Home > Lusitania Savings Bank > Securities
Lusitania Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $123,618,000 | 1,465 |
| U.S. Government securities | $118,618,000 | 1,005 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $118,618,000 | 861 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $5,000,000 | 1,346 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $5,000,000 | 961 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,272,000 | 1,753 |
| Mortgage-backed securities | $89,618,000 | 857 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $58,992,000 | 737 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $30,626,000 | 237 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $97,509,000 | 387 |
| Available-for-sale securities (fair market value) | $26,109,000 | 3,085 |
| Total debt securities | $123,618,000 | 1,449 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 302 |
| Fair value | $4,721,000 | 309 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $126,402,000 | 1,431 |
| U.S. Government securities | $121,402,000 | 988 |
| U.S. Treasury securities | $3,996,000 | 2,002 |
| U.S. Government agency obligations | $117,406,000 | 865 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $5,000,000 | 1,336 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $5,000,000 | 956 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,131,000 | 1,675 |
| Mortgage-backed securities | $86,406,000 | 859 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $69,433,000 | 649 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $16,973,000 | 319 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $100,970,000 | 388 |
| Available-for-sale securities (fair market value) | $25,432,000 | 3,111 |
| Total debt securities | $126,402,000 | 1,409 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 312 |
| Fair value | $4,657,000 | 312 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $126,195,000 | 1,477 |
| U.S. Government securities | $121,195,000 | 1,021 |
| U.S. Treasury securities | $3,984,000 | 2,051 |
| U.S. Government agency obligations | $117,211,000 | 885 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $5,000,000 | 1,343 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $5,000,000 | 962 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,075,000 | 1,633 |
| Mortgage-backed securities | $88,211,000 | 868 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $56,975,000 | 768 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $31,236,000 | 226 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $97,206,000 | 391 |
| Available-for-sale securities (fair market value) | $28,989,000 | 3,037 |
| Total debt securities | $126,195,000 | 1,464 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 335 |
| Fair value | $4,657,000 | 341 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $126,311,000 | 1,541 |
| U.S. Government securities | $121,311,000 | 1,068 |
| U.S. Treasury securities | $3,972,000 | 2,126 |
| U.S. Government agency obligations | $117,339,000 | 879 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $5,000,000 | 1,388 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $5,000,000 | 995 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,987,000 | 1,557 |
| Mortgage-backed securities | $88,339,000 | 905 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $56,867,000 | 805 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $31,472,000 | 238 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $96,556,000 | 408 |
| Available-for-sale securities (fair market value) | $29,755,000 | 3,084 |
| Total debt securities | $126,311,000 | 1,527 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 358 |
| Fair value | $4,624,000 | 369 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $129,526,000 | 1,531 |
| U.S. Government securities | $124,526,000 | 1,054 |
| U.S. Treasury securities | $3,961,000 | 2,178 |
| U.S. Government agency obligations | $120,565,000 | 864 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $5,000,000 | 1,407 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $5,000,000 | 1,010 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,838,000 | 1,459 |
| Mortgage-backed securities | $89,565,000 | 905 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $58,196,000 | 798 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $31,369,000 | 239 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $99,701,000 | 406 |
| Available-for-sale securities (fair market value) | $29,825,000 | 3,113 |
| Total debt securities | $129,526,000 | 1,516 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 380 |
| Fair value | $4,648,000 | 385 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $138,863,000 | 1,463 |
| U.S. Government securities | $133,863,000 | 1,010 |
| U.S. Treasury securities | $3,950,000 | 2,212 |
| U.S. Government agency obligations | $129,913,000 | 826 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $5,000,000 | 1,364 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $5,000,000 | 1,007 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,817,000 | 1,316 |
| Mortgage-backed securities | $98,913,000 | 848 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $59,730,000 | 792 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $39,183,000 | 211 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $106,972,000 | 383 |
| Available-for-sale securities (fair market value) | $31,891,000 | 3,065 |
| Total debt securities | $138,863,000 | 1,443 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 379 |
| Fair value | $4,685,000 | 379 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $137,918,000 | 1,483 |
| U.S. Government securities | $132,918,000 | 1,017 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $132,918,000 | 822 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $5,000,000 | 1,299 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $5,000,000 | 1,013 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,698,000 | 1,358 |
| Mortgage-backed securities | $103,918,000 | 839 |
| Certificates of participation in pools of residential mortgages | $62,905,000 | 803 |
| Issued or guaranteed by U.S. | $62,905,000 | 789 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $41,013,000 | 407 |
| Commercial mortgage pass-through securities | $41,013,000 | 213 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $102,545,000 | 362 |
| Available-for-sale securities (fair market value) | $35,373,000 | 3,004 |
| Total debt securities | $137,918,000 | 1,469 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 360 |
| Fair value | $4,774,000 | 368 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $142,712,000 | 1,417 |
| U.S. Government securities | $137,712,000 | 976 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $137,712,000 | 808 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $5,000,000 | 1,302 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $5,000,000 | 1,010 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,765,000 | 1,282 |
| Mortgage-backed securities | $110,712,000 | 811 |
| Certificates of participation in pools of residential mortgages | $63,981,000 | 815 |
| Issued or guaranteed by U.S. | $63,981,000 | 804 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $46,731,000 | 381 |
| Commercial mortgage pass-through securities | $46,731,000 | 194 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $100,950,000 | 327 |
| Available-for-sale securities (fair market value) | $41,762,000 | 2,802 |
| Total debt securities | $142,711,000 | 1,402 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 317 |
| Fair value | $4,735,000 | 335 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $143,905,000 | 1,366 |
| U.S. Government securities | $138,905,000 | 914 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $138,905,000 | 813 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $5,000,000 | 1,278 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $5,000,000 | 963 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,973,000 | 1,269 |
| Mortgage-backed securities | $113,905,000 | 792 |
| Certificates of participation in pools of residential mortgages | $65,749,000 | 796 |
| Issued or guaranteed by U.S. | $65,749,000 | 784 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $48,156,000 | 377 |
| Commercial mortgage pass-through securities | $48,156,000 | 193 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $100,761,000 | 264 |
| Available-for-sale securities (fair market value) | $43,144,000 | 2,720 |
| Total debt securities | $143,905,000 | 1,346 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 268 |
| Fair value | $4,906,000 | 285 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $141,117,000 | 1,330 |
| U.S. Government securities | $136,117,000 | 867 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $136,117,000 | 788 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $5,000,000 | 1,226 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $5,000,000 | 905 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,738,000 | 1,193 |
| Mortgage-backed securities | $115,117,000 | 745 |
| Certificates of participation in pools of residential mortgages | $67,917,000 | 756 |
| Issued or guaranteed by U.S. | $67,917,000 | 742 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $47,200,000 | 375 |
| Commercial mortgage pass-through securities | $47,200,000 | 188 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $97,884,000 | 249 |
| Available-for-sale securities (fair market value) | $43,233,000 | 2,657 |
| Total debt securities | $141,117,000 | 1,312 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 221 |
| Fair value | $4,960,000 | 232 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $131,557,000 | 1,342 |
| U.S. Government securities | $126,557,000 | 868 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $126,557,000 | 797 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $5,000,000 | 1,204 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $5,000,000 | 871 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $411,000 | 4,011 |
| Mortgage-backed securities | $114,557,000 | 732 |
| Certificates of participation in pools of residential mortgages | $69,163,000 | 711 |
| Issued or guaranteed by U.S. | $69,163,000 | 695 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $45,394,000 | 363 |
| Commercial mortgage pass-through securities | $45,394,000 | 183 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $84,936,000 | 245 |
| Available-for-sale securities (fair market value) | $46,621,000 | 2,508 |
| Total debt securities | $131,557,000 | 1,322 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 191 |
| Fair value | $4,734,000 | 213 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $125,464,000 | 1,295 |
| U.S. Government securities | $120,464,000 | 834 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $120,464,000 | 779 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $5,000,000 | 1,143 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $5,000,000 | 796 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,724,000 | 3,325 |
| Mortgage-backed securities | $110,464,000 | 710 |
| Certificates of participation in pools of residential mortgages | $63,310,000 | 713 |
| Issued or guaranteed by U.S. | $63,310,000 | 696 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $47,154,000 | 333 |
| Commercial mortgage pass-through securities | $47,154,000 | 171 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $75,943,000 | 241 |
| Available-for-sale securities (fair market value) | $49,521,000 | 2,309 |
| Total debt securities | $125,464,000 | 1,280 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 110 |
| Fair value | $4,734,000 | 130 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $97,702,000 | 1,449 |
| U.S. Government securities | $92,702,000 | 928 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $92,702,000 | 883 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $5,000,000 | 1,092 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $5,000,000 | 757 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,774,000 | 3,317 |
| Mortgage-backed securities | $80,702,000 | 832 |
| Certificates of participation in pools of residential mortgages | $42,826,000 | 870 |
| Issued or guaranteed by U.S. | $42,826,000 | 854 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $37,876,000 | 361 |
| Commercial mortgage pass-through securities | $37,876,000 | 183 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $45,049,000 | 304 |
| Available-for-sale securities (fair market value) | $52,653,000 | 2,120 |
| Total debt securities | $97,702,000 | 1,439 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 69 |
| Fair value | $4,734,000 | 77 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $83,908,000 | 1,532 |
| U.S. Government securities | $78,908,000 | 992 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $78,908,000 | 936 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $5,000,000 | 1,035 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $5,000,000 | 712 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,773,000 | 3,339 |
| Mortgage-backed securities | $68,908,000 | 916 |
| Certificates of participation in pools of residential mortgages | $32,630,000 | 1,016 |
| Issued or guaranteed by U.S. | $32,630,000 | 989 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $36,278,000 | 348 |
| Commercial mortgage pass-through securities | $36,278,000 | 179 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $44,060,000 | 295 |
| Available-for-sale securities (fair market value) | $39,848,000 | 2,379 |
| Total debt securities | $83,908,000 | 1,521 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 70 |
| Fair value | $4,735,000 | 77 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $65,988,000 | 1,784 |
| U.S. Government securities | $60,988,000 | 1,231 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $60,988,000 | 1,155 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $5,000,000 | 983 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $5,000,000 | 678 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,837,000 | 3,359 |
| Mortgage-backed securities | $51,988,000 | 1,116 |
| Certificates of participation in pools of residential mortgages | $15,442,000 | 1,629 |
| Issued or guaranteed by U.S. | $15,442,000 | 1,585 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $36,546,000 | 337 |
| Commercial mortgage pass-through securities | $36,546,000 | 172 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $35,607,000 | 341 |
| Available-for-sale securities (fair market value) | $30,381,000 | 2,678 |
| Total debt securities | $65,988,000 | 1,764 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 72 |
| Fair value | $4,675,000 | 85 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $60,263,000 | 1,828 |
| U.S. Government securities | $55,263,000 | 1,321 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $55,263,000 | 1,248 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $5,000,000 | 947 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $5,000,000 | 624 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,893,000 | 3,352 |
| Mortgage-backed securities | $51,264,000 | 1,119 |
| Certificates of participation in pools of residential mortgages | $11,974,000 | 1,866 |
| Issued or guaranteed by U.S. | $11,974,000 | 1,812 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $39,290,000 | 323 |
| Commercial mortgage pass-through securities | $39,290,000 | 162 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $32,972,000 | 362 |
| Available-for-sale securities (fair market value) | $27,291,000 | 2,769 |
| Total debt securities | $60,263,000 | 1,815 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 100 |
| Fair value | $4,273,000 | 115 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $60,480,000 | 1,832 |
| U.S. Government securities | $55,480,000 | 1,347 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $55,480,000 | 1,269 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $5,000,000 | 891 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $5,000,000 | 597 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,444,000 | 3,498 |
| Mortgage-backed securities | $49,886,000 | 1,122 |
| Certificates of participation in pools of residential mortgages | $10,430,000 | 1,950 |
| Issued or guaranteed by U.S. | $10,430,000 | 1,896 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $39,456,000 | 315 |
| Commercial mortgage pass-through securities | $39,456,000 | 158 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $33,088,000 | 381 |
| Available-for-sale securities (fair market value) | $27,392,000 | 2,801 |
| Total debt securities | $60,480,000 | 1,811 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 135 |
| Fair value | $4,756,000 | 148 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $57,261,000 | 1,895 |
| U.S. Government securities | $52,261,000 | 1,404 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $52,261,000 | 1,314 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $5,000,000 | 890 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $5,000,000 | 608 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000,000 | 3,457 |
| Mortgage-backed securities | $46,668,000 | 1,150 |
| Certificates of participation in pools of residential mortgages | $10,894,000 | 1,902 |
| Issued or guaranteed by U.S. | $10,894,000 | 1,845 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $35,774,000 | 329 |
| Commercial mortgage pass-through securities | $35,774,000 | 166 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $33,517,000 | 404 |
| Available-for-sale securities (fair market value) | $23,744,000 | 2,960 |
| Total debt securities | $57,261,000 | 1,878 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 183 |
| Fair value | $4,645,000 | 204 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $50,895,000 | 2,097 |
| U.S. Government securities | $45,895,000 | 1,578 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $45,895,000 | 1,488 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $5,000,000 | 881 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $5,000,000 | 616 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,064,000 | 3,491 |
| Mortgage-backed securities | $42,300,000 | 1,219 |
| Certificates of participation in pools of residential mortgages | $7,335,000 | 2,251 |
| Issued or guaranteed by U.S. | $7,335,000 | 2,205 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $34,965,000 | 331 |
| Commercial mortgage pass-through securities | $34,965,000 | 166 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $29,071,000 | 463 |
| Available-for-sale securities (fair market value) | $21,824,000 | 3,109 |
| Total debt securities | $50,895,000 | 2,082 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 208 |
| Fair value | $4,739,000 | 230 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $51,153,000 | 2,123 |
| U.S. Government securities | $46,153,000 | 1,564 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $46,153,000 | 1,478 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $5,000,000 | 875 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $5,000,000 | 616 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,125,000 | 3,531 |
| Mortgage-backed securities | $42,558,000 | 1,196 |
| Certificates of participation in pools of residential mortgages | $7,757,000 | 2,216 |
| Issued or guaranteed by U.S. | $7,757,000 | 2,168 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $34,801,000 | 310 |
| Commercial mortgage pass-through securities | $34,801,000 | 155 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $31,445,000 | 452 |
| Available-for-sale securities (fair market value) | $19,708,000 | 3,279 |
| Total debt securities | $51,153,000 | 2,106 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 222 |
| Fair value | $4,685,000 | 240 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $49,297,000 | 2,218 |
| U.S. Government securities | $45,297,000 | 1,597 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $45,297,000 | 1,518 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $4,000,000 | 938 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $4,000,000 | 672 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,175,000 | 3,553 |
| Mortgage-backed securities | $41,702,000 | 1,209 |
| Certificates of participation in pools of residential mortgages | $6,423,000 | 2,411 |
| Issued or guaranteed by U.S. | $6,423,000 | 2,376 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $35,279,000 | 299 |
| Commercial mortgage pass-through securities | $35,279,000 | 147 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $29,609,000 | 493 |
| Available-for-sale securities (fair market value) | $19,688,000 | 3,305 |
| Total debt securities | $49,297,000 | 2,199 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 277 |
| Fair value | $3,648,000 | 299 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $49,454,000 | 2,230 |
| U.S. Government securities | $45,454,000 | 1,605 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $45,454,000 | 1,526 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $4,000,000 | 910 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $4,000,000 | 668 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,229,000 | 3,582 |
| Mortgage-backed securities | $41,859,000 | 1,203 |
| Certificates of participation in pools of residential mortgages | $6,800,000 | 2,389 |
| Issued or guaranteed by U.S. | $6,800,000 | 2,378 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $35,059,000 | 302 |
| Commercial mortgage pass-through securities | $35,059,000 | 151 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $30,040,000 | 500 |
| Available-for-sale securities (fair market value) | $19,414,000 | 3,358 |
| Total debt securities | $49,454,000 | 2,211 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 273 |
| Fair value | $3,666,000 | 295 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $52,174,000 | 2,180 |
| U.S. Government securities | $48,174,000 | 1,524 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $48,174,000 | 1,453 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $4,000,000 | 1,044 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $4,000,000 | 674 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,293,000 | 3,599 |
| Mortgage-backed securities | $44,579,000 | 1,171 |
| Certificates of participation in pools of residential mortgages | $7,265,000 | 2,363 |
| Issued or guaranteed by U.S. | $7,265,000 | 2,249 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $37,314,000 | 281 |
| Commercial mortgage pass-through securities | $37,314,000 | 140 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $30,356,000 | 502 |
| Available-for-sale securities (fair market value) | $21,818,000 | 3,246 |
| Total debt securities | $52,174,000 | 2,160 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 277 |
| Fair value | $3,653,000 | 301 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $52,044,000 | 2,206 |
| U.S. Government securities | $48,044,000 | 1,576 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $48,044,000 | 1,508 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $4,000,000 | 921 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $4,000,000 | 700 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,369,000 | 3,638 |
| Mortgage-backed securities | $44,449,000 | 1,169 |
| Certificates of participation in pools of residential mortgages | $7,820,000 | 2,326 |
| Issued or guaranteed by U.S. | $7,820,000 | 2,323 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $36,629,000 | 265 |
| Commercial mortgage pass-through securities | $36,629,000 | 128 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $30,931,000 | 502 |
| Available-for-sale securities (fair market value) | $21,113,000 | 3,310 |
| Total debt securities | $52,044,000 | 2,183 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 266 |
| Fair value | $3,689,000 | 290 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $51,863,000 | 2,236 |
| U.S. Government securities | $46,331,000 | 1,639 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $46,331,000 | 1,567 |
| Securities issued by states & political subdivisions | $1,532,000 | 4,121 |
| Other domestic debt securities | $4,000,000 | 906 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $4,000,000 | 698 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,427,000 | 3,687 |
| Mortgage-backed securities | $42,736,000 | 1,200 |
| Certificates of participation in pools of residential mortgages | $8,315,000 | 2,312 |
| Issued or guaranteed by U.S. | $8,315,000 | 2,309 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $34,421,000 | 266 |
| Commercial mortgage pass-through securities | $34,421,000 | 126 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $31,483,000 | 498 |
| Available-for-sale securities (fair market value) | $20,380,000 | 3,422 |
| Total debt securities | $51,863,000 | 2,213 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 262 |
| Fair value | $3,728,000 | 286 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $50,791,000 | 2,299 |
| U.S. Government securities | $44,251,000 | 1,698 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $44,251,000 | 1,628 |
| Securities issued by states & political subdivisions | $2,540,000 | 3,906 |
| Other domestic debt securities | $4,000,000 | 930 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $4,000,000 | 721 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,493,000 | 3,723 |
| Mortgage-backed securities | $40,656,000 | 1,250 |
| Certificates of participation in pools of residential mortgages | $8,794,000 | 2,303 |
| Issued or guaranteed by U.S. | $8,794,000 | 2,302 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $31,862,000 | 270 |
| Commercial mortgage pass-through securities | $31,862,000 | 135 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $29,121,000 | 558 |
| Available-for-sale securities (fair market value) | $21,670,000 | 3,369 |
| Total debt securities | $50,784,000 | 2,277 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 271 |
| Fair value | $3,764,000 | 295 |
| 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 | $50,133,000 | 2,350 |
| U.S. Government securities | $42,772,000 | 1,788 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $42,772,000 | 1,705 |
| Securities issued by states & political subdivisions | $3,361,000 | 3,769 |
| Other domestic debt securities | $4,000,000 | 944 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $4,000,000 | 732 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,579,000 | 3,732 |
| Mortgage-backed securities | $39,177,000 | 1,304 |
| Certificates of participation in pools of residential mortgages | $9,448,000 | 2,259 |
| Issued or guaranteed by U.S. | $9,448,000 | 2,258 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $29,729,000 | 273 |
| Commercial mortgage pass-through securities | $29,729,000 | 139 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $28,562,000 | 572 |
| Available-for-sale securities (fair market value) | $21,571,000 | 3,422 |
| Total debt securities | $50,133,000 | 2,327 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 293 |
| Fair value | $3,773,000 | 322 |
| 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 | $54,076,000 | 2,260 |
| U.S. Government securities | $46,707,000 | 1,703 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $46,707,000 | 1,620 |
| Securities issued by states & political subdivisions | $3,369,000 | 3,806 |
| Other domestic debt securities | $4,000,000 | 969 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $4,000,000 | 751 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,634,000 | 3,755 |
| Mortgage-backed securities | $43,112,000 | 1,237 |
| Certificates of participation in pools of residential mortgages | $10,131,000 | 2,222 |
| Issued or guaranteed by U.S. | $10,131,000 | 2,222 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $32,981,000 | 261 |
| Commercial mortgage pass-through securities | $32,981,000 | 133 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $32,367,000 | 537 |
| Available-for-sale securities (fair market value) | $21,709,000 | 3,437 |
| Total debt securities | $54,076,000 | 2,238 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 314 |
| Fair value | $3,816,000 | 336 |
| 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 | $53,565,000 | 2,258 |
| U.S. Government securities | $47,741,000 | 1,659 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $47,741,000 | 1,574 |
| Securities issued by states & political subdivisions | $1,824,000 | 4,191 |
| Other domestic debt securities | $4,000,000 | 960 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $4,000,000 | 730 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,691,000 | 3,780 |
| Mortgage-backed securities | $44,146,000 | 1,214 |
| Certificates of participation in pools of residential mortgages | $10,991,000 | 2,162 |
| Issued or guaranteed by U.S. | $10,991,000 | 2,161 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $33,155,000 | 251 |
| Commercial mortgage pass-through securities | $33,155,000 | 130 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $33,282,000 | 527 |
| Available-for-sale securities (fair market value) | $20,283,000 | 3,537 |
| Total debt securities | $53,565,000 | 2,234 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 297 |
| Fair value | $3,766,000 | 318 |
| 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 | $53,404,000 | 2,250 |
| U.S. Government securities | $49,404,000 | 1,599 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $49,404,000 | 1,531 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $4,000,000 | 970 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $4,000,000 | 741 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,760,000 | 3,809 |
| Mortgage-backed securities | $45,809,000 | 1,196 |
| Certificates of participation in pools of residential mortgages | $11,878,000 | 2,097 |
| Issued or guaranteed by U.S. | $11,878,000 | 2,097 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $33,931,000 | 235 |
| Commercial mortgage pass-through securities | $33,931,000 | 121 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $34,210,000 | 523 |
| Available-for-sale securities (fair market value) | $19,194,000 | 3,601 |
| Total debt securities | $53,405,000 | 2,225 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 271 |
| Fair value | $3,876,000 | 300 |
| 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 | $52,372,000 | 2,320 |
| U.S. Government securities | $48,372,000 | 1,674 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $48,372,000 | 1,592 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $4,000,000 | 974 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,000,000 | 735 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,831,000 | 3,865 |
| Mortgage-backed securities | $44,777,000 | 1,219 |
| Certificates of participation in pools of residential mortgages | $12,688,000 | 2,046 |
| Issued or guaranteed by U.S. | $12,688,000 | 2,042 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $32,089,000 | 222 |
| Commercial mortgage pass-through securities | $32,089,000 | 120 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $35,082,000 | 529 |
| Available-for-sale securities (fair market value) | $17,290,000 | 3,799 |
| Total debt securities | $52,374,000 | 2,294 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 332 |
| Fair value | $3,914,000 | 349 |
| 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 | $49,059,000 | 2,481 |
| U.S. Government securities | $45,059,000 | 1,813 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $45,059,000 | 1,737 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $4,000,000 | 985 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,000,000 | 740 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,881,000 | 3,904 |
| Mortgage-backed securities | $39,464,000 | 1,336 |
| Certificates of participation in pools of residential mortgages | $13,447,000 | 1,995 |
| Issued or guaranteed by U.S. | $13,447,000 | 1,993 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $26,017,000 | 240 |
| Commercial mortgage pass-through securities | $26,017,000 | 131 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $35,828,000 | 541 |
| Available-for-sale securities (fair market value) | $13,231,000 | 4,199 |
| Total debt securities | $49,059,000 | 2,453 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 402 |
| Fair value | $3,904,000 | 433 |
| 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 | $47,047,000 | 2,575 |
| U.S. Government securities | $43,047,000 | 1,894 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $43,047,000 | 1,806 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $4,000,000 | 973 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,000,000 | 738 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,948,000 | 3,927 |
| Mortgage-backed securities | $39,047,000 | 1,356 |
| Certificates of participation in pools of residential mortgages | $14,166,000 | 1,940 |
| Issued or guaranteed by U.S. | $14,166,000 | 1,938 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $24,881,000 | 227 |
| Commercial mortgage pass-through securities | $24,881,000 | 126 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $35,935,000 | 550 |
| Available-for-sale securities (fair market value) | $11,112,000 | 4,421 |
| Total debt securities | $47,047,000 | 2,551 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 460 |
| Fair value | $3,841,000 | 499 |
| 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 | $48,265,000 | 2,550 |
| U.S. Government securities | $44,265,000 | 1,884 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $44,265,000 | 1,803 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $4,000,000 | 984 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,000,000 | 745 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,034,000 | 3,946 |
| Mortgage-backed securities | $40,265,000 | 1,325 |
| Certificates of participation in pools of residential mortgages | $15,118,000 | 1,876 |
| Issued or guaranteed by U.S. | $15,118,000 | 1,876 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $25,147,000 | 215 |
| Commercial mortgage pass-through securities | $25,147,000 | 114 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $36,901,000 | 534 |
| Available-for-sale securities (fair market value) | $11,364,000 | 4,485 |
| Total debt securities | $48,265,000 | 2,532 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 545 |
| Fair value | $3,984,000 | 561 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $49,224,000 | 2,562 |
| U.S. Government securities | $47,224,000 | 1,857 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $47,224,000 | 1,778 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $2,000,000 | 1,314 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $2,000,000 | 1,032 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,180,000 | 3,779 |
| Mortgage-backed securities | $43,224,000 | 1,313 |
| Certificates of participation in pools of residential mortgages | $19,625,000 | 1,639 |
| Issued or guaranteed by U.S. | $19,625,000 | 1,639 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $23,599,000 | 214 |
| Commercial mortgage pass-through securities | $23,599,000 | 114 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $35,938,000 | 548 |
| Available-for-sale securities (fair market value) | $13,286,000 | 4,382 |
| Total debt securities | $49,224,000 | 2,541 |
| 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 | $50,565,000 | 2,542 |
| U.S. Government securities | $50,565,000 | 1,794 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $50,565,000 | 1,716 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,288,000 | 3,795 |
| Mortgage-backed securities | $44,565,000 | 1,296 |
| Certificates of participation in pools of residential mortgages | $20,654,000 | 1,612 |
| Issued or guaranteed by U.S. | $20,654,000 | 1,612 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $23,911,000 | 206 |
| Commercial mortgage pass-through securities | $23,911,000 | 104 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $36,810,000 | 536 |
| Available-for-sale securities (fair market value) | $13,755,000 | 4,406 |
| Total debt securities | $50,566,000 | 2,518 |
| 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 | $54,495,000 | 2,429 |
| U.S. Government securities | $54,495,000 | 1,670 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $54,495,000 | 1,599 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,394,000 | 3,828 |
| Mortgage-backed securities | $48,495,000 | 1,237 |
| Certificates of participation in pools of residential mortgages | $21,736,000 | 1,592 |
| Issued or guaranteed by U.S. | $21,736,000 | 1,590 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $26,759,000 | 186 |
| Commercial mortgage pass-through securities | $26,759,000 | 95 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $39,644,000 | 511 |
| Available-for-sale securities (fair market value) | $14,851,000 | 4,348 |
| Total debt securities | $54,495,000 | 2,411 |
| 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 | $55,763,000 | 2,441 |
| U.S. Government securities | $55,763,000 | 1,688 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $55,763,000 | 1,620 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,525,000 | 3,857 |
| Mortgage-backed securities | $49,763,000 | 1,235 |
| Certificates of participation in pools of residential mortgages | $22,961,000 | 1,556 |
| Issued or guaranteed by U.S. | $22,961,000 | 1,556 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $26,802,000 | 180 |
| Commercial mortgage pass-through securities | $26,802,000 | 93 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $40,592,000 | 508 |
| Available-for-sale securities (fair market value) | $15,171,000 | 4,399 |
| Total debt securities | $55,763,000 | 2,419 |
| 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 | $56,332,000 | 2,434 |
| U.S. Government securities | $56,332,000 | 1,689 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $56,332,000 | 1,630 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,641,000 | 3,859 |
| Mortgage-backed securities | $50,332,000 | 1,243 |
| Certificates of participation in pools of residential mortgages | $24,412,000 | 1,526 |
| Issued or guaranteed by U.S. | $24,412,000 | 1,526 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $25,920,000 | 178 |
| Commercial mortgage pass-through securities | $25,920,000 | 92 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $40,690,000 | 501 |
| Available-for-sale securities (fair market value) | $15,642,000 | 4,414 |
| Total debt securities | $56,332,000 | 2,413 |
| 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 | $53,113,000 | 2,564 |
| U.S. Government securities | $53,113,000 | 1,779 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $53,113,000 | 1,722 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,802,000 | 3,863 |
| Mortgage-backed securities | $49,113,000 | 1,258 |
| Certificates of participation in pools of residential mortgages | $26,564,000 | 1,444 |
| Issued or guaranteed by U.S. | $26,564,000 | 1,444 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $22,549,000 | 185 |
| Commercial mortgage pass-through securities | $22,549,000 | 101 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $36,918,000 | 522 |
| Available-for-sale securities (fair market value) | $16,195,000 | 4,419 |
| Total debt securities | $53,113,000 | 2,546 |
| 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 | $54,766,000 | 2,493 |
| U.S. Government securities | $54,766,000 | 1,732 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $54,766,000 | 1,674 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,803,000 | 3,859 |
| Mortgage-backed securities | $50,766,000 | 1,222 |
| Certificates of participation in pools of residential mortgages | $28,310,000 | 1,384 |
| Issued or guaranteed by U.S. | $28,310,000 | 1,383 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $22,456,000 | 173 |
| Commercial mortgage pass-through securities | $22,456,000 | 95 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $38,280,000 | 490 |
| Available-for-sale securities (fair market value) | $16,486,000 | 4,401 |
| Total debt securities | $54,766,000 | 2,467 |
| 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 | $54,450,000 | 2,523 |
| U.S. Government securities | $54,450,000 | 1,744 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $54,450,000 | 1,695 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,949,000 | 4,817 |
| Mortgage-backed securities | $50,450,000 | 1,255 |
| Certificates of participation in pools of residential mortgages | $29,774,000 | 1,335 |
| Issued or guaranteed by U.S. | $29,774,000 | 1,332 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $20,676,000 | 178 |
| Commercial mortgage pass-through securities | $20,676,000 | 93 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $37,497,000 | 486 |
| Available-for-sale securities (fair market value) | $16,953,000 | 4,406 |
| Total debt securities | $54,450,000 | 2,495 |
| 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 | $58,027,000 | 2,389 |
| U.S. Government securities | $58,027,000 | 1,649 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $58,027,000 | 1,600 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,108,000 | 4,764 |
| Mortgage-backed securities | $52,024,000 | 1,230 |
| Certificates of participation in pools of residential mortgages | $31,302,000 | 1,263 |
| Issued or guaranteed by U.S. | $31,302,000 | 1,262 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $20,722,000 | 170 |
| Commercial mortgage pass-through securities | $20,722,000 | 86 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $37,958,000 | 451 |
| Available-for-sale securities (fair market value) | $20,069,000 | 4,149 |
| Total debt securities | $58,025,000 | 2,363 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 599 |
| Fair value | $5,784,000 | 614 |
| 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 | $52,688,000 | 2,602 |
| U.S. Government securities | $52,688,000 | 1,819 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $52,688,000 | 1,770 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,235,000 | 4,782 |
| Mortgage-backed securities | $44,677,000 | 1,412 |
| Certificates of participation in pools of residential mortgages | $33,492,000 | 1,219 |
| Issued or guaranteed by U.S. | $33,492,000 | 1,217 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $11,185,000 | 218 |
| Commercial mortgage pass-through securities | $11,185,000 | 132 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $35,387,000 | 451 |
| Available-for-sale securities (fair market value) | $17,301,000 | 4,398 |
| Total debt securities | $52,688,000 | 2,579 |
| Structured notes | ||
| Amortized cost | $5,999,000 | 616 |
| Fair value | $5,999,000 | 609 |
| 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 | $47,452,000 | 2,745 |
| U.S. Government securities | $47,452,000 | 1,939 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $47,452,000 | 1,886 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,344,000 | 4,753 |
| Mortgage-backed securities | $39,427,000 | 1,551 |
| Certificates of participation in pools of residential mortgages | $35,272,000 | 1,155 |
| Issued or guaranteed by U.S. | $35,272,000 | 1,153 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $4,155,000 | 304 |
| Commercial mortgage pass-through securities | $4,155,000 | 194 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $32,431,000 | 475 |
| Available-for-sale securities (fair market value) | $15,021,000 | 4,581 |
| Total debt securities | $47,452,000 | 2,716 |
| Structured notes | ||
| Amortized cost | $6,002,000 | 637 |
| Fair value | $6,028,000 | 636 |
| 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 | $48,913,000 | 2,724 |
| U.S. Government securities | $48,913,000 | 1,930 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $48,913,000 | 1,891 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $40,880,000 | 1,591 |
| Certificates of participation in pools of residential mortgages | $36,722,000 | 1,179 |
| Issued or guaranteed by U.S. | $36,722,000 | 1,179 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $4,158,000 | 289 |
| Commercial mortgage pass-through securities | $4,158,000 | 169 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $33,522,000 | 471 |
| Available-for-sale securities (fair market value) | $15,391,000 | 4,624 |
| Total debt securities | $48,913,000 | 2,701 |
| Structured notes | ||
| Amortized cost | $5,997,000 | 681 |
| Fair value | $6,039,000 | 664 |
| 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 | $49,144,000 | 2,718 |
| U.S. Government securities | $49,144,000 | 1,940 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $49,144,000 | 1,891 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $39,102,000 | 1,664 |
| Certificates of participation in pools of residential mortgages | $36,027,000 | 1,218 |
| Issued or guaranteed by U.S. | $36,027,000 | 1,218 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $3,075,000 | 315 |
| Commercial mortgage pass-through securities | $3,075,000 | 183 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $33,487,000 | 465 |
| Available-for-sale securities (fair market value) | $15,657,000 | 4,624 |
| Total debt securities | $49,144,000 | 2,694 |
| Structured notes | ||
| Amortized cost | $10,014,000 | 494 |
| Fair value | $10,068,000 | 493 |
| 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 | $45,234,000 | 2,907 |
| U.S. Government securities | $45,234,000 | 2,117 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $45,234,000 | 2,067 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $35,216,000 | 1,797 |
| Certificates of participation in pools of residential mortgages | $35,216,000 | 1,226 |
| Issued or guaranteed by U.S. | $35,216,000 | 1,225 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $32,080,000 | 492 |
| Available-for-sale securities (fair market value) | $13,154,000 | 4,936 |
| Total debt securities | $45,234,000 | 2,886 |
| Structured notes | ||
| Amortized cost | $9,992,000 | 602 |
| Fair value | $10,008,000 | 587 |
| 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 | $43,860,000 | 2,883 |
| U.S. Government securities | $43,860,000 | 2,097 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,860,000 | 2,049 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $33,873,000 | 1,783 |
| Certificates of participation in pools of residential mortgages | $33,873,000 | 1,205 |
| Issued or guaranteed by U.S. | $33,873,000 | 1,203 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,928,000 | 484 |
| Available-for-sale securities (fair market value) | $10,932,000 | 5,190 |
| Total debt securities | $43,860,000 | 2,865 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $38,483,000 | 3,090 |
| U.S. Government securities | $38,483,000 | 2,243 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,483,000 | 2,182 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $30,465,000 | 1,853 |
| Certificates of participation in pools of residential mortgages | $30,465,000 | 1,269 |
| Issued or guaranteed by U.S. | $30,465,000 | 1,264 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,429,000 | 489 |
| Available-for-sale securities (fair market value) | $7,054,000 | 5,694 |
| Total debt securities | $38,483,000 | 3,065 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $30,938,000 | 3,570 |
| U.S. Government securities | $30,938,000 | 2,738 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,938,000 | 2,655 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,938,000 | 2,056 |
| Certificates of participation in pools of residential mortgages | $24,938,000 | 1,417 |
| Issued or guaranteed by U.S. | $24,938,000 | 1,413 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,780,000 | 532 |
| Available-for-sale securities (fair market value) | $3,158,000 | 6,333 |
| Total debt securities | $30,938,000 | 3,544 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $25,610,000 | 3,979 |
| U.S. Government securities | $25,610,000 | 3,121 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,610,000 | 3,032 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,610,000 | 2,325 |
| Certificates of participation in pools of residential mortgages | $19,610,000 | 1,658 |
| Issued or guaranteed by U.S. | $19,610,000 | 1,654 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,111,000 | 627 |
| Available-for-sale securities (fair market value) | $3,499,000 | 6,325 |
| Total debt securities | $25,610,000 | 3,947 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $24,228,000 | 3,982 |
| U.S. Government securities | $24,228,000 | 3,071 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,228,000 | 2,971 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,229,000 | 2,215 |
| Certificates of participation in pools of residential mortgages | $20,229,000 | 1,545 |
| Issued or guaranteed by U.S. | $20,229,000 | 1,539 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,660,000 | 657 |
| Available-for-sale securities (fair market value) | $3,568,000 | 6,284 |
| Total debt securities | $24,228,000 | 3,949 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $23,207,000 | 4,028 |
| U.S. Government securities | $23,207,000 | 3,125 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,207,000 | 3,026 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,209,000 | 2,252 |
| Certificates of participation in pools of residential mortgages | $19,209,000 | 1,579 |
| Issued or guaranteed by U.S. | $19,209,000 | 1,576 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,288,000 | 716 |
| Available-for-sale securities (fair market value) | $3,919,000 | 6,258 |
| Total debt securities | $23,207,000 | 3,989 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $22,167,000 | 4,153 |
| U.S. Government securities | $22,167,000 | 3,273 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,167,000 | 3,188 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,170,000 | 2,190 |
| Certificates of participation in pools of residential mortgages | $20,170,000 | 1,529 |
| Issued or guaranteed by U.S. | $20,170,000 | 1,522 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,139,000 | 756 |
| Available-for-sale securities (fair market value) | $4,028,000 | 6,313 |
| Total debt securities | $22,167,000 | 4,113 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $22,797,000 | 4,143 |
| U.S. Government securities | $22,797,000 | 3,267 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,797,000 | 3,184 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,801,000 | 2,338 |
| Certificates of participation in pools of residential mortgages | $18,801,000 | 1,705 |
| Issued or guaranteed by U.S. | $18,801,000 | 1,703 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,655,000 | 744 |
| Available-for-sale securities (fair market value) | $4,142,000 | 6,350 |
| Total debt securities | $22,797,000 | 4,106 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $21,692,000 | 4,228 |
| U.S. Government securities | $21,692,000 | 3,353 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,692,000 | 3,275 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,692,000 | 2,314 |
| Certificates of participation in pools of residential mortgages | $19,692,000 | 1,704 |
| Issued or guaranteed by U.S. | $19,692,000 | 1,699 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,378,000 | 794 |
| Available-for-sale securities (fair market value) | $4,314,000 | 6,344 |
| Total debt securities | $21,692,000 | 4,197 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $20,978,000 | 4,324 |
| U.S. Government securities | $20,978,000 | 3,394 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,978,000 | 3,323 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,978,000 | 2,264 |
| Certificates of participation in pools of residential mortgages | $20,978,000 | 1,677 |
| Issued or guaranteed by U.S. | $20,978,000 | 1,672 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,324,000 | 841 |
| Available-for-sale securities (fair market value) | $4,654,000 | 6,337 |
| Total debt securities | $20,978,000 | 4,285 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $24,583,000 | 3,916 |
| U.S. Government securities | $24,583,000 | 3,034 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,583,000 | 2,968 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,583,000 | 2,191 |
| Certificates of participation in pools of residential mortgages | $22,583,000 | 1,615 |
| Issued or guaranteed by U.S. | $22,583,000 | 1,608 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,540,000 | 766 |
| Available-for-sale securities (fair market value) | $5,043,000 | 6,264 |
| Total debt securities | $24,583,000 | 3,878 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $25,809,000 | 3,816 |
| U.S. Government securities | $25,809,000 | 2,970 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,809,000 | 2,909 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,809,000 | 2,138 |
| Certificates of participation in pools of residential mortgages | $23,809,000 | 1,587 |
| Issued or guaranteed by U.S. | $23,809,000 | 1,575 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,111,000 | 745 |
| Available-for-sale securities (fair market value) | $5,698,000 | 6,163 |
| Total debt securities | $25,809,000 | 3,781 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $18,061,000 | 4,685 |
| U.S. Government securities | $18,061,000 | 3,802 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,061,000 | 3,725 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,061,000 | 2,668 |
| Certificates of participation in pools of residential mortgages | $16,061,000 | 2,050 |
| Issued or guaranteed by U.S. | $16,061,000 | 2,036 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,122,000 | 1,028 |
| Available-for-sale securities (fair market value) | $5,939,000 | 6,161 |
| Total debt securities | $18,061,000 | 4,649 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $15,730,000 | 4,971 |
| U.S. Government securities | $15,730,000 | 4,092 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,730,000 | 4,012 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,730,000 | 2,799 |
| Certificates of participation in pools of residential mortgages | $13,730,000 | 2,201 |
| Issued or guaranteed by U.S. | $13,730,000 | 2,189 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,538,000 | 1,182 |
| Available-for-sale securities (fair market value) | $6,192,000 | 6,081 |
| Total debt securities | $15,730,000 | 4,930 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $16,817,000 | 4,859 |
| U.S. Government securities | $16,817,000 | 3,968 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,817,000 | 3,905 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,817,000 | 2,668 |
| Certificates of participation in pools of residential mortgages | $14,817,000 | 2,077 |
| Issued or guaranteed by U.S. | $14,817,000 | 2,066 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,191,000 | 1,127 |
| Available-for-sale securities (fair market value) | $6,626,000 | 6,045 |
| Total debt securities | $16,817,000 | 4,805 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $10,990,000 | 5,762 |
| U.S. Government securities | $10,990,000 | 4,941 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,990,000 | 4,845 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,990,000 | 3,322 |
| Certificates of participation in pools of residential mortgages | $8,990,000 | 2,691 |
| Issued or guaranteed by U.S. | $8,990,000 | 2,679 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,738,000 | 1,439 |
| Available-for-sale securities (fair market value) | $4,252,000 | 6,591 |
| Total debt securities | $10,990,000 | 5,692 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $11,022,000 | 5,844 |
| U.S. Government securities | $11,022,000 | 5,046 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,022,000 | 4,942 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,022,000 | 3,046 |
| Certificates of participation in pools of residential mortgages | $9,022,000 | 2,414 |
| Issued or guaranteed by U.S. | $9,022,000 | 2,400 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,238,000 | 1,546 |
| Available-for-sale securities (fair market value) | $4,784,000 | 6,505 |
| Total debt securities | $11,022,000 | 5,777 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $12,190,000 | 5,695 |
| U.S. Government securities | $12,190,000 | 4,919 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,190,000 | 4,822 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,190,000 | 2,714 |
| Certificates of participation in pools of residential mortgages | $10,190,000 | 2,105 |
| Issued or guaranteed by U.S. | $10,190,000 | 2,096 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,801,000 | 1,530 |
| Available-for-sale securities (fair market value) | $5,389,000 | 6,416 |
| Total debt securities | $12,190,000 | 5,636 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $14,064,000 | 5,370 |
| U.S. Government securities | $14,064,000 | 4,567 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,064,000 | 4,456 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,064,000 | 2,404 |
| Certificates of participation in pools of residential mortgages | $12,064,000 | 1,836 |
| Issued or guaranteed by U.S. | $12,064,000 | 1,831 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,776,000 | 1,437 |
| Available-for-sale securities (fair market value) | $6,288,000 | 6,247 |
| Total debt securities | $14,064,000 | 5,330 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $15,714,000 | 5,139 |
| U.S. Government securities | $15,714,000 | 4,311 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,714,000 | 4,205 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,714,000 | 2,222 |
| Certificates of participation in pools of residential mortgages | $13,714,000 | 1,695 |
| Issued or guaranteed by U.S. | $13,714,000 | 1,689 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,579,000 | 1,384 |
| Available-for-sale securities (fair market value) | $7,135,000 | 6,085 |
| Total debt securities | $15,714,000 | 5,101 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $17,442,000 | 4,919 |
| U.S. Government securities | $17,442,000 | 4,082 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,442,000 | 3,978 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,442,000 | 2,074 |
| Certificates of participation in pools of residential mortgages | $15,442,000 | 1,574 |
| Issued or guaranteed by U.S. | $15,442,000 | 1,566 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,330,000 | 1,371 |
| Available-for-sale securities (fair market value) | $8,112,000 | 5,898 |
| Total debt securities | $17,442,000 | 4,872 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $19,589,000 | 4,626 |
| U.S. Government securities | $19,589,000 | 3,822 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,589,000 | 3,717 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,589,000 | 1,921 |
| Certificates of participation in pools of residential mortgages | $17,589,000 | 1,454 |
| Issued or guaranteed by U.S. | $17,589,000 | 1,444 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,319,000 | 1,330 |
| Available-for-sale securities (fair market value) | $9,270,000 | 5,686 |
| Total debt securities | $19,589,000 | 4,571 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $21,858,000 | 4,320 |
| U.S. Government securities | $21,858,000 | 3,528 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,858,000 | 3,413 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,858,000 | 1,767 |
| Certificates of participation in pools of residential mortgages | $19,858,000 | 1,346 |
| Issued or guaranteed by U.S. | $19,858,000 | 1,339 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,409,000 | 1,264 |
| Available-for-sale securities (fair market value) | $10,449,000 | 5,466 |
| Total debt securities | $21,858,000 | 4,255 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $24,561,000 | 4,079 |
| U.S. Government securities | $24,561,000 | 3,286 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,561,000 | 3,170 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,561,000 | 1,640 |
| Certificates of participation in pools of residential mortgages | $22,561,000 | 1,232 |
| Issued or guaranteed by U.S. | $22,561,000 | 1,222 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,775,000 | 1,213 |
| Available-for-sale securities (fair market value) | $11,786,000 | 5,252 |
| Total debt securities | $24,561,000 | 4,021 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $27,165,000 | 3,825 |
| U.S. Government securities | $27,165,000 | 3,027 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,165,000 | 2,926 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,165,000 | 1,547 |
| Certificates of participation in pools of residential mortgages | $25,165,000 | 1,174 |
| Issued or guaranteed by U.S. | $25,165,000 | 1,164 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,997,000 | 1,183 |
| Available-for-sale securities (fair market value) | $13,168,000 | 5,023 |
| Total debt securities | $27,165,000 | 3,770 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $30,709,000 | 3,482 |
| U.S. Government securities | $30,709,000 | 2,706 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,709,000 | 2,615 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $28,709,000 | 1,436 |
| Certificates of participation in pools of residential mortgages | $28,709,000 | 1,085 |
| Issued or guaranteed by U.S. | $28,709,000 | 1,075 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,716,000 | 1,095 |
| Available-for-sale securities (fair market value) | $14,993,000 | 4,702 |
| Total debt securities | $30,709,000 | 3,419 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $35,008,000 | 3,185 |
| U.S. Government securities | $34,932,000 | 2,468 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,932,000 | 2,386 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $76,000 | 3,255 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $76,000 | 2,722 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $32,932,000 | 1,326 |
| Certificates of participation in pools of residential mortgages | $32,932,000 | 992 |
| Issued or guaranteed by U.S. | $32,932,000 | 983 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,836,000 | 1,005 |
| Available-for-sale securities (fair market value) | $17,172,000 | 4,426 |
| Total debt securities | $35,008,000 | 3,132 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $38,506,000 | 2,972 |
| U.S. Government securities | $38,506,000 | 2,311 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,506,000 | 2,232 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $36,506,000 | 1,276 |
| Certificates of participation in pools of residential mortgages | $36,506,000 | 947 |
| Issued or guaranteed by U.S. | $36,506,000 | 938 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,413,000 | 964 |
| Available-for-sale securities (fair market value) | $19,093,000 | 4,206 |
| Total debt securities | $38,506,000 | 2,922 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $41,710,000 | 2,805 |
| U.S. Government securities | $41,710,000 | 2,168 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,710,000 | 2,080 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $39,710,000 | 1,220 |
| Certificates of participation in pools of residential mortgages | $39,710,000 | 901 |
| Issued or guaranteed by U.S. | $39,710,000 | 894 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,180,000 | 906 |
| Available-for-sale securities (fair market value) | $20,530,000 | 4,037 |
| Total debt securities | $41,710,000 | 2,746 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $46,219,000 | 2,572 |
| U.S. Government securities | $46,219,000 | 1,952 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $46,219,000 | 1,884 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $43,219,000 | 1,154 |
| Certificates of participation in pools of residential mortgages | $43,219,000 | 841 |
| Issued or guaranteed by U.S. | $43,219,000 | 836 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,042,000 | 836 |
| Available-for-sale securities (fair market value) | $22,177,000 | 3,831 |
| Total debt securities | $46,219,000 | 2,519 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $49,572,000 | 2,472 |
| U.S. Government securities | $49,572,000 | 1,866 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $49,572,000 | 1,797 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $46,572,000 | 1,107 |
| Certificates of participation in pools of residential mortgages | $46,572,000 | 804 |
| Issued or guaranteed by U.S. | $46,572,000 | 799 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,612,000 | 801 |
| Available-for-sale securities (fair market value) | $23,960,000 | 3,722 |
| Total debt securities | $49,572,000 | 2,420 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $47,739,000 | 2,559 |
| U.S. Government securities | $47,739,000 | 1,931 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $47,739,000 | 1,873 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $44,739,000 | 1,168 |
| Certificates of participation in pools of residential mortgages | $44,739,000 | 847 |
| Issued or guaranteed by U.S. | $44,739,000 | 841 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,263,000 | 779 |
| Available-for-sale securities (fair market value) | $21,476,000 | 3,992 |
| Total debt securities | $47,739,000 | 2,500 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $49,826,000 | 2,510 |
| U.S. Government securities | $49,826,000 | 1,902 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $49,826,000 | 1,834 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $46,826,000 | 1,124 |
| Certificates of participation in pools of residential mortgages | $46,826,000 | 824 |
| Issued or guaranteed by U.S. | $46,826,000 | 819 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| 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) | $27,422,000 | 753 |
| Available-for-sale securities (fair market value) | $22,404,000 | 3,908 |
| Total debt securities | $49,826,000 | 2,452 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $44,405,000 | 2,678 |
| U.S. Government securities | $44,405,000 | 2,064 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $44,405,000 | 1,994 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $38,886,000 | 1,289 |
| Certificates of participation in pools of residential mortgages | $38,886,000 | 960 |
| Issued or guaranteed by U.S. | $38,886,000 | 952 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| 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) | $18,760,000 | 986 |
| Available-for-sale securities (fair market value) | $25,645,000 | 3,518 |
| Total debt securities | $44,405,000 | 2,611 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $36,604,000 | 3,084 |
| U.S. Government securities | $36,604,000 | 2,333 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,604,000 | 2,251 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,090,000 | 1,658 |
| Certificates of participation in pools of residential mortgages | $27,090,000 | 1,221 |
| Issued or guaranteed by U.S. | $27,090,000 | 1,216 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,937,000 | 974 |
| Available-for-sale securities (fair market value) | $18,667,000 | 4,251 |
| Total debt securities | $36,604,000 | 3,000 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $30,751,000 | 3,458 |
| U.S. Government securities | $30,751,000 | 2,650 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,751,000 | 2,552 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,725,000 | 2,109 |
| Certificates of participation in pools of residential mortgages | $18,725,000 | 1,560 |
| Issued or guaranteed by U.S. | $18,725,000 | 1,554 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,489,000 | 1,062 |
| Available-for-sale securities (fair market value) | $14,262,000 | 4,905 |
| Total debt securities | $30,751,000 | 3,382 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $30,789,000 | 3,464 |
| U.S. Government securities | $30,789,000 | 2,649 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,789,000 | 2,538 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,240,000 | 2,274 |
| Certificates of participation in pools of residential mortgages | $16,240,000 | 1,685 |
| Issued or guaranteed by U.S. | $16,240,000 | 1,676 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,321,000 | 954 |
| Available-for-sale securities (fair market value) | $11,468,000 | 5,392 |
| Total debt securities | $30,789,000 | 3,384 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $16,925,000 | 5,033 |
| U.S. Government securities | $16,874,000 | 4,029 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,874,000 | 3,828 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $51,000 | 4,027 |
| Privately issued residential mortgage-backed securities | $51,000 | 1,285 |
| 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 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,892,000 | 3,487 |
| Certificates of participation in pools of residential mortgages | $6,892,000 | 2,650 |
| Issued or guaranteed by U.S. | $6,841,000 | 2,644 |
| Privately issued | $51,000 | 231 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| 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) | $7,754,000 | 1,809 |
| Available-for-sale securities (fair market value) | $9,171,000 | 5,821 |
| Total debt securities | $16,925,000 | 4,945 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $21,519,000 | 4,405 |
| U.S. Government securities | $21,519,000 | 3,450 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,519,000 | 3,198 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,047,000 | 2,329 |
| Certificates of participation in pools of residential mortgages | $10,047,000 | 1,737 |
| Issued or guaranteed by U.S. | $10,047,000 | 1,726 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,736,000 | 1,369 |
| Available-for-sale securities (fair market value) | $5,783,000 | 6,978 |
| Total debt securities | $21,519,000 | 4,286 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $22,952,000 | 4,398 |
| U.S. Government securities | $22,952,000 | 3,467 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,952,000 | 3,106 |
| 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 | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,561,000 | 2,307 |
| Certificates of participation in pools of residential mortgages | $11,561,000 | 1,699 |
| Issued or guaranteed by U.S. | $11,561,000 | 1,687 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,047,000 | 1,511 |
| Available-for-sale securities (fair market value) | $6,905,000 | 6,791 |
| Total debt securities | $22,952,000 | 4,275 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $18,301,000 | 5,132 |
| U.S. Government securities | $18,301,000 | 4,171 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,301,000 | 3,562 |
| 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 | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,401,000 | 2,234 |
| Certificates of participation in pools of residential mortgages | $13,401,000 | 1,616 |
| Issued or guaranteed by U.S. | $13,401,000 | 1,605 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,187,000 | 2,162 |
| Available-for-sale securities (fair market value) | $7,114,000 | 6,633 |
| Total debt securities | $18,301,000 | 5,014 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $18,997,000 | 5,108 |
| U.S. Government securities | $18,997,000 | 4,249 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,997,000 | 3,343 |
| 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 | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,107,000 | 2,218 |
| Certificates of participation in pools of residential mortgages | $13,107,000 | 1,628 |
| Issued or guaranteed by U.S. | $13,107,000 | 1,617 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,745,000 | 2,504 |
| Available-for-sale securities (fair market value) | $7,252,000 | 6,615 |
| Total debt securities | $18,997,000 | 4,985 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $16,268,000 | 6,092 |
| U.S. Government securities | $16,139,000 | 5,187 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,139,000 | 3,941 |
| 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 | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-129,000 | 1,068 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,761,000 | 3,140 |
| Certificates of participation in pools of residential mortgages | $8,761,000 | 2,341 |
| Issued or guaranteed by U.S. | $8,761,000 | 2,322 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| 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) | $9,806,000 | 3,209 |
| Available-for-sale securities (fair market value) | $6,462,000 | 7,185 |
| Total debt securities | $16,139,000 | 6,004 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $9,275,000 | 8,532 |
| U.S. Government securities | $9,244,000 | 7,612 |
| U.S. Treasury securities | $1,100,000 | 8,262 |
| U.S. Government agency obligations | $8,144,000 | 6,202 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-31,000 | 951 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,020,000 | 6,240 |
| Certificates of participation in pools of residential mortgages | $2,020,000 | 4,888 |
| Issued or guaranteed by U.S. | $2,020,000 | 4,857 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| 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) | $7,275,000 | 4,122 |
| Available-for-sale securities (fair market value) | $2,000,000 | 9,409 |
| Total debt securities | $9,244,000 | 8,424 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |