivisions | $12,908,000 | 2,200 |
| Other domestic debt securities | $22,748,000 | 369 |
| Privately issued residential mortgage-backed securities | $3,048,000 | 244 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $1,844,000 | 287 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $17,856,000 | 282 |
| 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 | $15,071,000 | 2,198 |
| Certificates of participation in pools of residential mortgages | $6,535,000 | 2,393 |
| Issued or guaranteed by U.S. | $6,535,000 | 2,358 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,048,000 | 1,889 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $3,048,000 | 171 |
| Commercial mortgage-backed securities | $5,488,000 | 830 |
| Commercial mortgage pass-through securities | $5,488,000 | 554 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $66,770,000 | 1,615 |
| Total debt securities | $66,769,000 | 1,741 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 420 |
| Fair value | $1,978,000 | 444 |
| 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 | $67,651,000 | 1,757 |
| U.S. Government securities | $33,871,000 | 2,006 |
| U.S. Treasury securities | $4,050,000 | 735 |
| U.S. Government agency obligations | $29,821,000 | 2,059 |
| Securities issued by states & political subdivisions | $12,789,000 | 2,232 |
| Other domestic debt securities | $20,991,000 | 368 |
| Privately issued residential mortgage-backed securities | $3,091,000 | 201 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $1,962,000 | 270 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $15,938,000 | 302 |
| 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 | $15,380,000 | 2,205 |
| Certificates of participation in pools of residential mortgages | $6,702,000 | 2,402 |
| Issued or guaranteed by U.S. | $6,702,000 | 2,391 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,091,000 | 1,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $3,091,000 | 169 |
| Commercial mortgage-backed securities | $5,587,000 | 816 |
| Commercial mortgage pass-through securities | $5,587,000 | 542 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $67,651,000 | 1,609 |
| Total debt securities | $67,650,000 | 1,741 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 417 |
| Fair value | $1,950,000 | 452 |
| 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 | $67,251,000 | 1,792 |
| U.S. Government securities | $33,127,000 | 2,027 |
| U.S. Treasury securities | $3,629,000 | 758 |
| U.S. Government agency obligations | $29,498,000 | 2,073 |
| Securities issued by states & political subdivisions | $12,922,000 | 2,257 |
| Other domestic debt securities | $21,202,000 | 408 |
| Privately issued residential mortgage-backed securities | $3,186,000 | 344 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $2,081,000 | 258 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $15,935,000 | 302 |
| 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 | $15,593,000 | 2,224 |
| Certificates of participation in pools of residential mortgages | $8,091,000 | 2,247 |
| Issued or guaranteed by U.S. | $8,091,000 | 2,143 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $3,186,000 | 1,855 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $3,186,000 | 176 |
| Commercial mortgage-backed securities | $4,316,000 | 887 |
| Commercial mortgage pass-through securities | $4,316,000 | 592 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $67,251,000 | 1,642 |
| Total debt securities | $67,251,000 | 1,772 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 425 |
| Fair value | $1,961,000 | 456 |
| 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 | $67,209,000 | 1,809 |
| U.S. Government securities | $31,802,000 | 2,125 |
| U.S. Treasury securities | $3,713,000 | 732 |
| U.S. Government agency obligations | $28,089,000 | 2,197 |
| Securities issued by states & political subdivisions | $12,955,000 | 2,308 |
| Other domestic debt securities | $22,452,000 | 361 |
| Privately issued residential mortgage-backed securities | $3,256,000 | 185 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $2,221,000 | 234 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $16,975,000 | 286 |
| 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 | $14,452,000 | 2,302 |
| Certificates of participation in pools of residential mortgages | $6,378,000 | 2,544 |
| Issued or guaranteed by U.S. | $6,378,000 | 2,542 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,256,000 | 1,831 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $3,256,000 | 174 |
| Commercial mortgage-backed securities | $4,818,000 | 743 |
| Commercial mortgage pass-through securities | $4,818,000 | 454 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $67,209,000 | 1,661 |
| Total debt securities | $67,209,000 | 1,790 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 418 |
| Fair value | $1,965,000 | 445 |
| 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 | $66,486,000 | 1,853 |
| U.S. Government securities | $30,383,000 | 2,201 |
| U.S. Treasury securities | $1,241,000 | 1,002 |
| U.S. Government agency obligations | $29,142,000 | 2,166 |
| Securities issued by states & political subdivisions | $13,287,000 | 2,340 |
| Other domestic debt securities | $22,816,000 | 348 |
| Privately issued residential mortgage-backed securities | $3,365,000 | 179 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $2,291,000 | 219 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $17,160,000 | 285 |
| 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 | $15,002,000 | 2,272 |
| Certificates of participation in pools of residential mortgages | $6,725,000 | 2,522 |
| Issued or guaranteed by U.S. | $6,725,000 | 2,520 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,365,000 | 1,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $3,365,000 | 169 |
| Commercial mortgage-backed securities | $4,912,000 | 725 |
| Commercial mortgage pass-through securities | $4,912,000 | 450 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $66,486,000 | 1,717 |
| Total debt securities | $66,486,000 | 1,836 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 411 |
| Fair value | $1,979,000 | 442 |
| 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 | $65,731,000 | 1,885 |
| U.S. Government securities | $29,114,000 | 2,291 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $29,114,000 | 2,195 |
| Securities issued by states & political subdivisions | $13,544,000 | 2,348 |
| Other domestic debt securities | $23,073,000 | 352 |
| Privately issued residential mortgage-backed securities | $3,484,000 | 177 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $2,330,000 | 215 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $17,259,000 | 296 |
| 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 | $15,619,000 | 2,258 |
| Certificates of participation in pools of residential mortgages | $7,169,000 | 2,507 |
| Issued or guaranteed by U.S. | $7,169,000 | 2,506 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,484,000 | 1,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $3,484,000 | 167 |
| Commercial mortgage-backed securities | $4,966,000 | 705 |
| Commercial mortgage pass-through securities | $4,966,000 | 443 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $65,731,000 | 1,743 |
| Total debt securities | $65,731,000 | 1,866 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 431 |
| Fair value | $1,979,000 | 475 |
| 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 | $66,472,000 | 1,908 |
| U.S. Government securities | $29,996,000 | 2,298 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $29,996,000 | 2,199 |
| Securities issued by states & political subdivisions | $12,560,000 | 2,471 |
| Other domestic debt securities | $23,916,000 | 354 |
| Privately issued residential mortgage-backed securities | $3,598,000 | 184 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $2,376,000 | 199 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $17,942,000 | 299 |
| 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 | $16,172,000 | 2,240 |
| Certificates of participation in pools of residential mortgages | $7,604,000 | 2,493 |
| Issued or guaranteed by U.S. | $7,604,000 | 2,492 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,598,000 | 1,827 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $3,598,000 | 173 |
| Commercial mortgage-backed securities | $4,970,000 | 695 |
| Commercial mortgage pass-through securities | $4,970,000 | 437 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $66,472,000 | 1,754 |
| Total debt securities | $66,472,000 | 1,892 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 446 |
| Fair value | $1,976,000 | 488 |
| 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 | $66,942,000 | 1,927 |
| U.S. Government securities | $30,413,000 | 2,298 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $30,413,000 | 2,193 |
| Securities issued by states & political subdivisions | $12,528,000 | 2,494 |
| Other domestic debt securities | $24,001,000 | 372 |
| Privately issued residential mortgage-backed securities | $3,691,000 | 188 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $2,409,000 | 206 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $17,901,000 | 307 |
| 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 | $16,558,000 | 2,244 |
| Certificates of participation in pools of residential mortgages | $7,921,000 | 2,483 |
| Issued or guaranteed by U.S. | $7,921,000 | 2,483 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,691,000 | 1,812 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $3,691,000 | 178 |
| Commercial mortgage-backed securities | $4,946,000 | 682 |
| Commercial mortgage pass-through securities | $4,946,000 | 420 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $66,942,000 | 1,767 |
| Total debt securities | $66,943,000 | 1,906 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 472 |
| Fair value | $1,968,000 | 503 |
| 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 | $64,648,000 | 1,970 |
| U.S. Government securities | $31,027,000 | 2,249 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $31,027,000 | 2,152 |
| Securities issued by states & political subdivisions | $9,470,000 | 2,857 |
| Other domestic debt securities | $24,151,000 | 356 |
| Privately issued residential mortgage-backed securities | $3,844,000 | 193 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $2,442,000 | 200 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $17,865,000 | 292 |
| 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 | $17,009,000 | 2,201 |
| Certificates of participation in pools of residential mortgages | $8,221,000 | 2,450 |
| Issued or guaranteed by U.S. | $8,221,000 | 2,448 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,844,000 | 1,764 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $3,844,000 | 181 |
| Commercial mortgage-backed securities | $4,944,000 | 655 |
| Commercial mortgage pass-through securities | $4,944,000 | 405 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $64,648,000 | 1,816 |
| Total debt securities | $64,648,000 | 1,949 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 465 |
| Fair value | $1,961,000 | 496 |
| 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 | $67,417,000 | 1,904 |
| U.S. Government securities | $33,645,000 | 2,120 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $33,645,000 | 2,034 |
| Securities issued by states & political subdivisions | $8,695,000 | 2,968 |
| Other domestic debt securities | $25,077,000 | 345 |
| Privately issued residential mortgage-backed securities | $4,119,000 | 194 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $2,493,000 | 197 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $18,465,000 | 288 |
| 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 | $18,145,000 | 2,134 |
| Certificates of participation in pools of residential mortgages | $8,879,000 | 2,405 |
| Issued or guaranteed by U.S. | $8,879,000 | 2,405 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,119,000 | 1,727 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $4,119,000 | 186 |
| Commercial mortgage-backed securities | $5,147,000 | 613 |
| Commercial mortgage pass-through securities | $5,147,000 | 360 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $67,417,000 | 1,743 |
| Total debt securities | $67,417,000 | 1,881 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 489 |
| Fair value | $1,998,000 | 486 |
| 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 | $66,823,000 | 1,942 |
| U.S. Government securities | $32,574,000 | 2,229 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $32,574,000 | 2,139 |
| Securities issued by states & political subdivisions | $8,787,000 | 2,958 |
| Other domestic debt securities | $25,462,000 | 352 |
| Privately issued residential mortgage-backed securities | $4,359,000 | 195 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $2,537,000 | 196 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $18,566,000 | 292 |
| 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 | $18,830,000 | 2,117 |
| Certificates of participation in pools of residential mortgages | $9,286,000 | 2,399 |
| Issued or guaranteed by U.S. | $9,286,000 | 2,395 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,359,000 | 1,710 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $4,359,000 | 182 |
| Commercial mortgage-backed securities | $5,185,000 | 589 |
| Commercial mortgage pass-through securities | $5,185,000 | 338 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $66,823,000 | 1,757 |
| Total debt securities | $66,823,000 | 1,918 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 516 |
| Fair value | $2,001,000 | 542 |
| 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 | $67,130,000 | 1,979 |
| U.S. Government securities | $31,778,000 | 2,321 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $31,778,000 | 2,235 |
| Securities issued by states & political subdivisions | $8,802,000 | 2,953 |
| Other domestic debt securities | $26,550,000 | 337 |
| Privately issued residential mortgage-backed securities | $4,495,000 | 187 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $2,594,000 | 194 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $19,461,000 | 279 |
| 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 | $18,344,000 | 2,154 |
| Certificates of participation in pools of residential mortgages | $8,734,000 | 2,479 |
| Issued or guaranteed by U.S. | $8,734,000 | 2,477 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,495,000 | 1,696 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $4,495,000 | 179 |
| Commercial mortgage-backed securities | $5,115,000 | 578 |
| Commercial mortgage pass-through securities | $5,115,000 | 329 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $67,130,000 | 1,790 |
| Total debt securities | $67,130,000 | 1,948 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 481 |
| Fair value | $3,243,000 | 481 |
| 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 | $62,434,000 | 2,104 |
| U.S. Government securities | $33,085,000 | 2,298 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $33,085,000 | 2,214 |
| Securities issued by states & political subdivisions | $7,408,000 | 3,167 |
| Other domestic debt securities | $21,941,000 | 371 |
| Privately issued residential mortgage-backed securities | $2,664,000 | 236 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $2,622,000 | 202 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $16,655,000 | 299 |
| 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 | $16,702,000 | 2,279 |
| Certificates of participation in pools of residential mortgages | $10,079,000 | 2,322 |
| Issued or guaranteed by U.S. | $10,079,000 | 2,320 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,664,000 | 2,070 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $2,664,000 | 226 |
| Commercial mortgage-backed securities | $3,959,000 | 594 |
| Commercial mortgage pass-through securities | $3,959,000 | 347 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $62,434,000 | 1,923 |
| Total debt securities | $62,434,000 | 2,073 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 542 |
| Fair value | $3,225,000 | 542 |
| 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 | $50,173,000 | 2,480 |
| U.S. Government securities | $23,952,000 | 2,826 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $23,952,000 | 2,737 |
| Securities issued by states & political subdivisions | $7,102,000 | 3,230 |
| Other domestic debt securities | $19,119,000 | 409 |
| Privately issued residential mortgage-backed securities | $2,765,000 | 232 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $2,637,000 | 212 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $13,717,000 | 352 |
| 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 | $15,421,000 | 2,393 |
| Certificates of participation in pools of residential mortgages | $10,669,000 | 2,289 |
| Issued or guaranteed by U.S. | $10,669,000 | 2,287 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,765,000 | 2,062 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $2,765,000 | 223 |
| Commercial mortgage-backed securities | $1,987,000 | 752 |
| Commercial mortgage pass-through securities | $1,987,000 | 456 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $50,173,000 | 2,259 |
| Total debt securities | $50,173,000 | 2,456 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,073 |
| Fair value | $1,229,000 | 1,082 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $49,596,000 | 2,542 |
| U.S. Government securities | $27,137,000 | 2,722 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $27,137,000 | 2,631 |
| Securities issued by states & political subdivisions | $6,027,000 | 3,423 |
| Other domestic debt securities | $16,432,000 | 449 |
| Privately issued residential mortgage-backed securities | $2,974,000 | 234 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $2,726,000 | 214 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $10,732,000 | 392 |
| 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 | $16,488,000 | 2,376 |
| Certificates of participation in pools of residential mortgages | $11,550,000 | 2,258 |
| Issued or guaranteed by U.S. | $11,550,000 | 2,257 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,974,000 | 2,063 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $2,974,000 | 223 |
| Commercial mortgage-backed securities | $1,964,000 | 718 |
| Commercial mortgage pass-through securities | $1,964,000 | 435 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $49,596,000 | 2,325 |
| Total debt securities | $49,596,000 | 2,521 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 739 |
| Fair value | $3,216,000 | 739 |
| 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 | $55,328,000 | 2,392 |
| U.S. Government securities | $31,562,000 | 2,517 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $31,562,000 | 2,431 |
| Securities issued by states & political subdivisions | $6,101,000 | 3,420 |
| Other domestic debt securities | $17,665,000 | 427 |
| Privately issued residential mortgage-backed securities | $3,088,000 | 241 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $2,750,000 | 224 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $11,827,000 | 370 |
| 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 | $17,444,000 | 2,347 |
| Certificates of participation in pools of residential mortgages | $12,345,000 | 2,202 |
| Issued or guaranteed by U.S. | $12,345,000 | 2,202 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,088,000 | 2,080 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $3,088,000 | 228 |
| Commercial mortgage-backed securities | $2,011,000 | 687 |
| Commercial mortgage pass-through securities | $2,011,000 | 410 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $55,328,000 | 2,180 |
| Total debt securities | $55,328,000 | 2,368 |
| Structured notes | ||
| Amortized cost | $5,250,000 | 565 |
| Fair value | $5,254,000 | 568 |
| 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 | $52,681,000 | 2,491 |
| U.S. Government securities | $30,422,000 | 2,590 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $30,422,000 | 2,508 |
| Securities issued by states & political subdivisions | $5,871,000 | 3,490 |
| Other domestic debt securities | $16,388,000 | 446 |
| Privately issued residential mortgage-backed securities | $3,162,000 | 244 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $2,785,000 | 218 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $10,441,000 | 397 |
| 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 | $16,976,000 | 2,413 |
| Certificates of participation in pools of residential mortgages | $13,814,000 | 2,118 |
| Issued or guaranteed by U.S. | $13,814,000 | 2,116 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,162,000 | 2,108 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $3,162,000 | 231 |
| 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) | $52,681,000 | 2,262 |
| Total debt securities | $52,681,000 | 2,469 |
| Structured notes | ||
| Amortized cost | $5,500,000 | 593 |
| Fair value | $5,499,000 | 597 |
| 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 | $42,233,000 | 2,948 |
| U.S. Government securities | $24,894,000 | 3,043 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $24,894,000 | 2,934 |
| Securities issued by states & political subdivisions | $5,888,000 | 3,524 |
| Other domestic debt securities | $11,451,000 | 559 |
| Privately issued residential mortgage-backed securities | $3,198,000 | 256 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $1,796,000 | 251 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $6,457,000 | 560 |
| 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 | $16,077,000 | 2,563 |
| Certificates of participation in pools of residential mortgages | $12,879,000 | 2,289 |
| Issued or guaranteed by U.S. | $12,879,000 | 2,287 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,198,000 | 2,153 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $3,198,000 | 244 |
| 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) | $42,233,000 | 2,688 |
| Total debt securities | $42,233,000 | 2,924 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 811 |
| Fair value | $3,980,000 | 814 |
| 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 | $39,852,000 | 3,132 |
| U.S. Government securities | $22,869,000 | 3,243 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $22,869,000 | 3,145 |
| Securities issued by states & political subdivisions | $5,420,000 | 3,646 |
| Other domestic debt securities | $11,563,000 | 578 |
| Privately issued residential mortgage-backed securities | $3,282,000 | 255 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $1,816,000 | 269 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $6,465,000 | 577 |
| 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 | $15,964,000 | 2,603 |
| Certificates of participation in pools of residential mortgages | $12,682,000 | 2,330 |
| Issued or guaranteed by U.S. | $12,682,000 | 2,329 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,282,000 | 2,159 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $3,282,000 | 246 |
| 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) | $39,852,000 | 2,840 |
| Total debt securities | $39,852,000 | 3,103 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 834 |
| Fair value | $4,003,000 | 830 |
| 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 | $42,344,000 | 3,013 |
| U.S. Government securities | $24,256,000 | 3,134 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $24,256,000 | 3,050 |
| Securities issued by states & political subdivisions | $5,387,000 | 3,684 |
| Other domestic debt securities | $12,701,000 | 561 |
| Privately issued residential mortgage-backed securities | $3,383,000 | 267 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $1,842,000 | 281 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $7,476,000 | 536 |
| 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 | $16,570,000 | 2,570 |
| Certificates of participation in pools of residential mortgages | $13,187,000 | 2,301 |
| Issued or guaranteed by U.S. | $13,187,000 | 2,300 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,383,000 | 2,127 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $3,383,000 | 258 |
| 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) | $42,344,000 | 2,750 |
| Total debt securities | $42,344,000 | 2,983 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 723 |
| Fair value | $4,947,000 | 726 |
| 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 | $36,672,000 | 3,304 |
| U.S. Government securities | $18,743,000 | 3,608 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $18,743,000 | 3,506 |
| Securities issued by states & political subdivisions | $4,120,000 | 3,970 |
| Other domestic debt securities | $13,809,000 | 558 |
| Privately issued residential mortgage-backed securities | $3,956,000 | 263 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,843,000 | 282 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $8,010,000 | 515 |
| 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 | $17,578,000 | 2,506 |
| Certificates of participation in pools of residential mortgages | $13,686,000 | 2,253 |
| Issued or guaranteed by U.S. | $13,622,000 | 2,255 |
| Privately issued | $64,000 | 65 |
| Collaterized mortgage obligations | $3,892,000 | 2,039 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $3,892,000 | 256 |
| 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) | $36,672,000 | 3,020 |
| Total debt securities | $36,672,000 | 3,278 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,200 |
| Fair value | $1,950,000 | 1,230 |
| 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 | $35,232,000 | 3,387 |
| U.S. Government securities | $19,517,000 | 3,552 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $19,517,000 | 3,459 |
| Securities issued by states & political subdivisions | $4,139,000 | 3,972 |
| Other domestic debt securities | $11,576,000 | 642 |
| Privately issued residential mortgage-backed securities | $4,305,000 | 270 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $7,271,000 | 562 |
| 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 | $18,786,000 | 2,435 |
| Certificates of participation in pools of residential mortgages | $14,553,000 | 2,188 |
| Issued or guaranteed by U.S. | $14,481,000 | 2,192 |
| Privately issued | $72,000 | 64 |
| Collaterized mortgage obligations | $4,233,000 | 2,003 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $4,233,000 | 258 |
| 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) | $35,232,000 | 3,109 |
| Total debt securities | $35,232,000 | 3,355 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,570 |
| Fair value | $997,000 | 1,597 |
| 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 | $35,276,000 | 3,370 |
| U.S. Government securities | $21,944,000 | 3,332 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $21,944,000 | 3,248 |
| Securities issued by states & political subdivisions | $4,345,000 | 3,921 |
| Other domestic debt securities | $8,987,000 | 742 |
| Privately issued residential mortgage-backed securities | $1,595,000 | 451 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $7,392,000 | 571 |
| 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 | $18,351,000 | 2,482 |
| Certificates of participation in pools of residential mortgages | $16,841,000 | 2,001 |
| Issued or guaranteed by U.S. | $16,756,000 | 2,007 |
| Privately issued | $85,000 | 67 |
| Collaterized mortgage obligations | $1,510,000 | 2,725 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $1,510,000 | 437 |
| 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) | $35,276,000 | 3,100 |
| Total debt securities | $35,276,000 | 3,340 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,552 |
| Fair value | $975,000 | 1,648 |
| 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 | $38,529,000 | 3,223 |
| U.S. Government securities | $24,629,000 | 3,139 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $24,629,000 | 3,065 |
| Securities issued by states & political subdivisions | $5,903,000 | 3,597 |
| Other domestic debt securities | $7,997,000 | 817 |
| Privately issued residential mortgage-backed securities | $1,693,000 | 462 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $6,304,000 | 638 |
| 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 | $19,176,000 | 2,452 |
| Certificates of participation in pools of residential mortgages | $17,483,000 | 1,973 |
| Issued or guaranteed by U.S. | $17,483,000 | 1,972 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,693,000 | 2,716 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $1,693,000 | 447 |
| 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) | $38,529,000 | 2,977 |
| Total debt securities | $38,529,000 | 3,197 |
| Structured notes | ||
| Amortized cost | $91,000 | 2,396 |
| Fair value | $99,000 | 2,391 |
| 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 | $39,256,000 | 3,140 |
| U.S. Government securities | $25,114,000 | 3,057 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $25,114,000 | 2,989 |
| Securities issued by states & political subdivisions | $5,963,000 | 3,532 |
| Other domestic debt securities | $8,179,000 | 781 |
| Privately issued residential mortgage-backed securities | $1,887,000 | 461 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $6,292,000 | 612 |
| 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 | $20,758,000 | 2,356 |
| Certificates of participation in pools of residential mortgages | $18,871,000 | 1,832 |
| Issued or guaranteed by U.S. | $18,871,000 | 1,831 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,887,000 | 2,698 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $1,887,000 | 448 |
| 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) | $39,256,000 | 2,904 |
| Total debt securities | $39,256,000 | 3,112 |
| Structured notes | ||
| Amortized cost | $105,000 | 2,425 |
| Fair value | $114,000 | 2,420 |
| 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 | $42,457,000 | 3,020 |
| U.S. Government securities | $27,195,000 | 2,966 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $27,195,000 | 2,915 |
| Securities issued by states & political subdivisions | $6,736,000 | 3,364 |
| Other domestic debt securities | $8,526,000 | 788 |
| Privately issued residential mortgage-backed securities | $2,246,000 | 470 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $6,280,000 | 648 |
| 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 | $21,059,000 | 2,446 |
| Certificates of participation in pools of residential mortgages | $18,813,000 | 1,940 |
| Issued or guaranteed by U.S. | $18,813,000 | 1,940 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,246,000 | 2,693 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $2,246,000 | 453 |
| 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) | $42,457,000 | 2,790 |
| Total debt securities | $42,457,000 | 2,996 |
| Structured notes | ||
| Amortized cost | $2,102,000 | 1,282 |
| Fair value | $2,131,000 | 1,281 |
| 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 | $45,439,000 | 2,889 |
| U.S. Government securities | $28,142,000 | 2,962 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $28,142,000 | 2,900 |
| Securities issued by states & political subdivisions | $7,923,000 | 3,084 |
| Other domestic debt securities | $9,374,000 | 769 |
| Privately issued residential mortgage-backed securities | $2,470,000 | 487 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $6,904,000 | 608 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,182,000 | 3,038 |
| Mortgage-backed securities | $22,746,000 | 2,356 |
| Certificates of participation in pools of residential mortgages | $20,276,000 | 1,872 |
| Issued or guaranteed by U.S. | $20,276,000 | 1,870 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,470,000 | 2,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $2,470,000 | 469 |
| 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) | $45,439,000 | 2,663 |
| Total debt securities | $45,439,000 | 2,867 |
| Structured notes | ||
| Amortized cost | $5,268,000 | 858 |
| Fair value | $5,278,000 | 853 |
| 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 | $41,905,000 | 3,057 |
| U.S. Government securities | $26,057,000 | 3,147 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $26,057,000 | 3,087 |
| Securities issued by states & political subdivisions | $8,207,000 | 2,955 |
| Other domestic debt securities | $7,641,000 | 848 |
| Privately issued residential mortgage-backed securities | $2,691,000 | 490 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $4,950,000 | 756 |
| 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 | $8,925,000 | 3,572 |
| Mortgage-backed securities | $23,928,000 | 2,310 |
| Certificates of participation in pools of residential mortgages | $21,237,000 | 1,792 |
| Issued or guaranteed by U.S. | $21,237,000 | 1,789 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,691,000 | 2,607 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $2,691,000 | 470 |
| 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) | $41,905,000 | 2,819 |
| Total debt securities | $41,905,000 | 3,029 |
| Structured notes | ||
| Amortized cost | $2,133,000 | 1,638 |
| Fair value | $2,149,000 | 1,635 |
| 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 | $36,089,000 | 3,274 |
| U.S. Government securities | $23,850,000 | 3,275 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $23,850,000 | 3,205 |
| Securities issued by states & political subdivisions | $8,246,000 | 2,900 |
| Other domestic debt securities | $3,993,000 | 1,175 |
| Privately issued residential mortgage-backed securities | $3,014,000 | 519 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $979,000 | 1,495 |
| 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 | $9,433,000 | 3,306 |
| Mortgage-backed securities | $21,992,000 | 2,327 |
| Certificates of participation in pools of residential mortgages | $18,978,000 | 1,851 |
| Issued or guaranteed by U.S. | $18,978,000 | 1,850 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,014,000 | 2,489 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $3,014,000 | 494 |
| 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) | $36,089,000 | 3,007 |
| Total debt securities | $36,089,000 | 3,253 |
| Structured notes | ||
| Amortized cost | $2,146,000 | 1,628 |
| Fair value | $2,158,000 | 1,628 |
| 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 | $32,554,000 | 3,430 |
| U.S. Government securities | $19,886,000 | 3,598 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $19,886,000 | 3,516 |
| Securities issued by states & political subdivisions | $8,382,000 | 2,826 |
| Other domestic debt securities | $4,286,000 | 1,126 |
| Privately issued residential mortgage-backed securities | $3,305,000 | 528 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $981,000 | 1,470 |
| 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 | $8,348,000 | 3,473 |
| Mortgage-backed securities | $20,198,000 | 2,413 |
| Certificates of participation in pools of residential mortgages | $16,893,000 | 1,964 |
| Issued or guaranteed by U.S. | $16,893,000 | 1,959 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,305,000 | 2,400 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $3,305,000 | 496 |
| 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) | $32,554,000 | 3,144 |
| Total debt securities | $32,554,000 | 3,394 |
| Structured notes | ||
| Amortized cost | $178,000 | 2,999 |
| Fair value | $196,000 | 2,994 |
| 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 | $28,507,000 | 3,738 |
| U.S. Government securities | $16,287,000 | 4,103 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $16,287,000 | 3,998 |
| Securities issued by states & political subdivisions | $8,246,000 | 2,796 |
| Other domestic debt securities | $3,974,000 | 1,133 |
| Privately issued residential mortgage-backed securities | $3,562,000 | 525 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $412,000 | 1,731 |
| 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 | $8,233,000 | 3,526 |
| Mortgage-backed securities | $16,840,000 | 2,609 |
| Certificates of participation in pools of residential mortgages | $13,278,000 | 2,221 |
| Issued or guaranteed by U.S. | $13,278,000 | 2,217 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,562,000 | 2,314 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $3,562,000 | 498 |
| 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) | $28,507,000 | 3,437 |
| Total debt securities | $28,507,000 | 3,708 |
| Structured notes | ||
| Amortized cost | $189,000 | 3,128 |
| Fair value | $206,000 | 3,105 |
| 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 | $25,998,000 | 3,945 |
| U.S. Government securities | $15,309,000 | 4,195 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $15,309,000 | 4,069 |
| Securities issued by states & political subdivisions | $6,655,000 | 3,045 |
| Other domestic debt securities | $4,034,000 | 1,164 |
| Privately issued residential mortgage-backed securities | $3,921,000 | 536 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $113,000 | 1,975 |
| 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 | $7,297,000 | 3,703 |
| Mortgage-backed securities | $16,155,000 | 2,600 |
| Certificates of participation in pools of residential mortgages | $12,234,000 | 2,280 |
| Issued or guaranteed by U.S. | $12,234,000 | 2,275 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,921,000 | 2,179 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $3,921,000 | 514 |
| 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) | $25,998,000 | 3,633 |
| Total debt securities | $25,998,000 | 3,912 |
| Structured notes | ||
| Amortized cost | $219,000 | 3,145 |
| Fair value | $201,000 | 3,152 |
| 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 | $25,565,000 | 3,866 |
| U.S. Government securities | $14,672,000 | 4,104 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $14,672,000 | 3,992 |
| Securities issued by states & political subdivisions | $5,713,000 | 3,261 |
| Other domestic debt securities | $5,180,000 | 1,092 |
| Privately issued residential mortgage-backed securities | $4,767,000 | 520 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $413,000 | 1,789 |
| 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 | $8,482,000 | 3,447 |
| Mortgage-backed securities | $16,285,000 | 2,488 |
| Certificates of participation in pools of residential mortgages | $11,518,000 | 2,274 |
| Issued or guaranteed by U.S. | $11,518,000 | 2,268 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,767,000 | 2,014 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $4,767,000 | 499 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $25,565,000 | 3,556 |
| Total debt securities | $25,565,000 | 3,835 |
| Structured notes | ||
| Amortized cost | $218,000 | 3,035 |
| Fair value | $238,000 | 3,026 |
| 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 | $26,262,000 | 3,770 |
| U.S. Government securities | $14,509,000 | 4,110 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $14,509,000 | 3,995 |
| Securities issued by states & political subdivisions | $5,202,000 | 3,320 |
| Other domestic debt securities | $6,551,000 | 999 |
| Privately issued residential mortgage-backed securities | $6,131,000 | 509 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $420,000 | 1,802 |
| 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 | $9,203,000 | 3,344 |
| Mortgage-backed securities | $17,867,000 | 2,360 |
| Certificates of participation in pools of residential mortgages | $11,736,000 | 2,219 |
| Issued or guaranteed by U.S. | $11,736,000 | 2,213 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,131,000 | 1,822 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $6,131,000 | 487 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $26,262,000 | 3,446 |
| Total debt securities | $26,262,000 | 3,730 |
| Structured notes | ||
| Amortized cost | $238,000 | 3,064 |
| Fair value | $257,000 | 3,017 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $25,973,000 | 3,790 |
| U.S. Government securities | $20,218,000 | 3,465 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $20,218,000 | 3,378 |
| Securities issued by states & political subdivisions | $4,834,000 | 3,339 |
| Other domestic debt securities | $921,000 | 2,248 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $921,000 | 1,419 |
| 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 | $8,783,000 | 3,464 |
| Mortgage-backed securities | $16,372,000 | 2,464 |
| Certificates of participation in pools of residential mortgages | $16,372,000 | 1,791 |
| Issued or guaranteed by U.S. | $16,372,000 | 1,785 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $25,973,000 | 3,470 |
| Total debt securities | $25,973,000 | 3,755 |
| Structured notes | ||
| Amortized cost | $819,000 | 2,714 |
| Fair value | $843,000 | 2,709 |
| 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 | $26,987,000 | 3,727 |
| U.S. Government securities | $21,514,000 | 3,402 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $21,514,000 | 3,315 |
| Securities issued by states & political subdivisions | $4,560,000 | 3,382 |
| Other domestic debt securities | $913,000 | 2,312 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $913,000 | 1,446 |
| 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 | $10,227,000 | 3,281 |
| Mortgage-backed securities | $17,017,000 | 2,477 |
| Certificates of participation in pools of residential mortgages | $17,017,000 | 1,827 |
| Issued or guaranteed by U.S. | $17,017,000 | 1,824 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $26,987,000 | 3,392 |
| Total debt securities | $26,987,000 | 3,699 |
| Structured notes | ||
| Amortized cost | $869,000 | 2,501 |
| Fair value | $892,000 | 2,493 |
| 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 | $28,188,000 | 3,611 |
| U.S. Government securities | $22,611,000 | 3,258 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $22,611,000 | 3,180 |
| Securities issued by states & political subdivisions | $4,570,000 | 3,386 |
| Other domestic debt securities | $1,007,000 | 2,287 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,007,000 | 1,399 |
| 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 | $8,191,000 | 3,666 |
| Mortgage-backed securities | $18,443,000 | 2,418 |
| Certificates of participation in pools of residential mortgages | $18,443,000 | 1,786 |
| Issued or guaranteed by U.S. | $18,443,000 | 1,780 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $28,188,000 | 3,255 |
| Total debt securities | $28,188,000 | 3,579 |
| Structured notes | ||
| Amortized cost | $597,000 | 2,359 |
| Fair value | $615,000 | 2,345 |
| 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 | $27,884,000 | 3,664 |
| U.S. Government securities | $21,965,000 | 3,286 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $21,965,000 | 3,217 |
| Securities issued by states & political subdivisions | $4,681,000 | 3,360 |
| Other domestic debt securities | $1,194,000 | 2,293 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,194,000 | 1,383 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $44,000 | 1,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,276,000 | 3,862 |
| Mortgage-backed securities | $16,307,000 | 2,627 |
| Certificates of participation in pools of residential mortgages | $16,307,000 | 2,007 |
| Issued or guaranteed by U.S. | $16,307,000 | 1,998 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $27,884,000 | 3,311 |
| Total debt securities | $27,840,000 | 3,626 |
| Structured notes | ||
| Amortized cost | $623,000 | 1,931 |
| Fair value | $646,000 | 1,920 |
| 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 | $28,887,000 | 3,536 |
| U.S. Government securities | $23,436,000 | 3,123 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $23,436,000 | 3,054 |
| Securities issued by states & political subdivisions | $4,142,000 | 3,488 |
| Other domestic debt securities | $1,283,000 | 2,267 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,283,000 | 1,381 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $26,000 | 1,458 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,102,000 | 3,700 |
| Mortgage-backed securities | $16,526,000 | 2,626 |
| Certificates of participation in pools of residential mortgages | $16,526,000 | 2,043 |
| Issued or guaranteed by U.S. | $16,526,000 | 2,030 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $28,887,000 | 3,171 |
| Total debt securities | $28,861,000 | 3,500 |
| Structured notes | ||
| Amortized cost | $659,000 | 1,447 |
| Fair value | $666,000 | 1,442 |
| 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 | $29,264,000 | 3,533 |
| U.S. Government securities | $23,930,000 | 3,121 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $23,930,000 | 3,061 |
| Securities issued by states & political subdivisions | $4,053,000 | 3,433 |
| Other domestic debt securities | $1,260,000 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,260,000 | 1,417 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $21,000 | 1,499 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,596,000 | 3,654 |
| Mortgage-backed securities | $14,530,000 | 2,868 |
| Certificates of participation in pools of residential mortgages | $14,530,000 | 2,227 |
| Issued or guaranteed by U.S. | $14,530,000 | 2,215 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $29,264,000 | 3,157 |
| Total debt securities | $29,243,000 | 3,510 |
| Structured notes | ||
| Amortized cost | $2,099,000 | 561 |
| Fair value | $2,130,000 | 557 |
| 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 | $29,621,000 | 3,492 |
| U.S. Government securities | $24,460,000 | 3,070 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $24,460,000 | 3,008 |
| Securities issued by states & political subdivisions | $3,834,000 | 3,466 |
| Other domestic debt securities | $1,311,000 | 2,120 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,311,000 | 1,366 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $16,000 | 1,523 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,538,000 | 3,885 |
| Mortgage-backed securities | $14,772,000 | 2,800 |
| Certificates of participation in pools of residential mortgages | $14,772,000 | 2,180 |
| Issued or guaranteed by U.S. | $14,772,000 | 2,169 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $29,621,000 | 3,115 |
| Total debt securities | $29,605,000 | 3,458 |
| Structured notes | ||
| Amortized cost | $2,125,000 | 594 |
| Fair value | $2,140,000 | 592 |
| 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 | $18,112,000 | 4,613 |
| U.S. Government securities | $13,813,000 | 4,398 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $13,813,000 | 4,317 |
| Securities issued by states & political subdivisions | $3,582,000 | 3,529 |
| Other domestic debt securities | $668,000 | 2,505 |
| 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 | $668,000 | 1,732 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $49,000 | 1,526 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,655,000 | 3,875 |
| Mortgage-backed securities | $6,676,000 | 3,830 |
| Certificates of participation in pools of residential mortgages | $6,676,000 | 3,244 |
| Issued or guaranteed by U.S. | $6,676,000 | 3,233 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $18,112,000 | 4,129 |
| Total debt securities | $18,063,000 | 4,580 |
| Structured notes | ||
| Amortized cost | $2,141,000 | 586 |
| Fair value | $2,144,000 | 583 |
| 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 | $20,613,000 | 4,361 |
| U.S. Government securities | $14,617,000 | 4,283 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $14,617,000 | 4,215 |
| Securities issued by states & political subdivisions | $3,740,000 | 3,494 |
| Other domestic debt securities | $1,739,000 | 1,940 |
| 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 | $1,739,000 | 1,275 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $517,000 | 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 | $5,336,000 | 4,423 |
| Mortgage-backed securities | $6,387,000 | 3,870 |
| Certificates of participation in pools of residential mortgages | $6,387,000 | 3,284 |
| Issued or guaranteed by U.S. | $6,387,000 | 3,267 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $20,613,000 | 3,903 |
| Total debt securities | $20,096,000 | 4,381 |
| Structured notes | ||
| Amortized cost | $2,156,000 | 616 |
| Fair value | $2,161,000 | 609 |
| 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 | $21,889,000 | 4,193 |
| U.S. Government securities | $15,671,000 | 4,130 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $15,671,000 | 4,055 |
| Securities issued by states & political subdivisions | $3,817,000 | 3,491 |
| Other domestic debt securities | $1,747,000 | 1,855 |
| 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 | $1,747,000 | 1,224 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $654,000 | 1,179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,740,000 | 4,263 |
| Mortgage-backed securities | $6,971,000 | 3,664 |
| Certificates of participation in pools of residential mortgages | $6,971,000 | 3,057 |
| Issued or guaranteed by U.S. | $6,971,000 | 3,044 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $21,889,000 | 3,763 |
| Total debt securities | $21,235,000 | 4,220 |
| Structured notes | ||
| Amortized cost | $2,274,000 | 646 |
| Fair value | $2,300,000 | 642 |
| 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 | $25,758,000 | 3,808 |
| U.S. Government securities | $18,826,000 | 3,743 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $18,826,000 | 3,665 |
| Securities issued by states & political subdivisions | $4,579,000 | 3,225 |
| Other domestic debt securities | $1,764,000 | 1,712 |
| 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 | $1,764,000 | 1,148 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $589,000 | 1,168 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,035,000 | 3,564 |
| Mortgage-backed securities | $6,212,000 | 3,554 |
| Certificates of participation in pools of residential mortgages | $6,212,000 | 2,935 |
| Issued or guaranteed by U.S. | $6,212,000 | 2,920 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $25,758,000 | 3,380 |
| Total debt securities | $25,169,000 | 3,809 |
| Structured notes | ||
| Amortized cost | $5,489,000 | 464 |
| Fair value | $5,492,000 | 458 |
| 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 | $26,522,000 | 3,729 |
| U.S. Government securities | $19,479,000 | 3,704 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $19,479,000 | 3,627 |
| Securities issued by states & political subdivisions | $4,572,000 | 3,218 |
| Other domestic debt securities | $1,761,000 | 1,670 |
| 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 | $1,761,000 | 1,123 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $710,000 | 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 | $9,232,000 | 3,562 |
| Mortgage-backed securities | $6,520,000 | 3,339 |
| Certificates of participation in pools of residential mortgages | $6,520,000 | 2,707 |
| Issued or guaranteed by U.S. | $6,520,000 | 2,694 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $26,522,000 | 3,303 |
| Total debt securities | $25,812,000 | 3,744 |
| Structured notes | ||
| Amortized cost | $5,508,000 | 576 |
| Fair value | $5,466,000 | 580 |
| 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 | $22,627,000 | 4,144 |
| U.S. Government securities | $15,910,000 | 4,248 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $15,910,000 | 4,141 |
| Securities issued by states & political subdivisions | $4,508,000 | 3,222 |
| Other domestic debt securities | $1,437,000 | 1,713 |
| 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 | $1,437,000 | 1,186 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $772,000 | 1,082 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,500,000 | 3,500 |
| Mortgage-backed securities | $6,930,000 | 3,191 |
| Certificates of participation in pools of residential mortgages | $6,930,000 | 2,559 |
| Issued or guaranteed by U.S. | $6,930,000 | 2,547 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $22,627,000 | 3,655 |
| Total debt securities | $21,855,000 | 4,190 |
| Structured notes | ||
| Amortized cost | $6,131,000 | 546 |
| Fair value | $6,008,000 | 550 |
| 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 | $23,331,000 | 4,065 |
| U.S. Government securities | $16,471,000 | 4,176 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $16,471,000 | 4,078 |
| Securities issued by states & political subdivisions | $4,585,000 | 3,206 |
| Other domestic debt securities | $1,478,000 | 1,712 |
| 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 | $1,478,000 | 1,199 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $797,000 | 1,089 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,908,000 | 3,447 |
| Mortgage-backed securities | $7,362,000 | 3,079 |
| Certificates of participation in pools of residential mortgages | $7,362,000 | 2,461 |
| Issued or guaranteed by U.S. | $7,362,000 | 2,451 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $23,331,000 | 3,567 |
| Total debt securities | $22,534,000 | 4,122 |
| Structured notes | ||
| Amortized cost | $6,161,000 | 582 |
| Fair value | $6,113,000 | 580 |
| 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 | $21,054,000 | 4,389 |
| U.S. Government securities | $15,922,000 | 4,339 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $15,922,000 | 4,226 |
| Securities issued by states & political subdivisions | $4,352,000 | 3,322 |
| 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 | $780,000 | 1,142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,083,000 | 3,786 |
| Mortgage-backed securities | $7,611,000 | 3,018 |
| Certificates of participation in pools of residential mortgages | $7,611,000 | 2,416 |
| Issued or guaranteed by U.S. | $7,611,000 | 2,404 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $21,054,000 | 3,846 |
| Total debt securities | $20,274,000 | 4,450 |
| Structured notes | ||
| Amortized cost | $6,185,000 | 601 |
| Fair value | $6,111,000 | 601 |
| 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 | $21,328,000 | 4,400 |
| U.S. Government securities | $16,169,000 | 4,350 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $16,169,000 | 4,222 |
| Securities issued by states & political subdivisions | $4,401,000 | 3,274 |
| 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 | $758,000 | 1,173 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,262,000 | 3,748 |
| Mortgage-backed securities | $7,887,000 | 2,956 |
| Certificates of participation in pools of residential mortgages | $7,887,000 | 2,403 |
| Issued or guaranteed by U.S. | $7,887,000 | 2,391 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $21,328,000 | 3,846 |
| Total debt securities | $20,570,000 | 4,453 |
| Structured notes | ||
| Amortized cost | $6,208,000 | 647 |
| Fair value | $6,093,000 | 654 |
| 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 | $19,018,000 | 4,699 |
| U.S. Government securities | $14,017,000 | 4,705 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $14,017,000 | 4,565 |
| Securities issued by states & political subdivisions | $4,272,000 | 3,309 |
| 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 | $729,000 | 1,185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,481,000 | 3,700 |
| Mortgage-backed securities | $6,152,000 | 3,324 |
| Certificates of participation in pools of residential mortgages | $6,152,000 | 2,756 |
| Issued or guaranteed by U.S. | $6,152,000 | 2,742 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $19,018,000 | 4,090 |
| Total debt securities | $18,289,000 | 4,765 |
| Structured notes | ||
| Amortized cost | $5,944,000 | 744 |
| Fair value | $5,713,000 | 745 |
| 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 | $19,540,000 | 4,679 |
| U.S. Government securities | $14,408,000 | 4,663 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $14,408,000 | 4,526 |
| Securities issued by states & political subdivisions | $4,355,000 | 3,289 |
| 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 | $777,000 | 1,195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,677,000 | 3,669 |
| Mortgage-backed securities | $6,415,000 | 3,300 |
| Certificates of participation in pools of residential mortgages | $6,415,000 | 2,742 |
| Issued or guaranteed by U.S. | $6,415,000 | 2,728 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $19,540,000 | 4,059 |
| Total debt securities | $18,763,000 | 4,731 |
| Structured notes | ||
| Amortized cost | $5,969,000 | 752 |
| Fair value | $5,817,000 | 747 |
| 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 | $19,188,000 | 4,742 |
| U.S. Government securities | $14,078,000 | 4,705 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $14,078,000 | 4,566 |
| Securities issued by states & political subdivisions | $4,372,000 | 3,286 |
| 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 | $738,000 | 1,236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,991,000 | 3,572 |
| Mortgage-backed securities | $6,803,000 | 3,258 |
| Certificates of participation in pools of residential mortgages | $6,803,000 | 2,689 |
| Issued or guaranteed by U.S. | $6,803,000 | 2,679 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $19,188,000 | 4,093 |
| Total debt securities | $18,450,000 | 4,795 |
| Structured notes | ||
| Amortized cost | $5,484,000 | 808 |
| Fair value | $5,345,000 | 812 |
| 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 | $18,853,000 | 4,782 |
| U.S. Government securities | $14,576,000 | 4,572 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $14,576,000 | 4,435 |
| Securities issued by states & political subdivisions | $3,286,000 | 3,703 |
| 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 | $991,000 | 1,138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,727,000 | 3,423 |
| Mortgage-backed securities | $7,632,000 | 3,105 |
| Certificates of participation in pools of residential mortgages | $7,632,000 | 2,544 |
| Issued or guaranteed by U.S. | $7,632,000 | 2,530 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $18,853,000 | 4,131 |
| Total debt securities | $17,863,000 | 4,866 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 871 |
| Fair value | $4,984,000 | 845 |
| 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 | $17,373,000 | 5,043 |
| U.S. Government securities | $15,374,000 | 4,491 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $15,374,000 | 4,361 |
| Securities issued by states & political subdivisions | $1,250,000 | 4,872 |
| 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 | $749,000 | 1,260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,677,000 | 3,847 |
| Mortgage-backed securities | $8,411,000 | 3,046 |
| Certificates of participation in pools of residential mortgages | $8,411,000 | 2,477 |
| Issued or guaranteed by U.S. | $8,411,000 | 2,466 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $17,373,000 | 4,397 |
| Total debt securities | $16,624,000 | 5,098 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 850 |
| Fair value | $4,989,000 | 828 |
| 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 | $15,522,000 | 5,382 |
| U.S. Government securities | $14,660,000 | 4,673 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,660,000 | 4,534 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $862,000 | 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 | $6,945,000 | 4,043 |
| Mortgage-backed securities | $7,835,000 | 3,225 |
| Certificates of participation in pools of residential mortgages | $7,835,000 | 2,637 |
| Issued or guaranteed by U.S. | $7,835,000 | 2,628 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $15,522,000 | 4,716 |
| Total debt securities | $14,660,000 | 5,474 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 856 |
| Fair value | $4,889,000 | 869 |
| 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 | $15,324,000 | 5,438 |
| U.S. Government securities | $14,634,000 | 4,721 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,634,000 | 4,573 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $690,000 | 1,362 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,232,000 | 3,955 |
| Mortgage-backed securities | $5,317,000 | 3,841 |
| Certificates of participation in pools of residential mortgages | $5,317,000 | 3,205 |
| Issued or guaranteed by U.S. | $5,317,000 | 3,196 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $15,324,000 | 4,765 |
| Total debt securities | $14,634,000 | 5,499 |
| Structured notes | ||
| Amortized cost | $7,398,000 | 563 |
| Fair value | $7,330,000 | 563 |
| 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 | $17,120,000 | 5,149 |
| U.S. Government securities | $15,005,000 | 4,620 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $15,005,000 | 4,472 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $2,115,000 | 904 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,589,000 | 3,847 |
| Mortgage-backed securities | $4,627,000 | 4,072 |
| Certificates of participation in pools of residential mortgages | $4,627,000 | 3,450 |
| Issued or guaranteed by U.S. | $4,627,000 | 3,444 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $17,120,000 | 4,482 |
| Total debt securities | $15,005,000 | 5,447 |
| Structured notes | ||
| Amortized cost | $8,398,000 | 507 |
| Fair value | $8,379,000 | 505 |
| 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 | $22,395,000 | 4,478 |
| U.S. Government securities | $17,768,000 | 4,202 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $17,768,000 | 4,052 |
| Securities issued by states & political subdivisions | $1,244,000 | 4,929 |
| 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 | $3,383,000 | 752 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,637,000 | 4,730 |
| Mortgage-backed securities | $7,229,000 | 3,493 |
| Certificates of participation in pools of residential mortgages | $7,229,000 | 2,878 |
| Issued or guaranteed by U.S. | $7,229,000 | 2,869 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $22,395,000 | 3,880 |
| Total debt securities | $19,012,000 | 4,874 |
| Structured notes | ||
| Amortized cost | $8,998,000 | 475 |
| Fair value | $8,616,000 | 486 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $28,506,000 | 3,808 |
| U.S. Government securities | $21,185,000 | 3,705 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $21,185,000 | 3,580 |
| Securities issued by states & political subdivisions | $4,537,000 | 3,244 |
| Other domestic debt securities | $514,000 | 2,958 |
| 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 | $514,000 | 2,545 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $2,270,000 | 966 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,130,000 | 4,495 |
| Mortgage-backed securities | $10,130,000 | 3,000 |
| Certificates of participation in pools of residential mortgages | $10,130,000 | 2,389 |
| Issued or guaranteed by U.S. | $10,130,000 | 2,379 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $28,506,000 | 3,293 |
| Total debt securities | $26,236,000 | 3,957 |
| Structured notes | ||
| Amortized cost | $7,598,000 | 488 |
| Fair value | $7,641,000 | 487 |
| 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 | $27,976,000 | 3,908 |
| U.S. Government securities | $20,774,000 | 3,814 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $20,774,000 | 3,683 |
| Securities issued by states & political subdivisions | $4,444,000 | 3,287 |
| Other domestic debt securities | $721,000 | 2,814 |
| 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 | $721,000 | 2,494 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $2,037,000 | 1,012 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,277,000 | 4,372 |
| Mortgage-backed securities | $10,665,000 | 2,898 |
| Certificates of participation in pools of residential mortgages | $10,665,000 | 2,333 |
| Issued or guaranteed by U.S. | $10,665,000 | 2,320 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $27,976,000 | 3,372 |
| Total debt securities | $25,939,000 | 4,035 |
| Structured notes | ||
| Amortized cost | $7,598,000 | 415 |
| Fair value | $7,510,000 | 419 |
| 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 | $34,689,000 | 3,272 |
| U.S. Government securities | $21,341,000 | 3,633 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $21,341,000 | 3,497 |
| Securities issued by states & political subdivisions | $7,648,000 | 2,390 |
| Other domestic debt securities | $1,235,000 | 2,498 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,235,000 | 2,190 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $4,465,000 | 729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,675,000 | 4,560 |
| Mortgage-backed securities | $12,052,000 | 2,698 |
| Certificates of participation in pools of residential mortgages | $12,052,000 | 2,144 |
| Issued or guaranteed by U.S. | $12,052,000 | 2,135 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $34,689,000 | 2,819 |
| Total debt securities | $30,224,000 | 3,548 |
| Structured notes | ||
| Amortized cost | $6,398,000 | 404 |
| Fair value | $6,298,000 | 405 |
| 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 | $31,317,000 | 3,435 |
| U.S. Government securities | $14,994,000 | 4,505 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $14,994,000 | 4,351 |
| Securities issued by states & political subdivisions | $7,781,000 | 2,332 |
| Other domestic debt securities | $1,251,000 | 2,562 |
| 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 | $1,251,000 | 2,248 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $7,291,000 | 534 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,649,000 | 4,545 |
| Mortgage-backed securities | $14,490,000 | 2,503 |
| Certificates of participation in pools of residential mortgages | $14,490,000 | 1,902 |
| Issued or guaranteed by U.S. | $14,490,000 | 1,891 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $31,317,000 | 2,980 |
| Total debt securities | $24,026,000 | 4,064 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $29,032,000 | 3,604 |
| U.S. Government securities | $12,346,000 | 5,026 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $12,346,000 | 4,844 |
| Securities issued by states & political subdivisions | $6,623,000 | 2,506 |
| Other domestic debt securities | $1,486,000 | 2,467 |
| 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 | $1,486,000 | 2,160 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $8,577,000 | 490 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,472,000 | 5,064 |
| Mortgage-backed securities | $11,835,000 | 2,795 |
| Certificates of participation in pools of residential mortgages | $11,835,000 | 2,144 |
| Issued or guaranteed by U.S. | $11,835,000 | 2,136 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $29,032,000 | 3,105 |
| Total debt securities | $20,455,000 | 4,499 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $32,215,000 | 3,336 |
| U.S. Government securities | $14,090,000 | 4,641 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $14,090,000 | 4,463 |
| Securities issued by states & political subdivisions | $6,323,000 | 2,555 |
| Other domestic debt securities | $1,645,000 | 2,369 |
| 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 | $1,645,000 | 2,073 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $10,157,000 | 415 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,902,000 | 4,882 |
| Mortgage-backed securities | $13,071,000 | 2,611 |
| Certificates of participation in pools of residential mortgages | $13,071,000 | 1,964 |
| Issued or guaranteed by U.S. | $13,071,000 | 1,953 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $32,215,000 | 2,858 |
| Total debt securities | $22,058,000 | 4,278 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $16,515,000 | 5,105 |
| U.S. Government securities | $8,993,000 | 5,782 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,993,000 | 5,557 |
| Securities issued by states & political subdivisions | $1,576,000 | 4,674 |
| Other domestic debt securities | $2,942,000 | 1,924 |
| 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 | $2,942,000 | 1,612 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $3,004,000 | 873 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,371,000 | 4,661 |
| Mortgage-backed securities | $6,367,000 | 3,618 |
| Certificates of participation in pools of residential mortgages | $6,367,000 | 2,779 |
| Issued or guaranteed by U.S. | $6,367,000 | 2,762 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $16,515,000 | 4,355 |
| Total debt securities | $13,511,000 | 5,595 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $9,370,000 | 6,995 |
| U.S. Government securities | $4,259,000 | 8,070 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,259,000 | 7,732 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $3,434,000 | 1,468 |
| 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 | $3,434,000 | 1,235 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,677,000 | 1,781 |
| 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 | $917,000 | 5,623 |
| Certificates of participation in pools of residential mortgages | $917,000 | 4,882 |
| Issued or guaranteed by U.S. | $917,000 | 4,868 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $9,370,000 | 5,893 |
| Total debt securities | $7,693,000 | 7,337 |
| 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 | $9,393,000 | 7,259 |
| U.S. Government securities | $4,251,000 | 8,382 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $4,251,000 | 7,867 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $3,415,000 | 1,460 |
| 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 | $3,415,000 | 1,184 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,727,000 | 1,677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,557,000 | 5,977 |
| Mortgage-backed securities | $983,000 | 5,861 |
| Certificates of participation in pools of residential mortgages | $983,000 | 5,044 |
| Issued or guaranteed by U.S. | $983,000 | 5,033 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $9,393,000 | 6,035 |
| Total debt securities | $7,666,000 | 7,633 |
| 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 | $15,920,000 | 5,618 |
| U.S. Government securities | $5,147,000 | 7,963 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $5,147,000 | 7,139 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $3,334,000 | 1,364 |
| 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 | $3,334,000 | 1,109 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,439,000 | 629 |
| 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 | $1,260,000 | 5,857 |
| Certificates of participation in pools of residential mortgages | $1,260,000 | 4,982 |
| Issued or guaranteed by U.S. | $1,260,000 | 4,967 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $15,920,000 | 4,476 |
| Total debt securities | $8,481,000 | 7,422 |
| 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 | $11,877,000 | 6,844 |
| U.S. Government securities | $6,217,000 | 7,994 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $6,217,000 | 6,714 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $2,534,000 | 1,202 |
| 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 | $2,534,000 | 943 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,126,000 | 1,072 |
| 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 | $2,202,000 | 5,258 |
| Certificates of participation in pools of residential mortgages | $2,202,000 | 4,234 |
| Issued or guaranteed by U.S. | $2,202,000 | 4,221 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $11,877,000 | 5,199 |
| Total debt securities | $8,751,000 | 7,704 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $10,745,000 | 7,683 |
| U.S. Government securities | $3,816,000 | 9,754 |
| U.S. Treasury securities | $401,000 | 8,270 |
| U.S. Government agency obligations | $3,415,000 | 8,549 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $3,263,000 | 1,145 |
| 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 | $3,263,000 | 827 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,666,000 | 962 |
| 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 | $1,471,000 | 6,334 |
| Certificates of participation in pools of residential mortgages | $1,471,000 | 5,236 |
| Issued or guaranteed by U.S. | $1,471,000 | 5,220 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $10,745,000 | 5,768 |
| Total debt securities | $7,069,000 | 8,859 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $8,851,000 | 8,687 |
| U.S. Government securities | $2,697,000 | 10,755 |
| U.S. Treasury securities | $403,000 | 9,637 |
| U.S. Government agency obligations | $2,294,000 | 9,509 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $4,286,000 | 1,160 |
| 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 | $4,286,000 | 874 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,868,000 | 1,491 |
| 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 | $1,691,000 | 6,549 |
| Certificates of participation in pools of residential mortgages | $1,691,000 | 5,236 |
| Issued or guaranteed by U.S. | $1,691,000 | 5,204 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $8,851,000 | 6,516 |
| Total debt securities | $6,950,000 | 9,309 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $9,014,000 | 9,118 |
| U.S. Government securities | $4,100,000 | 10,634 |
| U.S. Treasury securities | $1,767,000 | 8,598 |
| U.S. Government agency obligations | $2,333,000 | 9,628 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $4,099,000 | 1,315 |
| 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 | $4,099,000 | 1,009 |
| Foreign debt securities | NA | NA |
| Equity securities | $815,000 | 2,327 |
| 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 | $1,671,000 | 6,976 |
| Certificates of participation in pools of residential mortgages | $1,671,000 | 5,549 |
| Issued or guaranteed by U.S. | $1,671,000 | 5,524 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $9,014,000 | 5,080 |
| Total debt securities | $8,514,000 | 9,232 |
| 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 | $11,773,000 | 8,429 |
| U.S. Government securities | $3,411,000 | 11,425 |
| U.S. Treasury securities | $626,000 | 10,594 |
| U.S. Government agency obligations | $2,785,000 | 9,570 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $5,841,000 | 1,263 |
| 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 | $5,841,000 | 939 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,521,000 | 1,208 |
| 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 | $2,263,000 | 7,021 |
| Certificates of participation in pools of residential mortgages | $2,263,000 | 5,495 |
| Issued or guaranteed by U.S. | $2,263,000 | 5,452 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $9,252,000 | 9,230 |
| 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 | $11,264,000 | 8,653 |
| U.S. Government securities | $5,182,000 | 10,666 |
| U.S. Treasury securities | $2,182,000 | 8,479 |
| U.S. Government agency obligations | $3,000,000 | 9,555 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $3,470,000 | 2,137 |
| 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 | $3,470,000 | 1,508 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,612,000 | 1,038 |
| 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 | $1,493,000 | 8,247 |
| Certificates of participation in pools of residential mortgages | $1,493,000 | 6,784 |
| Issued or guaranteed by U.S. | $1,493,000 | 6,719 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,652,000 | 9,592 |
| 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 |