Home > Cape Ann Savings Bank > Securities
Cape Ann Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $205,906,000 | 945 |
| U.S. Government securities | $125,442,000 | 955 |
| U.S. Treasury securities | $45,001,000 | 507 |
| U.S. Government agency obligations | $80,441,000 | 1,157 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $19,220,000 | 2,065 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $19,220,000 | 1,524 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $125,442,000 | 1,273 |
| Total debt securities | $125,442,000 | 1,440 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $201,108,000 | 949 |
| U.S. Government securities | $125,996,000 | 954 |
| U.S. Treasury securities | $44,874,000 | 518 |
| U.S. Government agency obligations | $81,122,000 | 1,139 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $18,690,000 | 2,049 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,690,000 | 1,521 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $125,996,000 | 1,252 |
| Total debt securities | $125,996,000 | 1,417 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $210,343,000 | 950 |
| U.S. Government securities | $132,364,000 | 944 |
| U.S. Treasury securities | $49,946,000 | 485 |
| U.S. Government agency obligations | $82,418,000 | 1,164 |
| Securities issued by states & political subdivisions | $330,000 | 3,774 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $19,947,000 | 2,040 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $19,947,000 | 1,509 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $132,694,000 | 1,238 |
| Total debt securities | $132,694,000 | 1,403 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $210,902,000 | 995 |
| U.S. Government securities | $133,830,000 | 981 |
| U.S. Treasury securities | $52,490,000 | 495 |
| U.S. Government agency obligations | $81,340,000 | 1,198 |
| Securities issued by states & political subdivisions | $330,000 | 3,823 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $20,893,000 | 2,058 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,893,000 | 1,514 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $134,160,000 | 1,282 |
| Total debt securities | $134,160,000 | 1,456 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $214,007,000 | 992 |
| U.S. Government securities | $131,767,000 | 1,019 |
| U.S. Treasury securities | $51,652,000 | 541 |
| U.S. Government agency obligations | $80,115,000 | 1,198 |
| Securities issued by states & political subdivisions | $330,000 | 3,856 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $21,043,000 | 2,075 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $21,043,000 | 1,537 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $132,097,000 | 1,315 |
| Total debt securities | $132,097,000 | 1,494 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $197,501,000 | 1,065 |
| U.S. Government securities | $128,380,000 | 1,045 |
| U.S. Treasury securities | $49,448,000 | 570 |
| U.S. Government agency obligations | $78,932,000 | 1,212 |
| Securities issued by states & political subdivisions | $330,000 | 3,897 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $21,291,000 | 2,079 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $21,291,000 | 1,532 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $128,710,000 | 1,352 |
| Total debt securities | $128,710,000 | 1,535 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $213,554,000 | 1,013 |
| U.S. Government securities | $135,633,000 | 1,002 |
| U.S. Treasury securities | $51,462,000 | 537 |
| U.S. Government agency obligations | $84,171,000 | 1,183 |
| Securities issued by states & political subdivisions | $856,000 | 3,803 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $23,316,000 | 2,052 |
| Certificates of participation in pools of residential mortgages | $23,316,000 | 1,528 |
| Issued or guaranteed by U.S. | $23,316,000 | 1,496 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $136,489,000 | 1,329 |
| Total debt securities | $136,489,000 | 1,483 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $218,188,000 | 992 |
| U.S. Government securities | $133,348,000 | 1,005 |
| U.S. Treasury securities | $51,620,000 | 474 |
| U.S. Government agency obligations | $81,728,000 | 1,222 |
| Securities issued by states & political subdivisions | $857,000 | 3,823 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $25,276,000 | 2,002 |
| Certificates of participation in pools of residential mortgages | $25,276,000 | 1,494 |
| Issued or guaranteed by U.S. | $25,276,000 | 1,470 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $134,205,000 | 1,345 |
| Total debt securities | $134,205,000 | 1,475 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $223,714,000 | 941 |
| U.S. Government securities | $136,888,000 | 924 |
| U.S. Treasury securities | $51,932,000 | 347 |
| U.S. Government agency obligations | $84,956,000 | 1,165 |
| Securities issued by states & political subdivisions | $859,000 | 3,851 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $27,884,000 | 1,927 |
| Certificates of participation in pools of residential mortgages | $27,884,000 | 1,414 |
| Issued or guaranteed by U.S. | $27,884,000 | 1,383 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $137,747,000 | 1,285 |
| Total debt securities | $137,747,000 | 1,387 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $218,173,000 | 908 |
| U.S. Government securities | $139,176,000 | 854 |
| U.S. Treasury securities | $52,471,000 | 256 |
| U.S. Government agency obligations | $86,705,000 | 1,115 |
| Securities issued by states & political subdivisions | $859,000 | 3,893 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $26,416,000 | 1,964 |
| Certificates of participation in pools of residential mortgages | $26,416,000 | 1,438 |
| Issued or guaranteed by U.S. | $26,416,000 | 1,404 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $140,035,000 | 1,232 |
| Total debt securities | $140,035,000 | 1,318 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $229,193,000 | 829 |
| U.S. Government securities | $147,727,000 | 776 |
| U.S. Treasury securities | $54,437,000 | 213 |
| U.S. Government agency obligations | $93,290,000 | 1,010 |
| Securities issued by states & political subdivisions | $1,829,000 | 3,697 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $27,780,000 | 1,871 |
| Certificates of participation in pools of residential mortgages | $27,780,000 | 1,339 |
| Issued or guaranteed by U.S. | $27,780,000 | 1,306 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $149,556,000 | 1,116 |
| Total debt securities | $149,556,000 | 1,194 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $218,631,000 | 802 |
| U.S. Government securities | $139,218,000 | 748 |
| U.S. Treasury securities | $50,682,000 | 161 |
| U.S. Government agency obligations | $88,536,000 | 1,000 |
| Securities issued by states & political subdivisions | $1,835,000 | 3,701 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $25,084,000 | 1,886 |
| Certificates of participation in pools of residential mortgages | $25,084,000 | 1,374 |
| Issued or guaranteed by U.S. | $25,084,000 | 1,336 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $141,053,000 | 1,091 |
| Total debt securities | $141,053,000 | 1,163 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $174,386,000 | 901 |
| U.S. Government securities | $99,914,000 | 875 |
| U.S. Treasury securities | $39,427,000 | 165 |
| U.S. Government agency obligations | $60,487,000 | 1,220 |
| Securities issued by states & political subdivisions | $1,842,000 | 3,709 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $4,307,000 | 3,241 |
| Certificates of participation in pools of residential mortgages | $4,307,000 | 2,809 |
| Issued or guaranteed by U.S. | $4,307,000 | 2,726 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $101,756,000 | 1,317 |
| Total debt securities | $101,756,000 | 1,395 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $170,275,000 | 849 |
| U.S. Government securities | $101,648,000 | 823 |
| U.S. Treasury securities | $45,718,000 | 149 |
| U.S. Government agency obligations | $55,930,000 | 1,258 |
| Securities issued by states & political subdivisions | $2,109,000 | 3,588 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $5,004,000 | 3,155 |
| Certificates of participation in pools of residential mortgages | $5,004,000 | 2,688 |
| Issued or guaranteed by U.S. | $5,004,000 | 2,609 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $103,757,000 | 1,230 |
| Total debt securities | $103,757,000 | 1,306 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $162,082,000 | 865 |
| U.S. Government securities | $96,712,000 | 843 |
| U.S. Treasury securities | $45,844,000 | 166 |
| U.S. Government agency obligations | $50,868,000 | 1,325 |
| Securities issued by states & political subdivisions | $2,226,000 | 3,543 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $5,695,000 | 3,076 |
| Certificates of participation in pools of residential mortgages | $5,695,000 | 2,566 |
| Issued or guaranteed by U.S. | $5,695,000 | 2,490 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $98,938,000 | 1,211 |
| Total debt securities | $98,938,000 | 1,293 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $158,440,000 | 862 |
| U.S. Government securities | $98,670,000 | 844 |
| U.S. Treasury securities | $45,898,000 | 156 |
| U.S. Government agency obligations | $52,772,000 | 1,290 |
| Securities issued by states & political subdivisions | $2,580,000 | 3,438 |
| Other domestic debt securities | $999,000 | 1,554 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $999,000 | 1,180 |
| 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 | $6,164,000 | 3,031 |
| Certificates of participation in pools of residential mortgages | $6,164,000 | 2,508 |
| Issued or guaranteed by U.S. | $6,164,000 | 2,423 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $102,249,000 | 1,157 |
| Total debt securities | $102,248,000 | 1,238 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $176,691,000 | 773 |
| U.S. Government securities | $102,185,000 | 832 |
| U.S. Treasury securities | $45,437,000 | 164 |
| U.S. Government agency obligations | $56,748,000 | 1,245 |
| Securities issued by states & political subdivisions | $2,587,000 | 3,431 |
| Other domestic debt securities | $1,000,000 | 1,522 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $1,000,000 | 1,142 |
| 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 | $6,291,000 | 2,986 |
| Certificates of participation in pools of residential mortgages | $6,291,000 | 2,428 |
| Issued or guaranteed by U.S. | $6,291,000 | 2,366 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $105,772,000 | 1,094 |
| Total debt securities | $105,772,000 | 1,188 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $178,740,000 | 753 |
| U.S. Government securities | $108,554,000 | 791 |
| U.S. Treasury securities | $43,322,000 | 167 |
| U.S. Government agency obligations | $65,232,000 | 1,110 |
| Securities issued by states & political subdivisions | $2,588,000 | 3,460 |
| Other domestic debt securities | $998,000 | 1,558 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $998,000 | 1,160 |
| 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 | $6,616,000 | 2,933 |
| Certificates of participation in pools of residential mortgages | $6,616,000 | 2,350 |
| Issued or guaranteed by U.S. | $6,616,000 | 2,279 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $112,140,000 | 1,033 |
| Total debt securities | $112,140,000 | 1,128 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $159,071,000 | 845 |
| U.S. Government securities | $88,487,000 | 954 |
| U.S. Treasury securities | $22,191,000 | 262 |
| U.S. Government agency obligations | $66,296,000 | 1,117 |
| Securities issued by states & political subdivisions | $2,697,000 | 3,484 |
| Other domestic debt securities | $994,000 | 1,548 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $994,000 | 1,186 |
| 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 | $6,854,000 | 2,919 |
| Certificates of participation in pools of residential mortgages | $6,854,000 | 2,316 |
| Issued or guaranteed by U.S. | $6,854,000 | 2,268 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $92,178,000 | 1,238 |
| Total debt securities | $92,178,000 | 1,340 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $153,510,000 | 870 |
| U.S. Government securities | $84,451,000 | 1,002 |
| U.S. Treasury securities | $21,996,000 | 273 |
| U.S. Government agency obligations | $62,455,000 | 1,175 |
| Securities issued by states & political subdivisions | $2,914,000 | 3,513 |
| Other domestic debt securities | $989,000 | 1,546 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $989,000 | 1,187 |
| 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 | $7,016,000 | 2,911 |
| Certificates of participation in pools of residential mortgages | $7,016,000 | 2,305 |
| Issued or guaranteed by U.S. | $7,016,000 | 2,253 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $88,354,000 | 1,301 |
| Total debt securities | $88,354,000 | 1,415 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $147,572,000 | 919 |
| U.S. Government securities | $83,742,000 | 1,005 |
| U.S. Treasury securities | $21,886,000 | 266 |
| U.S. Government agency obligations | $61,856,000 | 1,195 |
| Securities issued by states & political subdivisions | $2,900,000 | 3,575 |
| Other domestic debt securities | $980,000 | 1,544 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $980,000 | 1,193 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $59,950,000 | 10 |
| 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 | $7,126,000 | 2,899 |
| Certificates of participation in pools of residential mortgages | $7,126,000 | 2,291 |
| Issued or guaranteed by U.S. | $7,126,000 | 2,259 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $147,572,000 | 809 |
| Total debt securities | $87,620,000 | 1,432 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $153,249,000 | 879 |
| U.S. Government securities | $82,878,000 | 1,020 |
| U.S. Treasury securities | $21,675,000 | 264 |
| U.S. Government agency obligations | $61,203,000 | 1,196 |
| Securities issued by states & political subdivisions | $2,896,000 | 3,617 |
| Other domestic debt securities | $979,000 | 1,512 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $979,000 | 1,197 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $66,496,000 | 8 |
| 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 | $7,251,000 | 2,900 |
| Certificates of participation in pools of residential mortgages | $7,251,000 | 2,308 |
| Issued or guaranteed by U.S. | $7,251,000 | 2,297 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $153,249,000 | 780 |
| Total debt securities | $86,753,000 | 1,434 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $156,584,000 | 883 |
| U.S. Government securities | $91,665,000 | 940 |
| U.S. Treasury securities | $21,764,000 | 262 |
| U.S. Government agency obligations | $69,901,000 | 1,092 |
| Securities issued by states & political subdivisions | $2,984,000 | 3,643 |
| Other domestic debt securities | $977,000 | 1,667 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $977,000 | 1,198 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $60,958,000 | 10 |
| 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 | $7,591,000 | 2,900 |
| Certificates of participation in pools of residential mortgages | $7,591,000 | 2,308 |
| Issued or guaranteed by U.S. | $7,591,000 | 2,203 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $156,584,000 | 777 |
| Total debt securities | $95,626,000 | 1,343 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $161,016,000 | 868 |
| U.S. Government securities | $91,322,000 | 951 |
| U.S. Treasury securities | $21,779,000 | 265 |
| U.S. Government agency obligations | $69,543,000 | 1,127 |
| Securities issued by states & political subdivisions | $3,013,000 | 3,683 |
| Other domestic debt securities | $2,491,000 | 1,116 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $2,491,000 | 866 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $64,190,000 | 10 |
| 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 | $8,023,000 | 2,853 |
| Certificates of participation in pools of residential mortgages | $8,023,000 | 2,289 |
| Issued or guaranteed by U.S. | $8,023,000 | 2,286 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $96,826,000 | 248 |
| Available-for-sale securities (fair market value) | $64,190,000 | 1,725 |
| Total debt securities | $96,826,000 | 1,331 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $160,525,000 | 879 |
| U.S. Government securities | $86,243,000 | 1,011 |
| U.S. Treasury securities | $23,744,000 | 236 |
| U.S. Government agency obligations | $62,499,000 | 1,229 |
| Securities issued by states & political subdivisions | $3,380,000 | 3,666 |
| Other domestic debt securities | $2,490,000 | 1,107 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $2,490,000 | 871 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $68,412,000 | 27 |
| 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 | $3,879,000 | 3,475 |
| Certificates of participation in pools of residential mortgages | $3,879,000 | 3,027 |
| Issued or guaranteed by U.S. | $3,879,000 | 3,024 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $92,113,000 | 255 |
| Available-for-sale securities (fair market value) | $68,412,000 | 1,679 |
| Total debt securities | $92,113,000 | 1,407 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $158,896,000 | 891 |
| U.S. Government securities | $85,436,000 | 1,022 |
| U.S. Treasury securities | $24,708,000 | 226 |
| U.S. Government agency obligations | $60,728,000 | 1,276 |
| Securities issued by states & political subdivisions | $4,022,000 | 3,594 |
| Other domestic debt securities | $4,491,000 | 886 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $4,491,000 | 682 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $64,947,000 | 23 |
| 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 | $4,048,000 | 3,494 |
| Certificates of participation in pools of residential mortgages | $4,048,000 | 3,045 |
| Issued or guaranteed by U.S. | $4,048,000 | 3,043 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $93,949,000 | 260 |
| Available-for-sale securities (fair market value) | $64,947,000 | 1,754 |
| Total debt securities | $93,949,000 | 1,399 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $154,064,000 | 932 |
| U.S. Government securities | $82,142,000 | 1,091 |
| U.S. Treasury securities | $23,260,000 | 235 |
| U.S. Government agency obligations | $58,882,000 | 1,336 |
| Securities issued by states & political subdivisions | $4,038,000 | 3,634 |
| Other domestic debt securities | $5,501,000 | 810 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $5,501,000 | 611 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $62,383,000 | 22 |
| 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 | $4,209,000 | 3,493 |
| Certificates of participation in pools of residential mortgages | $4,209,000 | 3,048 |
| Issued or guaranteed by U.S. | $4,209,000 | 3,046 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $91,681,000 | 269 |
| Available-for-sale securities (fair market value) | $62,383,000 | 1,844 |
| Total debt securities | $91,681,000 | 1,467 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $150,115,000 | 969 |
| U.S. Government securities | $78,152,000 | 1,131 |
| U.S. Treasury securities | $23,229,000 | 239 |
| U.S. Government agency obligations | $54,923,000 | 1,436 |
| Securities issued by states & political subdivisions | $4,145,000 | 3,652 |
| Other domestic debt securities | $5,511,000 | 825 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $5,511,000 | 622 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $62,307,000 | 28 |
| 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 | $4,348,000 | 3,525 |
| Certificates of participation in pools of residential mortgages | $4,348,000 | 3,089 |
| Issued or guaranteed by U.S. | $4,348,000 | 3,086 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $87,808,000 | 289 |
| Available-for-sale securities (fair market value) | $62,307,000 | 1,879 |
| Total debt securities | $87,808,000 | 1,531 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $134,837,000 | 1,048 |
| U.S. Government securities | $63,650,000 | 1,320 |
| U.S. Treasury securities | $17,321,000 | 288 |
| U.S. Government agency obligations | $46,329,000 | 1,608 |
| Securities issued by states & political subdivisions | $4,356,000 | 3,642 |
| Other domestic debt securities | $6,520,000 | 753 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $6,520,000 | 557 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $60,311,000 | 31 |
| 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 | $4,588,000 | 3,491 |
| Certificates of participation in pools of residential mortgages | $4,588,000 | 3,048 |
| Issued or guaranteed by U.S. | $4,588,000 | 3,042 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $74,526,000 | 310 |
| Available-for-sale securities (fair market value) | $60,311,000 | 1,906 |
| Total debt securities | $74,526,000 | 1,736 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $131,958,000 | 1,061 |
| U.S. Government securities | $63,068,000 | 1,318 |
| U.S. Treasury securities | $20,398,000 | 239 |
| U.S. Government agency obligations | $42,670,000 | 1,712 |
| Securities issued by states & political subdivisions | $4,370,000 | 3,657 |
| Other domestic debt securities | $5,545,000 | 818 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $5,545,000 | 609 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $58,975,000 | 31 |
| 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 | $4,798,000 | 3,476 |
| Certificates of participation in pools of residential mortgages | $4,798,000 | 3,034 |
| Issued or guaranteed by U.S. | $4,798,000 | 3,033 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $72,983,000 | 320 |
| Available-for-sale securities (fair market value) | $58,975,000 | 1,935 |
| Total debt securities | $72,983,000 | 1,768 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $128,566,000 | 1,105 |
| U.S. Government securities | $57,119,000 | 1,449 |
| U.S. Treasury securities | $20,376,000 | 241 |
| U.S. Government agency obligations | $36,743,000 | 1,952 |
| Securities issued by states & political subdivisions | $4,383,000 | 3,678 |
| Other domestic debt securities | $8,057,000 | 683 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $8,057,000 | 503 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $59,007,000 | 30 |
| 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 | $5,021,000 | 3,476 |
| Certificates of participation in pools of residential mortgages | $5,021,000 | 3,030 |
| Issued or guaranteed by U.S. | $5,021,000 | 3,027 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $69,559,000 | 341 |
| Available-for-sale securities (fair market value) | $59,007,000 | 1,942 |
| Total debt securities | $69,559,000 | 1,868 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $120,024,000 | 1,184 |
| U.S. Government securities | $50,932,000 | 1,659 |
| U.S. Treasury securities | $23,358,000 | 228 |
| U.S. Government agency obligations | $27,574,000 | 2,453 |
| Securities issued by states & political subdivisions | $4,750,000 | 3,608 |
| Other domestic debt securities | $8,069,000 | 677 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $8,069,000 | 501 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $56,273,000 | 31 |
| 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 | $3,937,000 | 3,692 |
| Certificates of participation in pools of residential mortgages | $3,937,000 | 3,266 |
| Issued or guaranteed by U.S. | $3,937,000 | 3,265 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $63,751,000 | 366 |
| Available-for-sale securities (fair market value) | $56,273,000 | 2,022 |
| Total debt securities | $63,751,000 | 2,030 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $119,871,000 | 1,196 |
| U.S. Government securities | $51,932,000 | 1,639 |
| U.S. Treasury securities | $24,343,000 | 237 |
| U.S. Government agency obligations | $27,589,000 | 2,477 |
| Securities issued by states & political subdivisions | $4,764,000 | 3,622 |
| Other domestic debt securities | $8,081,000 | 660 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $8,081,000 | 479 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $55,094,000 | 30 |
| 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 | $4,449,000 | 3,605 |
| Certificates of participation in pools of residential mortgages | $4,449,000 | 3,150 |
| Issued or guaranteed by U.S. | $4,449,000 | 3,148 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $64,777,000 | 373 |
| Available-for-sale securities (fair market value) | $55,094,000 | 2,082 |
| Total debt securities | $64,777,000 | 2,013 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $120,306,000 | 1,198 |
| U.S. Government securities | $55,094,000 | 1,574 |
| U.S. Treasury securities | $27,337,000 | 201 |
| U.S. Government agency obligations | $27,757,000 | 2,513 |
| Securities issued by states & political subdivisions | $4,777,000 | 3,658 |
| Other domestic debt securities | $9,093,000 | 630 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $9,093,000 | 451 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $51,342,000 | 36 |
| 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 | $4,632,000 | 3,616 |
| Certificates of participation in pools of residential mortgages | $4,632,000 | 3,145 |
| Issued or guaranteed by U.S. | $4,632,000 | 3,142 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $68,964,000 | 360 |
| Available-for-sale securities (fair market value) | $51,342,000 | 2,220 |
| Total debt securities | $68,959,000 | 1,931 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $125,914,000 | 1,161 |
| U.S. Government securities | $54,959,000 | 1,627 |
| U.S. Treasury securities | $28,333,000 | 191 |
| U.S. Government agency obligations | $26,626,000 | 2,665 |
| Securities issued by states & political subdivisions | $5,375,000 | 3,541 |
| Other domestic debt securities | $9,106,000 | 618 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $9,106,000 | 434 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $56,474,000 | 35 |
| 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 | $4,792,000 | 3,670 |
| Certificates of participation in pools of residential mortgages | $4,792,000 | 3,187 |
| Issued or guaranteed by U.S. | $4,792,000 | 3,185 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $69,440,000 | 355 |
| Available-for-sale securities (fair market value) | $56,474,000 | 2,109 |
| Total debt securities | $69,439,000 | 1,956 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $128,129,000 | 1,146 |
| U.S. Government securities | $55,475,000 | 1,656 |
| U.S. Treasury securities | $28,329,000 | 190 |
| U.S. Government agency obligations | $27,146,000 | 2,673 |
| Securities issued by states & political subdivisions | $5,389,000 | 3,548 |
| Other domestic debt securities | $9,118,000 | 614 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $9,118,000 | 434 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $58,147,000 | 33 |
| 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 | $4,999,000 | 3,705 |
| Certificates of participation in pools of residential mortgages | $4,999,000 | 3,217 |
| Issued or guaranteed by U.S. | $4,999,000 | 3,215 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $69,982,000 | 352 |
| Available-for-sale securities (fair market value) | $58,147,000 | 2,082 |
| Total debt securities | $69,982,000 | 1,979 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $126,081,000 | 1,174 |
| U.S. Government securities | $59,530,000 | 1,555 |
| U.S. Treasury securities | $30,326,000 | 171 |
| U.S. Government agency obligations | $29,204,000 | 2,585 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $6,621,000 | 742 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $6,621,000 | 534 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $59,930,000 | 33 |
| 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 | $4,567,000 | 3,851 |
| Certificates of participation in pools of residential mortgages | $4,567,000 | 3,384 |
| Issued or guaranteed by U.S. | $4,567,000 | 3,379 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $66,151,000 | 365 |
| Available-for-sale securities (fair market value) | $59,930,000 | 2,059 |
| Total debt securities | $66,152,000 | 2,089 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $132,125,000 | 1,144 |
| U.S. Government securities | $68,259,000 | 1,410 |
| U.S. Treasury securities | $32,322,000 | 161 |
| U.S. Government agency obligations | $35,937,000 | 2,318 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $6,637,000 | 774 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $6,637,000 | 551 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $57,229,000 | 35 |
| 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 | $4,789,000 | 3,886 |
| Certificates of participation in pools of residential mortgages | $4,789,000 | 3,418 |
| Issued or guaranteed by U.S. | $4,789,000 | 3,416 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $74,896,000 | 336 |
| Available-for-sale securities (fair market value) | $57,229,000 | 2,154 |
| Total debt securities | $74,897,000 | 1,905 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $135,514,000 | 1,129 |
| U.S. Government securities | $72,019,000 | 1,355 |
| U.S. Treasury securities | $35,318,000 | 141 |
| U.S. Government agency obligations | $36,701,000 | 2,322 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $6,649,000 | 795 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $6,649,000 | 560 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $56,846,000 | 34 |
| 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 | $2,540,000 | 4,429 |
| Certificates of participation in pools of residential mortgages | $2,540,000 | 4,047 |
| Issued or guaranteed by U.S. | $2,540,000 | 4,045 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $78,668,000 | 325 |
| Available-for-sale securities (fair market value) | $56,846,000 | 2,191 |
| Total debt securities | $78,669,000 | 1,820 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $137,827,000 | 1,108 |
| U.S. Government securities | $76,072,000 | 1,308 |
| U.S. Treasury securities | $37,316,000 | 126 |
| U.S. Government agency obligations | $38,756,000 | 2,257 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $6,662,000 | 808 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $6,662,000 | 583 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $55,093,000 | 38 |
| 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 | $2,584,000 | 4,447 |
| Certificates of participation in pools of residential mortgages | $2,584,000 | 4,067 |
| Issued or guaranteed by U.S. | $2,584,000 | 4,065 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $82,734,000 | 300 |
| Available-for-sale securities (fair market value) | $55,093,000 | 2,262 |
| Total debt securities | $82,733,000 | 1,761 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $135,048,000 | 1,124 |
| U.S. Government securities | $75,291,000 | 1,301 |
| U.S. Treasury securities | $38,314,000 | 116 |
| U.S. Government agency obligations | $36,977,000 | 2,320 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $5,674,000 | 921 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $5,674,000 | 657 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $54,083,000 | 40 |
| 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 | $990,000 | 4,911 |
| Certificates of participation in pools of residential mortgages | $990,000 | 4,612 |
| Issued or guaranteed by U.S. | $990,000 | 4,607 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $80,965,000 | 302 |
| Available-for-sale securities (fair market value) | $54,083,000 | 2,291 |
| Total debt securities | $80,965,000 | 1,793 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $132,732,000 | 1,158 |
| U.S. Government securities | $76,739,000 | 1,298 |
| U.S. Treasury securities | $40,735,000 | 105 |
| U.S. Government agency obligations | $36,004,000 | 2,373 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $6,892,000 | 854 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $6,892,000 | 585 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $49,101,000 | 42 |
| 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 | $0 | 5,680 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $83,631,000 | 289 |
| Available-for-sale securities (fair market value) | $49,101,000 | 2,489 |
| Total debt securities | $83,631,000 | 1,762 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $135,099,000 | 1,134 |
| U.S. Government securities | $78,547,000 | 1,269 |
| U.S. Treasury securities | $42,728,000 | 99 |
| U.S. Government agency obligations | $35,819,000 | 2,386 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $7,912,000 | 796 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $7,912,000 | 552 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $48,640,000 | 44 |
| 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 | $0 | 5,709 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $86,459,000 | 256 |
| Available-for-sale securities (fair market value) | $48,640,000 | 2,499 |
| Total debt securities | $86,459,000 | 1,695 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $133,124,000 | 1,162 |
| U.S. Government securities | $78,284,000 | 1,283 |
| U.S. Treasury securities | $41,735,000 | 101 |
| U.S. Government agency obligations | $36,549,000 | 2,377 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $6,929,000 | 876 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $6,929,000 | 601 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $47,911,000 | 47 |
| 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 | $0 | 5,765 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $85,213,000 | 236 |
| Available-for-sale securities (fair market value) | $47,911,000 | 2,577 |
| Total debt securities | $85,213,000 | 1,732 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $132,084,000 | 1,152 |
| U.S. Government securities | $82,334,000 | 1,218 |
| U.S. Treasury securities | $42,155,000 | 97 |
| U.S. Government agency obligations | $40,179,000 | 2,158 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $6,946,000 | 856 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $6,946,000 | 577 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $42,804,000 | 48 |
| 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 | $0 | 5,808 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $89,280,000 | 225 |
| Available-for-sale securities (fair market value) | $42,804,000 | 2,748 |
| Total debt securities | $89,280,000 | 1,624 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $131,713,000 | 1,165 |
| U.S. Government securities | $80,867,000 | 1,256 |
| U.S. Treasury securities | $40,941,000 | 97 |
| U.S. Government agency obligations | $39,926,000 | 2,229 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $6,963,000 | 879 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $6,963,000 | 601 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $43,883,000 | 47 |
| 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 | $0 | 5,902 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $87,830,000 | 227 |
| Available-for-sale securities (fair market value) | $43,883,000 | 2,726 |
| Total debt securities | $87,830,000 | 1,661 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $134,940,000 | 1,133 |
| U.S. Government securities | $85,660,000 | 1,216 |
| U.S. Treasury securities | $42,697,000 | 96 |
| U.S. Government agency obligations | $42,963,000 | 2,116 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $6,979,000 | 892 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $6,979,000 | 606 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $42,301,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $0 | 5,941 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $92,639,000 | 216 |
| Available-for-sale securities (fair market value) | $42,301,000 | 2,793 |
| Total debt securities | $92,639,000 | 1,581 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $134,258,000 | 1,158 |
| U.S. Government securities | $83,595,000 | 1,273 |
| U.S. Treasury securities | $40,626,000 | 105 |
| U.S. Government agency obligations | $42,969,000 | 2,144 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $7,998,000 | 830 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $7,998,000 | 560 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $42,665,000 | 42 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $0 | 5,982 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $91,593,000 | 223 |
| Available-for-sale securities (fair market value) | $42,665,000 | 2,790 |
| Total debt securities | $91,593,000 | 1,595 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $130,124,000 | 1,153 |
| U.S. Government securities | $85,612,000 | 1,192 |
| U.S. Treasury securities | $42,608,000 | 96 |
| U.S. Government agency obligations | $43,004,000 | 2,080 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $4,765,000 | 1,068 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $4,765,000 | 713 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $39,747,000 | 45 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $0 | 5,999 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $90,377,000 | 223 |
| Available-for-sale securities (fair market value) | $39,747,000 | 2,834 |
| Total debt securities | $90,377,000 | 1,559 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $126,228,000 | 1,160 |
| U.S. Government securities | $86,395,000 | 1,143 |
| U.S. Treasury securities | $44,590,000 | 96 |
| U.S. Government agency obligations | $41,805,000 | 2,066 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $4,268,000 | 1,128 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $4,268,000 | 735 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $35,565,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $0 | 6,031 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $90,663,000 | 217 |
| Available-for-sale securities (fair market value) | $35,565,000 | 2,987 |
| Total debt securities | $90,663,000 | 1,525 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $132,771,000 | 1,090 |
| U.S. Government securities | $88,877,000 | 1,134 |
| U.S. Treasury securities | $47,073,000 | 102 |
| U.S. Government agency obligations | $41,804,000 | 2,071 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $5,290,000 | 995 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $5,290,000 | 598 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $38,604,000 | 53 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $94,167,000 | 206 |
| Available-for-sale securities (fair market value) | $38,604,000 | 2,819 |
| Total debt securities | $94,167,000 | 1,471 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $134,261,000 | 1,070 |
| U.S. Government securities | $90,386,000 | 1,108 |
| U.S. Treasury securities | $50,061,000 | 108 |
| U.S. Government agency obligations | $40,325,000 | 2,133 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $5,308,000 | 1,020 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $5,308,000 | 586 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $38,567,000 | 53 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $0 | 6,094 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $95,694,000 | 203 |
| Available-for-sale securities (fair market value) | $38,567,000 | 2,780 |
| Total debt securities | $95,694,000 | 1,440 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $123,012,000 | 1,125 |
| U.S. Government securities | $80,248,000 | 1,163 |
| U.S. Treasury securities | $40,896,000 | 129 |
| U.S. Government agency obligations | $39,352,000 | 2,059 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $6,334,000 | 991 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $6,334,000 | 512 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $36,430,000 | 57 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $0 | 6,134 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $86,582,000 | 216 |
| Available-for-sale securities (fair market value) | $36,430,000 | 2,818 |
| Total debt securities | $86,582,000 | 1,513 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $117,501,000 | 1,134 |
| U.S. Government securities | $77,312,000 | 1,183 |
| U.S. Treasury securities | $46,628,000 | 117 |
| U.S. Government agency obligations | $30,684,000 | 2,506 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $6,362,000 | 1,019 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $6,362,000 | 515 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $33,827,000 | 60 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $83,674,000 | 226 |
| Available-for-sale securities (fair market value) | $33,827,000 | 2,922 |
| Total debt securities | $83,674,000 | 1,526 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $112,354,000 | 1,176 |
| U.S. Government securities | $76,010,000 | 1,231 |
| U.S. Treasury securities | $44,626,000 | 119 |
| U.S. Government agency obligations | $31,384,000 | 2,510 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $6,389,000 | 1,006 |
| 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 | $6,389,000 | 483 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $29,955,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| 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) | $82,399,000 | 241 |
| Available-for-sale securities (fair market value) | $29,955,000 | 3,167 |
| Total debt securities | $82,399,000 | 1,552 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $121,104,000 | 1,095 |
| U.S. Government securities | $79,554,000 | 1,184 |
| U.S. Treasury securities | $44,287,000 | 111 |
| U.S. Government agency obligations | $35,267,000 | 2,330 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $7,472,000 | 952 |
| 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 | $7,472,000 | 437 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $34,078,000 | 57 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| 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) | $87,026,000 | 221 |
| Available-for-sale securities (fair market value) | $34,078,000 | 2,900 |
| Total debt securities | $87,026,000 | 1,477 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $115,461,000 | 1,124 |
| U.S. Government securities | $74,703,000 | 1,203 |
| U.S. Treasury securities | $41,362,000 | 99 |
| U.S. Government agency obligations | $33,341,000 | 2,406 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $7,503,000 | 999 |
| 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 | $7,503,000 | 451 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $33,255,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| 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) | $82,206,000 | 228 |
| Available-for-sale securities (fair market value) | $33,255,000 | 2,937 |
| Total debt securities | $82,206,000 | 1,520 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $110,991,000 | 1,155 |
| U.S. Government securities | $73,633,000 | 1,202 |
| U.S. Treasury securities | $41,870,000 | 93 |
| U.S. Government agency obligations | $31,763,000 | 2,500 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $6,280,000 | 1,150 |
| 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 | $6,280,000 | 532 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $31,078,000 | 78 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| 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) | $79,913,000 | 252 |
| Available-for-sale securities (fair market value) | $31,078,000 | 3,068 |
| Total debt securities | $79,913,000 | 1,572 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $100,836,000 | 1,244 |
| U.S. Government securities | $68,603,000 | 1,257 |
| U.S. Treasury securities | $37,834,000 | 99 |
| U.S. Government agency obligations | $30,769,000 | 2,502 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $4,137,000 | 1,444 |
| 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 | $4,137,000 | 754 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $28,096,000 | 95 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| 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) | $72,740,000 | 268 |
| Available-for-sale securities (fair market value) | $28,096,000 | 3,234 |
| Total debt securities | $72,740,000 | 1,689 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $101,828,000 | 1,228 |
| U.S. Government securities | $73,573,000 | 1,183 |
| U.S. Treasury securities | $42,726,000 | 81 |
| U.S. Government agency obligations | $30,847,000 | 2,557 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $3,114,000 | 1,557 |
| 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 | $3,114,000 | 895 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $25,141,000 | 108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| 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) | $76,687,000 | 250 |
| Available-for-sale securities (fair market value) | $25,141,000 | 3,488 |
| Total debt securities | $76,687,000 | 1,587 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $103,989,000 | 1,168 |
| U.S. Government securities | $73,078,000 | 1,175 |
| U.S. Treasury securities | $36,254,000 | 73 |
| U.S. Government agency obligations | $36,824,000 | 2,183 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,001,000 | 2,269 |
| 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 | $1,001,000 | 1,499 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $29,910,000 | 88 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| 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) | $74,079,000 | 255 |
| Available-for-sale securities (fair market value) | $29,910,000 | 3,089 |
| Total debt securities | $74,079,000 | 1,623 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $104,285,000 | 1,138 |
| U.S. Government securities | $65,618,000 | 1,286 |
| U.S. Treasury securities | $27,871,000 | 83 |
| U.S. Government agency obligations | $37,747,000 | 2,091 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $2,000,000 | 1,782 |
| 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 | $2,000,000 | 1,095 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $36,667,000 | 75 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| 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) | $67,618,000 | 274 |
| Available-for-sale securities (fair market value) | $36,667,000 | 2,586 |
| Total debt securities | $67,618,000 | 1,709 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $114,487,000 | 1,063 |
| U.S. Government securities | $69,454,000 | 1,224 |
| U.S. Treasury securities | $29,665,000 | 81 |
| U.S. Government agency obligations | $39,789,000 | 2,034 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $3,996,000 | 1,378 |
| 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 | $3,996,000 | 802 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $41,037,000 | 90 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| 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) | $73,450,000 | 256 |
| Available-for-sale securities (fair market value) | $41,037,000 | 2,403 |
| Total debt securities | $73,450,000 | 1,595 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $113,511,000 | 1,080 |
| U.S. Government securities | $63,905,000 | 1,312 |
| U.S. Treasury securities | $25,509,000 | 86 |
| U.S. Government agency obligations | $38,396,000 | 2,097 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $5,986,000 | 1,104 |
| 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 | $5,986,000 | 621 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $43,620,000 | 92 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| 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) | $69,891,000 | 256 |
| Available-for-sale securities (fair market value) | $43,620,000 | 2,285 |
| Total debt securities | $69,891,000 | 1,649 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $115,812,000 | 1,046 |
| U.S. Government securities | $58,718,000 | 1,429 |
| U.S. Treasury securities | $20,170,000 | 121 |
| U.S. Government agency obligations | $38,548,000 | 2,079 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $9,978,000 | 790 |
| 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 | $9,978,000 | 417 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $47,116,000 | 87 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| 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) | $68,696,000 | 268 |
| Available-for-sale securities (fair market value) | $47,116,000 | 2,110 |
| Total debt securities | $68,696,000 | 1,667 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $126,154,000 | 939 |
| U.S. Government securities | $66,039,000 | 1,298 |
| U.S. Treasury securities | $24,508,000 | 111 |
| U.S. Government agency obligations | $41,531,000 | 1,957 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $10,960,000 | 702 |
| 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 | $10,960,000 | 384 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $49,155,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| 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) | $76,999,000 | 253 |
| Available-for-sale securities (fair market value) | $49,155,000 | 2,012 |
| Total debt securities | $76,998,000 | 1,514 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $131,102,000 | 907 |
| U.S. Government securities | $72,338,000 | 1,208 |
| U.S. Treasury securities | $31,272,000 | 97 |
| U.S. Government agency obligations | $41,066,000 | 1,976 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $10,961,000 | 668 |
| 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 | $10,961,000 | 362 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $47,803,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $83,299,000 | 236 |
| Available-for-sale securities (fair market value) | $47,803,000 | 2,057 |
| Total debt securities | $83,299,000 | 1,400 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $111,413,000 | 1,093 |
| U.S. Government securities | $52,489,000 | 1,631 |
| U.S. Treasury securities | $19,146,000 | 171 |
| U.S. Government agency obligations | $33,343,000 | 2,399 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $13,963,000 | 595 |
| 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 | $13,963,000 | 313 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $44,961,000 | 75 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| 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) | $66,452,000 | 297 |
| Available-for-sale securities (fair market value) | $44,961,000 | 2,194 |
| Total debt securities | $66,452,000 | 1,731 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $116,778,000 | 1,067 |
| U.S. Government securities | $57,983,000 | 1,508 |
| U.S. Treasury securities | $24,623,000 | 145 |
| U.S. Government agency obligations | $33,360,000 | 2,451 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $13,970,000 | 588 |
| 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 | $13,970,000 | 319 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $44,825,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| 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) | $71,953,000 | 286 |
| Available-for-sale securities (fair market value) | $44,825,000 | 2,218 |
| Total debt securities | $71,953,000 | 1,628 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $115,903,000 | 1,082 |
| U.S. Government securities | $60,873,000 | 1,468 |
| U.S. Treasury securities | $28,588,000 | 133 |
| U.S. Government agency obligations | $32,285,000 | 2,550 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $13,024,000 | 618 |
| 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 | $13,024,000 | 334 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $42,006,000 | 75 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| 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) | $73,897,000 | 292 |
| Available-for-sale securities (fair market value) | $42,006,000 | 2,330 |
| Total debt securities | $73,897,000 | 1,609 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $116,115,000 | 1,065 |
| U.S. Government securities | $64,813,000 | 1,386 |
| U.S. Treasury securities | $29,532,000 | 135 |
| U.S. Government agency obligations | $35,281,000 | 2,352 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $12,083,000 | 633 |
| 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 | $12,083,000 | 358 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $39,219,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $1,000 | 6,799 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,544 |
| Issued or guaranteed by U.S. | $1,000 | 6,522 |
| 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) | $76,896,000 | 290 |
| Available-for-sale securities (fair market value) | $39,219,000 | 2,456 |
| Total debt securities | $76,896,000 | 1,543 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $120,215,000 | 1,046 |
| U.S. Government securities | $67,824,000 | 1,345 |
| U.S. Treasury securities | $29,545,000 | 147 |
| U.S. Government agency obligations | $38,279,000 | 2,213 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $12,098,000 | 639 |
| 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 | $12,098,000 | 376 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $40,293,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $4,000 | 6,777 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,501 |
| Issued or guaranteed by U.S. | $4,000 | 6,482 |
| 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) | $79,922,000 | 287 |
| Available-for-sale securities (fair market value) | $40,293,000 | 2,447 |
| Total debt securities | $79,922,000 | 1,496 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $119,331,000 | 1,054 |
| U.S. Government securities | $68,831,000 | 1,313 |
| U.S. Treasury securities | $31,558,000 | 138 |
| U.S. Government agency obligations | $37,273,000 | 2,263 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $12,114,000 | 659 |
| 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 | $12,114,000 | 393 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $38,386,000 | 88 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $7,000 | 6,796 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,502 |
| Issued or guaranteed by U.S. | $7,000 | 6,484 |
| 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) | $80,945,000 | 296 |
| Available-for-sale securities (fair market value) | $38,386,000 | 2,529 |
| Total debt securities | $80,945,000 | 1,473 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $114,637,000 | 1,082 |
| U.S. Government securities | $61,495,000 | 1,478 |
| U.S. Treasury securities | $25,224,000 | 161 |
| U.S. Government agency obligations | $36,271,000 | 2,293 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $15,131,000 | 590 |
| 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 | $15,131,000 | 342 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $38,011,000 | 87 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $11,000 | 6,776 |
| Certificates of participation in pools of residential mortgages | $11,000 | 6,478 |
| Issued or guaranteed by U.S. | $11,000 | 6,461 |
| 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) | $76,626,000 | 304 |
| Available-for-sale securities (fair market value) | $38,011,000 | 2,520 |
| Total debt securities | $76,626,000 | 1,550 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $125,144,000 | 986 |
| U.S. Government securities | $66,724,000 | 1,371 |
| U.S. Treasury securities | $29,444,000 | 157 |
| U.S. Government agency obligations | $37,280,000 | 2,254 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $16,154,000 | 587 |
| 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 | $16,154,000 | 343 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $42,266,000 | 81 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $14,000 | 6,800 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,507 |
| Issued or guaranteed by U.S. | $14,000 | 6,488 |
| 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) | $82,878,000 | 287 |
| Available-for-sale securities (fair market value) | $42,266,000 | 2,315 |
| Total debt securities | $82,878,000 | 1,447 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $126,940,000 | 983 |
| U.S. Government securities | $68,206,000 | 1,377 |
| U.S. Treasury securities | $36,423,000 | 134 |
| U.S. Government agency obligations | $31,783,000 | 2,614 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $16,178,000 | 591 |
| 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 | $16,178,000 | 353 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $42,556,000 | 82 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $17,000 | 6,860 |
| Certificates of participation in pools of residential mortgages | $17,000 | 6,561 |
| Issued or guaranteed by U.S. | $17,000 | 6,543 |
| 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) | $84,384,000 | 281 |
| Available-for-sale securities (fair market value) | $42,556,000 | 2,330 |
| Total debt securities | $84,384,000 | 1,453 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $131,776,000 | 970 |
| U.S. Government securities | $71,710,000 | 1,300 |
| U.S. Treasury securities | $38,425,000 | 134 |
| U.S. Government agency obligations | $33,285,000 | 2,526 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $17,203,000 | 587 |
| 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 | $17,203,000 | 351 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $42,863,000 | 90 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $21,000 | 6,888 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,577 |
| Issued or guaranteed by U.S. | $21,000 | 6,565 |
| 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) | $88,913,000 | 265 |
| Available-for-sale securities (fair market value) | $42,863,000 | 2,352 |
| Total debt securities | $88,914,000 | 1,391 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $135,000,000 | 949 |
| U.S. Government securities | $79,712,000 | 1,166 |
| U.S. Treasury securities | $44,418,000 | 126 |
| U.S. Government agency obligations | $35,294,000 | 2,376 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $14,707,000 | 644 |
| 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 | $14,707,000 | 415 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $40,581,000 | 94 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $24,000 | 6,918 |
| Certificates of participation in pools of residential mortgages | $24,000 | 6,594 |
| Issued or guaranteed by U.S. | $24,000 | 6,580 |
| 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) | $94,419,000 | 244 |
| Available-for-sale securities (fair market value) | $40,581,000 | 2,450 |
| Total debt securities | $94,419,000 | 1,317 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $142,264,000 | 908 |
| U.S. Government securities | $84,238,000 | 1,126 |
| U.S. Treasury securities | $48,428,000 | 122 |
| U.S. Government agency obligations | $35,810,000 | 2,381 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $16,730,000 | 613 |
| 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 | $16,730,000 | 391 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $41,296,000 | 99 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $27,000 | 6,975 |
| Certificates of participation in pools of residential mortgages | $27,000 | 6,647 |
| Issued or guaranteed by U.S. | $27,000 | 6,635 |
| 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) | $100,968,000 | 222 |
| Available-for-sale securities (fair market value) | $41,296,000 | 2,432 |
| Total debt securities | $100,968,000 | 1,259 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $137,245,000 | 943 |
| U.S. Government securities | $79,378,000 | 1,192 |
| U.S. Treasury securities | $46,545,000 | 129 |
| U.S. Government agency obligations | $32,833,000 | 2,536 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $16,760,000 | 648 |
| 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 | $16,760,000 | 417 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $41,107,000 | 111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $31,000 | 6,973 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,634 |
| Issued or guaranteed by U.S. | $31,000 | 6,619 |
| 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) | $96,138,000 | 229 |
| Available-for-sale securities (fair market value) | $41,107,000 | 2,471 |
| Total debt securities | $96,138,000 | 1,321 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $135,971,000 | 989 |
| U.S. Government securities | $80,459,000 | 1,237 |
| U.S. Treasury securities | $49,603,000 | 122 |
| U.S. Government agency obligations | $30,856,000 | 2,745 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $14,161,000 | 694 |
| 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 | $14,161,000 | 505 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $41,351,000 | 105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $38,000 | 6,978 |
| Certificates of participation in pools of residential mortgages | $38,000 | 6,646 |
| Issued or guaranteed by U.S. | $38,000 | 6,625 |
| 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) | $94,620,000 | 229 |
| Available-for-sale securities (fair market value) | $41,351,000 | 2,508 |
| Total debt securities | $94,620,000 | 1,381 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $131,006,000 | 1,029 |
| U.S. Government securities | $79,114,000 | 1,245 |
| U.S. Treasury securities | $39,715,000 | 139 |
| U.S. Government agency obligations | $39,399,000 | 2,204 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $14,109,000 | 708 |
| 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 | $14,109,000 | 532 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $37,783,000 | 119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $66,000 | 6,925 |
| Certificates of participation in pools of residential mortgages | $66,000 | 6,568 |
| Issued or guaranteed by U.S. | $66,000 | 6,544 |
| 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) | $93,223,000 | 231 |
| Available-for-sale securities (fair market value) | $37,783,000 | 2,647 |
| Total debt securities | $93,223,000 | 1,373 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $116,987,000 | 1,127 |
| U.S. Government securities | $63,991,000 | 1,429 |
| U.S. Treasury securities | $33,830,000 | 162 |
| U.S. Government agency obligations | $30,161,000 | 2,623 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $15,133,000 | 710 |
| 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 | $15,133,000 | 529 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $37,863,000 | 120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $74,000 | 6,948 |
| Certificates of participation in pools of residential mortgages | $74,000 | 6,562 |
| Issued or guaranteed by U.S. | $74,000 | 6,544 |
| 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) | $79,124,000 | 267 |
| Available-for-sale securities (fair market value) | $37,863,000 | 2,579 |
| Total debt securities | $79,124,000 | 1,545 |
| 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 | $110,325,000 | 1,165 |
| U.S. Government securities | $59,941,000 | 1,502 |
| U.S. Treasury securities | $18,744,000 | 283 |
| U.S. Government agency obligations | $41,197,000 | 2,010 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $16,157,000 | 694 |
| 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 | $16,157,000 | 504 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $34,227,000 | 137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $82,000 | 6,952 |
| Certificates of participation in pools of residential mortgages | $82,000 | 6,553 |
| Issued or guaranteed by U.S. | $82,000 | 6,534 |
| 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) | $76,098,000 | 279 |
| Available-for-sale securities (fair market value) | $34,227,000 | 2,746 |
| Total debt securities | $76,098,000 | 1,580 |
| 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 | $90,937,000 | 1,368 |
| U.S. Government securities | $36,182,000 | 2,326 |
| U.S. Treasury securities | $3,012,000 | 1,008 |
| U.S. Government agency obligations | $33,170,000 | 2,401 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $19,198,000 | 612 |
| 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 | $19,198,000 | 444 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $35,557,000 | 132 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $96,000 | 6,931 |
| Certificates of participation in pools of residential mortgages | $96,000 | 6,495 |
| Issued or guaranteed by U.S. | $96,000 | 6,475 |
| 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) | $55,380,000 | 379 |
| Available-for-sale securities (fair market value) | $35,557,000 | 2,627 |
| Total debt securities | $55,370,000 | 2,057 |
| 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 | $102,091,000 | 1,106 |
| U.S. Government securities | $29,348,000 | 2,586 |
| U.S. Treasury securities | $12,153,000 | 399 |
| U.S. Government agency obligations | $17,195,000 | 3,780 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $22,262,000 | 575 |
| 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 | $22,262,000 | 399 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $50,481,000 | 91 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $130,000 | 6,905 |
| Certificates of participation in pools of residential mortgages | $130,000 | 6,413 |
| Issued or guaranteed by U.S. | $130,000 | 6,388 |
| 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) | $51,610,000 | 398 |
| Available-for-sale securities (fair market value) | $50,481,000 | 1,812 |
| Total debt securities | $51,610,000 | 2,071 |
| 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 | $116,914,000 | 972 |
| U.S. Government securities | $37,123,000 | 2,156 |
| U.S. Treasury securities | $13,959,000 | 486 |
| U.S. Government agency obligations | $23,164,000 | 3,014 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $24,079,000 | 477 |
| 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 | $24,079,000 | 365 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $55,712,000 | 130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $162,000 | 6,717 |
| Certificates of participation in pools of residential mortgages | $162,000 | 6,173 |
| Issued or guaranteed by U.S. | $162,000 | 6,151 |
| 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) | $61,202,000 | 420 |
| Available-for-sale securities (fair market value) | $55,712,000 | 1,532 |
| Total debt securities | $61,202,000 | 1,716 |
| 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 | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $129,253,000 | 897 |
| U.S. Government securities | $28,250,000 | 2,905 |
| U.S. Treasury securities | $10,005,000 | 871 |
| U.S. Government agency obligations | $18,245,000 | 3,747 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $43,290,000 | 336 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,464 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,274,000 | 243 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $57,713,000 | 115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $266,000 | 6,831 |
| Certificates of participation in pools of residential mortgages | $250,000 | 6,235 |
| Issued or guaranteed by U.S. | $250,000 | 6,219 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $16,000 | 4,466 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $16,000 | 1,273 |
| 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) | $71,540,000 | 385 |
| Available-for-sale securities (fair market value) | $57,713,000 | 1,504 |
| Total debt securities | $71,540,000 | 1,540 |
| 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 | $134,044,000 | 875 |
| U.S. Government securities | $29,394,000 | 2,866 |
| U.S. Treasury securities | $15,052,000 | 893 |
| U.S. Government agency obligations | $14,342,000 | 4,247 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $48,796,000 | 265 |
| Privately issued residential mortgage-backed securities | $208,000 | 1,092 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $48,588,000 | 170 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $55,854,000 | 115 |
| 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 | $551,000 | 6,605 |
| Certificates of participation in pools of residential mortgages | $343,000 | 6,278 |
| Issued or guaranteed by U.S. | $343,000 | 6,260 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $208,000 | 4,238 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $208,000 | 935 |
| 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) | $78,190,000 | 368 |
| Available-for-sale securities (fair market value) | $55,854,000 | 1,562 |
| Total debt securities | $78,190,000 | 1,450 |
| 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 | $115,970,000 | 990 |
| U.S. Government securities | $52,530,000 | 1,750 |
| U.S. Treasury securities | $24,933,000 | 763 |
| U.S. Government agency obligations | $27,597,000 | 2,470 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $16,752,000 | 417 |
| Privately issued residential mortgage-backed securities | $736,000 | 695 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,016,000 | 292 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $46,688,000 | 107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $1,334,000 | 5,980 |
| Certificates of participation in pools of residential mortgages | $598,000 | 5,990 |
| Issued or guaranteed by U.S. | $598,000 | 5,971 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $736,000 | 3,703 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $736,000 | 534 |
| 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) | $69,282,000 | 509 |
| Available-for-sale securities (fair market value) | $46,688,000 | 1,728 |
| Total debt securities | $69,282,000 | 1,592 |
| 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 | $113,773,000 | 1,049 |
| U.S. Government securities | $54,972,000 | 1,774 |
| U.S. Treasury securities | $25,949,000 | 910 |
| U.S. Government agency obligations | $29,023,000 | 2,461 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $22,159,000 | 338 |
| Privately issued residential mortgage-backed securities | $1,064,000 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,095,000 | 203 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $36,642,000 | 129 |
| 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 | $2,088,000 | 5,818 |
| Certificates of participation in pools of residential mortgages | $1,024,000 | 5,784 |
| Issued or guaranteed by U.S. | $1,024,000 | 5,769 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,064,000 | 3,744 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $1,064,000 | 536 |
| 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) | $77,131,000 | 515 |
| Available-for-sale securities (fair market value) | $36,642,000 | 2,261 |
| Total debt securities | $77,131,000 | 1,524 |
| 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 | $106,378,000 | 1,182 |
| U.S. Government securities | $46,542,000 | 2,169 |
| U.S. Treasury securities | $20,183,000 | 1,415 |
| U.S. Government agency obligations | $26,359,000 | 2,634 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $27,115,000 | 363 |
| Privately issued residential mortgage-backed securities | $1,639,000 | 688 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,476,000 | 219 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $32,721,000 | 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 | 9,636 |
| Mortgage-backed securities | $2,968,000 | 5,554 |
| Certificates of participation in pools of residential mortgages | $1,329,000 | 5,653 |
| Issued or guaranteed by U.S. | $1,329,000 | 5,625 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,639,000 | 3,720 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $1,639,000 | 493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $73,657,000 | 581 |
| Available-for-sale securities (fair market value) | $32,721,000 | 2,608 |
| Total debt securities | $73,657,000 | 1,665 |
| 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 | $102,572,000 | 1,261 |
| U.S. Government securities | $42,370,000 | 2,461 |
| U.S. Treasury securities | $27,515,000 | 1,279 |
| U.S. Government agency obligations | $14,855,000 | 4,038 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $36,036,000 | 313 |
| 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 | $36,036,000 | 186 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $24,166,000 | 148 |
| 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 | $1,718,000 | 6,934 |
| Certificates of participation in pools of residential mortgages | $1,718,000 | 5,506 |
| Issued or guaranteed by U.S. | $1,718,000 | 5,481 |
| 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) | $78,406,000 | 971 |
| Available-for-sale securities (fair market value) | $24,166,000 | 2,352 |
| Total debt securities | $78,406,000 | 1,620 |
| 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 | $84,705,000 | 1,626 |
| U.S. Government securities | $35,163,000 | 3,090 |
| U.S. Treasury securities | $22,987,000 | 1,621 |
| U.S. Government agency obligations | $12,176,000 | 4,834 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $35,238,000 | 382 |
| 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 | $35,238,000 | 231 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $14,304,000 | 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 | 10,569 |
| Mortgage-backed securities | $2,867,000 | 6,534 |
| Certificates of participation in pools of residential mortgages | $2,867,000 | 4,987 |
| Issued or guaranteed by U.S. | $2,867,000 | 4,949 |
| 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 | $70,401,000 | 1,897 |
| 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 | $83,652,000 | 1,603 |
| U.S. Government securities | $27,881,000 | 3,829 |
| U.S. Treasury securities | $15,474,000 | 2,398 |
| U.S. Government agency obligations | $12,407,000 | 4,741 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $42,143,000 | 363 |
| 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 | $42,143,000 | 222 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $13,628,000 | 235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $5,794,000 | 5,099 |
| Certificates of participation in pools of residential mortgages | $5,794,000 | 3,644 |
| Issued or guaranteed by U.S. | $5,794,000 | 3,598 |
| 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 | $70,024,000 | 1,870 |
| 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 |