Home > Millington Bank > Securities
Millington Bank, Securities
| 2020-06-30 | Rank | |
| Total securities | $24,696,000 | 3,118 |
| U.S. Government securities | $18,821,000 | 2,562 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $18,821,000 | 2,433 |
| Securities issued by states & political subdivisions | $875,000 | 3,901 |
| Other domestic debt securities | $5,000,000 | 983 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $5,000,000 | 678 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $18,821,000 | 2,044 |
| Certificates of participation in pools of residential mortgages | $13,803,000 | 1,739 |
| Issued or guaranteed by U.S. | $13,803,000 | 1,690 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,018,000 | 1,597 |
| CMOs issued by government agencies or sponsored agencies | $5,018,000 | 1,557 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $24,696,000 | 423 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $24,696,000 | 3,096 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $35,092,000 | 2,607 |
| U.S. Government securities | $27,716,000 | 2,102 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $27,716,000 | 1,993 |
| Securities issued by states & political subdivisions | $876,000 | 3,889 |
| Other domestic debt securities | $6,500,000 | 854 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $6,500,000 | 554 |
| 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 | $3,000,000 | 3,520 |
| Mortgage-backed securities | $21,716,000 | 1,916 |
| Certificates of participation in pools of residential mortgages | $16,023,000 | 1,583 |
| Issued or guaranteed by U.S. | $16,023,000 | 1,539 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $5,693,000 | 1,541 |
| CMOs issued by government agencies or sponsored agencies | $5,693,000 | 1,499 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $35,092,000 | 347 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | $35,092,000 | 2,589 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $35,827,000 | 2,601 |
| U.S. Government securities | $28,451,000 | 2,117 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $28,451,000 | 2,006 |
| Securities issued by states & political subdivisions | $876,000 | 3,912 |
| Other domestic debt securities | $6,500,000 | 801 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $6,500,000 | 529 |
| 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 | $3,000,000 | 3,585 |
| Mortgage-backed securities | $22,451,000 | 1,848 |
| Certificates of participation in pools of residential mortgages | $16,458,000 | 1,502 |
| Issued or guaranteed by U.S. | $16,458,000 | 1,461 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $5,993,000 | 1,497 |
| CMOs issued by government agencies or sponsored agencies | $5,993,000 | 1,456 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $35,827,000 | 364 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | $35,827,000 | 2,586 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $38,073,000 | 2,519 |
| U.S. Government securities | $30,536,000 | 2,058 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $30,536,000 | 1,956 |
| Securities issued by states & political subdivisions | $1,037,000 | 3,894 |
| Other domestic debt securities | $6,500,000 | 799 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $6,500,000 | 530 |
| 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 | $4,000,000 | 3,457 |
| Mortgage-backed securities | $23,536,000 | 1,757 |
| Certificates of participation in pools of residential mortgages | $17,197,000 | 1,432 |
| Issued or guaranteed by U.S. | $17,197,000 | 1,392 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $6,339,000 | 1,466 |
| CMOs issued by government agencies or sponsored agencies | $6,339,000 | 1,427 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $38,073,000 | 374 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | $38,074,000 | 2,503 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $39,454,000 | 2,510 |
| U.S. Government securities | $31,916,000 | 2,028 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $31,916,000 | 1,914 |
| Securities issued by states & political subdivisions | $1,038,000 | 3,951 |
| Other domestic debt securities | $6,500,000 | 783 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $6,500,000 | 537 |
| 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 | $4,000,000 | 3,506 |
| Mortgage-backed securities | $24,916,000 | 1,683 |
| Certificates of participation in pools of residential mortgages | $18,409,000 | 1,360 |
| Issued or guaranteed by U.S. | $18,409,000 | 1,340 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $6,507,000 | 1,446 |
| CMOs issued by government agencies or sponsored agencies | $6,507,000 | 1,401 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $39,454,000 | 382 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | $39,454,000 | 2,490 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $36,982,000 | 2,650 |
| U.S. Government securities | $29,443,000 | 2,161 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $29,443,000 | 2,028 |
| Securities issued by states & political subdivisions | $1,039,000 | 4,011 |
| Other domestic debt securities | $6,500,000 | 781 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $6,500,000 | 544 |
| 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 | $2,000,000 | 3,962 |
| Mortgage-backed securities | $21,443,000 | 1,833 |
| Certificates of participation in pools of residential mortgages | $18,822,000 | 1,359 |
| Issued or guaranteed by U.S. | $18,822,000 | 1,337 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,621,000 | 1,973 |
| CMOs issued by government agencies or sponsored agencies | $2,621,000 | 1,921 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $36,982,000 | 403 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $36,983,000 | 2,632 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $39,476,000 | 2,576 |
| U.S. Government securities | $31,936,000 | 2,067 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $31,936,000 | 1,952 |
| Securities issued by states & political subdivisions | $1,040,000 | 4,067 |
| Other domestic debt securities | $6,500,000 | 755 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $6,500,000 | 535 |
| 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 | $2,000,000 | 4,003 |
| Mortgage-backed securities | $23,936,000 | 1,724 |
| Certificates of participation in pools of residential mortgages | $21,182,000 | 1,250 |
| Issued or guaranteed by U.S. | $21,182,000 | 1,239 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,754,000 | 1,944 |
| CMOs issued by government agencies or sponsored agencies | $2,754,000 | 1,889 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $39,476,000 | 409 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $39,476,000 | 2,557 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $43,009,000 | 2,447 |
| U.S. Government securities | $35,318,000 | 1,964 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $35,318,000 | 1,851 |
| Securities issued by states & political subdivisions | $1,191,000 | 4,052 |
| Other domestic debt securities | $6,500,000 | 723 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $6,500,000 | 531 |
| 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 | $2,000,000 | 4,053 |
| Mortgage-backed securities | $24,818,000 | 1,684 |
| Certificates of participation in pools of residential mortgages | $22,007,000 | 1,240 |
| Issued or guaranteed by U.S. | $22,007,000 | 1,234 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,811,000 | 1,916 |
| CMOs issued by government agencies or sponsored agencies | $2,811,000 | 1,863 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $43,009,000 | 403 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $43,010,000 | 2,427 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $44,325,000 | 2,453 |
| U.S. Government securities | $36,130,000 | 1,906 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $36,130,000 | 1,796 |
| Securities issued by states & political subdivisions | $1,193,000 | 4,111 |
| Other domestic debt securities | $6,002,000 | 853 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $6,002,000 | 558 |
| Foreign debt securities | $1,000,000 | 178 |
| 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 | $2,000,000 | 4,099 |
| Mortgage-backed securities | $25,630,000 | 1,684 |
| Certificates of participation in pools of residential mortgages | $22,661,000 | 1,251 |
| Issued or guaranteed by U.S. | $22,661,000 | 1,208 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,969,000 | 1,892 |
| CMOs issued by government agencies or sponsored agencies | $2,969,000 | 1,841 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $44,325,000 | 398 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $44,324,000 | 2,434 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $35,930,000 | 2,790 |
| U.S. Government securities | $27,728,000 | 2,314 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $27,728,000 | 2,215 |
| Securities issued by states & political subdivisions | $1,194,000 | 4,156 |
| Other domestic debt securities | $6,008,000 | 752 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $6,008,000 | 567 |
| Foreign debt securities | $1,000,000 | 176 |
| 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 | $2,000,000 | 4,150 |
| Mortgage-backed securities | $23,228,000 | 1,765 |
| Certificates of participation in pools of residential mortgages | $23,228,000 | 1,260 |
| Issued or guaranteed by U.S. | $23,228,000 | 1,257 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $35,930,000 | 455 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $35,929,000 | 2,773 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $37,548,000 | 2,747 |
| U.S. Government securities | $29,340,000 | 2,250 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $29,340,000 | 2,152 |
| Securities issued by states & political subdivisions | $1,196,000 | 4,228 |
| Other domestic debt securities | $6,012,000 | 749 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $6,012,000 | 559 |
| Foreign debt securities | $1,000,000 | 179 |
| 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 | $1,000,000 | 4,479 |
| Mortgage-backed securities | $23,840,000 | 1,746 |
| Certificates of participation in pools of residential mortgages | $23,840,000 | 1,259 |
| Issued or guaranteed by U.S. | $23,840,000 | 1,258 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $37,548,000 | 447 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $37,548,000 | 2,726 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $39,127,000 | 2,705 |
| U.S. Government securities | $30,812,000 | 2,204 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $30,812,000 | 2,108 |
| Securities issued by states & political subdivisions | $1,297,000 | 4,248 |
| Other domestic debt securities | $6,018,000 | 760 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $6,018,000 | 578 |
| Foreign debt securities | $1,000,000 | 190 |
| 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 | $1,000,000 | 4,540 |
| Mortgage-backed securities | $24,312,000 | 1,754 |
| Certificates of participation in pools of residential mortgages | $24,312,000 | 1,266 |
| Issued or guaranteed by U.S. | $24,312,000 | 1,264 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $39,127,000 | 463 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $39,128,000 | 2,688 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $39,836,000 | 2,729 |
| U.S. Government securities | $31,514,000 | 2,210 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $31,514,000 | 2,114 |
| Securities issued by states & political subdivisions | $1,299,000 | 4,270 |
| Other domestic debt securities | $6,023,000 | 773 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $6,023,000 | 583 |
| Foreign debt securities | $1,000,000 | 197 |
| 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 | $1,000,000 | 4,572 |
| Mortgage-backed securities | $25,014,000 | 1,744 |
| Certificates of participation in pools of residential mortgages | $25,014,000 | 1,278 |
| Issued or guaranteed by U.S. | $25,014,000 | 1,277 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $39,836,000 | 464 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $39,835,000 | 2,708 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $40,111,000 | 2,752 |
| U.S. Government securities | $30,783,000 | 2,269 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $30,783,000 | 2,170 |
| Securities issued by states & political subdivisions | $1,300,000 | 4,316 |
| Other domestic debt securities | $7,028,000 | 725 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $7,028,000 | 547 |
| Foreign debt securities | $1,000,000 | 193 |
| 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 | $1,000,000 | 4,634 |
| Mortgage-backed securities | $24,283,000 | 1,804 |
| Certificates of participation in pools of residential mortgages | $24,283,000 | 1,328 |
| Issued or guaranteed by U.S. | $24,283,000 | 1,327 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $40,111,000 | 475 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $40,110,000 | 2,733 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $41,499,000 | 2,682 |
| U.S. Government securities | $31,163,000 | 2,240 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $31,163,000 | 2,142 |
| Securities issued by states & political subdivisions | $1,302,000 | 4,363 |
| Other domestic debt securities | $7,534,000 | 694 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $7,534,000 | 513 |
| Foreign debt securities | $1,500,000 | 163 |
| 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 | $1,000,000 | 4,682 |
| Mortgage-backed securities | $24,663,000 | 1,797 |
| Certificates of participation in pools of residential mortgages | $24,663,000 | 1,330 |
| Issued or guaranteed by U.S. | $24,663,000 | 1,329 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $41,499,000 | 461 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $41,498,000 | 2,666 |
| 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 | $42,071,000 | 2,660 |
| U.S. Government securities | $31,629,000 | 2,216 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $31,629,000 | 2,126 |
| Securities issued by states & political subdivisions | $1,399,000 | 4,346 |
| Other domestic debt securities | $7,541,000 | 705 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $7,541,000 | 518 |
| Foreign debt securities | $1,502,000 | 162 |
| 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 | $1,000,000 | 4,756 |
| Mortgage-backed securities | $25,129,000 | 1,790 |
| Certificates of participation in pools of residential mortgages | $25,129,000 | 1,316 |
| Issued or guaranteed by U.S. | $25,129,000 | 1,316 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $42,071,000 | 466 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $42,073,000 | 2,643 |
| 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 | $50,087,000 | 2,410 |
| U.S. Government securities | $39,134,000 | 1,936 |
| U.S. Treasury securities | $13,500,000 | 302 |
| U.S. Government agency obligations | $25,634,000 | 2,494 |
| Securities issued by states & political subdivisions | $1,401,000 | 4,386 |
| Other domestic debt securities | $8,048,000 | 684 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $8,048,000 | 504 |
| Foreign debt securities | $1,504,000 | 160 |
| 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 | $1,000,000 | 4,838 |
| Mortgage-backed securities | $25,634,000 | 1,783 |
| Certificates of participation in pools of residential mortgages | $25,634,000 | 1,308 |
| Issued or guaranteed by U.S. | $25,634,000 | 1,304 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $50,087,000 | 419 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $50,086,000 | 2,383 |
| 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 | $70,017,000 | 1,908 |
| U.S. Government securities | $59,053,000 | 1,463 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $59,053,000 | 1,397 |
| Securities issued by states & political subdivisions | $1,403,000 | 4,409 |
| Other domestic debt securities | $8,055,000 | 678 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $8,055,000 | 502 |
| Foreign debt securities | $1,506,000 | 169 |
| 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 | $1,000,000 | 4,894 |
| Mortgage-backed securities | $26,053,000 | 1,761 |
| Certificates of participation in pools of residential mortgages | $26,053,000 | 1,275 |
| Issued or guaranteed by U.S. | $26,053,000 | 1,273 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $70,017,000 | 344 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $70,017,000 | 1,884 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 864 |
| Fair value | $999,000 | 942 |
| 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 | $74,939,000 | 1,823 |
| U.S. Government securities | $63,963,000 | 1,380 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $63,963,000 | 1,312 |
| Securities issued by states & political subdivisions | $1,405,000 | 4,447 |
| Other domestic debt securities | $8,063,000 | 662 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $8,063,000 | 480 |
| Foreign debt securities | $1,508,000 | 157 |
| 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 | $1,000,000 | 4,935 |
| Mortgage-backed securities | $26,463,000 | 1,753 |
| Certificates of participation in pools of residential mortgages | $26,463,000 | 1,280 |
| Issued or guaranteed by U.S. | $26,463,000 | 1,279 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $74,939,000 | 340 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $74,939,000 | 1,799 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 988 |
| Fair value | $1,000,000 | 1,022 |
| 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 | $76,062,000 | 1,793 |
| U.S. Government securities | $67,481,000 | 1,322 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $67,481,000 | 1,256 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $7,071,000 | 721 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $7,071,000 | 522 |
| Foreign debt securities | $1,510,000 | 160 |
| 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 | $1,000,000 | 5,005 |
| Mortgage-backed securities | $24,301,000 | 1,861 |
| Certificates of participation in pools of residential mortgages | $24,301,000 | 1,375 |
| Issued or guaranteed by U.S. | $24,301,000 | 1,375 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $76,062,000 | 338 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $76,062,000 | 1,766 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,132 |
| Fair value | $997,000 | 1,224 |
| 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 | $77,504,000 | 1,803 |
| U.S. Government securities | $68,913,000 | 1,336 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $68,913,000 | 1,279 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $7,079,000 | 727 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $7,079,000 | 521 |
| Foreign debt securities | $1,512,000 | 164 |
| 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 | $1,000,000 | 5,050 |
| Mortgage-backed securities | $24,733,000 | 1,891 |
| Certificates of participation in pools of residential mortgages | $24,733,000 | 1,394 |
| Issued or guaranteed by U.S. | $24,733,000 | 1,394 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $77,504,000 | 330 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $77,504,000 | 1,784 |
| 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 | $73,883,000 | 1,895 |
| U.S. Government securities | $69,282,000 | 1,353 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $69,282,000 | 1,296 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $3,087,000 | 1,104 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $3,087,000 | 845 |
| Foreign debt securities | $1,514,000 | 169 |
| 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 | $1,000,000 | 5,119 |
| Mortgage-backed securities | $25,102,000 | 1,909 |
| Certificates of participation in pools of residential mortgages | $25,102,000 | 1,407 |
| Issued or guaranteed by U.S. | $25,102,000 | 1,407 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $73,883,000 | 335 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $73,883,000 | 1,877 |
| 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 | $74,217,000 | 1,909 |
| U.S. Government securities | $69,606,000 | 1,352 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $69,606,000 | 1,288 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $3,095,000 | 1,099 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $3,095,000 | 845 |
| Foreign debt securities | $1,516,000 | 154 |
| 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 | $1,000,000 | 5,191 |
| Mortgage-backed securities | $25,427,000 | 1,940 |
| Certificates of participation in pools of residential mortgages | $25,427,000 | 1,413 |
| Issued or guaranteed by U.S. | $25,427,000 | 1,411 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $74,217,000 | 338 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $74,217,000 | 1,887 |
| 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 | $76,553,000 | 1,884 |
| U.S. Government securities | $71,933,000 | 1,348 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $71,933,000 | 1,284 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $3,102,000 | 1,144 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $3,102,000 | 859 |
| Foreign debt securities | $1,518,000 | 152 |
| 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 | $750,000 | 5,368 |
| Mortgage-backed securities | $25,753,000 | 1,972 |
| Certificates of participation in pools of residential mortgages | $25,753,000 | 1,420 |
| Issued or guaranteed by U.S. | $25,753,000 | 1,420 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $76,553,000 | 328 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $76,553,000 | 1,861 |
| 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 | $79,896,000 | 1,819 |
| U.S. Government securities | $75,266,000 | 1,314 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $75,266,000 | 1,251 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $3,110,000 | 1,176 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $3,110,000 | 879 |
| Foreign debt securities | $1,520,000 | 154 |
| 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 | $750,000 | 5,419 |
| Mortgage-backed securities | $26,089,000 | 1,996 |
| Certificates of participation in pools of residential mortgages | $26,089,000 | 1,448 |
| Issued or guaranteed by U.S. | $26,089,000 | 1,448 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $79,896,000 | 321 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $79,896,000 | 1,791 |
| 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 | $80,211,000 | 1,827 |
| U.S. Government securities | $75,571,000 | 1,315 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $75,571,000 | 1,268 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $3,118,000 | 1,214 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $3,118,000 | 910 |
| Foreign debt securities | $1,522,000 | 153 |
| 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 | $750,000 | 5,460 |
| Mortgage-backed securities | $26,394,000 | 2,012 |
| Certificates of participation in pools of residential mortgages | $26,394,000 | 1,453 |
| Issued or guaranteed by U.S. | $26,394,000 | 1,453 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $80,211,000 | 310 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $80,211,000 | 1,804 |
| 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 | $80,708,000 | 1,823 |
| U.S. Government securities | $76,059,000 | 1,287 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $76,059,000 | 1,245 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $3,125,000 | 1,249 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $3,125,000 | 934 |
| Foreign debt securities | $1,524,000 | 151 |
| 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 | $750,000 | 5,529 |
| Mortgage-backed securities | $26,882,000 | 1,989 |
| Certificates of participation in pools of residential mortgages | $26,882,000 | 1,446 |
| Issued or guaranteed by U.S. | $26,882,000 | 1,446 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $80,708,000 | 303 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $80,708,000 | 1,801 |
| 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 | $83,565,000 | 1,790 |
| U.S. Government securities | $78,906,000 | 1,253 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $78,906,000 | 1,212 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $3,133,000 | 1,279 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,133,000 | 957 |
| Foreign debt securities | $1,526,000 | 150 |
| 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 | $750,000 | 5,590 |
| Mortgage-backed securities | $27,229,000 | 1,982 |
| Certificates of participation in pools of residential mortgages | $27,229,000 | 1,439 |
| Issued or guaranteed by U.S. | $27,229,000 | 1,436 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $83,565,000 | 291 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $83,565,000 | 1,765 |
| 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 | $75,632,000 | 1,927 |
| U.S. Government securities | $70,962,000 | 1,390 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $70,962,000 | 1,345 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $3,140,000 | 1,300 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,140,000 | 965 |
| Foreign debt securities | $1,528,000 | 148 |
| Equity securities | $2,000 | 1,271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 5,611 |
| Mortgage-backed securities | $24,768,000 | 2,087 |
| Certificates of participation in pools of residential mortgages | $24,768,000 | 1,530 |
| Issued or guaranteed by U.S. | $24,768,000 | 1,528 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $75,630,000 | 284 |
| Available-for-sale securities (fair market value) | $2,000 | 6,405 |
| Total debt securities | $75,630,000 | 1,902 |
| 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 | $74,999,000 | 1,969 |
| U.S. Government securities | $71,487,000 | 1,412 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $71,487,000 | 1,365 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $2,648,000 | 1,407 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,648,000 | 1,037 |
| Foreign debt securities | $530,000 | 217 |
| Equity securities | $334,000 | 837 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 5,661 |
| Mortgage-backed securities | $22,292,000 | 2,267 |
| Certificates of participation in pools of residential mortgages | $22,292,000 | 1,690 |
| Issued or guaranteed by U.S. | $22,292,000 | 1,689 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $74,665,000 | 257 |
| Available-for-sale securities (fair market value) | $334,000 | 6,384 |
| Total debt securities | $74,665,000 | 1,948 |
| 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 | $65,128,000 | 2,147 |
| U.S. Government securities | $61,941,000 | 1,574 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $61,941,000 | 1,523 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $2,655,000 | 1,384 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $2,655,000 | 1,009 |
| Foreign debt securities | $532,000 | 216 |
| 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 | $750,000 | 5,680 |
| Mortgage-backed securities | $20,245,000 | 2,392 |
| Certificates of participation in pools of residential mortgages | $20,245,000 | 1,766 |
| Issued or guaranteed by U.S. | $20,245,000 | 1,764 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $65,128,000 | 282 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $65,128,000 | 2,126 |
| 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 | $61,431,000 | 2,275 |
| U.S. Government securities | $59,293,000 | 1,663 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $59,293,000 | 1,612 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $2,138,000 | 1,576 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $2,138,000 | 1,167 |
| 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 | $750,000 | 5,770 |
| Mortgage-backed securities | $18,595,000 | 2,618 |
| Certificates of participation in pools of residential mortgages | $18,595,000 | 1,954 |
| Issued or guaranteed by U.S. | $18,595,000 | 1,953 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $61,431,000 | 293 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $61,431,000 | 2,252 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $53,000 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $57,368,000 | 2,390 |
| U.S. Government securities | $47,138,000 | 1,998 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $47,138,000 | 1,950 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $2,143,000 | 1,571 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $2,143,000 | 1,160 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $8,087,000 | 180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 5,845 |
| Mortgage-backed securities | $10,121,000 | 3,447 |
| Certificates of participation in pools of residential mortgages | $10,121,000 | 2,806 |
| Issued or guaranteed by U.S. | $10,121,000 | 2,806 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $49,281,000 | 345 |
| Available-for-sale securities (fair market value) | $8,087,000 | 5,543 |
| Total debt securities | $49,281,000 | 2,687 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $52,000 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $61,179,000 | 2,285 |
| U.S. Government securities | $61,178,000 | 1,685 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $61,178,000 | 1,645 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $1,000 | 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 | $750,000 | 5,875 |
| Mortgage-backed securities | $6,159,000 | 4,070 |
| Certificates of participation in pools of residential mortgages | $6,159,000 | 3,455 |
| Issued or guaranteed by U.S. | $6,159,000 | 3,453 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $61,178,000 | 300 |
| Available-for-sale securities (fair market value) | $1,000 | 6,729 |
| Total debt securities | $61,178,000 | 2,269 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $58,000 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $64,276,000 | 2,128 |
| U.S. Government securities | $64,276,000 | 1,540 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $64,276,000 | 1,499 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $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 | $750,000 | 5,602 |
| Mortgage-backed securities | $6,253,000 | 3,995 |
| Certificates of participation in pools of residential mortgages | $6,253,000 | 3,360 |
| Issued or guaranteed by U.S. | $6,253,000 | 3,359 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $64,276,000 | 284 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $64,276,000 | 2,115 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $48,000 | 192 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $64,613,000 | 2,059 |
| U.S. Government securities | $64,613,000 | 1,491 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $64,613,000 | 1,442 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $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 | $750,000 | 5,612 |
| Mortgage-backed securities | $6,335,000 | 3,935 |
| Certificates of participation in pools of residential mortgages | $6,335,000 | 3,263 |
| Issued or guaranteed by U.S. | $6,335,000 | 3,260 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $64,613,000 | 282 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $64,613,000 | 2,038 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $45,000 | 198 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $41,694,000 | 2,918 |
| U.S. Government securities | $41,694,000 | 2,140 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $41,694,000 | 2,079 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $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 | $1,000,000 | 5,546 |
| Mortgage-backed securities | $1,428,000 | 5,061 |
| Certificates of participation in pools of residential mortgages | $1,428,000 | 4,617 |
| Issued or guaranteed by U.S. | $1,428,000 | 4,609 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $41,694,000 | 390 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $41,694,000 | 2,897 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $60,000 | 202 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $46,844,000 | 2,656 |
| U.S. Government securities | $46,768,000 | 1,954 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $46,768,000 | 1,896 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $76,000 | 1,065 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,581 |
| Mortgage-backed securities | $1,503,000 | 4,991 |
| Certificates of participation in pools of residential mortgages | $1,503,000 | 4,550 |
| Issued or guaranteed by U.S. | $1,503,000 | 4,542 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $46,768,000 | 356 |
| Available-for-sale securities (fair market value) | $76,000 | 6,873 |
| Total debt securities | $46,768,000 | 2,635 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $63,000 | 200 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $48,858,000 | 2,457 |
| U.S. Government securities | $48,858,000 | 1,799 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $48,858,000 | 1,741 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $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 | $1,000,000 | 5,631 |
| Mortgage-backed securities | $1,592,000 | 4,924 |
| Certificates of participation in pools of residential mortgages | $1,592,000 | 4,422 |
| Issued or guaranteed by U.S. | $1,592,000 | 4,417 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $48,858,000 | 327 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $48,858,000 | 2,432 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $64,000 | 195 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $46,029,000 | 2,549 |
| U.S. Government securities | $45,952,000 | 1,874 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $45,952,000 | 1,804 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $77,000 | 1,083 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,721 |
| Mortgage-backed securities | $1,683,000 | 4,908 |
| Certificates of participation in pools of residential mortgages | $1,683,000 | 4,361 |
| Issued or guaranteed by U.S. | $1,683,000 | 4,354 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $45,952,000 | 349 |
| Available-for-sale securities (fair market value) | $77,000 | 6,996 |
| Total debt securities | $45,952,000 | 2,519 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $51,000 | 200 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $49,816,000 | 2,372 |
| U.S. Government securities | $47,476,000 | 1,845 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $47,476,000 | 1,781 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,340,000 | 441 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $455,000 | 6,053 |
| Mortgage-backed securities | $2,704,000 | 4,594 |
| Certificates of participation in pools of residential mortgages | $2,704,000 | 4,017 |
| Issued or guaranteed by U.S. | $2,704,000 | 4,008 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $47,476,000 | 357 |
| Available-for-sale securities (fair market value) | $2,340,000 | 6,611 |
| Total debt securities | $47,476,000 | 2,454 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $46,000 | 198 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $47,930,000 | 2,478 |
| U.S. Government securities | $47,925,000 | 1,865 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $47,925,000 | 1,802 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $5,000 | 1,491 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $456,000 | 6,129 |
| Mortgage-backed securities | $2,902,000 | 4,630 |
| Certificates of participation in pools of residential mortgages | $2,902,000 | 4,081 |
| Issued or guaranteed by U.S. | $2,902,000 | 4,074 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $47,925,000 | 361 |
| Available-for-sale securities (fair market value) | $5,000 | 7,212 |
| Total debt securities | $47,925,000 | 2,455 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $57,000 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $52,861,000 | 2,267 |
| U.S. Government securities | $52,333,000 | 1,679 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $52,333,000 | 1,632 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $528,000 | 848 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $457,000 | 6,186 |
| Mortgage-backed securities | $3,024,000 | 4,659 |
| Certificates of participation in pools of residential mortgages | $3,024,000 | 4,126 |
| Issued or guaranteed by U.S. | $3,024,000 | 4,119 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $52,333,000 | 332 |
| Available-for-sale securities (fair market value) | $528,000 | 7,065 |
| Total debt securities | $52,333,000 | 2,260 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $47,000 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $50,523,000 | 2,358 |
| U.S. Government securities | $50,521,000 | 1,698 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $50,521,000 | 1,648 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $2,000 | 1,661 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $459,000 | 6,200 |
| Mortgage-backed securities | $3,219,000 | 4,705 |
| Certificates of participation in pools of residential mortgages | $3,219,000 | 4,148 |
| Issued or guaranteed by U.S. | $3,219,000 | 4,140 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $50,521,000 | 355 |
| Available-for-sale securities (fair market value) | $2,000 | 7,346 |
| Total debt securities | $50,521,000 | 2,331 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $54,000 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $44,953,000 | 2,535 |
| U.S. Government securities | $44,688,000 | 1,850 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $44,688,000 | 1,810 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $265,000 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $461,000 | 6,240 |
| Mortgage-backed securities | $3,373,000 | 4,700 |
| Certificates of participation in pools of residential mortgages | $3,373,000 | 4,157 |
| Issued or guaranteed by U.S. | $3,373,000 | 4,144 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $44,688,000 | 400 |
| Available-for-sale securities (fair market value) | $265,000 | 7,259 |
| Total debt securities | $44,688,000 | 2,518 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $37,000 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $33,638,000 | 3,190 |
| U.S. Government securities | $32,865,000 | 2,460 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $32,865,000 | 2,402 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $773,000 | 844 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $463,000 | 6,283 |
| Mortgage-backed securities | $3,552,000 | 4,723 |
| Certificates of participation in pools of residential mortgages | $3,552,000 | 4,193 |
| Issued or guaranteed by U.S. | $3,552,000 | 4,180 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,865,000 | 532 |
| Available-for-sale securities (fair market value) | $773,000 | 7,188 |
| Total debt securities | $32,865,000 | 3,215 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $16,000 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $27,950,000 | 3,614 |
| U.S. Government securities | $27,688,000 | 2,830 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $27,688,000 | 2,774 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $262,000 | 1,088 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $467,000 | 6,329 |
| Mortgage-backed securities | $3,664,000 | 4,669 |
| Certificates of participation in pools of residential mortgages | $3,664,000 | 4,137 |
| Issued or guaranteed by U.S. | $3,664,000 | 4,124 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,688,000 | 584 |
| Available-for-sale securities (fair market value) | $262,000 | 7,371 |
| Total debt securities | $27,688,000 | 3,594 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $44,000 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $27,767,000 | 3,573 |
| U.S. Government securities | $27,763,000 | 2,754 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $27,763,000 | 2,701 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $4,000 | 1,798 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $466,000 | 6,360 |
| Mortgage-backed securities | $3,739,000 | 4,569 |
| Certificates of participation in pools of residential mortgages | $3,739,000 | 4,038 |
| Issued or guaranteed by U.S. | $3,739,000 | 4,026 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,763,000 | 591 |
| Available-for-sale securities (fair market value) | $4,000 | 7,554 |
| Total debt securities | $27,763,000 | 3,545 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $85,000 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $28,971,000 | 3,534 |
| U.S. Government securities | $28,743,000 | 2,709 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $28,743,000 | 2,661 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $228,000 | 1,506 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $467,000 | 6,397 |
| Mortgage-backed securities | $4,719,000 | 4,284 |
| Certificates of participation in pools of residential mortgages | $4,719,000 | 3,727 |
| Issued or guaranteed by U.S. | $4,719,000 | 3,714 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,743,000 | 563 |
| Available-for-sale securities (fair market value) | $228,000 | 7,490 |
| Total debt securities | $28,743,000 | 3,508 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $82,000 | 258 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $25,888,000 | 3,791 |
| U.S. Government securities | $25,887,000 | 2,941 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $25,887,000 | 2,886 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,000 | 1,939 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $469,000 | 6,401 |
| Mortgage-backed securities | $4,860,000 | 4,144 |
| Certificates of participation in pools of residential mortgages | $4,860,000 | 3,564 |
| Issued or guaranteed by U.S. | $4,860,000 | 3,549 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,887,000 | 603 |
| Available-for-sale securities (fair market value) | $1,000 | 7,640 |
| Total debt securities | $25,887,000 | 3,742 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $109,000 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $29,111,000 | 3,517 |
| U.S. Government securities | $29,110,000 | 2,735 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $29,110,000 | 2,675 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,000 | 1,889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $471,000 | 6,476 |
| Mortgage-backed securities | $4,991,000 | 3,834 |
| Certificates of participation in pools of residential mortgages | $4,991,000 | 3,224 |
| Issued or guaranteed by U.S. | $4,991,000 | 3,209 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,110,000 | 578 |
| Available-for-sale securities (fair market value) | $1,000 | 7,654 |
| Total debt securities | $29,110,000 | 3,469 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $135,000 | 227 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $29,230,000 | 3,509 |
| U.S. Government securities | $29,229,000 | 2,759 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $29,229,000 | 2,701 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $1,000 | 1,828 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $473,000 | 6,496 |
| Mortgage-backed securities | $5,110,000 | 3,663 |
| Certificates of participation in pools of residential mortgages | $5,110,000 | 3,041 |
| Issued or guaranteed by U.S. | $5,110,000 | 3,026 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,229,000 | 599 |
| Available-for-sale securities (fair market value) | $1,000 | 7,677 |
| Total debt securities | $29,229,000 | 3,471 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $124,000 | 235 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $29,339,000 | 3,475 |
| U.S. Government securities | $29,336,000 | 2,731 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $29,336,000 | 2,667 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $3,000 | 1,827 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $474,000 | 6,560 |
| Mortgage-backed securities | $5,216,000 | 3,578 |
| Certificates of participation in pools of residential mortgages | $5,216,000 | 2,945 |
| Issued or guaranteed by U.S. | $5,216,000 | 2,931 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,336,000 | 604 |
| Available-for-sale securities (fair market value) | $3,000 | 7,713 |
| Total debt securities | $29,336,000 | 3,436 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $115,000 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $27,854,000 | 3,629 |
| U.S. Government securities | $27,420,000 | 2,900 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $27,420,000 | 2,826 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $434,000 | 1,296 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $476,000 | 6,593 |
| Mortgage-backed securities | $3,300,000 | 4,191 |
| Certificates of participation in pools of residential mortgages | $3,300,000 | 3,580 |
| Issued or guaranteed by U.S. | $3,300,000 | 3,562 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,420,000 | 644 |
| Available-for-sale securities (fair market value) | $434,000 | 7,578 |
| Total debt securities | $27,420,000 | 3,615 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $117,000 | 256 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $27,494,000 | 3,673 |
| U.S. Government securities | $27,491,000 | 2,922 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $27,491,000 | 2,847 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $3,000 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $478,000 | 6,618 |
| Mortgage-backed securities | $3,364,000 | 4,169 |
| Certificates of participation in pools of residential mortgages | $3,364,000 | 3,571 |
| Issued or guaranteed by U.S. | $3,364,000 | 3,559 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,491,000 | 654 |
| Available-for-sale securities (fair market value) | $3,000 | 7,790 |
| Total debt securities | $27,491,000 | 3,624 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $115,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $27,729,000 | 3,697 |
| U.S. Government securities | $27,584,000 | 2,951 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $27,584,000 | 2,865 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $145,000 | 1,628 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $479,000 | 6,676 |
| Mortgage-backed securities | $3,457,000 | 4,124 |
| Certificates of participation in pools of residential mortgages | $3,457,000 | 3,526 |
| Issued or guaranteed by U.S. | $3,457,000 | 3,507 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,584,000 | 682 |
| Available-for-sale securities (fair market value) | $145,000 | 7,773 |
| Total debt securities | $27,584,000 | 3,657 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $107,000 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $27,710,000 | 3,690 |
| U.S. Government securities | $27,708,000 | 2,941 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $27,708,000 | 2,844 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,000 | 1,978 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $481,000 | 6,700 |
| Mortgage-backed securities | $3,580,000 | 4,049 |
| Certificates of participation in pools of residential mortgages | $3,580,000 | 3,464 |
| Issued or guaranteed by U.S. | $3,580,000 | 3,451 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,708,000 | 683 |
| Available-for-sale securities (fair market value) | $2,000 | 7,896 |
| Total debt securities | $27,708,000 | 3,635 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $109,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $27,796,000 | 3,737 |
| U.S. Government securities | $27,793,000 | 2,978 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $27,793,000 | 2,884 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $3,000 | 2,003 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $484,000 | 6,740 |
| Mortgage-backed securities | $3,665,000 | 4,047 |
| Certificates of participation in pools of residential mortgages | $3,665,000 | 3,463 |
| Issued or guaranteed by U.S. | $3,665,000 | 3,449 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,793,000 | 695 |
| Available-for-sale securities (fair market value) | $3,000 | 7,925 |
| Total debt securities | $27,793,000 | 3,686 |
| 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 | $27,936,000 | 3,750 |
| U.S. Government securities | $27,935,000 | 2,952 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $27,935,000 | 2,856 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,000 | 2,060 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $485,000 | 6,777 |
| Mortgage-backed securities | $3,806,000 | 4,036 |
| Certificates of participation in pools of residential mortgages | $3,806,000 | 3,442 |
| Issued or guaranteed by U.S. | $3,806,000 | 3,428 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,935,000 | 711 |
| Available-for-sale securities (fair market value) | $1,000 | 7,971 |
| Total debt securities | $27,935,000 | 3,694 |
| 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 | $28,106,000 | 3,709 |
| U.S. Government securities | $28,103,000 | 2,910 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $28,103,000 | 2,817 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $3,000 | 2,044 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $487,000 | 6,812 |
| Mortgage-backed securities | $3,970,000 | 4,024 |
| Certificates of participation in pools of residential mortgages | $3,970,000 | 3,432 |
| Issued or guaranteed by U.S. | $3,970,000 | 3,417 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,103,000 | 717 |
| Available-for-sale securities (fair market value) | $3,000 | 8,005 |
| Total debt securities | $28,103,000 | 3,653 |
| 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 | $28,293,000 | 3,732 |
| U.S. Government securities | $28,292,000 | 2,928 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $28,292,000 | 2,823 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,000 | 2,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $488,000 | 6,817 |
| Mortgage-backed securities | $4,158,000 | 4,054 |
| Certificates of participation in pools of residential mortgages | $4,158,000 | 3,449 |
| Issued or guaranteed by U.S. | $4,158,000 | 3,433 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,292,000 | 726 |
| Available-for-sale securities (fair market value) | $1,000 | 8,024 |
| Total debt securities | $28,292,000 | 3,682 |
| 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 | $28,468,000 | 3,763 |
| U.S. Government securities | $28,466,000 | 2,975 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $28,466,000 | 2,857 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $2,000 | 2,121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $490,000 | 6,842 |
| Mortgage-backed securities | $4,332,000 | 4,089 |
| Certificates of participation in pools of residential mortgages | $4,332,000 | 3,468 |
| Issued or guaranteed by U.S. | $4,332,000 | 3,458 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,466,000 | 747 |
| Available-for-sale securities (fair market value) | $2,000 | 8,099 |
| Total debt securities | $28,466,000 | 3,709 |
| 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 | $28,855,000 | 3,726 |
| U.S. Government securities | $28,612,000 | 2,951 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $28,612,000 | 2,844 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $243,000 | 1,691 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $491,000 | 6,867 |
| Mortgage-backed securities | $4,477,000 | 4,107 |
| Certificates of participation in pools of residential mortgages | $4,477,000 | 3,480 |
| Issued or guaranteed by U.S. | $4,477,000 | 3,470 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,612,000 | 739 |
| Available-for-sale securities (fair market value) | $243,000 | 8,029 |
| Total debt securities | $28,612,000 | 3,688 |
| 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 | $31,879,000 | 3,460 |
| U.S. Government securities | $31,240,000 | 2,755 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $31,240,000 | 2,641 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $639,000 | 1,395 |
| 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 | 6,866 |
| Mortgage-backed securities | $4,652,000 | 4,066 |
| Certificates of participation in pools of residential mortgages | $4,652,000 | 3,442 |
| Issued or guaranteed by U.S. | $4,652,000 | 3,436 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,240,000 | 693 |
| Available-for-sale securities (fair market value) | $639,000 | 7,945 |
| Total debt securities | $31,240,000 | 3,447 |
| 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 | $31,516,000 | 3,544 |
| U.S. Government securities | $31,515,000 | 2,751 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $31,515,000 | 2,647 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $1,000 | 2,259 |
| 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 | 6,882 |
| Mortgage-backed securities | $4,927,000 | 4,037 |
| Certificates of participation in pools of residential mortgages | $4,927,000 | 3,423 |
| Issued or guaranteed by U.S. | $4,927,000 | 3,415 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,515,000 | 698 |
| Available-for-sale securities (fair market value) | $1,000 | 8,237 |
| Total debt securities | $31,515,000 | 3,473 |
| 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 | $34,150,000 | 3,320 |
| U.S. Government securities | $34,003,000 | 2,562 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $34,003,000 | 2,480 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $147,000 | 1,895 |
| 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 | 6,901 |
| Mortgage-backed securities | $5,415,000 | 3,966 |
| Certificates of participation in pools of residential mortgages | $5,415,000 | 3,320 |
| Issued or guaranteed by U.S. | $5,415,000 | 3,310 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,003,000 | 641 |
| Available-for-sale securities (fair market value) | $147,000 | 8,178 |
| Total debt securities | $34,003,000 | 3,264 |
| 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 | $40,830,000 | 2,927 |
| U.S. Government securities | $40,830,000 | 2,267 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $40,830,000 | 2,187 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,895 |
| Mortgage-backed securities | $5,783,000 | 3,830 |
| Certificates of participation in pools of residential mortgages | $5,783,000 | 3,211 |
| Issued or guaranteed by U.S. | $5,783,000 | 3,199 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,830,000 | 536 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $40,830,000 | 2,866 |
| 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 | $44,871,000 | 2,663 |
| U.S. Government securities | $43,523,000 | 2,095 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $43,523,000 | 2,020 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $1,348,000 | 1,228 |
| 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 | 6,936 |
| Mortgage-backed securities | $5,476,000 | 3,903 |
| Certificates of participation in pools of residential mortgages | $5,476,000 | 3,282 |
| Issued or guaranteed by U.S. | $5,476,000 | 3,267 |
| 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) | $43,523,000 | 500 |
| Available-for-sale securities (fair market value) | $1,348,000 | 7,919 |
| Total debt securities | $43,523,000 | 2,662 |
| 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 | $37,606,000 | 3,020 |
| U.S. Government securities | $37,606,000 | 2,281 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $37,606,000 | 2,203 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,949 |
| Mortgage-backed securities | $6,558,000 | 3,731 |
| Certificates of participation in pools of residential mortgages | $6,558,000 | 3,031 |
| Issued or guaranteed by U.S. | $6,558,000 | 3,019 |
| 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) | $37,606,000 | 557 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $37,606,000 | 2,931 |
| 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 | $33,419,000 | 3,248 |
| U.S. Government securities | $30,432,000 | 2,672 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $30,432,000 | 2,567 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,987,000 | 921 |
| 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 | 6,996 |
| Mortgage-backed securities | $7,384,000 | 3,532 |
| Certificates of participation in pools of residential mortgages | $7,384,000 | 2,794 |
| Issued or guaranteed by U.S. | $7,384,000 | 2,781 |
| 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) | $30,432,000 | 655 |
| Available-for-sale securities (fair market value) | $2,987,000 | 7,522 |
| Total debt securities | $30,432,000 | 3,409 |
| 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 | $29,197,000 | 3,584 |
| U.S. Government securities | $29,107,000 | 2,784 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $29,107,000 | 2,655 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $90,000 | 2,098 |
| 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 | 7,030 |
| Mortgage-backed securities | $8,058,000 | 3,363 |
| Certificates of participation in pools of residential mortgages | $8,058,000 | 2,644 |
| Issued or guaranteed by U.S. | $8,058,000 | 2,633 |
| 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) | $29,107,000 | 684 |
| Available-for-sale securities (fair market value) | $90,000 | 8,389 |
| Total debt securities | $29,107,000 | 3,524 |
| 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 | $26,259,000 | 3,711 |
| U.S. Government securities | $26,252,000 | 2,822 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $26,252,000 | 2,681 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $7,000 | 2,282 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $530,000 | 7,116 |
| Mortgage-backed securities | $9,118,000 | 3,021 |
| Certificates of participation in pools of residential mortgages | $9,118,000 | 2,233 |
| Issued or guaranteed by U.S. | $9,118,000 | 2,218 |
| 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) | $26,252,000 | 734 |
| Available-for-sale securities (fair market value) | $7,000 | 8,598 |
| Total debt securities | $26,252,000 | 3,623 |
| 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 | $31,137,000 | 3,345 |
| U.S. Government securities | $30,188,000 | 2,622 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $30,188,000 | 2,428 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $949,000 | 2,617 |
| 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 | $9,299,000 | 2,425 |
| Certificates of participation in pools of residential mortgages | $9,299,000 | 1,820 |
| Issued or guaranteed by U.S. | $9,299,000 | 1,809 |
| 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) | $30,188,000 | 810 |
| Available-for-sale securities (fair market value) | $949,000 | 8,554 |
| Total debt securities | $30,188,000 | 3,324 |
| 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 | $32,140,000 | 3,380 |
| U.S. Government securities | $31,237,000 | 2,651 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $31,237,000 | 2,362 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $903,000 | 2,598 |
| 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 | 7,649 |
| Mortgage-backed securities | $11,256,000 | 2,347 |
| Certificates of participation in pools of residential mortgages | $11,256,000 | 1,725 |
| Issued or guaranteed by U.S. | $11,256,000 | 1,714 |
| 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) | $31,237,000 | 845 |
| Available-for-sale securities (fair market value) | $903,000 | 8,825 |
| Total debt securities | $31,237,000 | 3,360 |
| 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 | $30,452,000 | 3,581 |
| U.S. Government securities | $27,085,000 | 3,091 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $27,085,000 | 2,584 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $3,367,000 | 1,070 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $470,000 | 7,852 |
| Mortgage-backed securities | $12,144,000 | 2,376 |
| Certificates of participation in pools of residential mortgages | $12,144,000 | 1,709 |
| Issued or guaranteed by U.S. | $12,144,000 | 1,699 |
| 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) | $27,085,000 | 1,059 |
| Available-for-sale securities (fair market value) | $3,367,000 | 7,968 |
| Total debt securities | $27,085,000 | 3,834 |
| 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 | $20,638,000 | 4,794 |
| U.S. Government securities | $19,681,000 | 4,145 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $19,681,000 | 3,260 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $957,000 | 2,394 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $465,000 | 8,262 |
| Mortgage-backed securities | $13,463,000 | 2,169 |
| Certificates of participation in pools of residential mortgages | $13,463,000 | 1,600 |
| Issued or guaranteed by U.S. | $13,463,000 | 1,589 |
| 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) | $19,681,000 | 1,682 |
| Available-for-sale securities (fair market value) | $957,000 | 9,244 |
| Total debt securities | $19,681,000 | 4,862 |
| 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 | $16,823,000 | 5,984 |
| U.S. Government securities | $16,031,000 | 5,221 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $16,031,000 | 3,968 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $793,000 | 2,682 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $461,000 | 8,682 |
| Mortgage-backed securities | $13,307,000 | 2,446 |
| Certificates of participation in pools of residential mortgages | $13,307,000 | 1,782 |
| Issued or guaranteed by U.S. | $13,307,000 | 1,765 |
| 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) | $16,030,000 | 2,244 |
| Available-for-sale securities (fair market value) | $793,000 | 9,627 |
| Total debt securities | $16,031,000 | 6,029 |
| 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 | $18,001,000 | 5,978 |
| U.S. Government securities | $17,231,000 | 5,204 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $17,231,000 | 3,747 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $770,000 | 2,537 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $252,000 | 9,267 |
| Mortgage-backed securities | $15,231,000 | 2,353 |
| Certificates of participation in pools of residential mortgages | $15,231,000 | 1,622 |
| Issued or guaranteed by U.S. | $15,231,000 | 1,602 |
| 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) | $17,231,000 | 2,267 |
| Available-for-sale securities (fair market value) | $770,000 | 10,098 |
| Total debt securities | $17,231,000 | 6,032 |
| 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 | $17,654,000 | 6,418 |
| U.S. Government securities | $16,936,000 | 5,582 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $16,936,000 | 3,667 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $718,000 | 2,499 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $14,935,000 | 2,488 |
| Certificates of participation in pools of residential mortgages | $14,935,000 | 1,712 |
| Issued or guaranteed by U.S. | $14,935,000 | 1,694 |
| 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) | $16,936,000 | 3,922 |
| Available-for-sale securities (fair market value) | $718,000 | 9,931 |
| Total debt securities | $16,935,000 | 6,477 |
| 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 | $18,014,000 | 6,583 |
| U.S. Government securities | $17,236,000 | 5,698 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $17,236,000 | 3,735 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $778,000 | 2,427 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $17,236,000 | 2,521 |
| Certificates of participation in pools of residential mortgages | $17,236,000 | 1,666 |
| Issued or guaranteed by U.S. | $17,236,000 | 1,643 |
| 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 | $17,235,000 | 6,634 |
| 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 | $14,423,000 | 7,532 |
| U.S. Government securities | $13,728,000 | 6,653 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $13,728,000 | 4,398 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $695,000 | 2,254 |
| 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 | $13,728,000 | 3,020 |
| Certificates of participation in pools of residential mortgages | $13,728,000 | 2,017 |
| Issued or guaranteed by U.S. | $13,728,000 | 1,978 |
| 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 | $13,728,000 | 7,635 |
| 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 |