Home > Greenfield Co-operative Bank > Securities
Greenfield Co-operative Bank, Securities
| 2025-03-31 | Rank | |
| Total securities | $185,847,000 | 987 |
| U.S. Government securities | $179,974,000 | 679 |
| U.S. Treasury securities | $6,472,000 | 1,360 |
| U.S. Government agency obligations | $173,502,000 | 600 |
| Securities issued by states & political subdivisions | $5,837,000 | 2,717 |
| Other domestic debt securities | $36,000 | 2,282 |
| Privately issued residential mortgage-backed securities | $36,000 | 599 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 549 |
| Structured financial products - Total | $0 | 891 |
| Other domestic debt securities - All other | $0 | 1,818 |
| 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 | $57,735,000 | 1,258 |
| Mortgage-backed securities | $145,040,000 | 598 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $57,710,000 | 745 |
| Privately issued | $0 | 189 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $63,450,000 | 377 |
| Privately issued | $36,000 | 506 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,266,000 | 1,226 |
| Other commercial mortgage-backed securities | $22,578,000 | 297 |
| Held to maturity securities (book value) | $0 | 1,669 |
| Available-for-sale securities (fair market value) | $185,847,000 | 844 |
| Total debt securities | $185,849,000 | 971 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 435 |
| Fair value | $1,759,000 | 501 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-12-31 | Rank | |
| Total securities | $183,584,000 | 989 |
| U.S. Government securities | $177,684,000 | 685 |
| U.S. Treasury securities | $6,347,000 | 1,438 |
| U.S. Government agency obligations | $171,337,000 | 609 |
| Securities issued by states & political subdivisions | $5,862,000 | 2,746 |
| Other domestic debt securities | $38,000 | 2,301 |
| Privately issued residential mortgage-backed securities | $38,000 | 605 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 897 |
| Other domestic debt securities - All other | $0 | 1,833 |
| Foreign debt securities | $0 | 269 |
| 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 | $57,410,000 | 1,279 |
| Mortgage-backed securities | $142,096,000 | 590 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $52,661,000 | 795 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $65,694,000 | 354 |
| Privately issued | $38,000 | 513 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,230,000 | 1,221 |
| Other commercial mortgage-backed securities | $22,473,000 | 301 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $183,584,000 | 851 |
| Total debt securities | $183,583,000 | 974 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 460 |
| Fair value | $1,708,000 | 530 |
| Trading account assets | $0 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-09-30 | Rank | |
| Total securities | $189,620,000 | 997 |
| U.S. Government securities | $183,481,000 | 685 |
| U.S. Treasury securities | $6,499,000 | 1,478 |
| U.S. Government agency obligations | $176,982,000 | 603 |
| Securities issued by states & political subdivisions | $6,100,000 | 2,762 |
| Other domestic debt securities | $39,000 | 2,271 |
| Privately issued residential mortgage-backed securities | $39,000 | 608 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $0 | 793 |
| Other domestic debt securities - All other | $0 | 1,835 |
| 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 | $60,748,000 | 1,257 |
| Mortgage-backed securities | $147,039,000 | 566 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $50,170,000 | 832 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $71,814,000 | 331 |
| Privately issued | $39,000 | 511 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,259,000 | 1,203 |
| Other commercial mortgage-backed securities | $23,757,000 | 292 |
| Held to maturity securities (book value) | $0 | 1,702 |
| Available-for-sale securities (fair market value) | $189,620,000 | 853 |
| Total debt securities | $189,620,000 | 981 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 490 |
| Fair value | $1,752,000 | 555 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-06-30 | Rank | |
| Total securities | $183,176,000 | 1,006 |
| U.S. Government securities | $177,288,000 | 699 |
| U.S. Treasury securities | $6,265,000 | 1,534 |
| U.S. Government agency obligations | $171,023,000 | 608 |
| Securities issued by states & political subdivisions | $5,849,000 | 2,797 |
| Other domestic debt securities | $39,000 | 2,285 |
| Privately issued residential mortgage-backed securities | $39,000 | 609 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $0 | 1,858 |
| 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 | $59,523,000 | 1,276 |
| Mortgage-backed securities | $140,293,000 | 577 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $45,619,000 | 883 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $70,065,000 | 318 |
| Privately issued | $39,000 | 518 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,286,000 | 1,190 |
| Other commercial mortgage-backed securities | $23,284,000 | 283 |
| Held to maturity securities (book value) | $0 | 1,716 |
| Available-for-sale securities (fair market value) | $183,176,000 | 861 |
| Total debt securities | $183,175,000 | 990 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 505 |
| Fair value | $1,662,000 | 578 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-03-31 | Rank | |
| Total securities | $183,328,000 | 1,033 |
| U.S. Government securities | $177,351,000 | 711 |
| U.S. Treasury securities | $6,267,000 | 1,632 |
| U.S. Government agency obligations | $171,084,000 | 646 |
| Securities issued by states & political subdivisions | $5,937,000 | 2,790 |
| Other domestic debt securities | $40,000 | 2,295 |
| Privately issued residential mortgage-backed securities | $40,000 | 610 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $0 | 1,839 |
| Foreign debt securities | $0 | 306 |
| 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 | $58,513,000 | 1,317 |
| Mortgage-backed securities | $140,527,000 | 588 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $43,164,000 | 920 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $72,286,000 | 316 |
| Privately issued | $40,000 | 465 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,280,000 | 1,185 |
| Other commercial mortgage-backed securities | $23,757,000 | 293 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $183,328,000 | 884 |
| Total debt securities | $183,327,000 | 1,018 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 518 |
| Fair value | $1,660,000 | 588 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-12-31 | Rank | |
| Total securities | $0 | 4,456 |
| U.S. Government securities | $0 | 4,378 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $662,983,000 | 226 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | NA | NA |
| Foreign debt securities | $4,417,000 | 104 |
| Equity securities | $558 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16 | 3,876 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $1,000 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $46 | 2,725 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $0 | 4,214 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | NA | NA |
| 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 | $6,764,500 | 100 |
| 2023-09-30 | Rank | |
| Total securities | $175,012,000 | 1,078 |
| U.S. Government securities | $169,492,000 | 757 |
| U.S. Treasury securities | $6,084,000 | 1,739 |
| U.S. Government agency obligations | $163,408,000 | 670 |
| Securities issued by states & political subdivisions | $5,477,000 | 2,885 |
| Other domestic debt securities | $43,000 | 2,318 |
| Privately issued residential mortgage-backed securities | $43,000 | 611 |
| 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 | $57,482,000 | 1,303 |
| Mortgage-backed securities | $133,194,000 | 603 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $36,804,000 | 1,013 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $72,968,000 | 304 |
| Privately issued | $43,000 | 468 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $23,379,000 | 293 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $175,012,000 | 920 |
| Total debt securities | $175,011,000 | 1,066 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 558 |
| Fair value | $1,576,000 | 652 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $181,605,000 | 1,078 |
| U.S. Government securities | $175,667,000 | 747 |
| U.S. Treasury securities | $6,213,000 | 1,761 |
| U.S. Government agency obligations | $169,454,000 | 661 |
| Securities issued by states & political subdivisions | $5,892,000 | 2,891 |
| Other domestic debt securities | $46,000 | 2,341 |
| Privately issued residential mortgage-backed securities | $46,000 | 617 |
| 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 | $61,436,000 | 1,219 |
| Mortgage-backed securities | $138,375,000 | 603 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $38,358,000 | 1,021 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $74,807,000 | 303 |
| Privately issued | $46,000 | 464 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $25,164,000 | 285 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $181,605,000 | 921 |
| Total debt securities | $181,602,000 | 1,067 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 597 |
| Fair value | $1,641,000 | 680 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $175,340,000 | 1,169 |
| U.S. Government securities | $169,306,000 | 801 |
| U.S. Treasury securities | $6,343,000 | 1,831 |
| U.S. Government agency obligations | $162,963,000 | 683 |
| Securities issued by states & political subdivisions | $5,987,000 | 2,930 |
| Other domestic debt securities | $47,000 | 2,394 |
| Privately issued residential mortgage-backed securities | $47,000 | 639 |
| 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 | $53,721,000 | 1,302 |
| Mortgage-backed securities | $130,520,000 | 661 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $38,801,000 | 1,051 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $70,900,000 | 329 |
| Privately issued | $47,000 | 476 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $20,772,000 | 345 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $175,340,000 | 1,008 |
| Total debt securities | $175,340,000 | 1,156 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 626 |
| Fair value | $1,661,000 | 712 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $146,494,000 | 1,386 |
| U.S. Government securities | $140,683,000 | 949 |
| U.S. Treasury securities | $6,205,000 | 1,884 |
| U.S. Government agency obligations | $134,478,000 | 799 |
| Securities issued by states & political subdivisions | $5,763,000 | 2,983 |
| Other domestic debt securities | $48,000 | 2,430 |
| Privately issued residential mortgage-backed securities | $48,000 | 658 |
| 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 | $28,302,000 | 1,812 |
| Mortgage-backed securities | $101,733,000 | 828 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $38,555,000 | 1,068 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $53,953,000 | 390 |
| Privately issued | $48,000 | 479 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $9,177,000 | 542 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $146,494,000 | 1,211 |
| Total debt securities | $146,493,000 | 1,369 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 654 |
| Fair value | $1,632,000 | 741 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $138,229,000 | 1,468 |
| U.S. Government securities | $132,713,000 | 1,020 |
| U.S. Treasury securities | $6,159,000 | 1,915 |
| U.S. Government agency obligations | $126,554,000 | 835 |
| Securities issued by states & political subdivisions | $5,465,000 | 3,032 |
| Other domestic debt securities | $51,000 | 2,387 |
| Privately issued residential mortgage-backed securities | $51,000 | 647 |
| 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 | $24,182,000 | 1,897 |
| Mortgage-backed securities | $97,055,000 | 859 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $39,548,000 | 1,059 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $51,961,000 | 410 |
| Privately issued | $51,000 | 485 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $5,495,000 | 711 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $138,229,000 | 1,277 |
| Total debt securities | $138,228,000 | 1,447 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 642 |
| Fair value | $1,604,000 | 739 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $146,684,000 | 1,409 |
| U.S. Government securities | $140,735,000 | 969 |
| U.S. Treasury securities | $6,488,000 | 1,862 |
| U.S. Government agency obligations | $134,247,000 | 813 |
| Securities issued by states & political subdivisions | $5,895,000 | 3,033 |
| Other domestic debt securities | $54,000 | 2,245 |
| Privately issued residential mortgage-backed securities | $54,000 | 657 |
| 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 | $26,151,000 | 1,819 |
| Mortgage-backed securities | $103,862,000 | 840 |
| Certificates of participation in pools of residential mortgages | $41,804,000 | 1,062 |
| Issued or guaranteed by U.S. | $41,804,000 | 1,046 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $57,129,000 | 424 |
| CMOs issued by government agencies or sponsored agencies | $57,075,000 | 385 |
| Privately issued | $54,000 | 485 |
| Commercial mortgage-backed securities | $4,929,000 | 1,172 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $4,929,000 | 805 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $146,684,000 | 1,254 |
| Total debt securities | $146,686,000 | 1,397 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 622 |
| Fair value | $1,771,000 | 700 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $150,601,000 | 1,360 |
| U.S. Government securities | $146,086,000 | 931 |
| U.S. Treasury securities | $6,722,000 | 1,644 |
| U.S. Government agency obligations | $139,364,000 | 797 |
| Securities issued by states & political subdivisions | $4,456,000 | 3,225 |
| Other domestic debt securities | $59,000 | 2,226 |
| Privately issued residential mortgage-backed securities | $59,000 | 641 |
| 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 | $26,485,000 | 1,752 |
| Mortgage-backed securities | $109,997,000 | 820 |
| Certificates of participation in pools of residential mortgages | $44,670,000 | 1,048 |
| Issued or guaranteed by U.S. | $44,670,000 | 1,034 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $60,870,000 | 413 |
| CMOs issued by government agencies or sponsored agencies | $60,811,000 | 376 |
| Privately issued | $59,000 | 462 |
| Commercial mortgage-backed securities | $4,457,000 | 1,216 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $4,457,000 | 834 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $150,601,000 | 1,223 |
| Total debt securities | $150,602,000 | 1,344 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 544 |
| Fair value | $1,840,000 | 614 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $148,866,000 | 1,331 |
| U.S. Government securities | $148,803,000 | 865 |
| U.S. Treasury securities | $7,167,000 | 1,197 |
| U.S. Government agency obligations | $141,636,000 | 800 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $63,000 | 2,203 |
| Privately issued residential mortgage-backed securities | $63,000 | 615 |
| 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 | $21,570,000 | 1,944 |
| Mortgage-backed securities | $112,932,000 | 799 |
| Certificates of participation in pools of residential mortgages | $48,085,000 | 985 |
| Issued or guaranteed by U.S. | $48,085,000 | 968 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $61,109,000 | 400 |
| CMOs issued by government agencies or sponsored agencies | $61,046,000 | 372 |
| Privately issued | $63,000 | 421 |
| Commercial mortgage-backed securities | $3,738,000 | 1,273 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $3,738,000 | 869 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $148,866,000 | 1,224 |
| Total debt securities | $148,866,000 | 1,312 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 475 |
| Fair value | $1,966,000 | 524 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $141,194,000 | 1,329 |
| U.S. Government securities | $141,128,000 | 844 |
| U.S. Treasury securities | $6,213,000 | 1,061 |
| U.S. Government agency obligations | $134,915,000 | 792 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $66,000 | 2,159 |
| Privately issued residential mortgage-backed securities | $66,000 | 594 |
| 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 | $14,859,000 | 2,269 |
| Mortgage-backed securities | $107,948,000 | 791 |
| Certificates of participation in pools of residential mortgages | $41,592,000 | 1,069 |
| Issued or guaranteed by U.S. | $41,592,000 | 1,048 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $66,356,000 | 383 |
| CMOs issued by government agencies or sponsored agencies | $66,290,000 | 359 |
| Privately issued | $66,000 | 413 |
| 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) | $141,194,000 | 1,225 |
| Total debt securities | $141,192,000 | 1,311 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 418 |
| Fair value | $1,995,000 | 444 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $137,832,000 | 1,294 |
| U.S. Government securities | $137,760,000 | 823 |
| U.S. Treasury securities | $5,210,000 | 1,029 |
| U.S. Government agency obligations | $132,550,000 | 769 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $72,000 | 2,160 |
| Privately issued residential mortgage-backed securities | $72,000 | 600 |
| 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 | $13,302,000 | 2,375 |
| Mortgage-backed securities | $108,507,000 | 760 |
| Certificates of participation in pools of residential mortgages | $45,785,000 | 956 |
| Issued or guaranteed by U.S. | $45,785,000 | 935 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $62,722,000 | 385 |
| CMOs issued by government agencies or sponsored agencies | $62,650,000 | 359 |
| Privately issued | $72,000 | 401 |
| 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) | $137,832,000 | 1,189 |
| Total debt securities | $137,833,000 | 1,272 |
| 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 | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $137,763,000 | 1,200 |
| U.S. Government securities | $137,685,000 | 755 |
| U.S. Treasury securities | $5,115,000 | 792 |
| U.S. Government agency obligations | $132,570,000 | 724 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $78,000 | 2,147 |
| Privately issued residential mortgage-backed securities | $78,000 | 604 |
| 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 | $13,690,000 | 2,324 |
| Mortgage-backed securities | $113,514,000 | 694 |
| Certificates of participation in pools of residential mortgages | $51,245,000 | 836 |
| Issued or guaranteed by U.S. | $51,245,000 | 816 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $62,269,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $62,191,000 | 340 |
| Privately issued | $78,000 | 393 |
| 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) | $137,763,000 | 1,115 |
| Total debt securities | $137,764,000 | 1,186 |
| 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 | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $131,488,000 | 1,153 |
| U.S. Government securities | $131,407,000 | 703 |
| U.S. Treasury securities | $5,438,000 | 561 |
| U.S. Government agency obligations | $125,969,000 | 690 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $81,000 | 2,084 |
| Privately issued residential mortgage-backed securities | $81,000 | 582 |
| 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 | $12,856,000 | 2,369 |
| Mortgage-backed securities | $114,380,000 | 629 |
| Certificates of participation in pools of residential mortgages | $50,377,000 | 771 |
| Issued or guaranteed by U.S. | $50,377,000 | 759 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $64,003,000 | 355 |
| CMOs issued by government agencies or sponsored agencies | $63,922,000 | 327 |
| Privately issued | $81,000 | 392 |
| 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) | $131,488,000 | 1,069 |
| Total debt securities | $131,487,000 | 1,137 |
| 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 | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $133,198,000 | 1,074 |
| U.S. Government securities | $133,111,000 | 658 |
| U.S. Treasury securities | $5,533,000 | 542 |
| U.S. Government agency obligations | $127,578,000 | 639 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $87,000 | 2,061 |
| Privately issued residential mortgage-backed securities | $87,000 | 581 |
| 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 | $14,267,000 | 2,254 |
| Mortgage-backed securities | $121,918,000 | 572 |
| Certificates of participation in pools of residential mortgages | $52,006,000 | 704 |
| Issued or guaranteed by U.S. | $52,006,000 | 689 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $69,912,000 | 335 |
| CMOs issued by government agencies or sponsored agencies | $69,825,000 | 307 |
| Privately issued | $87,000 | 381 |
| 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) | $133,198,000 | 989 |
| Total debt securities | $133,197,000 | 1,059 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $132,905,000 | 1,046 |
| U.S. Government securities | $132,815,000 | 639 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $132,815,000 | 603 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $90,000 | 2,001 |
| Privately issued residential mortgage-backed securities | $90,000 | 561 |
| 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 | $15,941,000 | 2,141 |
| Mortgage-backed securities | $132,905,000 | 532 |
| Certificates of participation in pools of residential mortgages | $56,744,000 | 632 |
| Issued or guaranteed by U.S. | $56,744,000 | 619 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $76,161,000 | 326 |
| CMOs issued by government agencies or sponsored agencies | $76,071,000 | 301 |
| Privately issued | $90,000 | 363 |
| 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) | $132,905,000 | 950 |
| Total debt securities | $132,906,000 | 1,029 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $139,460,000 | 963 |
| U.S. Government securities | $139,369,000 | 627 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $139,369,000 | 591 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $91,000 | 1,941 |
| Privately issued residential mortgage-backed securities | $91,000 | 578 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,600,000 | 1,971 |
| Mortgage-backed securities | $139,460,000 | 526 |
| Certificates of participation in pools of residential mortgages | $58,953,000 | 617 |
| Issued or guaranteed by U.S. | $58,953,000 | 601 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $80,507,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $80,416,000 | 292 |
| Privately issued | $91,000 | 368 |
| 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) | $139,460,000 | 877 |
| Total debt securities | $139,458,000 | 952 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $140,292,000 | 941 |
| U.S. Government securities | $140,182,000 | 624 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $140,182,000 | 586 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $110,000 | 1,900 |
| Privately issued residential mortgage-backed securities | $110,000 | 539 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,183,000 | 2,000 |
| Mortgage-backed securities | $140,292,000 | 504 |
| Certificates of participation in pools of residential mortgages | $61,666,000 | 580 |
| Issued or guaranteed by U.S. | $61,666,000 | 567 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $78,626,000 | 319 |
| CMOs issued by government agencies or sponsored agencies | $78,516,000 | 299 |
| Privately issued | $110,000 | 354 |
| 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) | $140,292,000 | 849 |
| Total debt securities | $140,291,000 | 928 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $135,878,000 | 971 |
| U.S. Government securities | $135,719,000 | 650 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $135,719,000 | 604 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $159,000 | 1,935 |
| Privately issued residential mortgage-backed securities | $159,000 | 562 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,026,000 | 2,024 |
| Mortgage-backed securities | $135,878,000 | 505 |
| Certificates of participation in pools of residential mortgages | $60,127,000 | 584 |
| Issued or guaranteed by U.S. | $60,127,000 | 570 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $75,751,000 | 321 |
| CMOs issued by government agencies or sponsored agencies | $75,592,000 | 305 |
| Privately issued | $159,000 | 341 |
| 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) | $135,878,000 | 867 |
| Total debt securities | $135,878,000 | 958 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $137,962,000 | 959 |
| U.S. Government securities | $137,788,000 | 660 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $137,788,000 | 621 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $174,000 | 1,917 |
| Privately issued residential mortgage-backed securities | $174,000 | 526 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,893,000 | 1,964 |
| Mortgage-backed securities | $137,962,000 | 498 |
| Certificates of participation in pools of residential mortgages | $66,021,000 | 543 |
| Issued or guaranteed by U.S. | $66,021,000 | 539 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $71,941,000 | 333 |
| CMOs issued by government agencies or sponsored agencies | $71,767,000 | 318 |
| Privately issued | $174,000 | 349 |
| 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) | $137,962,000 | 858 |
| Total debt securities | $137,963,000 | 946 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $137,676,000 | 966 |
| U.S. Government securities | $137,485,000 | 659 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $137,485,000 | 617 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $191,000 | 1,920 |
| Privately issued residential mortgage-backed securities | $191,000 | 530 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,619,000 | 2,231 |
| Mortgage-backed securities | $137,676,000 | 494 |
| Certificates of participation in pools of residential mortgages | $67,798,000 | 545 |
| Issued or guaranteed by U.S. | $67,798,000 | 542 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $69,878,000 | 335 |
| CMOs issued by government agencies or sponsored agencies | $69,687,000 | 320 |
| Privately issued | $191,000 | 354 |
| 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) | $137,676,000 | 860 |
| Total debt securities | $137,676,000 | 954 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $137,683,000 | 971 |
| U.S. Government securities | $137,478,000 | 663 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $137,478,000 | 626 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $205,000 | 1,897 |
| Privately issued residential mortgage-backed securities | $205,000 | 493 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,852,000 | 2,212 |
| Mortgage-backed securities | $137,683,000 | 491 |
| Certificates of participation in pools of residential mortgages | $68,646,000 | 539 |
| Issued or guaranteed by U.S. | $68,646,000 | 535 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $69,037,000 | 332 |
| CMOs issued by government agencies or sponsored agencies | $68,832,000 | 315 |
| Privately issued | $205,000 | 349 |
| 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) | $137,683,000 | 862 |
| Total debt securities | $137,683,000 | 958 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $137,530,000 | 969 |
| U.S. Government securities | $137,312,000 | 659 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $137,312,000 | 623 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $218,000 | 1,864 |
| Privately issued residential mortgage-backed securities | $218,000 | 438 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,439,000 | 2,174 |
| Mortgage-backed securities | $137,530,000 | 490 |
| Certificates of participation in pools of residential mortgages | $69,121,000 | 535 |
| Issued or guaranteed by U.S. | $69,121,000 | 533 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $68,409,000 | 323 |
| CMOs issued by government agencies or sponsored agencies | $68,191,000 | 306 |
| Privately issued | $218,000 | 350 |
| 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) | $137,530,000 | 860 |
| Total debt securities | $137,530,000 | 958 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $139,571,000 | 978 |
| U.S. Government securities | $139,336,000 | 653 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $139,336,000 | 616 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $235,000 | 2,051 |
| Privately issued residential mortgage-backed securities | $235,000 | 690 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,577,000 | 2,136 |
| Mortgage-backed securities | $139,571,000 | 486 |
| Certificates of participation in pools of residential mortgages | $69,597,000 | 550 |
| Issued or guaranteed by U.S. | $69,597,000 | 541 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $69,974,000 | 323 |
| CMOs issued by government agencies or sponsored agencies | $69,739,000 | 304 |
| Privately issued | $235,000 | 360 |
| 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) | $139,571,000 | 857 |
| Total debt securities | $139,571,000 | 963 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $140,354,000 | 991 |
| U.S. Government securities | $140,103,000 | 659 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $140,103,000 | 621 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $251,000 | 1,844 |
| Privately issued residential mortgage-backed securities | $251,000 | 401 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,185,000 | 1,979 |
| Mortgage-backed securities | $140,354,000 | 483 |
| Certificates of participation in pools of residential mortgages | $70,521,000 | 549 |
| Issued or guaranteed by U.S. | $70,521,000 | 548 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $69,833,000 | 323 |
| CMOs issued by government agencies or sponsored agencies | $69,582,000 | 304 |
| Privately issued | $251,000 | 372 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $140,354,000 | 872 |
| Total debt securities | $140,354,000 | 979 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $142,979,000 | 976 |
| U.S. Government securities | $142,709,000 | 653 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $142,709,000 | 609 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $270,000 | 1,831 |
| Privately issued residential mortgage-backed securities | $270,000 | 400 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,007,000 | 1,948 |
| Mortgage-backed securities | $142,979,000 | 473 |
| Certificates of participation in pools of residential mortgages | $72,210,000 | 533 |
| Issued or guaranteed by U.S. | $72,210,000 | 532 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $70,769,000 | 319 |
| CMOs issued by government agencies or sponsored agencies | $70,499,000 | 298 |
| Privately issued | $270,000 | 375 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $142,979,000 | 865 |
| Total debt securities | $142,980,000 | 962 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $144,616,000 | 983 |
| U.S. Government securities | $144,330,000 | 642 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $144,330,000 | 605 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $286,000 | 1,851 |
| Privately issued residential mortgage-backed securities | $286,000 | 403 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,681,000 | 1,960 |
| Mortgage-backed securities | $144,616,000 | 468 |
| Certificates of participation in pools of residential mortgages | $74,008,000 | 533 |
| Issued or guaranteed by U.S. | $74,008,000 | 533 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $70,608,000 | 326 |
| CMOs issued by government agencies or sponsored agencies | $70,322,000 | 307 |
| Privately issued | $286,000 | 378 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $144,616,000 | 856 |
| Total debt securities | $144,616,000 | 968 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $144,641,000 | 991 |
| U.S. Government securities | $144,328,000 | 650 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $144,328,000 | 616 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $313,000 | 1,865 |
| Privately issued residential mortgage-backed securities | $313,000 | 402 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,746,000 | 1,924 |
| Mortgage-backed securities | $144,641,000 | 475 |
| Certificates of participation in pools of residential mortgages | $72,531,000 | 555 |
| Issued or guaranteed by U.S. | $72,531,000 | 555 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $72,110,000 | 325 |
| CMOs issued by government agencies or sponsored agencies | $71,797,000 | 305 |
| Privately issued | $313,000 | 378 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $144,641,000 | 863 |
| Total debt securities | $144,642,000 | 976 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $145,185,000 | 998 |
| U.S. Government securities | $144,206,000 | 666 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $144,206,000 | 624 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $979,000 | 1,615 |
| Privately issued residential mortgage-backed securities | $333,000 | 427 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $646,000 | 173 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,100,000 | 1,860 |
| Mortgage-backed securities | $144,539,000 | 475 |
| Certificates of participation in pools of residential mortgages | $71,578,000 | 574 |
| Issued or guaranteed by U.S. | $71,578,000 | 574 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $72,961,000 | 322 |
| CMOs issued by government agencies or sponsored agencies | $72,628,000 | 300 |
| Privately issued | $333,000 | 404 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $145,185,000 | 874 |
| Total debt securities | $145,185,000 | 982 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $146,425,000 | 967 |
| U.S. Government securities | $143,994,000 | 656 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $143,994,000 | 617 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $2,431,000 | 1,192 |
| Privately issued residential mortgage-backed securities | $358,000 | 443 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $572,000 | 183 |
| Other domestic debt securities - All other | $1,501,000 | 1,135 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,486,000 | 1,777 |
| Mortgage-backed securities | $144,352,000 | 475 |
| Certificates of participation in pools of residential mortgages | $71,069,000 | 566 |
| Issued or guaranteed by U.S. | $71,069,000 | 566 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $73,283,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $72,925,000 | 294 |
| Privately issued | $358,000 | 418 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $146,425,000 | 839 |
| Total debt securities | $146,426,000 | 957 |
| 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 | $147,320,000 | 965 |
| U.S. Government securities | $144,861,000 | 647 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $144,861,000 | 618 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $2,459,000 | 1,193 |
| Privately issued residential mortgage-backed securities | $383,000 | 437 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $572,000 | 186 |
| Other domestic debt securities - All other | $1,504,000 | 1,137 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,393,000 | 1,755 |
| Mortgage-backed securities | $145,244,000 | 476 |
| Certificates of participation in pools of residential mortgages | $69,066,000 | 591 |
| Issued or guaranteed by U.S. | $69,066,000 | 591 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $76,178,000 | 319 |
| CMOs issued by government agencies or sponsored agencies | $75,795,000 | 297 |
| Privately issued | $383,000 | 416 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $147,320,000 | 841 |
| Total debt securities | $147,320,000 | 956 |
| 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 | $148,262,000 | 966 |
| U.S. Government securities | $145,784,000 | 646 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $145,784,000 | 614 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $2,478,000 | 1,208 |
| Privately issued residential mortgage-backed securities | $399,000 | 451 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $572,000 | 193 |
| Other domestic debt securities - All other | $1,507,000 | 1,144 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,089,000 | 1,723 |
| Mortgage-backed securities | $146,183,000 | 486 |
| Certificates of participation in pools of residential mortgages | $70,336,000 | 577 |
| Issued or guaranteed by U.S. | $70,336,000 | 575 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $75,847,000 | 320 |
| CMOs issued by government agencies or sponsored agencies | $75,448,000 | 297 |
| Privately issued | $399,000 | 426 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $148,262,000 | 854 |
| Total debt securities | $148,262,000 | 956 |
| 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 | $148,263,000 | 983 |
| U.S. Government securities | $145,757,000 | 683 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $145,757,000 | 643 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $2,506,000 | 1,206 |
| Privately issued residential mortgage-backed securities | $423,000 | 444 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $573,000 | 192 |
| Other domestic debt securities - All other | $1,510,000 | 1,145 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,616,000 | 1,831 |
| Mortgage-backed securities | $146,180,000 | 482 |
| Certificates of participation in pools of residential mortgages | $67,474,000 | 609 |
| Issued or guaranteed by U.S. | $67,474,000 | 609 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $78,706,000 | 325 |
| CMOs issued by government agencies or sponsored agencies | $78,283,000 | 302 |
| Privately issued | $423,000 | 424 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $148,263,000 | 855 |
| Total debt securities | $148,263,000 | 971 |
| 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 | $145,789,000 | 996 |
| U.S. Government securities | $142,829,000 | 702 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $142,829,000 | 659 |
| Securities issued by states & political subdivisions | $388,000 | 4,868 |
| Other domestic debt securities | $2,572,000 | 1,165 |
| Privately issued residential mortgage-backed securities | $445,000 | 440 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $614,000 | 189 |
| Other domestic debt securities - All other | $1,513,000 | 1,132 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $674,000 | 5,046 |
| Mortgage-backed securities | $143,274,000 | 486 |
| Certificates of participation in pools of residential mortgages | $62,887,000 | 657 |
| Issued or guaranteed by U.S. | $62,887,000 | 657 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $80,387,000 | 322 |
| CMOs issued by government agencies or sponsored agencies | $79,942,000 | 303 |
| Privately issued | $445,000 | 422 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $145,789,000 | 872 |
| Total debt securities | $145,789,000 | 990 |
| 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 | $148,377,000 | 982 |
| U.S. Government securities | $145,429,000 | 689 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $145,429,000 | 649 |
| Securities issued by states & political subdivisions | $392,000 | 4,919 |
| Other domestic debt securities | $2,556,000 | 1,184 |
| Privately issued residential mortgage-backed securities | $475,000 | 443 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $562,000 | 189 |
| Other domestic debt securities - All other | $1,519,000 | 1,128 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,384,000 | 3,697 |
| Mortgage-backed securities | $145,904,000 | 484 |
| Certificates of participation in pools of residential mortgages | $58,938,000 | 689 |
| Issued or guaranteed by U.S. | $58,938,000 | 689 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $86,966,000 | 308 |
| CMOs issued by government agencies or sponsored agencies | $86,491,000 | 287 |
| Privately issued | $475,000 | 422 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $148,377,000 | 863 |
| Total debt securities | $148,378,000 | 971 |
| 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 | $138,477,000 | 1,061 |
| U.S. Government securities | $134,453,000 | 754 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $134,453,000 | 721 |
| Securities issued by states & political subdivisions | $396,000 | 4,953 |
| Other domestic debt securities | $3,628,000 | 1,035 |
| Privately issued residential mortgage-backed securities | $500,000 | 454 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $604,000 | 190 |
| Other domestic debt securities - All other | $2,524,000 | 933 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,763,000 | 3,670 |
| Mortgage-backed securities | $134,953,000 | 511 |
| Certificates of participation in pools of residential mortgages | $45,791,000 | 870 |
| Issued or guaranteed by U.S. | $45,791,000 | 869 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $89,162,000 | 306 |
| CMOs issued by government agencies or sponsored agencies | $88,662,000 | 284 |
| Privately issued | $500,000 | 432 |
| 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) | $842,000 | 1,963 |
| Available-for-sale securities (fair market value) | $137,635,000 | 935 |
| Total debt securities | $138,477,000 | 1,049 |
| 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 | $88,543,000 | 1,607 |
| U.S. Government securities | $88,282,000 | 1,103 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $88,282,000 | 1,056 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $261,000 | 2,126 |
| Privately issued residential mortgage-backed securities | $261,000 | 558 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,339,000 | 2,529 |
| Mortgage-backed securities | $88,543,000 | 734 |
| Certificates of participation in pools of residential mortgages | $34,357,000 | 1,092 |
| Issued or guaranteed by U.S. | $34,357,000 | 1,091 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $54,186,000 | 434 |
| CMOs issued by government agencies or sponsored agencies | $53,925,000 | 413 |
| Privately issued | $261,000 | 526 |
| 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) | $880,000 | 1,957 |
| Available-for-sale securities (fair market value) | $87,663,000 | 1,446 |
| Total debt securities | $88,544,000 | 1,586 |
| 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 | $88,740,000 | 1,616 |
| U.S. Government securities | $88,465,000 | 1,109 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $88,465,000 | 1,053 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $275,000 | 2,143 |
| Privately issued residential mortgage-backed securities | $275,000 | 552 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,635,000 | 2,437 |
| Mortgage-backed securities | $88,740,000 | 742 |
| Certificates of participation in pools of residential mortgages | $34,152,000 | 1,122 |
| Issued or guaranteed by U.S. | $34,152,000 | 1,120 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $54,588,000 | 439 |
| CMOs issued by government agencies or sponsored agencies | $54,313,000 | 416 |
| Privately issued | $275,000 | 521 |
| 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) | $927,000 | 1,964 |
| Available-for-sale securities (fair market value) | $87,813,000 | 1,448 |
| Total debt securities | $88,741,000 | 1,591 |
| 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 | $89,828,000 | 1,633 |
| U.S. Government securities | $89,540,000 | 1,110 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $89,540,000 | 1,060 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $288,000 | 2,200 |
| Privately issued residential mortgage-backed securities | $288,000 | 586 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,957,000 | 2,316 |
| Mortgage-backed securities | $89,828,000 | 750 |
| Certificates of participation in pools of residential mortgages | $34,020,000 | 1,156 |
| Issued or guaranteed by U.S. | $34,020,000 | 1,155 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $55,808,000 | 440 |
| CMOs issued by government agencies or sponsored agencies | $55,520,000 | 416 |
| Privately issued | $288,000 | 558 |
| 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) | $952,000 | 1,985 |
| Available-for-sale securities (fair market value) | $88,876,000 | 1,464 |
| Total debt securities | $89,828,000 | 1,612 |
| 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 | $90,235,000 | 1,642 |
| U.S. Government securities | $89,936,000 | 1,126 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $89,936,000 | 1,076 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $299,000 | 2,257 |
| Privately issued residential mortgage-backed securities | $299,000 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,441,000 | 2,223 |
| Mortgage-backed securities | $90,235,000 | 762 |
| Certificates of participation in pools of residential mortgages | $33,217,000 | 1,205 |
| Issued or guaranteed by U.S. | $33,217,000 | 1,205 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $57,018,000 | 440 |
| CMOs issued by government agencies or sponsored agencies | $56,719,000 | 412 |
| Privately issued | $299,000 | 573 |
| 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) | $1,002,000 | 1,975 |
| Available-for-sale securities (fair market value) | $89,233,000 | 1,476 |
| Total debt securities | $90,237,000 | 1,615 |
| 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 | $91,157,000 | 1,638 |
| U.S. Government securities | $90,844,000 | 1,126 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $90,844,000 | 1,074 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $313,000 | 2,293 |
| Privately issued residential mortgage-backed securities | $313,000 | 618 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,668,000 | 2,209 |
| Mortgage-backed securities | $91,157,000 | 747 |
| Certificates of participation in pools of residential mortgages | $32,050,000 | 1,260 |
| Issued or guaranteed by U.S. | $32,050,000 | 1,260 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $59,107,000 | 419 |
| CMOs issued by government agencies or sponsored agencies | $58,794,000 | 399 |
| Privately issued | $313,000 | 591 |
| 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) | $1,053,000 | 1,970 |
| Available-for-sale securities (fair market value) | $90,104,000 | 1,471 |
| Total debt securities | $91,157,000 | 1,621 |
| 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 | $86,982,000 | 1,696 |
| U.S. Government securities | $86,648,000 | 1,145 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $86,648,000 | 1,104 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $334,000 | 2,337 |
| Privately issued residential mortgage-backed securities | $334,000 | 637 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,936,000 | 2,408 |
| Mortgage-backed securities | $86,982,000 | 773 |
| Certificates of participation in pools of residential mortgages | $34,084,000 | 1,180 |
| Issued or guaranteed by U.S. | $34,084,000 | 1,180 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $52,898,000 | 461 |
| CMOs issued by government agencies or sponsored agencies | $52,564,000 | 433 |
| Privately issued | $334,000 | 607 |
| 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) | $1,105,000 | 1,950 |
| Available-for-sale securities (fair market value) | $85,877,000 | 1,531 |
| Total debt securities | $86,981,000 | 1,677 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $88,528,000 | 1,691 |
| U.S. Government securities | $88,177,000 | 1,136 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $88,177,000 | 1,092 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $351,000 | 2,387 |
| Privately issued residential mortgage-backed securities | $351,000 | 664 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,446,000 | 2,265 |
| Mortgage-backed securities | $88,528,000 | 770 |
| Certificates of participation in pools of residential mortgages | $30,815,000 | 1,294 |
| Issued or guaranteed by U.S. | $30,815,000 | 1,289 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $57,713,000 | 441 |
| CMOs issued by government agencies or sponsored agencies | $57,362,000 | 414 |
| Privately issued | $351,000 | 635 |
| 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) | $1,165,000 | 1,925 |
| Available-for-sale securities (fair market value) | $87,363,000 | 1,533 |
| Total debt securities | $88,529,000 | 1,667 |
| 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 | $92,035,000 | 1,620 |
| U.S. Government securities | $91,651,000 | 1,092 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $91,651,000 | 1,052 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $384,000 | 2,438 |
| Privately issued residential mortgage-backed securities | $384,000 | 671 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,561,000 | 2,110 |
| Mortgage-backed securities | $92,035,000 | 739 |
| Certificates of participation in pools of residential mortgages | $30,672,000 | 1,283 |
| Issued or guaranteed by U.S. | $30,672,000 | 1,282 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $61,363,000 | 422 |
| CMOs issued by government agencies or sponsored agencies | $60,979,000 | 391 |
| Privately issued | $384,000 | 643 |
| 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) | $1,216,000 | 1,856 |
| Available-for-sale securities (fair market value) | $90,819,000 | 1,470 |
| Total debt securities | $92,034,000 | 1,601 |
| 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 | $95,055,000 | 1,601 |
| U.S. Government securities | $94,647,000 | 1,088 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $94,647,000 | 1,048 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $408,000 | 2,411 |
| Privately issued residential mortgage-backed securities | $408,000 | 696 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,943,000 | 1,996 |
| Mortgage-backed securities | $95,055,000 | 740 |
| Certificates of participation in pools of residential mortgages | $34,177,000 | 1,195 |
| Issued or guaranteed by U.S. | $34,177,000 | 1,193 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $60,878,000 | 439 |
| CMOs issued by government agencies or sponsored agencies | $60,470,000 | 412 |
| Privately issued | $408,000 | 670 |
| 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) | $1,302,000 | 1,810 |
| Available-for-sale securities (fair market value) | $93,753,000 | 1,471 |
| Total debt securities | $95,056,000 | 1,583 |
| 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 | $94,638,000 | 1,564 |
| U.S. Government securities | $94,204,000 | 1,056 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $94,204,000 | 1,012 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $434,000 | 2,389 |
| Privately issued residential mortgage-backed securities | $434,000 | 720 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,110,000 | 2,023 |
| Mortgage-backed securities | $94,638,000 | 727 |
| Certificates of participation in pools of residential mortgages | $36,265,000 | 1,122 |
| Issued or guaranteed by U.S. | $36,265,000 | 1,120 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $58,373,000 | 460 |
| CMOs issued by government agencies or sponsored agencies | $57,939,000 | 429 |
| Privately issued | $434,000 | 692 |
| 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) | $1,365,000 | 1,811 |
| Available-for-sale securities (fair market value) | $93,273,000 | 1,443 |
| Total debt securities | $94,639,000 | 1,546 |
| 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 | $95,671,000 | 1,548 |
| U.S. Government securities | $95,214,000 | 1,081 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $95,214,000 | 1,040 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $457,000 | 2,458 |
| Privately issued residential mortgage-backed securities | $457,000 | 765 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,372,000 | 1,892 |
| Mortgage-backed securities | $95,671,000 | 761 |
| Certificates of participation in pools of residential mortgages | $38,684,000 | 1,131 |
| Issued or guaranteed by U.S. | $38,684,000 | 1,131 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $56,987,000 | 495 |
| CMOs issued by government agencies or sponsored agencies | $56,530,000 | 465 |
| Privately issued | $457,000 | 735 |
| 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) | $1,423,000 | 1,825 |
| Available-for-sale securities (fair market value) | $94,248,000 | 1,424 |
| Total debt securities | $95,672,000 | 1,527 |
| 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 | $97,499,000 | 1,521 |
| U.S. Government securities | $97,019,000 | 1,070 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $97,019,000 | 1,035 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $480,000 | 2,421 |
| Privately issued residential mortgage-backed securities | $480,000 | 811 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,944,000 | 1,887 |
| Mortgage-backed securities | $97,499,000 | 778 |
| Certificates of participation in pools of residential mortgages | $41,015,000 | 1,094 |
| Issued or guaranteed by U.S. | $41,015,000 | 1,093 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $56,484,000 | 511 |
| CMOs issued by government agencies or sponsored agencies | $56,004,000 | 480 |
| Privately issued | $480,000 | 780 |
| 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) | $1,479,000 | 1,819 |
| Available-for-sale securities (fair market value) | $96,020,000 | 1,395 |
| Total debt securities | $97,499,000 | 1,499 |
| 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 | $89,318,000 | 1,637 |
| U.S. Government securities | $88,833,000 | 1,196 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $88,833,000 | 1,156 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $485,000 | 2,393 |
| Privately issued residential mortgage-backed securities | $485,000 | 837 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,684,000 | 2,297 |
| Mortgage-backed securities | $89,318,000 | 854 |
| Certificates of participation in pools of residential mortgages | $41,278,000 | 1,083 |
| Issued or guaranteed by U.S. | $41,278,000 | 1,083 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $48,040,000 | 588 |
| CMOs issued by government agencies or sponsored agencies | $47,555,000 | 551 |
| Privately issued | $485,000 | 806 |
| 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) | $1,527,000 | 1,847 |
| Available-for-sale securities (fair market value) | $87,791,000 | 1,515 |
| Total debt securities | $89,316,000 | 1,616 |
| 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 | $90,014,000 | 1,582 |
| U.S. Government securities | $89,507,000 | 1,121 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $89,507,000 | 1,088 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $507,000 | 2,302 |
| Privately issued residential mortgage-backed securities | $507,000 | 914 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,491,000 | 2,056 |
| Mortgage-backed securities | $90,014,000 | 816 |
| Certificates of participation in pools of residential mortgages | $36,656,000 | 1,117 |
| Issued or guaranteed by U.S. | $36,656,000 | 1,115 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $53,358,000 | 539 |
| CMOs issued by government agencies or sponsored agencies | $52,851,000 | 481 |
| Privately issued | $507,000 | 868 |
| 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) | $1,581,000 | 1,905 |
| Available-for-sale securities (fair market value) | $88,433,000 | 1,455 |
| Total debt securities | $90,014,000 | 1,564 |
| 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 | $93,808,000 | 1,502 |
| U.S. Government securities | $93,279,000 | 1,063 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $93,279,000 | 1,031 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $529,000 | 2,267 |
| Privately issued residential mortgage-backed securities | $529,000 | 939 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,655,000 | 1,880 |
| Mortgage-backed securities | $93,808,000 | 776 |
| Certificates of participation in pools of residential mortgages | $36,934,000 | 1,078 |
| Issued or guaranteed by U.S. | $36,934,000 | 1,075 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $56,874,000 | 532 |
| CMOs issued by government agencies or sponsored agencies | $56,345,000 | 469 |
| Privately issued | $529,000 | 887 |
| 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) | $1,644,000 | 1,911 |
| Available-for-sale securities (fair market value) | $92,164,000 | 1,376 |
| Total debt securities | $93,807,000 | 1,482 |
| 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 | $89,591,000 | 1,559 |
| U.S. Government securities | $89,036,000 | 1,132 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $89,036,000 | 1,085 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $555,000 | 2,186 |
| Privately issued residential mortgage-backed securities | $555,000 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,430,000 | 2,069 |
| Mortgage-backed securities | $89,591,000 | 784 |
| Certificates of participation in pools of residential mortgages | $39,305,000 | 993 |
| Issued or guaranteed by U.S. | $39,305,000 | 989 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $50,286,000 | 580 |
| CMOs issued by government agencies or sponsored agencies | $49,731,000 | 507 |
| Privately issued | $555,000 | 903 |
| 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) | $1,729,000 | 1,911 |
| Available-for-sale securities (fair market value) | $87,862,000 | 1,424 |
| Total debt securities | $89,591,000 | 1,537 |
| 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 | $80,822,000 | 1,685 |
| U.S. Government securities | $80,225,000 | 1,243 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $80,225,000 | 1,199 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $597,000 | 2,217 |
| Privately issued residential mortgage-backed securities | $597,000 | 977 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,851,000 | 2,688 |
| Mortgage-backed securities | $79,319,000 | 836 |
| Certificates of participation in pools of residential mortgages | $41,824,000 | 912 |
| Issued or guaranteed by U.S. | $41,824,000 | 909 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $37,495,000 | 700 |
| CMOs issued by government agencies or sponsored agencies | $36,898,000 | 607 |
| Privately issued | $597,000 | 927 |
| 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) | $1,859,000 | 1,902 |
| Available-for-sale securities (fair market value) | $78,963,000 | 1,551 |
| Total debt securities | $80,823,000 | 1,670 |
| 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 | $75,715,000 | 1,705 |
| U.S. Government securities | $75,093,000 | 1,237 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $75,093,000 | 1,180 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $622,000 | 2,347 |
| Privately issued residential mortgage-backed securities | $622,000 | 1,021 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,279,000 | 3,285 |
| Mortgage-backed securities | $74,209,000 | 840 |
| Certificates of participation in pools of residential mortgages | $44,922,000 | 822 |
| Issued or guaranteed by U.S. | $44,922,000 | 818 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $29,287,000 | 792 |
| CMOs issued by government agencies or sponsored agencies | $28,665,000 | 680 |
| Privately issued | $622,000 | 969 |
| 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) | $1,966,000 | 1,903 |
| Available-for-sale securities (fair market value) | $73,749,000 | 1,576 |
| Total debt securities | $75,713,000 | 1,691 |
| 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 | $77,147,000 | 1,644 |
| U.S. Government securities | $76,493,000 | 1,199 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $76,493,000 | 1,144 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $654,000 | 2,412 |
| Privately issued residential mortgage-backed securities | $654,000 | 1,090 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,031,000 | 2,778 |
| Mortgage-backed securities | $71,628,000 | 849 |
| Certificates of participation in pools of residential mortgages | $49,004,000 | 737 |
| Issued or guaranteed by U.S. | $49,004,000 | 732 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $22,624,000 | 931 |
| CMOs issued by government agencies or sponsored agencies | $21,970,000 | 803 |
| Privately issued | $654,000 | 1,040 |
| 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) | $2,089,000 | 1,909 |
| Available-for-sale securities (fair market value) | $75,058,000 | 1,500 |
| Total debt securities | $77,146,000 | 1,627 |
| 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 | $84,078,000 | 1,543 |
| U.S. Government securities | $83,397,000 | 1,121 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $83,397,000 | 1,081 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $681,000 | 2,391 |
| Privately issued residential mortgage-backed securities | $681,000 | 1,124 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,091,000 | 2,225 |
| Mortgage-backed securities | $70,223,000 | 865 |
| Certificates of participation in pools of residential mortgages | $52,758,000 | 686 |
| Issued or guaranteed by U.S. | $52,758,000 | 680 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $17,465,000 | 1,058 |
| CMOs issued by government agencies or sponsored agencies | $16,784,000 | 897 |
| Privately issued | $681,000 | 1,077 |
| 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) | $2,208,000 | 1,951 |
| Available-for-sale securities (fair market value) | $81,870,000 | 1,409 |
| Total debt securities | $84,078,000 | 1,526 |
| 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 | $84,389,000 | 1,542 |
| U.S. Government securities | $83,664,000 | 1,125 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $83,664,000 | 1,081 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $725,000 | 2,424 |
| Privately issued residential mortgage-backed securities | $725,000 | 1,153 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,908,000 | 1,799 |
| Mortgage-backed securities | $69,993,000 | 885 |
| Certificates of participation in pools of residential mortgages | $55,435,000 | 694 |
| Issued or guaranteed by U.S. | $55,435,000 | 686 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $14,558,000 | 1,151 |
| CMOs issued by government agencies or sponsored agencies | $13,833,000 | 980 |
| Privately issued | $725,000 | 1,105 |
| 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) | $2,341,000 | 1,947 |
| Available-for-sale securities (fair market value) | $82,048,000 | 1,399 |
| Total debt securities | $84,388,000 | 1,520 |
| 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 | $85,059,000 | 1,506 |
| U.S. Government securities | $84,304,000 | 1,073 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $84,304,000 | 1,039 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $755,000 | 2,462 |
| Privately issued residential mortgage-backed securities | $755,000 | 1,178 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,590,000 | 2,115 |
| Mortgage-backed securities | $67,656,000 | 905 |
| Certificates of participation in pools of residential mortgages | $56,362,000 | 705 |
| Issued or guaranteed by U.S. | $56,362,000 | 700 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $11,294,000 | 1,291 |
| CMOs issued by government agencies or sponsored agencies | $10,539,000 | 1,101 |
| Privately issued | $755,000 | 1,129 |
| 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) | $2,482,000 | 1,940 |
| Available-for-sale securities (fair market value) | $82,577,000 | 1,360 |
| Total debt securities | $85,059,000 | 1,482 |
| 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 | $85,519,000 | 1,494 |
| U.S. Government securities | $84,744,000 | 1,035 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $84,744,000 | 1,001 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $775,000 | 2,543 |
| Privately issued residential mortgage-backed securities | $775,000 | 1,234 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,623,000 | 2,940 |
| Mortgage-backed securities | $65,765,000 | 942 |
| Certificates of participation in pools of residential mortgages | $55,553,000 | 731 |
| Issued or guaranteed by U.S. | $55,553,000 | 722 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $10,212,000 | 1,361 |
| CMOs issued by government agencies or sponsored agencies | $9,437,000 | 1,158 |
| Privately issued | $775,000 | 1,179 |
| 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) | $2,673,000 | 1,980 |
| Available-for-sale securities (fair market value) | $82,846,000 | 1,331 |
| Total debt securities | $85,519,000 | 1,470 |
| 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 | $68,294,000 | 1,800 |
| U.S. Government securities | $67,471,000 | 1,282 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $67,471,000 | 1,237 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $823,000 | 2,561 |
| Privately issued residential mortgage-backed securities | $823,000 | 1,250 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,107,000 | 2,785 |
| Mortgage-backed securities | $60,828,000 | 1,024 |
| Certificates of participation in pools of residential mortgages | $53,647,000 | 772 |
| Issued or guaranteed by U.S. | $53,647,000 | 763 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $7,181,000 | 1,592 |
| CMOs issued by government agencies or sponsored agencies | $6,358,000 | 1,360 |
| Privately issued | $823,000 | 1,192 |
| 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) | $2,912,000 | 1,935 |
| Available-for-sale securities (fair market value) | $65,382,000 | 1,638 |
| Total debt securities | $68,294,000 | 1,783 |
| 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 | $72,702,000 | 1,690 |
| U.S. Government securities | $71,877,000 | 1,203 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $71,877,000 | 1,166 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $825,000 | 2,486 |
| Privately issued residential mortgage-backed securities | $825,000 | 1,276 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $59,763,000 | 1,056 |
| Certificates of participation in pools of residential mortgages | $55,707,000 | 771 |
| Issued or guaranteed by U.S. | $55,707,000 | 758 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,056,000 | 2,016 |
| CMOs issued by government agencies or sponsored agencies | $3,231,000 | 1,807 |
| Privately issued | $825,000 | 1,216 |
| 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) | $3,150,000 | 1,907 |
| Available-for-sale securities (fair market value) | $69,552,000 | 1,544 |
| Total debt securities | $72,709,000 | 1,665 |
| 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 | $69,348,000 | 1,747 |
| U.S. Government securities | $67,035,000 | 1,282 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $67,035,000 | 1,256 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $2,313,000 | 1,724 |
| Privately issued residential mortgage-backed securities | $913,000 | 1,198 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,400,000 | 1,334 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $48,692,000 | 1,210 |
| Certificates of participation in pools of residential mortgages | $44,288,000 | 930 |
| Issued or guaranteed by U.S. | $44,288,000 | 921 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $4,404,000 | 1,881 |
| CMOs issued by government agencies or sponsored agencies | $3,491,000 | 1,742 |
| Privately issued | $913,000 | 1,142 |
| 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) | $3,322,000 | 1,885 |
| Available-for-sale securities (fair market value) | $66,026,000 | 1,581 |
| Total debt securities | $69,350,000 | 1,725 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $68,695,000 | 1,712 |
| U.S. Government securities | $66,174,000 | 1,279 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $66,174,000 | 1,253 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $2,521,000 | 1,633 |
| Privately issued residential mortgage-backed securities | $1,121,000 | 1,117 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,400,000 | 1,305 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $42,609,000 | 1,268 |
| Certificates of participation in pools of residential mortgages | $37,806,000 | 1,021 |
| Issued or guaranteed by U.S. | $37,806,000 | 1,009 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,803,000 | 1,752 |
| CMOs issued by government agencies or sponsored agencies | $3,682,000 | 1,624 |
| Privately issued | $1,121,000 | 1,068 |
| 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) | $3,586,000 | 1,848 |
| Available-for-sale securities (fair market value) | $65,109,000 | 1,570 |
| Total debt securities | $68,695,000 | 1,693 |
| 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 | $64,053,000 | 1,859 |
| U.S. Government securities | $61,293,000 | 1,393 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $61,293,000 | 1,361 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $2,760,000 | 1,624 |
| Privately issued residential mortgage-backed securities | $1,360,000 | 1,054 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,400,000 | 1,385 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $33,832,000 | 1,506 |
| Certificates of participation in pools of residential mortgages | $29,605,000 | 1,236 |
| Issued or guaranteed by U.S. | $29,605,000 | 1,222 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,227,000 | 1,839 |
| CMOs issued by government agencies or sponsored agencies | $2,867,000 | 1,778 |
| Privately issued | $1,360,000 | 1,001 |
| 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) | $3,932,000 | 1,801 |
| Available-for-sale securities (fair market value) | $60,121,000 | 1,723 |
| Total debt securities | $64,054,000 | 1,827 |
| 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 | $62,915,000 | 1,876 |
| U.S. Government securities | $58,382,000 | 1,431 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $58,382,000 | 1,395 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $4,230,000 | 1,293 |
| Privately issued residential mortgage-backed securities | $1,430,000 | 1,019 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,800,000 | 971 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $303,000 | 1,443 |
| 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 | $28,669,000 | 1,667 |
| Certificates of participation in pools of residential mortgages | $25,401,000 | 1,325 |
| Issued or guaranteed by U.S. | $25,401,000 | 1,314 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,268,000 | 2,010 |
| CMOs issued by government agencies or sponsored agencies | $1,838,000 | 2,070 |
| Privately issued | $1,430,000 | 972 |
| 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) | $6,298,000 | 1,483 |
| Available-for-sale securities (fair market value) | $56,617,000 | 1,808 |
| Total debt securities | $62,610,000 | 1,843 |
| 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 | $59,313,000 | 1,971 |
| U.S. Government securities | $54,773,000 | 1,531 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $54,773,000 | 1,503 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $4,240,000 | 1,225 |
| Privately issued residential mortgage-backed securities | $1,540,000 | 907 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,700,000 | 928 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $300,000 | 1,414 |
| 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 | $20,775,000 | 1,871 |
| Certificates of participation in pools of residential mortgages | $18,337,000 | 1,490 |
| Issued or guaranteed by U.S. | $18,337,000 | 1,482 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,438,000 | 2,109 |
| CMOs issued by government agencies or sponsored agencies | $898,000 | 2,421 |
| Privately issued | $1,540,000 | 867 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,667,000 | 1,295 |
| Available-for-sale securities (fair market value) | $50,646,000 | 1,982 |
| Total debt securities | $59,013,000 | 1,927 |
| 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 | $60,042,000 | 1,930 |
| U.S. Government securities | $56,642,000 | 1,510 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $56,642,000 | 1,480 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $1,604,000 | 1,707 |
| Privately issued residential mortgage-backed securities | $1,604,000 | 866 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $1,796,000 | 796 |
| 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 | $20,348,000 | 1,778 |
| Certificates of participation in pools of residential mortgages | $20,348,000 | 1,314 |
| Issued or guaranteed by U.S. | $18,744,000 | 1,388 |
| Privately issued | $1,604,000 | 102 |
| 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) | $8,985,000 | 1,329 |
| Available-for-sale securities (fair market value) | $51,057,000 | 1,940 |
| Total debt securities | $58,246,000 | 1,937 |
| 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 | $60,620,000 | 1,891 |
| U.S. Government securities | $54,537,000 | 1,559 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $54,537,000 | 1,527 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $1,667,000 | 1,608 |
| Privately issued residential mortgage-backed securities | $1,667,000 | 813 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $4,416,000 | 508 |
| 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 | $18,259,000 | 1,866 |
| Certificates of participation in pools of residential mortgages | $18,259,000 | 1,384 |
| Issued or guaranteed by U.S. | $16,592,000 | 1,460 |
| Privately issued | $1,667,000 | 106 |
| 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) | $11,351,000 | 1,165 |
| Available-for-sale securities (fair market value) | $49,269,000 | 2,003 |
| Total debt securities | $56,205,000 | 1,990 |
| 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 | $59,385,000 | 1,959 |
| U.S. Government securities | $53,421,000 | 1,591 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $53,421,000 | 1,550 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $1,752,000 | 1,602 |
| Privately issued residential mortgage-backed securities | $1,752,000 | 766 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $4,212,000 | 531 |
| 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 | $19,874,000 | 1,745 |
| Certificates of participation in pools of residential mortgages | $19,874,000 | 1,292 |
| Issued or guaranteed by U.S. | $18,122,000 | 1,368 |
| Privately issued | $1,752,000 | 109 |
| 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) | $11,745,000 | 1,166 |
| Available-for-sale securities (fair market value) | $47,640,000 | 2,077 |
| Total debt securities | $55,174,000 | 2,050 |
| 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 | $56,359,000 | 2,090 |
| U.S. Government securities | $52,351,000 | 1,678 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $52,351,000 | 1,635 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $1,800,000 | 1,596 |
| Privately issued residential mortgage-backed securities | $1,800,000 | 757 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $2,208,000 | 747 |
| 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 | $21,372,000 | 1,661 |
| Certificates of participation in pools of residential mortgages | $21,372,000 | 1,242 |
| Issued or guaranteed by U.S. | $19,572,000 | 1,318 |
| Privately issued | $1,800,000 | 100 |
| 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) | $14,081,000 | 1,073 |
| Available-for-sale securities (fair market value) | $42,278,000 | 2,332 |
| Total debt securities | $54,149,000 | 2,122 |
| 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 | $52,168,000 | 2,267 |
| U.S. Government securities | $49,497,000 | 1,792 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $49,497,000 | 1,745 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $1,867,000 | 1,580 |
| Privately issued residential mortgage-backed securities | $1,867,000 | 740 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $804,000 | 1,152 |
| 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 | $22,619,000 | 1,606 |
| Certificates of participation in pools of residential mortgages | $22,619,000 | 1,215 |
| Issued or guaranteed by U.S. | $20,752,000 | 1,282 |
| Privately issued | $1,867,000 | 106 |
| 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) | $15,429,000 | 1,047 |
| Available-for-sale securities (fair market value) | $36,739,000 | 2,626 |
| Total debt securities | $51,363,000 | 2,246 |
| 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 | $52,717,000 | 2,229 |
| U.S. Government securities | $50,460,000 | 1,759 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $50,460,000 | 1,704 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $1,957,000 | 1,558 |
| Privately issued residential mortgage-backed securities | $1,957,000 | 698 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $300,000 | 1,473 |
| 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 | $23,775,000 | 1,573 |
| Certificates of participation in pools of residential mortgages | $23,775,000 | 1,182 |
| Issued or guaranteed by U.S. | $21,818,000 | 1,242 |
| Privately issued | $1,957,000 | 102 |
| 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) | $15,863,000 | 1,037 |
| Available-for-sale securities (fair market value) | $36,854,000 | 2,599 |
| Total debt securities | $52,417,000 | 2,194 |
| 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 | $53,201,000 | 2,233 |
| U.S. Government securities | $49,832,000 | 1,818 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $49,832,000 | 1,754 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $2,573,000 | 1,416 |
| Privately issued residential mortgage-backed securities | $2,073,000 | 688 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,896 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $796,000 | 1,190 |
| 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 | $25,334,000 | 1,523 |
| Certificates of participation in pools of residential mortgages | $25,334,000 | 1,135 |
| Issued or guaranteed by U.S. | $23,261,000 | 1,191 |
| Privately issued | $2,073,000 | 99 |
| 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) | $16,385,000 | 1,033 |
| Available-for-sale securities (fair market value) | $36,816,000 | 2,631 |
| Total debt securities | $52,405,000 | 2,211 |
| 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 | $54,012,000 | 2,218 |
| U.S. Government securities | $49,061,000 | 1,846 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $49,061,000 | 1,779 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $3,658,000 | 1,233 |
| Privately issued residential mortgage-backed securities | $2,154,000 | 663 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,504,000 | 1,350 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,293,000 | 985 |
| 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 | $26,907,000 | 1,471 |
| Certificates of participation in pools of residential mortgages | $26,907,000 | 1,113 |
| Issued or guaranteed by U.S. | $24,753,000 | 1,176 |
| Privately issued | $2,154,000 | 95 |
| 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) | $17,321,000 | 1,020 |
| Available-for-sale securities (fair market value) | $36,691,000 | 2,628 |
| Total debt securities | $52,719,000 | 2,214 |
| 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 | $54,844,000 | 2,148 |
| U.S. Government securities | $50,806,000 | 1,764 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $50,806,000 | 1,692 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $3,747,000 | 1,245 |
| Privately issued residential mortgage-backed securities | $2,238,000 | 646 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,509,000 | 1,400 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $291,000 | 1,541 |
| 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 | $28,727,000 | 1,434 |
| Certificates of participation in pools of residential mortgages | $28,727,000 | 1,084 |
| Issued or guaranteed by U.S. | $26,489,000 | 1,138 |
| Privately issued | $2,238,000 | 96 |
| 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) | $17,933,000 | 992 |
| Available-for-sale securities (fair market value) | $36,911,000 | 2,573 |
| Total debt securities | $54,553,000 | 2,116 |
| 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 | $55,481,000 | 2,141 |
| U.S. Government securities | $50,538,000 | 1,789 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $50,538,000 | 1,720 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $3,906,000 | 1,246 |
| Privately issued residential mortgage-backed securities | $2,389,000 | 625 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,517,000 | 1,462 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,037,000 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $28,513,000 | 1,476 |
| Certificates of participation in pools of residential mortgages | $28,513,000 | 1,108 |
| Issued or guaranteed by U.S. | $26,124,000 | 1,171 |
| Privately issued | $2,389,000 | 89 |
| 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) | $18,610,000 | 968 |
| Available-for-sale securities (fair market value) | $36,871,000 | 2,616 |
| Total debt securities | $54,444,000 | 2,140 |
| 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 | $56,118,000 | 2,176 |
| U.S. Government securities | $49,544,000 | 1,850 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $49,544,000 | 1,786 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $4,034,000 | 1,257 |
| Privately issued residential mortgage-backed securities | $2,512,000 | 596 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,522,000 | 1,538 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $2,540,000 | 779 |
| 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 | $27,756,000 | 1,533 |
| Certificates of participation in pools of residential mortgages | $27,756,000 | 1,157 |
| Issued or guaranteed by U.S. | $25,244,000 | 1,242 |
| Privately issued | $2,512,000 | 84 |
| 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) | $19,200,000 | 973 |
| Available-for-sale securities (fair market value) | $36,918,000 | 2,637 |
| Total debt securities | $53,577,000 | 2,213 |
| 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 | $58,607,000 | 2,121 |
| U.S. Government securities | $49,897,000 | 1,841 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $49,897,000 | 1,767 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $4,183,000 | 1,252 |
| Privately issued residential mortgage-backed securities | $2,647,000 | 581 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,536,000 | 1,604 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $4,527,000 | 585 |
| 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 | $29,268,000 | 1,515 |
| Certificates of participation in pools of residential mortgages | $29,268,000 | 1,142 |
| Issued or guaranteed by U.S. | $26,621,000 | 1,214 |
| Privately issued | $2,647,000 | 82 |
| 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) | $19,805,000 | 946 |
| Available-for-sale securities (fair market value) | $38,802,000 | 2,556 |
| Total debt securities | $54,080,000 | 2,218 |
| 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 | $55,963,000 | 2,189 |
| U.S. Government securities | $48,830,000 | 1,853 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $48,830,000 | 1,793 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $3,112,000 | 1,471 |
| Privately issued residential mortgage-backed securities | $1,563,000 | 626 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,549,000 | 1,636 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $4,021,000 | 660 |
| 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 | $27,054,000 | 1,599 |
| Certificates of participation in pools of residential mortgages | $27,054,000 | 1,206 |
| Issued or guaranteed by U.S. | $25,491,000 | 1,250 |
| Privately issued | $1,563,000 | 95 |
| 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) | $20,436,000 | 937 |
| Available-for-sale securities (fair market value) | $35,527,000 | 2,738 |
| Total debt securities | $51,942,000 | 2,280 |
| 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 | $58,029,000 | 2,134 |
| U.S. Government securities | $44,958,000 | 2,039 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $44,958,000 | 1,967 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $3,220,000 | 1,504 |
| Privately issued residential mortgage-backed securities | $1,664,000 | 619 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,556,000 | 1,725 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $9,851,000 | 370 |
| 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 | $24,441,000 | 1,726 |
| Certificates of participation in pools of residential mortgages | $24,441,000 | 1,313 |
| Issued or guaranteed by U.S. | $22,777,000 | 1,365 |
| Privately issued | $1,664,000 | 95 |
| 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) | $20,080,000 | 951 |
| Available-for-sale securities (fair market value) | $37,949,000 | 2,634 |
| Total debt securities | $48,178,000 | 2,465 |
| 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 | $58,349,000 | 2,121 |
| U.S. Government securities | $42,694,000 | 2,129 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $42,694,000 | 2,056 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $3,524,000 | 1,531 |
| Privately issued residential mortgage-backed securities | $1,902,000 | 622 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,622,000 | 1,783 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $12,131,000 | 341 |
| 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 | $14,562,000 | 2,468 |
| Certificates of participation in pools of residential mortgages | $14,562,000 | 1,926 |
| Issued or guaranteed by U.S. | $12,660,000 | 2,085 |
| Privately issued | $1,902,000 | 95 |
| 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) | $17,421,000 | 1,022 |
| Available-for-sale securities (fair market value) | $40,928,000 | 2,473 |
| Total debt securities | $46,218,000 | 2,566 |
| 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 | $59,016,000 | 2,166 |
| U.S. Government securities | $52,208,000 | 1,818 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $52,208,000 | 1,758 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $3,607,000 | 1,532 |
| Privately issued residential mortgage-backed securities | $1,982,000 | 512 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,625,000 | 1,871 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $3,201,000 | 813 |
| 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 | $12,806,000 | 2,644 |
| Certificates of participation in pools of residential mortgages | $12,806,000 | 2,107 |
| Issued or guaranteed by U.S. | $10,824,000 | 2,295 |
| Privately issued | $1,982,000 | 106 |
| 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) | $18,970,000 | 984 |
| Available-for-sale securities (fair market value) | $40,046,000 | 2,564 |
| Total debt securities | $55,814,000 | 2,206 |
| 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 | $68,991,000 | 1,847 |
| U.S. Government securities | $57,502,000 | 1,642 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $57,502,000 | 1,590 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $1,594,000 | 2,302 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,594,000 | 2,017 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $9,895,000 | 432 |
| 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 | $7,916,000 | 3,363 |
| Certificates of participation in pools of residential mortgages | $7,916,000 | 2,750 |
| Issued or guaranteed by U.S. | $7,916,000 | 2,736 |
| 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) | $18,874,000 | 983 |
| Available-for-sale securities (fair market value) | $50,117,000 | 2,085 |
| Total debt securities | $59,097,000 | 2,081 |
| 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 | $64,793,000 | 1,916 |
| U.S. Government securities | $51,604,000 | 1,747 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $51,604,000 | 1,679 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $1,606,000 | 2,366 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,606,000 | 2,068 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $11,583,000 | 376 |
| 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 | $8,098,000 | 3,381 |
| Certificates of participation in pools of residential mortgages | $8,098,000 | 2,688 |
| Issued or guaranteed by U.S. | $8,098,000 | 2,676 |
| 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) | $15,777,000 | 1,068 |
| Available-for-sale securities (fair market value) | $49,016,000 | 2,073 |
| Total debt securities | $53,210,000 | 2,205 |
| 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 | $54,953,000 | 2,191 |
| U.S. Government securities | $36,700,000 | 2,325 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $36,700,000 | 2,228 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $1,597,000 | 2,384 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,597,000 | 2,083 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $16,656,000 | 277 |
| 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 | $9,269,000 | 3,177 |
| Certificates of participation in pools of residential mortgages | $9,269,000 | 2,475 |
| Issued or guaranteed by U.S. | $9,269,000 | 2,462 |
| 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) | $17,271,000 | 1,030 |
| Available-for-sale securities (fair market value) | $37,682,000 | 2,549 |
| Total debt securities | $38,297,000 | 2,841 |
| 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 | $39,237,000 | 2,854 |
| U.S. Government securities | $31,993,000 | 2,562 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $31,993,000 | 2,461 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $1,592,000 | 2,399 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,592,000 | 2,100 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $5,652,000 | 639 |
| 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 | $11,121,000 | 2,864 |
| Certificates of participation in pools of residential mortgages | $11,121,000 | 2,201 |
| Issued or guaranteed by U.S. | $11,121,000 | 2,188 |
| 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) | $15,035,000 | 1,149 |
| Available-for-sale securities (fair market value) | $24,202,000 | 3,513 |
| Total debt securities | $33,587,000 | 3,137 |
| 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 | $41,129,000 | 2,596 |
| U.S. Government securities | $27,142,000 | 2,769 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $27,142,000 | 2,615 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $2,565,000 | 2,033 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,565,000 | 1,712 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $11,422,000 | 365 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $15,474,000 | 2,202 |
| Certificates of participation in pools of residential mortgages | $15,474,000 | 1,580 |
| Issued or guaranteed by U.S. | $15,474,000 | 1,571 |
| 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) | $18,958,000 | 953 |
| Available-for-sale securities (fair market value) | $22,171,000 | 3,567 |
| Total debt securities | $29,707,000 | 3,307 |
| 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 | $31,461,000 | 3,313 |
| U.S. Government securities | $29,858,000 | 2,643 |
| U.S. Treasury securities | $999,000 | 2,804 |
| U.S. Government agency obligations | $28,859,000 | 2,517 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $250,000 | 3,327 |
| 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 | $250,000 | 2,907 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,353,000 | 2,051 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 7,478 |
| Mortgage-backed securities | $1,727,000 | 4,949 |
| Certificates of participation in pools of residential mortgages | $1,727,000 | 4,168 |
| Issued or guaranteed by U.S. | $1,727,000 | 4,140 |
| 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) | $20,921,000 | 1,094 |
| Available-for-sale securities (fair market value) | $10,540,000 | 5,576 |
| Total debt securities | $30,108,000 | 3,330 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $29,843,000 | 3,605 |
| U.S. Government securities | $28,295,000 | 2,900 |
| U.S. Treasury securities | $1,747,000 | 2,972 |
| U.S. Government agency obligations | $26,548,000 | 2,761 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $350,000 | 3,065 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,000 | 2,623 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,198,000 | 2,144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $498,000 | 7,727 |
| Mortgage-backed securities | $1,876,000 | 5,165 |
| Certificates of participation in pools of residential mortgages | $1,876,000 | 4,295 |
| Issued or guaranteed by U.S. | $1,876,000 | 4,276 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,917,000 | 1,268 |
| Available-for-sale securities (fair market value) | $9,926,000 | 5,880 |
| Total debt securities | $28,645,000 | 3,620 |
| 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 | $33,626,000 | 3,290 |
| U.S. Government securities | $30,280,000 | 2,790 |
| U.S. Treasury securities | $9,042,000 | 1,447 |
| U.S. Government agency obligations | $21,238,000 | 3,175 |
| Securities issued by states & political subdivisions | $50,000 | 7,715 |
| Other domestic debt securities | $350,000 | 2,946 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,000 | 2,450 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,946,000 | 1,181 |
| 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 | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,066,000 | 1,437 |
| Available-for-sale securities (fair market value) | $14,560,000 | 4,723 |
| Total debt securities | $30,680,000 | 3,464 |
| 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 | $29,772,000 | 3,657 |
| U.S. Government securities | $26,246,000 | 3,291 |
| U.S. Treasury securities | $10,753,000 | 1,731 |
| U.S. Government agency obligations | $15,493,000 | 3,928 |
| Securities issued by states & political subdivisions | $142,000 | 7,696 |
| Other domestic debt securities | $1,050,000 | 1,777 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,050,000 | 1,399 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,334,000 | 1,334 |
| 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 | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,873,000 | 1,553 |
| Available-for-sale securities (fair market value) | $7,899,000 | 6,387 |
| Total debt securities | $27,438,000 | 3,791 |
| 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 | $32,138,000 | 3,711 |
| U.S. Government securities | $24,939,000 | 3,743 |
| U.S. Treasury securities | $8,605,000 | 2,531 |
| U.S. Government agency obligations | $16,334,000 | 3,909 |
| Securities issued by states & political subdivisions | $503,000 | 7,044 |
| Other domestic debt securities | $1,350,000 | 1,805 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,350,000 | 1,336 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,346,000 | 713 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 8,521 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,366,000 | 1,614 |
| Available-for-sale securities (fair market value) | $7,772,000 | 6,701 |
| Total debt securities | $26,804,000 | 4,174 |
| 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 | $24,907,000 | 4,718 |
| U.S. Government securities | $18,957,000 | 4,849 |
| U.S. Treasury securities | $2,501,000 | 6,545 |
| U.S. Government agency obligations | $16,456,000 | 3,894 |
| Securities issued by states & political subdivisions | $1,230,000 | 5,959 |
| Other domestic debt securities | $1,906,000 | 1,862 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,906,000 | 1,445 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,814,000 | 1,130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,302,000 | 1,992 |
| Available-for-sale securities (fair market value) | $4,605,000 | 8,216 |
| Total debt securities | $22,079,000 | 5,086 |
| 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 | $22,401,000 | 5,418 |
| U.S. Government securities | $16,716,000 | 5,626 |
| U.S. Treasury securities | $5,770,000 | 5,106 |
| U.S. Government agency obligations | $10,946,000 | 5,038 |
| Securities issued by states & political subdivisions | $3,103,000 | 4,102 |
| Other domestic debt securities | $1,099,000 | 2,668 |
| 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 | $1,099,000 | 2,107 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,483,000 | 1,601 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 9,730 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| 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) | $20,620,000 | 3,366 |
| Available-for-sale securities (fair market value) | $1,781,000 | 9,048 |
| Total debt securities | $20,922,000 | 5,588 |
| 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 | $19,177,000 | 6,334 |
| U.S. Government securities | $13,059,000 | 6,828 |
| U.S. Treasury securities | $8,060,000 | 4,137 |
| U.S. Government agency obligations | $4,999,000 | 7,923 |
| Securities issued by states & political subdivisions | $2,925,000 | 4,350 |
| Other domestic debt securities | $1,905,000 | 2,452 |
| 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 | $1,905,000 | 1,864 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,288,000 | 1,834 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 10,101 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| 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 | $17,889,000 | 6,474 |
| 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 | $6,760,000 | 10,652 |
| U.S. Government securities | $2,911,000 | 12,157 |
| U.S. Treasury securities | $2,161,000 | 8,488 |
| U.S. Government agency obligations | $750,000 | 11,849 |
| Securities issued by states & political subdivisions | $854,000 | 6,864 |
| Other domestic debt securities | $1,676,000 | 3,225 |
| 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 | $1,676,000 | 2,271 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,319,000 | 1,607 |
| 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 | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| 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 | $5,441,000 | 11,224 |
| 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 |