Home > The Braintree Co-operative Bank > Securities
The Braintree Co-operative Bank, Securities
| 2017-09-30 | Rank | |
| Total securities | $67,412,000 | 1,850 |
| U.S. Government securities | $34,118,000 | 2,047 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $34,118,000 | 1,950 |
| Securities issued by states & political subdivisions | $21,649,000 | 1,744 |
| Other domestic debt securities | $7,961,000 | 658 |
| Privately issued residential mortgage-backed securities | $7,961,000 | 132 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $3,684,000 | 284 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $27,624,000 | 1,597 |
| Certificates of participation in pools of residential mortgages | $8,417,000 | 2,344 |
| Issued or guaranteed by U.S. | $8,417,000 | 2,343 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $7,961,000 | 1,261 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $7,961,000 | 126 |
| Commercial mortgage-backed securities | $11,246,000 | 479 |
| Commercial mortgage pass-through securities | $11,246,000 | 269 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $67,412,000 | 1,710 |
| Total debt securities | $63,728,000 | 1,913 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $67,484,000 | 1,885 |
| U.S. Government securities | $33,686,000 | 2,116 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $33,686,000 | 2,015 |
| Securities issued by states & political subdivisions | $21,693,000 | 1,745 |
| Other domestic debt securities | $8,431,000 | 656 |
| Privately issued residential mortgage-backed securities | $8,431,000 | 135 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $3,674,000 | 282 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $27,302,000 | 1,641 |
| Certificates of participation in pools of residential mortgages | $7,474,000 | 2,512 |
| Issued or guaranteed by U.S. | $7,474,000 | 2,511 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,431,000 | 1,242 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $8,431,000 | 127 |
| Commercial mortgage-backed securities | $11,397,000 | 484 |
| Commercial mortgage pass-through securities | $11,397,000 | 264 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $67,484,000 | 1,733 |
| Total debt securities | $63,810,000 | 1,955 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $68,749,000 | 1,877 |
| U.S. Government securities | $28,686,000 | 2,380 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $28,686,000 | 2,279 |
| Securities issued by states & political subdivisions | $23,220,000 | 1,674 |
| Other domestic debt securities | $13,089,000 | 518 |
| Privately issued residential mortgage-backed securities | $13,089,000 | 106 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $3,754,000 | 275 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $32,259,000 | 1,507 |
| Certificates of participation in pools of residential mortgages | $11,307,000 | 2,122 |
| Issued or guaranteed by U.S. | $11,307,000 | 2,122 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,089,000 | 980 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $13,089,000 | 102 |
| Commercial mortgage-backed securities | $7,863,000 | 573 |
| Commercial mortgage pass-through securities | $7,863,000 | 327 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $68,749,000 | 1,725 |
| Total debt securities | $64,995,000 | 1,961 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $68,739,000 | 1,871 |
| U.S. Government securities | $29,403,000 | 2,329 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $29,403,000 | 2,232 |
| Securities issued by states & political subdivisions | $23,520,000 | 1,659 |
| Other domestic debt securities | $12,082,000 | 530 |
| Privately issued residential mortgage-backed securities | $12,082,000 | 120 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $3,734,000 | 281 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $33,385,000 | 1,452 |
| Certificates of participation in pools of residential mortgages | $10,255,000 | 2,221 |
| Issued or guaranteed by U.S. | $10,255,000 | 2,220 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $12,082,000 | 1,016 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $12,082,000 | 115 |
| Commercial mortgage-backed securities | $11,048,000 | 447 |
| Commercial mortgage pass-through securities | $11,048,000 | 253 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $68,739,000 | 1,713 |
| Total debt securities | $65,005,000 | 1,940 |
| 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 | $66,437,000 | 1,932 |
| U.S. Government securities | $26,928,000 | 2,470 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $26,928,000 | 2,368 |
| Securities issued by states & political subdivisions | $23,878,000 | 1,648 |
| Other domestic debt securities | $11,827,000 | 534 |
| Privately issued residential mortgage-backed securities | $11,827,000 | 124 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $3,804,000 | 283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $34,114,000 | 1,449 |
| Certificates of participation in pools of residential mortgages | $10,921,000 | 2,172 |
| Issued or guaranteed by U.S. | $10,921,000 | 2,172 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,827,000 | 1,047 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $11,827,000 | 120 |
| Commercial mortgage-backed securities | $11,366,000 | 424 |
| Commercial mortgage pass-through securities | $11,366,000 | 229 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $66,437,000 | 1,770 |
| Total debt securities | $62,633,000 | 1,988 |
| 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 | $64,140,000 | 2,007 |
| U.S. Government securities | $24,430,000 | 2,661 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $24,430,000 | 2,558 |
| Securities issued by states & political subdivisions | $24,129,000 | 1,640 |
| Other domestic debt securities | $11,781,000 | 546 |
| Privately issued residential mortgage-backed securities | $11,781,000 | 127 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $3,800,000 | 284 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $31,391,000 | 1,556 |
| Certificates of participation in pools of residential mortgages | $9,082,000 | 2,424 |
| Issued or guaranteed by U.S. | $9,082,000 | 2,419 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $11,781,000 | 1,058 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $11,781,000 | 118 |
| Commercial mortgage-backed securities | $10,528,000 | 417 |
| Commercial mortgage pass-through securities | $10,528,000 | 224 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $64,140,000 | 1,817 |
| Total debt securities | $60,340,000 | 2,082 |
| 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 | $68,655,000 | 1,937 |
| U.S. Government securities | $26,704,000 | 2,602 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $26,704,000 | 2,502 |
| Securities issued by states & political subdivisions | $23,614,000 | 1,644 |
| Other domestic debt securities | $14,580,000 | 493 |
| Privately issued residential mortgage-backed securities | $13,516,000 | 120 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,064,000 | 1,256 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $3,757,000 | 285 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $37,607,000 | 1,381 |
| Certificates of participation in pools of residential mortgages | $15,613,000 | 1,823 |
| Issued or guaranteed by U.S. | $15,613,000 | 1,822 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,516,000 | 984 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $13,516,000 | 114 |
| Commercial mortgage-backed securities | $8,478,000 | 451 |
| Commercial mortgage pass-through securities | $8,478,000 | 242 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $68,655,000 | 1,750 |
| Total debt securities | $64,898,000 | 2,005 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $66,338,000 | 2,006 |
| U.S. Government securities | $26,464,000 | 2,629 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $26,464,000 | 2,537 |
| Securities issued by states & political subdivisions | $22,509,000 | 1,718 |
| Other domestic debt securities | $13,677,000 | 495 |
| Privately issued residential mortgage-backed securities | $12,638,000 | 116 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,039,000 | 1,262 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $3,688,000 | 293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $39,102,000 | 1,354 |
| Certificates of participation in pools of residential mortgages | $18,014,000 | 1,676 |
| Issued or guaranteed by U.S. | $18,014,000 | 1,675 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $12,638,000 | 1,042 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $12,638,000 | 110 |
| Commercial mortgage-backed securities | $8,450,000 | 431 |
| Commercial mortgage pass-through securities | $8,450,000 | 237 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $66,338,000 | 1,826 |
| Total debt securities | $62,650,000 | 2,067 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $64,243,000 | 2,074 |
| U.S. Government securities | $27,135,000 | 2,639 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $27,135,000 | 2,550 |
| Securities issued by states & political subdivisions | $22,357,000 | 1,722 |
| Other domestic debt securities | $11,040,000 | 574 |
| Privately issued residential mortgage-backed securities | $9,997,000 | 132 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,043,000 | 1,245 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $3,711,000 | 296 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $37,132,000 | 1,400 |
| Certificates of participation in pools of residential mortgages | $20,620,000 | 1,550 |
| Issued or guaranteed by U.S. | $20,620,000 | 1,550 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $9,997,000 | 1,186 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $9,997,000 | 124 |
| Commercial mortgage-backed securities | $6,515,000 | 462 |
| Commercial mortgage pass-through securities | $6,515,000 | 269 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $64,243,000 | 1,887 |
| Total debt securities | $60,532,000 | 2,137 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $62,536,000 | 2,154 |
| U.S. Government securities | $24,702,000 | 2,873 |
| U.S. Treasury securities | $845,000 | 1,110 |
| U.S. Government agency obligations | $23,857,000 | 2,854 |
| Securities issued by states & political subdivisions | $21,967,000 | 1,713 |
| Other domestic debt securities | $12,183,000 | 529 |
| Privately issued residential mortgage-backed securities | $10,751,000 | 127 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $1,432,000 | 1,182 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $3,684,000 | 295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $34,608,000 | 1,527 |
| Certificates of participation in pools of residential mortgages | $20,780,000 | 1,578 |
| Issued or guaranteed by U.S. | $20,780,000 | 1,578 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,751,000 | 1,198 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $10,751,000 | 122 |
| Commercial mortgage-backed securities | $3,077,000 | 602 |
| Commercial mortgage pass-through securities | $3,077,000 | 359 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $62,536,000 | 1,946 |
| Total debt securities | $58,852,000 | 2,218 |
| 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 | $63,979,000 | 2,137 |
| U.S. Government securities | $25,086,000 | 2,899 |
| U.S. Treasury securities | $856,000 | 1,092 |
| U.S. Government agency obligations | $24,230,000 | 2,873 |
| Securities issued by states & political subdivisions | $22,496,000 | 1,657 |
| Other domestic debt securities | $12,687,000 | 522 |
| Privately issued residential mortgage-backed securities | $10,721,000 | 129 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,966,000 | 1,067 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $3,710,000 | 295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $34,951,000 | 1,537 |
| Certificates of participation in pools of residential mortgages | $21,137,000 | 1,584 |
| Issued or guaranteed by U.S. | $21,137,000 | 1,584 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $10,721,000 | 1,245 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $10,721,000 | 121 |
| Commercial mortgage-backed securities | $3,093,000 | 584 |
| Commercial mortgage pass-through securities | $3,093,000 | 345 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $63,979,000 | 1,927 |
| Total debt securities | $60,269,000 | 2,211 |
| 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 | $65,202,000 | 2,139 |
| U.S. Government securities | $28,751,000 | 2,697 |
| U.S. Treasury securities | $7,308,000 | 471 |
| U.S. Government agency obligations | $21,443,000 | 3,123 |
| Securities issued by states & political subdivisions | $22,310,000 | 1,670 |
| Other domestic debt securities | $10,476,000 | 575 |
| Privately issued residential mortgage-backed securities | $8,530,000 | 146 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,946,000 | 1,082 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,665,000 | 295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $29,973,000 | 1,740 |
| Certificates of participation in pools of residential mortgages | $18,384,000 | 1,774 |
| Issued or guaranteed by U.S. | $18,384,000 | 1,772 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,530,000 | 1,421 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $8,530,000 | 138 |
| Commercial mortgage-backed securities | $3,059,000 | 571 |
| Commercial mortgage pass-through securities | $3,059,000 | 348 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $65,202,000 | 1,923 |
| Total debt securities | $61,537,000 | 2,219 |
| 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 | $67,834,000 | 2,092 |
| U.S. Government securities | $30,000,000 | 2,697 |
| U.S. Treasury securities | $7,296,000 | 455 |
| U.S. Government agency obligations | $22,704,000 | 3,112 |
| Securities issued by states & political subdivisions | $22,222,000 | 1,669 |
| Other domestic debt securities | $12,085,000 | 543 |
| Privately issued residential mortgage-backed securities | $9,105,000 | 153 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $2,980,000 | 889 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $3,527,000 | 309 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $31,580,000 | 1,745 |
| Certificates of participation in pools of residential mortgages | $19,430,000 | 1,764 |
| Issued or guaranteed by U.S. | $19,430,000 | 1,763 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $9,105,000 | 1,414 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $9,105,000 | 145 |
| Commercial mortgage-backed securities | $3,045,000 | 548 |
| Commercial mortgage pass-through securities | $3,045,000 | 347 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $67,834,000 | 1,889 |
| Total debt securities | $64,307,000 | 2,172 |
| 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 | $74,665,000 | 1,942 |
| U.S. Government securities | $31,940,000 | 2,630 |
| U.S. Treasury securities | $7,812,000 | 411 |
| U.S. Government agency obligations | $24,128,000 | 3,049 |
| Securities issued by states & political subdivisions | $22,030,000 | 1,693 |
| Other domestic debt securities | $14,843,000 | 489 |
| Privately issued residential mortgage-backed securities | $9,701,000 | 154 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $5,142,000 | 653 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $5,852,000 | 221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $33,399,000 | 1,708 |
| Certificates of participation in pools of residential mortgages | $20,623,000 | 1,730 |
| Issued or guaranteed by U.S. | $20,623,000 | 1,729 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,701,000 | 1,380 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $9,701,000 | 148 |
| Commercial mortgage-backed securities | $3,075,000 | 550 |
| Commercial mortgage pass-through securities | $3,075,000 | 354 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $74,665,000 | 1,746 |
| Total debt securities | $68,813,000 | 2,049 |
| 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 | $79,877,000 | 1,836 |
| U.S. Government securities | $34,380,000 | 2,532 |
| U.S. Treasury securities | $7,722,000 | 384 |
| U.S. Government agency obligations | $26,658,000 | 2,882 |
| Securities issued by states & political subdivisions | $21,449,000 | 1,743 |
| Other domestic debt securities | $17,570,000 | 453 |
| Privately issued residential mortgage-backed securities | $13,445,000 | 124 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $4,125,000 | 786 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $6,478,000 | 213 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $37,280,000 | 1,573 |
| Certificates of participation in pools of residential mortgages | $23,835,000 | 1,556 |
| Issued or guaranteed by U.S. | $23,835,000 | 1,555 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $13,445,000 | 1,163 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $13,445,000 | 118 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $79,877,000 | 1,644 |
| Total debt securities | $73,399,000 | 1,960 |
| 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 | $79,577,000 | 1,850 |
| U.S. Government securities | $33,332,000 | 2,572 |
| U.S. Treasury securities | $7,650,000 | 361 |
| U.S. Government agency obligations | $25,682,000 | 2,939 |
| Securities issued by states & political subdivisions | $20,794,000 | 1,784 |
| Other domestic debt securities | $19,064,000 | 451 |
| Privately issued residential mortgage-backed securities | $14,926,000 | 117 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $4,138,000 | 804 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $6,387,000 | 216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $37,732,000 | 1,568 |
| Certificates of participation in pools of residential mortgages | $22,806,000 | 1,621 |
| Issued or guaranteed by U.S. | $22,806,000 | 1,620 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $14,926,000 | 1,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $14,926,000 | 111 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $79,577,000 | 1,649 |
| Total debt securities | $73,190,000 | 1,949 |
| 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 | $78,596,000 | 1,888 |
| U.S. Government securities | $32,676,000 | 2,615 |
| U.S. Treasury securities | $7,760,000 | 352 |
| U.S. Government agency obligations | $24,916,000 | 3,030 |
| Securities issued by states & political subdivisions | $21,043,000 | 1,771 |
| Other domestic debt securities | $18,567,000 | 473 |
| Privately issued residential mortgage-backed securities | $14,416,000 | 141 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $4,151,000 | 827 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $6,310,000 | 222 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $36,399,000 | 1,617 |
| Certificates of participation in pools of residential mortgages | $21,983,000 | 1,663 |
| Issued or guaranteed by U.S. | $21,983,000 | 1,660 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $14,416,000 | 1,141 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $14,416,000 | 131 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $78,596,000 | 1,700 |
| Total debt securities | $72,286,000 | 1,979 |
| 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 | $74,295,000 | 1,955 |
| U.S. Government securities | $27,857,000 | 2,901 |
| U.S. Treasury securities | $7,767,000 | 346 |
| U.S. Government agency obligations | $20,090,000 | 3,416 |
| Securities issued by states & political subdivisions | $21,011,000 | 1,751 |
| Other domestic debt securities | $19,181,000 | 462 |
| Privately issued residential mortgage-backed securities | $14,526,000 | 140 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $4,655,000 | 781 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $6,246,000 | 220 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $33,663,000 | 1,723 |
| Certificates of participation in pools of residential mortgages | $19,137,000 | 1,843 |
| Issued or guaranteed by U.S. | $19,137,000 | 1,841 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $14,526,000 | 1,159 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $14,526,000 | 132 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $74,295,000 | 1,765 |
| Total debt securities | $68,049,000 | 2,085 |
| 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 | $76,934,000 | 1,921 |
| U.S. Government securities | $28,955,000 | 2,881 |
| U.S. Treasury securities | $8,043,000 | 352 |
| U.S. Government agency obligations | $20,912,000 | 3,363 |
| Securities issued by states & political subdivisions | $18,343,000 | 1,956 |
| Other domestic debt securities | $22,996,000 | 427 |
| Privately issued residential mortgage-backed securities | $18,690,000 | 126 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $4,306,000 | 806 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $6,640,000 | 213 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $38,593,000 | 1,585 |
| Certificates of participation in pools of residential mortgages | $19,903,000 | 1,827 |
| Issued or guaranteed by U.S. | $19,903,000 | 1,826 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $18,690,000 | 1,048 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $18,690,000 | 120 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $76,934,000 | 1,737 |
| Total debt securities | $70,294,000 | 2,049 |
| 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 | $69,105,000 | 2,057 |
| U.S. Government securities | $18,076,000 | 3,698 |
| U.S. Treasury securities | $1,089,000 | 789 |
| U.S. Government agency obligations | $16,987,000 | 3,713 |
| Securities issued by states & political subdivisions | $15,032,000 | 2,215 |
| Other domestic debt securities | $29,470,000 | 349 |
| Privately issued residential mortgage-backed securities | $24,604,000 | 109 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $4,866,000 | 732 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $6,527,000 | 211 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $40,518,000 | 1,522 |
| Certificates of participation in pools of residential mortgages | $15,914,000 | 2,073 |
| Issued or guaranteed by U.S. | $15,914,000 | 2,071 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $24,604,000 | 882 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $24,604,000 | 102 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $69,105,000 | 1,874 |
| Total debt securities | $62,578,000 | 2,191 |
| 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 | $73,703,000 | 1,967 |
| U.S. Government securities | $19,465,000 | 3,630 |
| U.S. Treasury securities | $1,031,000 | 773 |
| U.S. Government agency obligations | $18,434,000 | 3,658 |
| Securities issued by states & political subdivisions | $15,099,000 | 2,176 |
| Other domestic debt securities | $34,593,000 | 322 |
| Privately issued residential mortgage-backed securities | $28,927,000 | 107 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $5,666,000 | 687 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $4,546,000 | 272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $46,228,000 | 1,451 |
| Certificates of participation in pools of residential mortgages | $17,301,000 | 2,059 |
| Issued or guaranteed by U.S. | $17,301,000 | 2,057 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $28,927,000 | 834 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $28,927,000 | 101 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $73,703,000 | 1,783 |
| Total debt securities | $69,157,000 | 2,050 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $68,377,000 | 2,085 |
| U.S. Government securities | $12,771,000 | 4,460 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,771,000 | 4,371 |
| Securities issued by states & political subdivisions | $14,383,000 | 2,204 |
| Other domestic debt securities | $36,800,000 | 310 |
| Privately issued residential mortgage-backed securities | $31,610,000 | 108 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $5,190,000 | 735 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $4,423,000 | 273 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $43,627,000 | 1,528 |
| Certificates of participation in pools of residential mortgages | $12,017,000 | 2,596 |
| Issued or guaranteed by U.S. | $12,017,000 | 2,594 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $31,610,000 | 790 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $31,610,000 | 102 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $68,377,000 | 1,894 |
| Total debt securities | $63,954,000 | 2,177 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $64,979,000 | 2,155 |
| U.S. Government securities | $6,803,000 | 5,535 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $6,803,000 | 5,423 |
| Securities issued by states & political subdivisions | $13,435,000 | 2,252 |
| Other domestic debt securities | $39,202,000 | 286 |
| Privately issued residential mortgage-backed securities | $33,968,000 | 107 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $5,234,000 | 722 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $5,539,000 | 219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $39,954,000 | 1,651 |
| Certificates of participation in pools of residential mortgages | $5,986,000 | 3,490 |
| Issued or guaranteed by U.S. | $5,986,000 | 3,487 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $33,968,000 | 776 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $33,968,000 | 101 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $64,979,000 | 1,973 |
| Total debt securities | $59,440,000 | 2,318 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $63,223,000 | 2,158 |
| U.S. Government securities | $8,068,000 | 5,290 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $8,068,000 | 5,194 |
| Securities issued by states & political subdivisions | $11,982,000 | 2,383 |
| Other domestic debt securities | $37,316,000 | 307 |
| Privately issued residential mortgage-backed securities | $31,947,000 | 152 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $5,369,000 | 659 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $5,857,000 | 205 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $39,119,000 | 1,599 |
| Certificates of participation in pools of residential mortgages | $7,172,000 | 3,156 |
| Issued or guaranteed by U.S. | $7,172,000 | 3,156 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $31,947,000 | 800 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $31,947,000 | 147 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $63,223,000 | 1,953 |
| Total debt securities | $57,366,000 | 2,326 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $62,142,000 | 2,115 |
| U.S. Government securities | $7,404,000 | 5,384 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $7,404,000 | 5,276 |
| Securities issued by states & political subdivisions | $10,850,000 | 2,463 |
| Other domestic debt securities | $38,497,000 | 298 |
| Privately issued residential mortgage-backed securities | $33,122,000 | 155 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $5,375,000 | 622 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $5,391,000 | 228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $39,568,000 | 1,512 |
| Certificates of participation in pools of residential mortgages | $6,446,000 | 3,237 |
| Issued or guaranteed by U.S. | $6,446,000 | 3,234 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $33,122,000 | 769 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $33,122,000 | 149 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $62,142,000 | 1,916 |
| Total debt securities | $56,751,000 | 2,266 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $65,994,000 | 2,010 |
| U.S. Government securities | $8,202,000 | 5,355 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $8,202,000 | 5,242 |
| Securities issued by states & political subdivisions | $11,725,000 | 2,284 |
| Other domestic debt securities | $39,880,000 | 283 |
| Privately issued residential mortgage-backed securities | $33,972,000 | 161 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $5,908,000 | 554 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $6,187,000 | 202 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $41,143,000 | 1,434 |
| Certificates of participation in pools of residential mortgages | $7,171,000 | 3,065 |
| Issued or guaranteed by U.S. | $7,171,000 | 3,060 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $33,972,000 | 750 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $33,972,000 | 155 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $65,994,000 | 1,824 |
| Total debt securities | $59,807,000 | 2,166 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $64,152,000 | 2,067 |
| U.S. Government securities | $8,940,000 | 5,217 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $8,940,000 | 5,097 |
| Securities issued by states & political subdivisions | $10,369,000 | 2,432 |
| Other domestic debt securities | $38,830,000 | 297 |
| Privately issued residential mortgage-backed securities | $32,938,000 | 169 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $5,892,000 | 551 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $6,013,000 | 211 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $40,787,000 | 1,414 |
| Certificates of participation in pools of residential mortgages | $7,849,000 | 2,887 |
| Issued or guaranteed by U.S. | $7,849,000 | 2,880 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $32,938,000 | 736 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $32,938,000 | 164 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $64,152,000 | 1,873 |
| Total debt securities | $58,139,000 | 2,194 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $62,691,000 | 2,003 |
| U.S. Government securities | $8,773,000 | 5,093 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $8,773,000 | 4,980 |
| Securities issued by states & political subdivisions | $10,113,000 | 2,444 |
| Other domestic debt securities | $38,066,000 | 319 |
| Privately issued residential mortgage-backed securities | $32,150,000 | 188 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $5,916,000 | 548 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,739,000 | 221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $39,786,000 | 1,407 |
| Certificates of participation in pools of residential mortgages | $7,636,000 | 2,812 |
| Issued or guaranteed by U.S. | $7,636,000 | 2,804 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $32,150,000 | 743 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $32,150,000 | 182 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $62,691,000 | 1,812 |
| Total debt securities | $56,952,000 | 2,157 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $60,205,000 | 2,049 |
| U.S. Government securities | $4,640,000 | 5,997 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,640,000 | 5,867 |
| Securities issued by states & political subdivisions | $10,540,000 | 2,301 |
| Other domestic debt securities | $39,389,000 | 310 |
| Privately issued residential mortgage-backed securities | $32,981,000 | 190 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $6,408,000 | 511 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,636,000 | 234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $37,621,000 | 1,444 |
| Certificates of participation in pools of residential mortgages | $4,640,000 | 3,423 |
| Issued or guaranteed by U.S. | $4,640,000 | 3,416 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $32,981,000 | 725 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $32,981,000 | 184 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $60,205,000 | 1,827 |
| Total debt securities | $54,569,000 | 2,187 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $58,390,000 | 2,086 |
| U.S. Government securities | $4,997,000 | 6,039 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,997,000 | 5,923 |
| Securities issued by states & political subdivisions | $8,649,000 | 2,472 |
| Other domestic debt securities | $39,707,000 | 303 |
| Privately issued residential mortgage-backed securities | $33,276,000 | 196 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $6,431,000 | 481 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,037,000 | 260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $38,273,000 | 1,391 |
| Certificates of participation in pools of residential mortgages | $4,997,000 | 3,358 |
| Issued or guaranteed by U.S. | $4,997,000 | 3,351 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $33,276,000 | 698 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $33,276,000 | 190 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $58,390,000 | 1,866 |
| Total debt securities | $53,353,000 | 2,231 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $58,297,000 | 2,112 |
| U.S. Government securities | $7,890,000 | 5,451 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $7,890,000 | 5,338 |
| Securities issued by states & political subdivisions | $8,180,000 | 2,532 |
| Other domestic debt securities | $36,626,000 | 344 |
| Privately issued residential mortgage-backed securities | $31,690,000 | 220 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $4,936,000 | 596 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $5,601,000 | 236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $37,629,000 | 1,461 |
| Certificates of participation in pools of residential mortgages | $5,939,000 | 3,239 |
| Issued or guaranteed by U.S. | $5,939,000 | 3,232 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $31,690,000 | 730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $31,690,000 | 213 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $58,297,000 | 1,884 |
| Total debt securities | $52,696,000 | 2,264 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $61,361,000 | 2,013 |
| U.S. Government securities | $8,428,000 | 5,291 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $8,428,000 | 5,190 |
| Securities issued by states & political subdivisions | $8,159,000 | 2,558 |
| Other domestic debt securities | $39,315,000 | 337 |
| Privately issued residential mortgage-backed securities | $34,278,000 | 218 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $5,037,000 | 605 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $5,459,000 | 262 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $40,670,000 | 1,408 |
| Certificates of participation in pools of residential mortgages | $6,392,000 | 3,208 |
| Issued or guaranteed by U.S. | $6,392,000 | 3,199 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $34,278,000 | 676 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $34,278,000 | 212 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $61,361,000 | 1,785 |
| Total debt securities | $55,902,000 | 2,151 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $54,154,000 | 2,230 |
| U.S. Government securities | $8,839,000 | 5,230 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $8,839,000 | 5,136 |
| Securities issued by states & political subdivisions | $4,710,000 | 3,348 |
| Other domestic debt securities | $35,276,000 | 399 |
| Privately issued residential mortgage-backed securities | $30,220,000 | 260 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $5,056,000 | 636 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $5,329,000 | 305 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $37,058,000 | 1,535 |
| Certificates of participation in pools of residential mortgages | $6,838,000 | 3,186 |
| Issued or guaranteed by U.S. | $6,838,000 | 3,176 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $30,220,000 | 724 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $30,220,000 | 252 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $54,154,000 | 1,974 |
| Total debt securities | $48,825,000 | 2,393 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $47,725,000 | 2,414 |
| U.S. Government securities | $7,274,000 | 5,563 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,274,000 | 5,480 |
| Securities issued by states & political subdivisions | $4,308,000 | 3,429 |
| Other domestic debt securities | $31,238,000 | 451 |
| Privately issued residential mortgage-backed securities | $26,217,000 | 300 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $5,021,000 | 669 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $4,905,000 | 358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $33,491,000 | 1,666 |
| Certificates of participation in pools of residential mortgages | $7,274,000 | 3,150 |
| Issued or guaranteed by U.S. | $7,274,000 | 3,138 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $26,217,000 | 753 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $26,217,000 | 289 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $47,725,000 | 2,129 |
| Total debt securities | $42,820,000 | 2,623 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $37,431,000 | 2,947 |
| U.S. Government securities | $9,868,000 | 5,095 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,868,000 | 5,011 |
| Securities issued by states & political subdivisions | $5,101,000 | 3,111 |
| Other domestic debt securities | $18,117,000 | 607 |
| Privately issued residential mortgage-backed securities | $16,076,000 | 405 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,041,000 | 169 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $4,345,000 | 397 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $25,944,000 | 2,017 |
| Certificates of participation in pools of residential mortgages | $9,868,000 | 2,787 |
| Issued or guaranteed by U.S. | $9,868,000 | 2,771 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $16,076,000 | 1,027 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $16,076,000 | 387 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $37,431,000 | 2,626 |
| Total debt securities | $33,086,000 | 3,195 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $37,164,000 | 2,962 |
| U.S. Government securities | $10,245,000 | 5,081 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $10,245,000 | 4,996 |
| Securities issued by states & political subdivisions | $4,709,000 | 3,185 |
| Other domestic debt securities | $17,361,000 | 592 |
| Privately issued residential mortgage-backed securities | $17,361,000 | 372 |
| 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 | $4,849,000 | 334 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $27,606,000 | 1,885 |
| Certificates of participation in pools of residential mortgages | $10,245,000 | 2,690 |
| Issued or guaranteed by U.S. | $10,245,000 | 2,674 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $17,361,000 | 946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $17,361,000 | 359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $37,164,000 | 2,626 |
| Total debt securities | $32,315,000 | 3,247 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $39,418,000 | 2,769 |
| U.S. Government securities | $10,357,000 | 5,021 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $10,357,000 | 4,937 |
| Securities issued by states & political subdivisions | $4,369,000 | 3,283 |
| Other domestic debt securities | $18,788,000 | 559 |
| Privately issued residential mortgage-backed securities | $18,788,000 | 366 |
| 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 | $5,904,000 | 294 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $29,145,000 | 1,721 |
| Certificates of participation in pools of residential mortgages | $10,357,000 | 2,631 |
| Issued or guaranteed by U.S. | $10,357,000 | 2,614 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $18,788,000 | 865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $18,788,000 | 350 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $39,418,000 | 2,436 |
| Total debt securities | $33,514,000 | 3,093 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $42,145,000 | 2,662 |
| U.S. Government securities | $10,805,000 | 4,969 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $10,805,000 | 4,890 |
| Securities issued by states & political subdivisions | $4,607,000 | 3,225 |
| Other domestic debt securities | $19,898,000 | 557 |
| Privately issued residential mortgage-backed securities | $19,898,000 | 355 |
| 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 | $6,835,000 | 373 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $30,703,000 | 1,646 |
| Certificates of participation in pools of residential mortgages | $10,805,000 | 2,545 |
| Issued or guaranteed by U.S. | $10,805,000 | 2,530 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $19,898,000 | 822 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $19,898,000 | 334 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $42,145,000 | 2,349 |
| Total debt securities | $35,310,000 | 3,010 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $33,889,000 | 3,141 |
| U.S. Government securities | $1,349,000 | 7,584 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,349,000 | 7,497 |
| Securities issued by states & political subdivisions | $4,279,000 | 3,344 |
| Other domestic debt securities | $21,383,000 | 518 |
| Privately issued residential mortgage-backed securities | $21,383,000 | 338 |
| 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 | $6,878,000 | 410 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $22,732,000 | 1,968 |
| Certificates of participation in pools of residential mortgages | $1,349,000 | 4,931 |
| Issued or guaranteed by U.S. | $1,349,000 | 4,909 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $21,383,000 | 761 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $21,383,000 | 316 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $33,889,000 | 2,804 |
| Total debt securities | $27,011,000 | 3,646 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $31,471,000 | 3,337 |
| U.S. Government securities | $1,385,000 | 7,688 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,385,000 | 7,582 |
| Securities issued by states & political subdivisions | $4,079,000 | 3,394 |
| Other domestic debt securities | $18,695,000 | 533 |
| Privately issued residential mortgage-backed securities | $18,695,000 | 328 |
| 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 | $7,312,000 | 363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $20,080,000 | 1,909 |
| Certificates of participation in pools of residential mortgages | $1,385,000 | 4,697 |
| Issued or guaranteed by U.S. | $1,385,000 | 4,677 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $18,695,000 | 761 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $18,695,000 | 305 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $31,471,000 | 2,942 |
| Total debt securities | $24,159,000 | 3,917 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $30,055,000 | 3,450 |
| U.S. Government securities | $1,423,000 | 7,738 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $1,423,000 | 7,629 |
| Securities issued by states & political subdivisions | $4,120,000 | 3,377 |
| Other domestic debt securities | $17,193,000 | 542 |
| Privately issued residential mortgage-backed securities | $17,193,000 | 332 |
| 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 | $7,319,000 | 356 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $18,616,000 | 1,898 |
| Certificates of participation in pools of residential mortgages | $1,423,000 | 4,533 |
| Issued or guaranteed by U.S. | $1,423,000 | 4,519 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $17,193,000 | 779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $17,193,000 | 311 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $30,055,000 | 3,025 |
| Total debt securities | $22,736,000 | 4,091 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $28,262,000 | 3,556 |
| U.S. Government securities | $1,523,000 | 7,751 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $1,523,000 | 7,640 |
| Securities issued by states & political subdivisions | $4,093,000 | 3,370 |
| Other domestic debt securities | $15,505,000 | 550 |
| Privately issued residential mortgage-backed securities | $15,505,000 | 340 |
| 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 | $7,141,000 | 351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $17,028,000 | 1,947 |
| Certificates of participation in pools of residential mortgages | $1,523,000 | 4,456 |
| Issued or guaranteed by U.S. | $1,523,000 | 4,442 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $15,505,000 | 810 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $15,505,000 | 322 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $28,262,000 | 3,118 |
| Total debt securities | $21,121,000 | 4,285 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $28,380,000 | 3,572 |
| U.S. Government securities | $3,587,000 | 7,170 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,587,000 | 7,039 |
| Securities issued by states & political subdivisions | $3,538,000 | 3,590 |
| Other domestic debt securities | $14,544,000 | 583 |
| Privately issued residential mortgage-backed securities | $14,544,000 | 338 |
| 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 | $6,711,000 | 375 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $16,134,000 | 2,016 |
| Certificates of participation in pools of residential mortgages | $1,590,000 | 4,419 |
| Issued or guaranteed by U.S. | $1,590,000 | 4,402 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $14,544,000 | 843 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $14,544,000 | 318 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $28,380,000 | 3,122 |
| Total debt securities | $21,669,000 | 4,229 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $27,210,000 | 3,710 |
| U.S. Government securities | $18,960,000 | 3,871 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $18,960,000 | 3,769 |
| Securities issued by states & political subdivisions | $1,530,000 | 4,570 |
| 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 | $6,720,000 | 386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $16,972,000 | 1,960 |
| Certificates of participation in pools of residential mortgages | $1,675,000 | 4,365 |
| Issued or guaranteed by U.S. | $1,675,000 | 4,350 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $15,297,000 | 821 |
| CMOs issued by government agencies or sponsored agencies | $15,297,000 | 654 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $27,210,000 | 3,248 |
| Total debt securities | $20,490,000 | 4,420 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $32,820,000 | 3,294 |
| U.S. Government securities | $10,465,000 | 5,419 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $10,465,000 | 5,287 |
| Securities issued by states & political subdivisions | $568,000 | 5,422 |
| Other domestic debt securities | $10,497,000 | 684 |
| Privately issued residential mortgage-backed securities | $10,497,000 | 379 |
| 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 | $11,290,000 | 250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $10,499,000 | 2,580 |
| Certificates of participation in pools of residential mortgages | $1,763,000 | 4,323 |
| Issued or guaranteed by U.S. | $2,000 | 6,423 |
| Privately issued | $1,761,000 | 107 |
| Collaterized mortgage obligations | $8,736,000 | 1,103 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $8,736,000 | 400 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $32,820,000 | 2,852 |
| Total debt securities | $21,530,000 | 4,311 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $34,314,000 | 3,176 |
| U.S. Government securities | $13,216,000 | 4,857 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $13,216,000 | 4,723 |
| Securities issued by states & political subdivisions | $563,000 | 5,455 |
| Other domestic debt securities | $9,566,000 | 733 |
| Privately issued residential mortgage-backed securities | $9,566,000 | 392 |
| 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 | $10,969,000 | 257 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $11,676,000 | 2,428 |
| Certificates of participation in pools of residential mortgages | $2,110,000 | 4,113 |
| Issued or guaranteed by U.S. | $2,110,000 | 4,099 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $9,566,000 | 1,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $9,566,000 | 371 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $34,314,000 | 2,744 |
| Total debt securities | $23,345,000 | 4,092 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $38,285,000 | 2,960 |
| U.S. Government securities | $13,093,000 | 4,929 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $13,093,000 | 4,792 |
| Securities issued by states & political subdivisions | $567,000 | 5,478 |
| Other domestic debt securities | $12,636,000 | 626 |
| Privately issued residential mortgage-backed securities | $10,884,000 | 369 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,001,000 | 178 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $751,000 | 1,684 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $11,989,000 | 238 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $12,840,000 | 2,343 |
| Certificates of participation in pools of residential mortgages | $1,956,000 | 4,242 |
| Issued or guaranteed by U.S. | $1,956,000 | 4,228 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $10,884,000 | 973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $10,884,000 | 349 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $38,285,000 | 2,550 |
| Total debt securities | $26,298,000 | 3,821 |
| 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 | $41,216,000 | 2,778 |
| U.S. Government securities | $25,585,000 | 3,178 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $25,585,000 | 3,081 |
| Securities issued by states & political subdivisions | $574,000 | 5,496 |
| Other domestic debt securities | $2,453,000 | 1,494 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,003,000 | 176 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,450,000 | 1,385 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $12,604,000 | 239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $14,401,000 | 2,208 |
| Certificates of participation in pools of residential mortgages | $2,029,000 | 4,222 |
| Issued or guaranteed by U.S. | $2,029,000 | 4,206 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $12,372,000 | 918 |
| CMOs issued by government agencies or sponsored agencies | $12,372,000 | 750 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $41,216,000 | 2,396 |
| Total debt securities | $28,612,000 | 3,629 |
| 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 | $42,550,000 | 2,685 |
| U.S. Government securities | $27,852,000 | 2,929 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $27,852,000 | 2,840 |
| Securities issued by states & political subdivisions | $581,000 | 5,510 |
| Other domestic debt securities | $2,465,000 | 1,514 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,007,000 | 179 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,458,000 | 1,437 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $11,652,000 | 263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $16,626,000 | 2,030 |
| Certificates of participation in pools of residential mortgages | $2,150,000 | 4,198 |
| Issued or guaranteed by U.S. | $2,150,000 | 4,185 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $14,476,000 | 839 |
| CMOs issued by government agencies or sponsored agencies | $14,476,000 | 681 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $42,550,000 | 2,300 |
| Total debt securities | $30,898,000 | 3,402 |
| 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 | $43,147,000 | 2,675 |
| U.S. Government securities | $27,445,000 | 3,005 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $27,445,000 | 2,895 |
| Securities issued by states & political subdivisions | $585,000 | 5,510 |
| Other domestic debt securities | $2,483,000 | 1,539 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,015,000 | 180 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,468,000 | 1,504 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $12,634,000 | 246 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $19,061,000 | 1,907 |
| Certificates of participation in pools of residential mortgages | $2,374,000 | 4,164 |
| Issued or guaranteed by U.S. | $2,374,000 | 4,148 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $16,687,000 | 793 |
| CMOs issued by government agencies or sponsored agencies | $16,687,000 | 647 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $43,147,000 | 2,275 |
| Total debt securities | $30,513,000 | 3,490 |
| 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 | $45,084,000 | 2,604 |
| U.S. Government securities | $30,093,000 | 2,844 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $30,093,000 | 2,733 |
| Securities issued by states & political subdivisions | $581,000 | 5,523 |
| Other domestic debt securities | $2,492,000 | 1,582 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,019,000 | 168 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,473,000 | 1,581 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $11,918,000 | 265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $21,751,000 | 1,805 |
| Certificates of participation in pools of residential mortgages | $2,652,000 | 4,123 |
| Issued or guaranteed by U.S. | $2,652,000 | 4,111 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $19,099,000 | 738 |
| CMOs issued by government agencies or sponsored agencies | $19,099,000 | 609 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $45,084,000 | 2,201 |
| Total debt securities | $33,166,000 | 3,316 |
| 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 | $46,262,000 | 2,575 |
| U.S. Government securities | $31,711,000 | 2,743 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $31,711,000 | 2,633 |
| Securities issued by states & political subdivisions | $594,000 | 5,534 |
| Other domestic debt securities | $2,525,000 | 1,625 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,032,000 | 179 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,493,000 | 1,645 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $11,432,000 | 288 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $24,616,000 | 1,683 |
| Certificates of participation in pools of residential mortgages | $2,843,000 | 4,077 |
| Issued or guaranteed by U.S. | $2,843,000 | 4,065 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $21,773,000 | 699 |
| CMOs issued by government agencies or sponsored agencies | $21,773,000 | 582 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $46,262,000 | 2,180 |
| Total debt securities | $34,830,000 | 3,190 |
| 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 | $48,270,000 | 2,476 |
| U.S. Government securities | $34,785,000 | 2,504 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $34,785,000 | 2,411 |
| Securities issued by states & political subdivisions | $594,000 | 5,575 |
| Other domestic debt securities | $2,556,000 | 1,622 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,045,000 | 194 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,511,000 | 1,675 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $10,335,000 | 325 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $27,642,000 | 1,577 |
| Certificates of participation in pools of residential mortgages | $3,008,000 | 4,023 |
| Issued or guaranteed by U.S. | $3,008,000 | 4,014 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $24,634,000 | 639 |
| CMOs issued by government agencies or sponsored agencies | $24,634,000 | 530 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $48,270,000 | 2,104 |
| Total debt securities | $37,935,000 | 2,960 |
| 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 | $51,716,000 | 2,371 |
| U.S. Government securities | $39,014,000 | 2,308 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $39,014,000 | 2,224 |
| Securities issued by states & political subdivisions | $582,000 | 5,620 |
| Other domestic debt securities | $2,561,000 | 1,686 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,046,000 | 203 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,515,000 | 1,759 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $9,559,000 | 385 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $31,994,000 | 1,436 |
| Certificates of participation in pools of residential mortgages | $3,458,000 | 3,916 |
| Issued or guaranteed by U.S. | $3,458,000 | 3,907 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $28,536,000 | 599 |
| CMOs issued by government agencies or sponsored agencies | $28,536,000 | 496 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $51,716,000 | 2,008 |
| Total debt securities | $42,157,000 | 2,749 |
| 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 | $55,181,000 | 2,239 |
| U.S. Government securities | $42,540,000 | 2,134 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $42,540,000 | 2,063 |
| Securities issued by states & political subdivisions | $606,000 | 5,588 |
| Other domestic debt securities | $2,627,000 | 1,761 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,076,000 | 209 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,551,000 | 1,825 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $9,408,000 | 432 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $35,724,000 | 1,360 |
| Certificates of participation in pools of residential mortgages | $3,900,000 | 3,797 |
| Issued or guaranteed by U.S. | $3,900,000 | 3,788 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $31,824,000 | 585 |
| CMOs issued by government agencies or sponsored agencies | $31,824,000 | 483 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $55,181,000 | 1,902 |
| Total debt securities | $45,773,000 | 2,590 |
| 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 | $56,735,000 | 2,232 |
| U.S. Government securities | $7,811,000 | 6,363 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,811,000 | 6,184 |
| Securities issued by states & political subdivisions | $599,000 | 5,650 |
| Other domestic debt securities | $37,519,000 | 352 |
| Privately issued residential mortgage-backed securities | $34,127,000 | 160 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,068,000 | 225 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,324,000 | 1,602 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $10,806,000 | 353 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $34,132,000 | 1,407 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,979 |
| Issued or guaranteed by U.S. | $5,000 | 6,956 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $34,127,000 | 548 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $34,127,000 | 136 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $56,735,000 | 1,889 |
| Total debt securities | $45,929,000 | 2,603 |
| 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 | $56,278,000 | 2,227 |
| U.S. Government securities | $11,137,000 | 5,345 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $11,137,000 | 5,181 |
| Securities issued by states & political subdivisions | $587,000 | 5,700 |
| Other domestic debt securities | $28,801,000 | 447 |
| Privately issued residential mortgage-backed securities | $23,592,000 | 181 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,001,000 | 246 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,208,000 | 1,218 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $15,753,000 | 282 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $28,170,000 | 1,591 |
| Certificates of participation in pools of residential mortgages | $4,376,000 | 3,609 |
| Issued or guaranteed by U.S. | $4,376,000 | 3,597 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $23,794,000 | 689 |
| CMOs issued by government agencies or sponsored agencies | $202,000 | 3,451 |
| Privately issued | $23,592,000 | 158 |
| 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) | $12,646,000 | 1,263 |
| Available-for-sale securities (fair market value) | $43,632,000 | 2,334 |
| Total debt securities | $40,525,000 | 2,829 |
| 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 | $44,390,000 | 2,641 |
| U.S. Government securities | $7,895,000 | 6,147 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $7,895,000 | 5,969 |
| Securities issued by states & political subdivisions | $591,000 | 5,692 |
| Other domestic debt securities | $22,133,000 | 555 |
| Privately issued residential mortgage-backed securities | $16,921,000 | 222 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,002,000 | 257 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,210,000 | 1,260 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $13,771,000 | 331 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $18,247,000 | 2,166 |
| Certificates of participation in pools of residential mortgages | $1,326,000 | 5,092 |
| Issued or guaranteed by U.S. | $1,326,000 | 5,074 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $16,921,000 | 905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $16,921,000 | 195 |
| 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) | $13,133,000 | 1,226 |
| Available-for-sale securities (fair market value) | $31,257,000 | 2,987 |
| Total debt securities | $30,619,000 | 3,422 |
| 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 | $35,803,000 | 3,079 |
| U.S. Government securities | $19,366,000 | 3,788 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $19,366,000 | 3,626 |
| Securities issued by states & political subdivisions | $257,000 | 6,254 |
| Other domestic debt securities | $5,213,000 | 1,364 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,002,000 | 263 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,211,000 | 1,274 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $10,967,000 | 383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $11,034,000 | 2,908 |
| Certificates of participation in pools of residential mortgages | $6,000 | 7,048 |
| Issued or guaranteed by U.S. | $6,000 | 7,027 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $11,028,000 | 1,201 |
| CMOs issued by government agencies or sponsored agencies | $11,028,000 | 1,104 |
| 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) | $13,607,000 | 1,223 |
| Available-for-sale securities (fair market value) | $22,196,000 | 3,763 |
| Total debt securities | $24,836,000 | 3,957 |
| 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 | $37,979,000 | 2,936 |
| U.S. Government securities | $16,453,000 | 4,215 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $16,453,000 | 4,038 |
| Securities issued by states & political subdivisions | $257,000 | 6,254 |
| Other domestic debt securities | $11,975,000 | 831 |
| Privately issued residential mortgage-backed securities | $4,761,000 | 402 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,002,000 | 275 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,212,000 | 1,003 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $9,294,000 | 467 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $12,868,000 | 2,634 |
| Certificates of participation in pools of residential mortgages | $6,000 | 7,046 |
| Issued or guaranteed by U.S. | $6,000 | 7,023 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $12,862,000 | 1,088 |
| CMOs issued by government agencies or sponsored agencies | $8,101,000 | 1,311 |
| Privately issued | $4,761,000 | 358 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,910,000 | 894 |
| Available-for-sale securities (fair market value) | $17,069,000 | 4,406 |
| Total debt securities | $28,685,000 | 3,561 |
| 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 | $40,838,000 | 2,608 |
| U.S. Government securities | $16,979,000 | 4,012 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $16,979,000 | 3,814 |
| Securities issued by states & political subdivisions | $258,000 | 6,395 |
| Other domestic debt securities | $13,804,000 | 772 |
| Privately issued residential mortgage-backed securities | $6,584,000 | 366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,242,000 | 274 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,978,000 | 1,021 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $9,797,000 | 433 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $7,613,000 | 3,308 |
| Certificates of participation in pools of residential mortgages | $1,029,000 | 5,176 |
| Issued or guaranteed by U.S. | $1,029,000 | 5,152 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $6,584,000 | 1,618 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $6,584,000 | 327 |
| 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) | $23,438,000 | 813 |
| Available-for-sale securities (fair market value) | $17,400,000 | 4,215 |
| Total debt securities | $31,041,000 | 3,190 |
| 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 | $46,207,000 | 2,359 |
| U.S. Government securities | $31,234,000 | 2,558 |
| U.S. Treasury securities | $3,011,000 | 1,529 |
| U.S. Government agency obligations | $28,223,000 | 2,581 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $2,001,000 | 1,924 |
| 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 | $2,001,000 | 1,638 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $12,972,000 | 413 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $13,000 | 7,360 |
| Certificates of participation in pools of residential mortgages | $13,000 | 6,949 |
| Issued or guaranteed by U.S. | $13,000 | 6,926 |
| 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) | $33,235,000 | 746 |
| Available-for-sale securities (fair market value) | $12,972,000 | 5,025 |
| Total debt securities | $33,235,000 | 3,072 |
| Structured notes | ||
| Amortized cost | $998,000 | 401 |
| Fair value | $945,000 | 400 |
| 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 | $35,390,000 | 3,121 |
| U.S. Government securities | $26,032,000 | 3,135 |
| U.S. Treasury securities | $3,040,000 | 2,117 |
| U.S. Government agency obligations | $22,992,000 | 3,102 |
| 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 | $9,358,000 | 531 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $15,000 | 7,717 |
| Certificates of participation in pools of residential mortgages | $15,000 | 7,281 |
| Issued or guaranteed by U.S. | $15,000 | 7,261 |
| 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) | $26,032,000 | 1,010 |
| Available-for-sale securities (fair market value) | $9,358,000 | 6,047 |
| Total debt securities | $26,032,000 | 3,906 |
| Structured notes | ||
| Amortized cost | $998,000 | 586 |
| Fair value | $942,000 | 573 |
| 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 | $38,586,000 | 2,936 |
| U.S. Government securities | $27,613,000 | 3,045 |
| U.S. Treasury securities | $3,070,000 | 3,036 |
| U.S. Government agency obligations | $24,543,000 | 2,823 |
| 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 | $10,973,000 | 461 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $16,000 | 7,951 |
| Certificates of participation in pools of residential mortgages | $16,000 | 7,514 |
| Issued or guaranteed by U.S. | $16,000 | 7,490 |
| 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) | $27,613,000 | 1,041 |
| Available-for-sale securities (fair market value) | $10,973,000 | 5,519 |
| Total debt securities | $27,613,000 | 3,780 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 336 |
| Fair value | $2,000,000 | 347 |
| 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 | $27,508,000 | 3,898 |
| U.S. Government securities | $18,477,000 | 4,333 |
| U.S. Treasury securities | $5,108,000 | 3,105 |
| U.S. Government agency obligations | $13,369,000 | 4,351 |
| 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 | NA | NA |
| Equity securities | $9,031,000 | 478 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $17,000 | 8,337 |
| Certificates of participation in pools of residential mortgages | $17,000 | 7,821 |
| Issued or guaranteed by U.S. | $17,000 | 7,795 |
| 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) | $18,477,000 | 1,763 |
| Available-for-sale securities (fair market value) | $9,031,000 | 6,034 |
| Total debt securities | $18,477,000 | 5,089 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,189 |
| Fair value | $994,000 | 1,343 |
| 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 | $17,700,000 | 5,768 |
| U.S. Government securities | $10,796,000 | 6,728 |
| U.S. Treasury securities | $4,164,000 | 4,220 |
| U.S. Government agency obligations | $6,632,000 | 6,855 |
| 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 | NA | NA |
| Equity securities | $6,904,000 | 577 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $23,000 | 8,880 |
| Certificates of participation in pools of residential mortgages | $23,000 | 8,336 |
| Issued or guaranteed by U.S. | $23,000 | 8,308 |
| 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) | $10,796,000 | 2,999 |
| Available-for-sale securities (fair market value) | $6,904,000 | 7,018 |
| Total debt securities | $10,797,000 | 7,528 |
| Structured notes | ||
| Amortized cost | $2,501,000 | 835 |
| Fair value | $2,476,000 | 857 |
| 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 | $20,116,000 | 5,521 |
| U.S. Government securities | $13,769,000 | 6,030 |
| U.S. Treasury securities | $6,734,000 | 3,721 |
| U.S. Government agency obligations | $7,035,000 | 6,696 |
| Securities issued by states & political subdivisions | $200,000 | 8,238 |
| 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 | $6,147,000 | 610 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $29,000 | 9,345 |
| Certificates of participation in pools of residential mortgages | $29,000 | 8,691 |
| Issued or guaranteed by U.S. | $29,000 | 8,657 |
| 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) | $13,969,000 | 2,643 |
| Available-for-sale securities (fair market value) | $6,147,000 | 7,497 |
| Total debt securities | $13,969,000 | 6,847 |
| 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 | $17,378,000 | 6,487 |
| U.S. Government securities | $12,314,000 | 6,863 |
| U.S. Treasury securities | $11,784,000 | 2,935 |
| U.S. Government agency obligations | $530,000 | 11,276 |
| Securities issued by states & political subdivisions | $200,000 | 8,674 |
| 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 | $4,864,000 | 666 |
| 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 | $30,000 | 9,904 |
| Certificates of participation in pools of residential mortgages | $30,000 | 9,184 |
| Issued or guaranteed by U.S. | $30,000 | 9,155 |
| 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) | $12,514,000 | 4,901 |
| Available-for-sale securities (fair market value) | $4,864,000 | 6,966 |
| Total debt securities | $12,514,000 | 7,766 |
| 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 | $16,730,000 | 6,912 |
| U.S. Government securities | $13,263,000 | 6,757 |
| U.S. Treasury securities | $12,726,000 | 2,847 |
| U.S. Government agency obligations | $537,000 | 11,636 |
| Securities issued by states & political subdivisions | $200,000 | 8,870 |
| 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 | $3,267,000 | 1,019 |
| 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 | $30,000 | 10,550 |
| Certificates of participation in pools of residential mortgages | $30,000 | 9,767 |
| Issued or guaranteed by U.S. | $30,000 | 9,715 |
| 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 | $13,463,000 | 7,721 |
| 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 | $10,898,000 | 8,778 |
| U.S. Government securities | $8,647,000 | 8,669 |
| U.S. Treasury securities | $8,598,000 | 3,960 |
| U.S. Government agency obligations | $49,000 | 12,622 |
| 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 | $2,251,000 | 1,148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $49,000 | 10,933 |
| Certificates of participation in pools of residential mortgages | $49,000 | 10,014 |
| Issued or guaranteed by U.S. | $49,000 | 9,940 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,647,000 | 9,595 |
| 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 |