Home > Middlesex Federal Savings, F.A. > Securities
Middlesex Federal Savings, F.A., Securities
| 2023-12-31 | Rank | |
| Total securities | $97,292,000 | 1,737 |
| U.S. Government securities | $92,242,000 | 1,234 |
| U.S. Treasury securities | $9,107,000 | 1,452 |
| U.S. Government agency obligations | $83,135,000 | 1,121 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $279,000 | 3,878 |
| Mortgage-backed securities | $59,528,000 | 1,130 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $51,864,000 | 811 |
| 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 | $7,664,000 | 533 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $24,893,000 | 739 |
| Available-for-sale securities (fair market value) | $67,349,000 | 1,995 |
| Total debt securities | $92,242,000 | 1,782 |
| Structured notes | ||
| Amortized cost | $4,489,000 | 357 |
| Fair value | $4,134,000 | 342 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $95,103,000 | 1,755 |
| U.S. Government securities | $90,346,000 | 1,245 |
| U.S. Treasury securities | $8,810,000 | 1,521 |
| U.S. Government agency obligations | $81,536,000 | 1,132 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $281,000 | 3,891 |
| Mortgage-backed securities | $58,230,000 | 1,126 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $50,512,000 | 811 |
| 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 | $7,718,000 | 522 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $24,994,000 | 750 |
| Available-for-sale securities (fair market value) | $65,352,000 | 1,999 |
| Total debt securities | $90,346,000 | 1,791 |
| Structured notes | ||
| Amortized cost | $4,487,000 | 368 |
| Fair value | $3,966,000 | 355 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $99,836,000 | 1,733 |
| U.S. Government securities | $94,870,000 | 1,245 |
| U.S. Treasury securities | $8,867,000 | 1,536 |
| U.S. Government agency obligations | $86,003,000 | 1,118 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $295,000 | 3,887 |
| Mortgage-backed securities | $62,555,000 | 1,108 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $54,200,000 | 799 |
| 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 | $8,355,000 | 511 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $25,767,000 | 743 |
| Available-for-sale securities (fair market value) | $69,103,000 | 1,983 |
| Total debt securities | $94,870,000 | 1,787 |
| Structured notes | ||
| Amortized cost | $4,486,000 | 400 |
| Fair value | $4,017,000 | 389 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $102,448,000 | 1,775 |
| U.S. Government securities | $97,410,000 | 1,289 |
| U.S. Treasury securities | $9,001,000 | 1,596 |
| U.S. Government agency obligations | $88,409,000 | 1,111 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $297,000 | 3,899 |
| Mortgage-backed securities | $64,889,000 | 1,125 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $56,470,000 | 809 |
| 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 | $8,419,000 | 534 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $25,915,000 | 776 |
| Available-for-sale securities (fair market value) | $71,495,000 | 2,015 |
| Total debt securities | $97,410,000 | 1,828 |
| Structured notes | ||
| Amortized cost | $4,485,000 | 422 |
| Fair value | $4,046,000 | 413 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $102,761,000 | 1,802 |
| U.S. Government securities | $97,797,000 | 1,299 |
| U.S. Treasury securities | $8,822,000 | 1,662 |
| U.S. Government agency obligations | $88,975,000 | 1,100 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $312,000 | 3,864 |
| Mortgage-backed securities | $65,567,000 | 1,125 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $57,094,000 | 809 |
| 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 | $8,473,000 | 524 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $26,060,000 | 775 |
| Available-for-sale securities (fair market value) | $71,737,000 | 2,031 |
| Total debt securities | $97,797,000 | 1,853 |
| Structured notes | ||
| Amortized cost | $4,483,000 | 441 |
| Fair value | $3,962,000 | 437 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $103,575,000 | 1,784 |
| U.S. Government securities | $98,632,000 | 1,290 |
| U.S. Treasury securities | $8,733,000 | 1,685 |
| U.S. Government agency obligations | $89,899,000 | 1,095 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $314,000 | 3,882 |
| Mortgage-backed securities | $66,531,000 | 1,127 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $58,007,000 | 805 |
| 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 | $8,524,000 | 523 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $26,233,000 | 771 |
| Available-for-sale securities (fair market value) | $72,399,000 | 2,030 |
| Total debt securities | $98,632,000 | 1,831 |
| Structured notes | ||
| Amortized cost | $4,482,000 | 437 |
| Fair value | $3,918,000 | 433 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $111,213,000 | 1,729 |
| U.S. Government securities | $105,990,000 | 1,223 |
| U.S. Treasury securities | $9,107,000 | 1,648 |
| U.S. Government agency obligations | $96,883,000 | 1,064 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $425,000 | 3,892 |
| Mortgage-backed securities | $73,027,000 | 1,091 |
| Certificates of participation in pools of residential mortgages | $63,684,000 | 796 |
| Issued or guaranteed by U.S. | $63,684,000 | 782 |
| 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 | $9,343,000 | 904 |
| Commercial mortgage pass-through securities | $9,343,000 | 510 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $27,334,000 | 681 |
| Available-for-sale securities (fair market value) | $78,656,000 | 1,994 |
| Total debt securities | $105,990,000 | 1,767 |
| Structured notes | ||
| Amortized cost | $4,481,000 | 424 |
| Fair value | $4,148,000 | 416 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $103,990,000 | 1,794 |
| U.S. Government securities | $98,513,000 | 1,272 |
| U.S. Treasury securities | $9,325,000 | 1,443 |
| U.S. Government agency obligations | $89,188,000 | 1,145 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $428,000 | 3,913 |
| Mortgage-backed securities | $69,234,000 | 1,145 |
| Certificates of participation in pools of residential mortgages | $59,746,000 | 857 |
| Issued or guaranteed by U.S. | $59,746,000 | 846 |
| 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 | $9,488,000 | 904 |
| Commercial mortgage pass-through securities | $9,488,000 | 512 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $27,640,000 | 605 |
| Available-for-sale securities (fair market value) | $70,873,000 | 2,123 |
| Total debt securities | $98,513,000 | 1,854 |
| Structured notes | ||
| Amortized cost | $4,479,000 | 372 |
| Fair value | $4,226,000 | 369 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $100,468,000 | 1,780 |
| U.S. Government securities | $94,709,000 | 1,221 |
| U.S. Treasury securities | $9,986,000 | 1,027 |
| U.S. Government agency obligations | $84,723,000 | 1,168 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $462,000 | 3,934 |
| Mortgage-backed securities | $64,527,000 | 1,192 |
| Certificates of participation in pools of residential mortgages | $54,888,000 | 897 |
| Issued or guaranteed by U.S. | $54,888,000 | 883 |
| 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 | $9,639,000 | 880 |
| Commercial mortgage pass-through securities | $9,639,000 | 501 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $28,059,000 | 499 |
| Available-for-sale securities (fair market value) | $66,650,000 | 2,165 |
| Total debt securities | $94,709,000 | 1,841 |
| Structured notes | ||
| Amortized cost | $4,478,000 | 311 |
| Fair value | $4,433,000 | 308 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $109,275,000 | 1,585 |
| U.S. Government securities | $102,553,000 | 1,093 |
| U.S. Treasury securities | $10,031,000 | 853 |
| U.S. Government agency obligations | $92,522,000 | 1,060 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,024,000 | 3,835 |
| Mortgage-backed securities | $72,055,000 | 1,092 |
| Certificates of participation in pools of residential mortgages | $62,078,000 | 799 |
| Issued or guaranteed by U.S. | $62,078,000 | 786 |
| 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 | $9,977,000 | 877 |
| Commercial mortgage pass-through securities | $9,977,000 | 487 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $35,306,000 | 417 |
| Available-for-sale securities (fair market value) | $67,247,000 | 2,087 |
| Total debt securities | $102,553,000 | 1,664 |
| Structured notes | ||
| Amortized cost | $4,477,000 | 258 |
| Fair value | $4,470,000 | 254 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $108,331,000 | 1,553 |
| U.S. Government securities | $101,470,000 | 1,048 |
| U.S. Treasury securities | $9,982,000 | 778 |
| U.S. Government agency obligations | $91,488,000 | 1,030 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,172,000 | 3,820 |
| Mortgage-backed securities | $70,909,000 | 1,061 |
| Certificates of participation in pools of residential mortgages | $60,602,000 | 785 |
| Issued or guaranteed by U.S. | $60,602,000 | 769 |
| 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 | $10,307,000 | 844 |
| Commercial mortgage pass-through securities | $10,307,000 | 468 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $36,953,000 | 387 |
| Available-for-sale securities (fair market value) | $64,517,000 | 2,082 |
| Total debt securities | $101,470,000 | 1,605 |
| Structured notes | ||
| Amortized cost | $4,476,000 | 228 |
| Fair value | $4,493,000 | 220 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $47,181,000 | 2,524 |
| U.S. Government securities | $40,451,000 | 1,869 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $40,451,000 | 1,745 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,213,000 | 3,825 |
| Mortgage-backed securities | $22,368,000 | 1,984 |
| Certificates of participation in pools of residential mortgages | $11,926,000 | 2,044 |
| Issued or guaranteed by U.S. | $11,926,000 | 1,986 |
| 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 | $10,442,000 | 793 |
| Commercial mortgage pass-through securities | $10,442,000 | 437 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $38,477,000 | 353 |
| Available-for-sale securities (fair market value) | $1,974,000 | 4,390 |
| Total debt securities | $40,451,000 | 2,723 |
| Structured notes | ||
| Amortized cost | $1,974,000 | 291 |
| Fair value | $1,974,000 | 268 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $45,010,000 | 2,482 |
| U.S. Government securities | $37,875,000 | 1,783 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $37,875,000 | 1,695 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,325,000 | 3,807 |
| Mortgage-backed securities | $23,668,000 | 1,854 |
| Certificates of participation in pools of residential mortgages | $23,668,000 | 1,303 |
| Issued or guaranteed by U.S. | $23,668,000 | 1,277 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $37,875,000 | 335 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | $37,871,000 | 2,688 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $44,718,000 | 2,389 |
| U.S. Government securities | $37,050,000 | 1,761 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $37,050,000 | 1,678 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,381,000 | 3,819 |
| Mortgage-backed securities | $25,314,000 | 1,771 |
| Certificates of participation in pools of residential mortgages | $25,314,000 | 1,209 |
| Issued or guaranteed by U.S. | $25,314,000 | 1,179 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $37,050,000 | 332 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | $37,045,000 | 2,617 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $40,480,000 | 2,483 |
| U.S. Government securities | $33,029,000 | 1,880 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $33,029,000 | 1,785 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 3,836 |
| Mortgage-backed securities | $27,547,000 | 1,700 |
| Certificates of participation in pools of residential mortgages | $27,547,000 | 1,099 |
| Issued or guaranteed by U.S. | $27,547,000 | 1,067 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $33,029,000 | 355 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $33,027,000 | 2,728 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $39,199,000 | 2,462 |
| U.S. Government securities | $31,767,000 | 1,946 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $31,767,000 | 1,851 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| 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 | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,588,000 | 3,826 |
| Mortgage-backed securities | $20,756,000 | 1,957 |
| Certificates of participation in pools of residential mortgages | $20,756,000 | 1,344 |
| Issued or guaranteed by U.S. | $20,756,000 | 1,306 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $31,767,000 | 372 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | $31,765,000 | 2,736 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $43,453,000 | 2,318 |
| U.S. Government securities | $35,363,000 | 1,860 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $35,363,000 | 1,755 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| 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 | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,727,000 | 3,858 |
| Mortgage-backed securities | $19,575,000 | 1,975 |
| Certificates of participation in pools of residential mortgages | $19,575,000 | 1,358 |
| Issued or guaranteed by U.S. | $19,575,000 | 1,323 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $35,363,000 | 369 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | $35,359,000 | 2,606 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $41,890,000 | 2,390 |
| U.S. Government securities | $33,834,000 | 1,927 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $33,834,000 | 1,822 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| 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 | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,804,000 | 3,908 |
| Mortgage-backed securities | $20,727,000 | 1,896 |
| Certificates of participation in pools of residential mortgages | $20,727,000 | 1,268 |
| Issued or guaranteed by U.S. | $20,727,000 | 1,233 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $33,834,000 | 397 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | $33,831,000 | 2,689 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $38,914,000 | 2,544 |
| U.S. Government securities | $30,814,000 | 2,075 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $30,814,000 | 1,957 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| 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 | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,911,000 | 3,928 |
| Mortgage-backed securities | $19,138,000 | 1,945 |
| Certificates of participation in pools of residential mortgages | $19,138,000 | 1,325 |
| Issued or guaranteed by U.S. | $19,138,000 | 1,307 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $30,814,000 | 449 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | $30,809,000 | 2,856 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 363 |
| Fair value | $2,501,000 | 365 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $42,226,000 | 2,441 |
| U.S. Government securities | $32,173,000 | 2,046 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $32,173,000 | 1,922 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| 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 | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,011,000 | 3,960 |
| Mortgage-backed securities | $20,437,000 | 1,874 |
| Certificates of participation in pools of residential mortgages | $20,437,000 | 1,279 |
| Issued or guaranteed by U.S. | $20,437,000 | 1,264 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $32,173,000 | 442 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $32,171,000 | 2,845 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 373 |
| Fair value | $2,500,000 | 372 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $44,797,000 | 2,380 |
| U.S. Government securities | $35,378,000 | 1,943 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $35,378,000 | 1,826 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| 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 | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $9,419,000 | 66 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,135,000 | 3,974 |
| Mortgage-backed securities | $21,542,000 | 1,831 |
| Certificates of participation in pools of residential mortgages | $21,542,000 | 1,236 |
| Issued or guaranteed by U.S. | $21,542,000 | 1,225 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $35,378,000 | 438 |
| Available-for-sale securities (fair market value) | $9,419,000 | 4,069 |
| Total debt securities | $35,376,000 | 2,730 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 384 |
| Fair value | $2,496,000 | 384 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $46,792,000 | 2,312 |
| U.S. Government securities | $36,645,000 | 1,907 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $36,645,000 | 1,794 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| 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 | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $10,147,000 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,235,000 | 4,002 |
| Mortgage-backed securities | $22,757,000 | 1,773 |
| Certificates of participation in pools of residential mortgages | $22,757,000 | 1,205 |
| Issued or guaranteed by U.S. | $22,757,000 | 1,199 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $36,645,000 | 440 |
| Available-for-sale securities (fair market value) | $10,147,000 | 4,062 |
| Total debt securities | $36,642,000 | 2,679 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 381 |
| Fair value | $2,477,000 | 380 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $48,338,000 | 2,289 |
| U.S. Government securities | $38,142,000 | 1,833 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $38,142,000 | 1,727 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| 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 | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $10,196,000 | 69 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,475,000 | 3,992 |
| Mortgage-backed securities | $24,057,000 | 1,749 |
| Certificates of participation in pools of residential mortgages | $24,057,000 | 1,204 |
| Issued or guaranteed by U.S. | $24,057,000 | 1,167 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $38,142,000 | 436 |
| Available-for-sale securities (fair market value) | $10,196,000 | 4,112 |
| Total debt securities | $38,138,000 | 2,646 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 383 |
| Fair value | $2,482,000 | 383 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $49,974,000 | 2,268 |
| U.S. Government securities | $39,782,000 | 1,829 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $39,782,000 | 1,735 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| 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 | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $10,192,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,644,000 | 3,993 |
| Mortgage-backed securities | $25,630,000 | 1,662 |
| Certificates of participation in pools of residential mortgages | $25,630,000 | 1,176 |
| Issued or guaranteed by U.S. | $25,630,000 | 1,173 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $39,782,000 | 430 |
| Available-for-sale securities (fair market value) | $10,192,000 | 4,152 |
| Total debt securities | $39,781,000 | 2,616 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 374 |
| Fair value | $2,484,000 | 372 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $47,837,000 | 2,356 |
| U.S. Government securities | $37,355,000 | 1,894 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $37,355,000 | 1,814 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| 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 | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $10,482,000 | 138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,777,000 | 4,030 |
| Mortgage-backed securities | $27,072,000 | 1,614 |
| Certificates of participation in pools of residential mortgages | $27,072,000 | 1,151 |
| Issued or guaranteed by U.S. | $27,072,000 | 1,149 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $37,355,000 | 449 |
| Available-for-sale securities (fair market value) | $10,482,000 | 4,187 |
| Total debt securities | $37,352,000 | 2,733 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 374 |
| Fair value | $2,494,000 | 373 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $49,562,000 | 2,334 |
| U.S. Government securities | $38,809,000 | 1,867 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $38,809,000 | 1,782 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| 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 | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $10,753,000 | 141 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,958,000 | 4,054 |
| Mortgage-backed securities | $28,369,000 | 1,575 |
| Certificates of participation in pools of residential mortgages | $28,369,000 | 1,127 |
| Issued or guaranteed by U.S. | $28,369,000 | 1,125 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $38,809,000 | 466 |
| Available-for-sale securities (fair market value) | $10,753,000 | 4,204 |
| Total debt securities | $38,806,000 | 2,707 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 394 |
| Fair value | $2,500,000 | 392 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $47,191,000 | 2,466 |
| U.S. Government securities | $36,323,000 | 1,994 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $36,323,000 | 1,897 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| 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 | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $10,868,000 | 137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,130,000 | 4,030 |
| Mortgage-backed securities | $27,769,000 | 1,624 |
| Certificates of participation in pools of residential mortgages | $27,769,000 | 1,174 |
| Issued or guaranteed by U.S. | $27,769,000 | 1,173 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $36,323,000 | 490 |
| Available-for-sale securities (fair market value) | $10,868,000 | 4,242 |
| Total debt securities | $36,321,000 | 2,870 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 407 |
| Fair value | $2,500,000 | 407 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $46,897,000 | 2,497 |
| U.S. Government securities | $36,131,000 | 2,031 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $36,131,000 | 1,941 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| 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 | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $10,766,000 | 140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,317,000 | 4,030 |
| Mortgage-backed securities | $29,515,000 | 1,590 |
| Certificates of participation in pools of residential mortgages | $29,515,000 | 1,158 |
| Issued or guaranteed by U.S. | $29,515,000 | 1,157 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $36,131,000 | 505 |
| Available-for-sale securities (fair market value) | $10,766,000 | 4,278 |
| Total debt securities | $36,128,000 | 2,909 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 430 |
| Fair value | $2,499,000 | 430 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $46,507,000 | 2,491 |
| U.S. Government securities | $35,550,000 | 2,042 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $35,550,000 | 1,944 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| 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 | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $10,957,000 | 139 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,654,000 | 3,979 |
| Mortgage-backed securities | $31,201,000 | 1,535 |
| Certificates of participation in pools of residential mortgages | $31,201,000 | 1,100 |
| Issued or guaranteed by U.S. | $31,201,000 | 1,099 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $35,550,000 | 508 |
| Available-for-sale securities (fair market value) | $10,957,000 | 4,257 |
| Total debt securities | $35,547,000 | 2,917 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $48,169,000 | 2,439 |
| U.S. Government securities | $37,788,000 | 1,948 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $37,788,000 | 1,868 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| 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 | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $10,381,000 | 146 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,895,000 | 3,996 |
| Mortgage-backed securities | $33,279,000 | 1,479 |
| Certificates of participation in pools of residential mortgages | $33,279,000 | 1,054 |
| Issued or guaranteed by U.S. | $33,279,000 | 1,053 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $37,788,000 | 494 |
| Available-for-sale securities (fair market value) | $10,381,000 | 4,330 |
| Total debt securities | $37,784,000 | 2,808 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $50,926,000 | 2,377 |
| U.S. Government securities | $40,872,000 | 1,887 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $40,872,000 | 1,803 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| 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 | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $10,054,000 | 150 |
| 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 | 3,994 |
| Mortgage-backed securities | $35,234,000 | 1,431 |
| Certificates of participation in pools of residential mortgages | $35,234,000 | 1,032 |
| Issued or guaranteed by U.S. | $35,234,000 | 1,028 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $40,872,000 | 486 |
| Available-for-sale securities (fair market value) | $10,054,000 | 4,416 |
| Total debt securities | $40,869,000 | 2,727 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $56,961,000 | 2,203 |
| U.S. Government securities | $46,944,000 | 1,748 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $46,944,000 | 1,672 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| 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 | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $10,017,000 | 150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,357,000 | 3,998 |
| Mortgage-backed securities | $37,285,000 | 1,388 |
| Certificates of participation in pools of residential mortgages | $37,285,000 | 985 |
| Issued or guaranteed by U.S. | $37,285,000 | 985 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $46,944,000 | 445 |
| Available-for-sale securities (fair market value) | $10,017,000 | 4,482 |
| Total debt securities | $46,943,000 | 2,538 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $63,983,000 | 2,068 |
| U.S. Government securities | $53,041,000 | 1,616 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $53,041,000 | 1,540 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $996,000 | 1,640 |
| 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 | $996,000 | 1,324 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $9,946,000 | 157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,560,000 | 4,004 |
| Mortgage-backed securities | $39,249,000 | 1,349 |
| Certificates of participation in pools of residential mortgages | $39,249,000 | 956 |
| Issued or guaranteed by U.S. | $39,249,000 | 955 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $54,037,000 | 418 |
| Available-for-sale securities (fair market value) | $9,946,000 | 4,550 |
| Total debt securities | $54,034,000 | 2,300 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $64,253,000 | 2,073 |
| U.S. Government securities | $53,122,000 | 1,616 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $53,122,000 | 1,549 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $992,000 | 1,660 |
| 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 | $992,000 | 1,337 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $10,139,000 | 154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,766,000 | 4,002 |
| Mortgage-backed securities | $38,270,000 | 1,382 |
| Certificates of participation in pools of residential mortgages | $38,270,000 | 966 |
| Issued or guaranteed by U.S. | $38,270,000 | 966 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $54,114,000 | 412 |
| Available-for-sale securities (fair market value) | $10,139,000 | 4,609 |
| Total debt securities | $54,110,000 | 2,325 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $67,071,000 | 2,043 |
| U.S. Government securities | $54,080,000 | 1,651 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $54,080,000 | 1,582 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $1,988,000 | 1,331 |
| 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 | $1,988,000 | 1,049 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $11,003,000 | 140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,097,000 | 3,984 |
| Mortgage-backed securities | $39,064,000 | 1,405 |
| Certificates of participation in pools of residential mortgages | $39,064,000 | 991 |
| Issued or guaranteed by U.S. | $39,064,000 | 990 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $56,068,000 | 411 |
| Available-for-sale securities (fair market value) | $11,003,000 | 4,601 |
| Total debt securities | $56,065,000 | 2,304 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,122 |
| Fair value | $1,502,000 | 1,122 |
| 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 | $68,401,000 | 2,041 |
| U.S. Government securities | $55,166,000 | 1,667 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $55,166,000 | 1,589 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $1,984,000 | 1,361 |
| 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 | $1,984,000 | 1,062 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $11,251,000 | 143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,526,000 | 3,959 |
| Mortgage-backed securities | $41,518,000 | 1,374 |
| Certificates of participation in pools of residential mortgages | $41,518,000 | 962 |
| Issued or guaranteed by U.S. | $41,518,000 | 962 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $57,150,000 | 399 |
| Available-for-sale securities (fair market value) | $11,251,000 | 4,637 |
| Total debt securities | $57,147,000 | 2,312 |
| Structured notes | ||
| Amortized cost | $9,350,000 | 365 |
| Fair value | $9,391,000 | 365 |
| 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 | $70,841,000 | 1,986 |
| U.S. Government securities | $57,371,000 | 1,599 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $57,371,000 | 1,534 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $1,979,000 | 1,376 |
| 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 | $1,979,000 | 1,075 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $11,491,000 | 136 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,938,000 | 3,537 |
| Mortgage-backed securities | $42,605,000 | 1,385 |
| Certificates of participation in pools of residential mortgages | $42,605,000 | 957 |
| Issued or guaranteed by U.S. | $42,605,000 | 954 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $59,350,000 | 395 |
| Available-for-sale securities (fair market value) | $11,491,000 | 4,672 |
| Total debt securities | $59,348,000 | 2,276 |
| Structured notes | ||
| Amortized cost | $10,344,000 | 334 |
| Fair value | $10,290,000 | 333 |
| 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 | $74,302,000 | 1,944 |
| U.S. Government securities | $58,364,000 | 1,625 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $58,364,000 | 1,555 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $4,977,000 | 910 |
| 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 | $4,977,000 | 664 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $10,961,000 | 144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,281,000 | 3,518 |
| Mortgage-backed securities | $43,793,000 | 1,382 |
| Certificates of participation in pools of residential mortgages | $43,793,000 | 949 |
| Issued or guaranteed by U.S. | $43,793,000 | 948 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $63,341,000 | 371 |
| Available-for-sale securities (fair market value) | $10,961,000 | 4,829 |
| Total debt securities | $63,336,000 | 2,195 |
| Structured notes | ||
| Amortized cost | $7,866,000 | 498 |
| Fair value | $7,731,000 | 493 |
| 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 | $77,714,000 | 1,873 |
| U.S. Government securities | $59,661,000 | 1,608 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $59,661,000 | 1,547 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $6,985,000 | 772 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $6,985,000 | 542 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $11,068,000 | 148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,797,000 | 3,446 |
| Mortgage-backed securities | $44,957,000 | 1,376 |
| Certificates of participation in pools of residential mortgages | $44,957,000 | 944 |
| Issued or guaranteed by U.S. | $44,957,000 | 943 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $66,646,000 | 359 |
| Available-for-sale securities (fair market value) | $11,068,000 | 4,864 |
| Total debt securities | $66,643,000 | 2,117 |
| Structured notes | ||
| Amortized cost | $7,860,000 | 522 |
| Fair value | $7,741,000 | 515 |
| 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 | $77,056,000 | 1,902 |
| U.S. Government securities | $59,221,000 | 1,626 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $59,221,000 | 1,568 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $6,995,000 | 787 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $6,995,000 | 561 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $10,840,000 | 155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,576,000 | 3,347 |
| Mortgage-backed securities | $44,762,000 | 1,368 |
| Certificates of participation in pools of residential mortgages | $44,762,000 | 950 |
| Issued or guaranteed by U.S. | $44,762,000 | 949 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $66,216,000 | 345 |
| Available-for-sale securities (fair market value) | $10,840,000 | 4,932 |
| Total debt securities | $66,213,000 | 2,137 |
| Structured notes | ||
| Amortized cost | $8,926,000 | 482 |
| Fair value | $8,723,000 | 476 |
| 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 | $77,146,000 | 1,891 |
| U.S. Government securities | $59,222,000 | 1,606 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $59,222,000 | 1,551 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $7,005,000 | 813 |
| 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 | $7,005,000 | 562 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $10,919,000 | 153 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,049,000 | 3,278 |
| Mortgage-backed securities | $44,576,000 | 1,377 |
| Certificates of participation in pools of residential mortgages | $44,576,000 | 944 |
| Issued or guaranteed by U.S. | $44,576,000 | 943 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $66,227,000 | 340 |
| Available-for-sale securities (fair market value) | $10,919,000 | 4,954 |
| Total debt securities | $66,224,000 | 2,123 |
| Structured notes | ||
| Amortized cost | $8,969,000 | 472 |
| Fair value | $8,597,000 | 464 |
| 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 | $75,633,000 | 1,945 |
| U.S. Government securities | $57,909,000 | 1,661 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $57,909,000 | 1,608 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $7,015,000 | 839 |
| 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 | $7,015,000 | 575 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $10,709,000 | 154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,427,000 | 3,211 |
| Mortgage-backed securities | $46,131,000 | 1,371 |
| Certificates of participation in pools of residential mortgages | $46,131,000 | 921 |
| Issued or guaranteed by U.S. | $46,131,000 | 919 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $64,924,000 | 335 |
| Available-for-sale securities (fair market value) | $10,709,000 | 5,027 |
| Total debt securities | $64,925,000 | 2,168 |
| Structured notes | ||
| Amortized cost | $6,968,000 | 567 |
| Fair value | $6,704,000 | 563 |
| 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 | $77,948,000 | 1,875 |
| U.S. Government securities | $60,436,000 | 1,598 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $60,436,000 | 1,546 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $7,025,000 | 857 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $7,025,000 | 590 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $10,487,000 | 151 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,279,000 | 3,077 |
| Mortgage-backed securities | $49,524,000 | 1,284 |
| Certificates of participation in pools of residential mortgages | $49,524,000 | 861 |
| Issued or guaranteed by U.S. | $49,524,000 | 859 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $67,461,000 | 302 |
| Available-for-sale securities (fair market value) | $10,487,000 | 5,078 |
| Total debt securities | $67,457,000 | 2,096 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 599 |
| Fair value | $5,750,000 | 621 |
| 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 | $80,810,000 | 1,830 |
| U.S. Government securities | $60,369,000 | 1,632 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $60,369,000 | 1,577 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $10,039,000 | 713 |
| 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 | $10,039,000 | 462 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $10,402,000 | 155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,098,000 | 3,012 |
| Mortgage-backed securities | $50,292,000 | 1,304 |
| Certificates of participation in pools of residential mortgages | $50,292,000 | 873 |
| Issued or guaranteed by U.S. | $50,292,000 | 873 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $70,408,000 | 268 |
| Available-for-sale securities (fair market value) | $10,402,000 | 5,142 |
| Total debt securities | $70,408,000 | 2,047 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 702 |
| Fair value | $4,999,000 | 715 |
| 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 | $81,810,000 | 1,790 |
| U.S. Government securities | $61,659,000 | 1,580 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $61,659,000 | 1,529 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $10,069,000 | 687 |
| 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 | $10,069,000 | 445 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $10,082,000 | 154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,422,000 | 2,501 |
| Mortgage-backed securities | $49,430,000 | 1,312 |
| Certificates of participation in pools of residential mortgages | $49,430,000 | 867 |
| Issued or guaranteed by U.S. | $49,430,000 | 866 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $71,728,000 | 259 |
| Available-for-sale securities (fair market value) | $10,082,000 | 5,148 |
| Total debt securities | $71,728,000 | 1,983 |
| Structured notes | ||
| Amortized cost | $6,999,000 | 576 |
| Fair value | $7,009,000 | 575 |
| 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 | $87,820,000 | 1,686 |
| U.S. Government securities | $67,695,000 | 1,483 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $67,695,000 | 1,444 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $10,100,000 | 716 |
| 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 | $10,100,000 | 481 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $10,025,000 | 160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,142,000 | 2,294 |
| Mortgage-backed securities | $51,484,000 | 1,336 |
| Certificates of participation in pools of residential mortgages | $51,484,000 | 879 |
| Issued or guaranteed by U.S. | $51,484,000 | 876 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $77,795,000 | 245 |
| Available-for-sale securities (fair market value) | $10,025,000 | 5,251 |
| Total debt securities | $77,796,000 | 1,852 |
| Structured notes | ||
| Amortized cost | $9,999,000 | 442 |
| Fair value | $10,030,000 | 436 |
| 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 | $83,948,000 | 1,747 |
| U.S. Government securities | $62,767,000 | 1,609 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $62,767,000 | 1,568 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $11,198,000 | 673 |
| 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 | $11,198,000 | 427 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $9,983,000 | 152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,941,000 | 2,811 |
| Mortgage-backed securities | $48,063,000 | 1,425 |
| Certificates of participation in pools of residential mortgages | $48,063,000 | 964 |
| Issued or guaranteed by U.S. | $48,063,000 | 964 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $73,965,000 | 259 |
| Available-for-sale securities (fair market value) | $9,983,000 | 5,306 |
| Total debt securities | $73,965,000 | 1,936 |
| Structured notes | ||
| Amortized cost | $9,749,000 | 512 |
| Fair value | $9,780,000 | 510 |
| 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 | $84,138,000 | 1,750 |
| U.S. Government securities | $60,900,000 | 1,688 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $60,900,000 | 1,649 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $13,242,000 | 604 |
| 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 | $13,242,000 | 385 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $9,996,000 | 148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,978,000 | 2,935 |
| Mortgage-backed securities | $45,551,000 | 1,489 |
| Certificates of participation in pools of residential mortgages | $45,551,000 | 1,003 |
| Issued or guaranteed by U.S. | $45,551,000 | 1,002 |
| 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) | $74,142,000 | 257 |
| Available-for-sale securities (fair market value) | $9,996,000 | 5,347 |
| Total debt securities | $74,142,000 | 1,924 |
| Structured notes | ||
| Amortized cost | $8,749,000 | 681 |
| Fair value | $8,744,000 | 682 |
| 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 | $77,852,000 | 1,809 |
| U.S. Government securities | $55,760,000 | 1,733 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $55,760,000 | 1,689 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $12,290,000 | 644 |
| 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 | $12,290,000 | 384 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,802,000 | 147 |
| 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 | $41,445,000 | 1,525 |
| Certificates of participation in pools of residential mortgages | $41,445,000 | 1,019 |
| Issued or guaranteed by U.S. | $41,445,000 | 1,019 |
| 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) | $68,050,000 | 272 |
| Available-for-sale securities (fair market value) | $9,802,000 | 5,342 |
| Total debt securities | $68,050,000 | 2,018 |
| 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 | $79,026,000 | 1,737 |
| U.S. Government securities | $56,999,000 | 1,653 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $56,999,000 | 1,608 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $12,326,000 | 630 |
| 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 | $12,326,000 | 365 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,701,000 | 150 |
| 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 | $42,970,000 | 1,410 |
| Certificates of participation in pools of residential mortgages | $42,970,000 | 953 |
| Issued or guaranteed by U.S. | $42,970,000 | 951 |
| 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) | $69,325,000 | 264 |
| Available-for-sale securities (fair market value) | $9,701,000 | 5,332 |
| Total debt securities | $69,325,000 | 1,922 |
| 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 | $75,104,000 | 1,801 |
| U.S. Government securities | $53,713,000 | 1,741 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $53,713,000 | 1,691 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $11,283,000 | 648 |
| 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 | $11,283,000 | 359 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,108,000 | 150 |
| 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 | $40,216,000 | 1,463 |
| Certificates of participation in pools of residential mortgages | $40,216,000 | 974 |
| Issued or guaranteed by U.S. | $40,216,000 | 971 |
| 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) | $64,996,000 | 272 |
| Available-for-sale securities (fair market value) | $10,108,000 | 5,358 |
| Total debt securities | $64,996,000 | 2,014 |
| 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 | $76,264,000 | 1,761 |
| U.S. Government securities | $54,040,000 | 1,745 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $54,040,000 | 1,691 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $12,330,000 | 626 |
| 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 | $12,330,000 | 332 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,894,000 | 157 |
| 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 | $39,559,000 | 1,449 |
| Certificates of participation in pools of residential mortgages | $39,559,000 | 964 |
| Issued or guaranteed by U.S. | $39,559,000 | 960 |
| 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) | $66,370,000 | 268 |
| Available-for-sale securities (fair market value) | $9,894,000 | 5,375 |
| Total debt securities | $66,370,000 | 1,985 |
| 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 | $69,112,000 | 1,853 |
| U.S. Government securities | $48,225,000 | 1,820 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $48,225,000 | 1,756 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $11,207,000 | 702 |
| 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 | $11,207,000 | 339 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,680,000 | 155 |
| 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 | $37,789,000 | 1,453 |
| Certificates of participation in pools of residential mortgages | $37,789,000 | 961 |
| Issued or guaranteed by U.S. | $37,789,000 | 953 |
| 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) | $59,432,000 | 282 |
| Available-for-sale securities (fair market value) | $9,680,000 | 5,310 |
| Total debt securities | $59,432,000 | 2,081 |
| 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 | $70,595,000 | 1,772 |
| U.S. Government securities | $49,687,000 | 1,740 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $49,687,000 | 1,679 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $11,248,000 | 703 |
| 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 | $11,248,000 | 332 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,660,000 | 152 |
| 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 | $37,773,000 | 1,436 |
| Certificates of participation in pools of residential mortgages | $37,773,000 | 925 |
| Issued or guaranteed by U.S. | $37,773,000 | 916 |
| 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) | $60,935,000 | 288 |
| Available-for-sale securities (fair market value) | $9,660,000 | 5,262 |
| Total debt securities | $60,935,000 | 2,004 |
| 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 | $68,594,000 | 1,809 |
| U.S. Government securities | $48,729,000 | 1,798 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $48,729,000 | 1,736 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $10,294,000 | 764 |
| 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 | $10,294,000 | 338 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,571,000 | 149 |
| 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 | $36,855,000 | 1,443 |
| Certificates of participation in pools of residential mortgages | $36,855,000 | 940 |
| Issued or guaranteed by U.S. | $36,855,000 | 933 |
| 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) | $59,023,000 | 304 |
| Available-for-sale securities (fair market value) | $9,571,000 | 5,329 |
| Total debt securities | $59,023,000 | 2,046 |
| 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 | $70,667,000 | 1,788 |
| U.S. Government securities | $50,598,000 | 1,772 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $50,598,000 | 1,716 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $10,338,000 | 784 |
| 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 | $10,338,000 | 340 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,731,000 | 145 |
| 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 | $37,736,000 | 1,457 |
| Certificates of participation in pools of residential mortgages | $37,736,000 | 992 |
| Issued or guaranteed by U.S. | $37,736,000 | 985 |
| 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) | $60,936,000 | 295 |
| Available-for-sale securities (fair market value) | $9,731,000 | 5,364 |
| Total debt securities | $60,936,000 | 2,014 |
| 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 | $69,684,000 | 1,800 |
| U.S. Government securities | $50,791,000 | 1,722 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $50,791,000 | 1,671 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $9,289,000 | 892 |
| 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 | $9,289,000 | 379 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,604,000 | 158 |
| 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 | $37,244,000 | 1,499 |
| Certificates of participation in pools of residential mortgages | $37,244,000 | 1,030 |
| Issued or guaranteed by U.S. | $37,244,000 | 1,021 |
| 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) | $60,080,000 | 291 |
| Available-for-sale securities (fair market value) | $9,604,000 | 5,393 |
| Total debt securities | $60,080,000 | 2,027 |
| 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 | $66,956,000 | 1,852 |
| U.S. Government securities | $50,088,000 | 1,709 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $50,088,000 | 1,661 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $7,202,000 | 1,085 |
| 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 | $7,202,000 | 488 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,666,000 | 185 |
| 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 | $34,572,000 | 1,615 |
| Certificates of participation in pools of residential mortgages | $34,572,000 | 1,123 |
| Issued or guaranteed by U.S. | $34,572,000 | 1,115 |
| 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) | $57,290,000 | 315 |
| Available-for-sale securities (fair market value) | $9,666,000 | 5,387 |
| Total debt securities | $57,290,000 | 2,108 |
| 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 | $62,453,000 | 1,942 |
| U.S. Government securities | $50,919,000 | 1,645 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $50,919,000 | 1,601 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $2,085,000 | 1,918 |
| 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 | $2,085,000 | 1,105 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,449,000 | 216 |
| 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 | $33,832,000 | 1,652 |
| Certificates of participation in pools of residential mortgages | $33,832,000 | 1,171 |
| Issued or guaranteed by U.S. | $33,832,000 | 1,162 |
| 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) | $53,004,000 | 349 |
| Available-for-sale securities (fair market value) | $9,449,000 | 5,418 |
| Total debt securities | $53,004,000 | 2,186 |
| 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 | $59,999,000 | 1,996 |
| U.S. Government securities | $51,143,000 | 1,649 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $51,143,000 | 1,612 |
| 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 | $8,856,000 | 238 |
| 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 | $34,939,000 | 1,623 |
| Certificates of participation in pools of residential mortgages | $34,939,000 | 1,177 |
| Issued or guaranteed by U.S. | $34,939,000 | 1,165 |
| 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) | $51,143,000 | 359 |
| Available-for-sale securities (fair market value) | $8,856,000 | 5,581 |
| Total debt securities | $51,143,000 | 2,259 |
| 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 | $60,345,000 | 1,954 |
| U.S. Government securities | $51,134,000 | 1,667 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $51,134,000 | 1,643 |
| 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 | $9,211,000 | 204 |
| 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 | $34,019,000 | 1,584 |
| Certificates of participation in pools of residential mortgages | $34,001,000 | 1,161 |
| Issued or guaranteed by U.S. | $34,001,000 | 1,152 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $18,000 | 3,675 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 3,316 |
| 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) | $51,134,000 | 350 |
| Available-for-sale securities (fair market value) | $9,211,000 | 5,540 |
| Total debt securities | $51,134,000 | 2,240 |
| 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 | $61,636,000 | 1,891 |
| U.S. Government securities | $51,099,000 | 1,610 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $51,099,000 | 1,585 |
| 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 | $10,537,000 | 174 |
| 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 | $33,072,000 | 1,565 |
| Certificates of participation in pools of residential mortgages | $33,028,000 | 1,143 |
| Issued or guaranteed by U.S. | $33,028,000 | 1,130 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $44,000 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $44,000 | 3,195 |
| 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) | $51,099,000 | 345 |
| Available-for-sale securities (fair market value) | $10,537,000 | 5,241 |
| Total debt securities | $51,099,000 | 2,171 |
| 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 | $70,050,000 | 1,706 |
| U.S. Government securities | $50,010,000 | 1,669 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $50,010,000 | 1,642 |
| 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 | $20,040,000 | 161 |
| 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 | $31,070,000 | 1,623 |
| Certificates of participation in pools of residential mortgages | $30,994,000 | 1,179 |
| Issued or guaranteed by U.S. | $30,994,000 | 1,165 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $76,000 | 3,508 |
| CMOs issued by government agencies or sponsored agencies | $76,000 | 3,170 |
| 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) | $50,010,000 | 349 |
| Available-for-sale securities (fair market value) | $20,040,000 | 3,975 |
| Total debt securities | $50,010,000 | 2,264 |
| 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 | $70,137,000 | 1,686 |
| U.S. Government securities | $48,519,000 | 1,709 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $48,519,000 | 1,679 |
| 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 | $21,618,000 | 179 |
| 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 | $28,617,000 | 1,670 |
| Certificates of participation in pools of residential mortgages | $28,502,000 | 1,214 |
| Issued or guaranteed by U.S. | $28,502,000 | 1,204 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $115,000 | 3,435 |
| CMOs issued by government agencies or sponsored agencies | $115,000 | 3,094 |
| 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) | $48,519,000 | 344 |
| Available-for-sale securities (fair market value) | $21,618,000 | 3,784 |
| Total debt securities | $48,519,000 | 2,319 |
| 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 | $74,689,000 | 1,585 |
| U.S. Government securities | $51,415,000 | 1,623 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $51,415,000 | 1,587 |
| 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 | $23,274,000 | 151 |
| 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 | $26,278,000 | 1,576 |
| Certificates of participation in pools of residential mortgages | $26,133,000 | 1,146 |
| Issued or guaranteed by U.S. | $26,133,000 | 1,137 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $145,000 | 3,326 |
| CMOs issued by government agencies or sponsored agencies | $145,000 | 3,006 |
| 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) | $51,415,000 | 344 |
| Available-for-sale securities (fair market value) | $23,274,000 | 3,613 |
| Total debt securities | $51,415,000 | 2,194 |
| 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 | $81,530,000 | 1,463 |
| U.S. Government securities | $52,199,000 | 1,625 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $52,199,000 | 1,591 |
| 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 | $29,331,000 | 124 |
| 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 | $27,367,000 | 1,444 |
| Certificates of participation in pools of residential mortgages | $27,189,000 | 1,043 |
| Issued or guaranteed by U.S. | $27,189,000 | 1,036 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $178,000 | 3,257 |
| CMOs issued by government agencies or sponsored agencies | $178,000 | 2,932 |
| 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) | $52,199,000 | 359 |
| Available-for-sale securities (fair market value) | $29,331,000 | 3,084 |
| Total debt securities | $52,199,000 | 2,162 |
| 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 | $82,402,000 | 1,441 |
| U.S. Government securities | $51,741,000 | 1,642 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $51,741,000 | 1,596 |
| 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 | $30,661,000 | 105 |
| 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 | $27,192,000 | 1,420 |
| Certificates of participation in pools of residential mortgages | $26,978,000 | 1,036 |
| Issued or guaranteed by U.S. | $26,978,000 | 1,031 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $214,000 | 3,205 |
| CMOs issued by government agencies or sponsored agencies | $214,000 | 2,883 |
| 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) | $51,741,000 | 366 |
| Available-for-sale securities (fair market value) | $30,661,000 | 2,971 |
| Total debt securities | $51,741,000 | 2,191 |
| 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 | $79,921,000 | 1,489 |
| U.S. Government securities | $49,728,000 | 1,729 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $49,728,000 | 1,680 |
| 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 | $30,193,000 | 106 |
| 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 | $25,170,000 | 1,490 |
| Certificates of participation in pools of residential mortgages | $24,914,000 | 1,090 |
| Issued or guaranteed by U.S. | $24,914,000 | 1,082 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $256,000 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $256,000 | 2,837 |
| 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) | $49,728,000 | 395 |
| Available-for-sale securities (fair market value) | $30,193,000 | 2,991 |
| Total debt securities | $49,728,000 | 2,284 |
| 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 | $79,682,000 | 1,528 |
| U.S. Government securities | $48,650,000 | 1,793 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $48,650,000 | 1,744 |
| 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 | $31,032,000 | 107 |
| 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 | $25,045,000 | 1,494 |
| Certificates of participation in pools of residential mortgages | $24,747,000 | 1,119 |
| Issued or guaranteed by U.S. | $24,747,000 | 1,109 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $298,000 | 3,084 |
| CMOs issued by government agencies or sponsored agencies | $298,000 | 2,792 |
| 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) | $48,650,000 | 414 |
| Available-for-sale securities (fair market value) | $31,032,000 | 2,944 |
| Total debt securities | $48,650,000 | 2,345 |
| 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 | $79,708,000 | 1,528 |
| U.S. Government securities | $48,755,000 | 1,817 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $48,755,000 | 1,771 |
| 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 | $30,953,000 | 106 |
| 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 | $25,752,000 | 1,483 |
| Certificates of participation in pools of residential mortgages | $25,427,000 | 1,106 |
| Issued or guaranteed by U.S. | $25,427,000 | 1,097 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $325,000 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $325,000 | 2,721 |
| 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) | $48,755,000 | 438 |
| Available-for-sale securities (fair market value) | $30,953,000 | 2,975 |
| Total debt securities | $48,755,000 | 2,346 |
| 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 | $78,954,000 | 1,545 |
| U.S. Government securities | $49,150,000 | 1,807 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $49,150,000 | 1,748 |
| 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 | $29,804,000 | 108 |
| 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 | $26,439,000 | 1,471 |
| Certificates of participation in pools of residential mortgages | $26,047,000 | 1,094 |
| Issued or guaranteed by U.S. | $26,047,000 | 1,087 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $392,000 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $392,000 | 2,647 |
| 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) | $49,150,000 | 449 |
| Available-for-sale securities (fair market value) | $29,804,000 | 3,055 |
| Total debt securities | $49,150,000 | 2,323 |
| 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 | $79,502,000 | 1,539 |
| U.S. Government securities | $48,949,000 | 1,841 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $48,949,000 | 1,778 |
| 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 | $30,553,000 | 101 |
| 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 | $26,513,000 | 1,480 |
| Certificates of participation in pools of residential mortgages | $26,057,000 | 1,113 |
| Issued or guaranteed by U.S. | $26,057,000 | 1,105 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $456,000 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $456,000 | 2,594 |
| 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) | $48,949,000 | 456 |
| Available-for-sale securities (fair market value) | $30,553,000 | 3,036 |
| Total debt securities | $48,949,000 | 2,354 |
| 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 | $79,108,000 | 1,543 |
| U.S. Government securities | $49,208,000 | 1,842 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $49,208,000 | 1,775 |
| 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 | $29,900,000 | 110 |
| 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 | $27,327,000 | 1,458 |
| Certificates of participation in pools of residential mortgages | $26,812,000 | 1,117 |
| Issued or guaranteed by U.S. | $26,812,000 | 1,106 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $515,000 | 2,819 |
| CMOs issued by government agencies or sponsored agencies | $515,000 | 2,539 |
| 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) | $49,208,000 | 465 |
| Available-for-sale securities (fair market value) | $29,900,000 | 3,085 |
| Total debt securities | $49,208,000 | 2,364 |
| 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 | $77,202,000 | 1,580 |
| U.S. Government securities | $47,762,000 | 1,866 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $47,762,000 | 1,800 |
| 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 | $29,440,000 | 109 |
| 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 | $26,743,000 | 1,505 |
| Certificates of participation in pools of residential mortgages | $26,225,000 | 1,155 |
| Issued or guaranteed by U.S. | $26,225,000 | 1,146 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $518,000 | 2,842 |
| CMOs issued by government agencies or sponsored agencies | $518,000 | 2,548 |
| 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) | $48,012,000 | 480 |
| Available-for-sale securities (fair market value) | $29,190,000 | 3,128 |
| Total debt securities | $47,762,000 | 2,395 |
| 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 | $76,379,000 | 1,614 |
| U.S. Government securities | $47,658,000 | 1,881 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $47,658,000 | 1,809 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $28,721,000 | 117 |
| 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 | $26,907,000 | 1,534 |
| Certificates of participation in pools of residential mortgages | $26,378,000 | 1,174 |
| Issued or guaranteed by U.S. | $26,378,000 | 1,164 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $529,000 | 2,877 |
| CMOs issued by government agencies or sponsored agencies | $529,000 | 2,604 |
| 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) | $47,658,000 | 489 |
| Available-for-sale securities (fair market value) | $28,721,000 | 3,206 |
| Total debt securities | $47,658,000 | 2,416 |
| 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 | $76,523,000 | 1,617 |
| U.S. Government securities | $48,182,000 | 1,903 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $48,182,000 | 1,829 |
| 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 | $28,341,000 | 122 |
| 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 | $28,026,000 | 1,521 |
| Certificates of participation in pools of residential mortgages | $27,475,000 | 1,173 |
| Issued or guaranteed by U.S. | $27,475,000 | 1,164 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $551,000 | 2,907 |
| CMOs issued by government agencies or sponsored agencies | $551,000 | 2,639 |
| 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) | $48,182,000 | 489 |
| Available-for-sale securities (fair market value) | $28,341,000 | 3,264 |
| Total debt securities | $48,182,000 | 2,420 |
| 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 | $77,883,000 | 1,620 |
| U.S. Government securities | $48,592,000 | 1,890 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $48,592,000 | 1,818 |
| 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 | $29,291,000 | 128 |
| 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 | $28,843,000 | 1,528 |
| Certificates of participation in pools of residential mortgages | $28,262,000 | 1,169 |
| Issued or guaranteed by U.S. | $28,262,000 | 1,162 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $581,000 | 2,926 |
| CMOs issued by government agencies or sponsored agencies | $581,000 | 2,664 |
| 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) | $48,593,000 | 475 |
| Available-for-sale securities (fair market value) | $29,290,000 | 3,192 |
| Total debt securities | $48,592,000 | 2,426 |
| 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 | $76,999,000 | 1,628 |
| U.S. Government securities | $48,681,000 | 1,858 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $48,681,000 | 1,797 |
| 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 | $28,318,000 | 136 |
| 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 | $29,500,000 | 1,503 |
| Certificates of participation in pools of residential mortgages | $28,886,000 | 1,141 |
| Issued or guaranteed by U.S. | $28,886,000 | 1,133 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $614,000 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $614,000 | 2,668 |
| 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) | $48,681,000 | 471 |
| Available-for-sale securities (fair market value) | $28,318,000 | 3,259 |
| Total debt securities | $48,681,000 | 2,405 |
| 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 | $70,090,000 | 1,800 |
| U.S. Government securities | $47,428,000 | 1,938 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $47,428,000 | 1,872 |
| 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 | $22,662,000 | 174 |
| 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 | $29,183,000 | 1,541 |
| Certificates of participation in pools of residential mortgages | $28,525,000 | 1,177 |
| Issued or guaranteed by U.S. | $28,525,000 | 1,168 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $658,000 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $658,000 | 2,690 |
| 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) | $47,428,000 | 494 |
| Available-for-sale securities (fair market value) | $22,662,000 | 3,846 |
| Total debt securities | $47,428,000 | 2,501 |
| 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 | $72,588,000 | 1,757 |
| U.S. Government securities | $49,030,000 | 1,881 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $49,030,000 | 1,823 |
| 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 | $23,558,000 | 187 |
| 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 | $29,723,000 | 1,531 |
| Certificates of participation in pools of residential mortgages | $28,991,000 | 1,174 |
| Issued or guaranteed by U.S. | $28,991,000 | 1,166 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $732,000 | 2,952 |
| CMOs issued by government agencies or sponsored agencies | $732,000 | 2,691 |
| 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) | $49,030,000 | 448 |
| Available-for-sale securities (fair market value) | $23,558,000 | 3,748 |
| Total debt securities | $49,030,000 | 2,431 |
| 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 | $71,060,000 | 1,822 |
| U.S. Government securities | $48,168,000 | 1,967 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $48,168,000 | 1,892 |
| 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 | $22,892,000 | 190 |
| 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 | $28,096,000 | 1,605 |
| Certificates of participation in pools of residential mortgages | $27,269,000 | 1,234 |
| Issued or guaranteed by U.S. | $27,269,000 | 1,224 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $827,000 | 2,919 |
| CMOs issued by government agencies or sponsored agencies | $827,000 | 2,778 |
| 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) | $48,168,000 | 459 |
| Available-for-sale securities (fair market value) | $22,892,000 | 3,862 |
| Total debt securities | $48,168,000 | 2,513 |
| 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 | $68,857,000 | 1,848 |
| U.S. Government securities | $45,611,000 | 2,014 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,611,000 | 1,941 |
| 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 | $23,246,000 | 203 |
| 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 | $26,526,000 | 1,651 |
| Certificates of participation in pools of residential mortgages | $25,419,000 | 1,277 |
| Issued or guaranteed by U.S. | $25,419,000 | 1,274 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,107,000 | 2,743 |
| CMOs issued by government agencies or sponsored agencies | $1,107,000 | 2,594 |
| 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) | $45,611,000 | 476 |
| Available-for-sale securities (fair market value) | $23,246,000 | 3,758 |
| Total debt securities | $45,611,000 | 2,568 |
| 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 | $69,230,000 | 1,801 |
| U.S. Government securities | $45,592,000 | 1,935 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,592,000 | 1,864 |
| 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 | $23,638,000 | 206 |
| 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 | $27,491,000 | 1,644 |
| Certificates of participation in pools of residential mortgages | $25,862,000 | 1,262 |
| Issued or guaranteed by U.S. | $25,862,000 | 1,256 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,629,000 | 2,678 |
| CMOs issued by government agencies or sponsored agencies | $1,629,000 | 2,531 |
| 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) | $45,592,000 | 458 |
| Available-for-sale securities (fair market value) | $23,638,000 | 3,635 |
| Total debt securities | $45,592,000 | 2,519 |
| 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 | $63,456,000 | 1,920 |
| U.S. Government securities | $42,869,000 | 2,016 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,869,000 | 1,950 |
| 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 | $20,587,000 | 220 |
| 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 | $25,539,000 | 1,712 |
| Certificates of participation in pools of residential mortgages | $23,489,000 | 1,350 |
| Issued or guaranteed by U.S. | $23,489,000 | 1,346 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,050,000 | 2,551 |
| CMOs issued by government agencies or sponsored agencies | $2,050,000 | 2,419 |
| 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) | $42,869,000 | 489 |
| Available-for-sale securities (fair market value) | $20,587,000 | 3,952 |
| Total debt securities | $42,869,000 | 2,607 |
| 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 | $62,090,000 | 1,946 |
| U.S. Government securities | $44,557,000 | 1,934 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $44,557,000 | 1,852 |
| 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 | $17,533,000 | 263 |
| 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 | $26,037,000 | 1,666 |
| Certificates of participation in pools of residential mortgages | $23,327,000 | 1,306 |
| Issued or guaranteed by U.S. | $23,327,000 | 1,302 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,710,000 | 2,369 |
| CMOs issued by government agencies or sponsored agencies | $2,710,000 | 2,252 |
| 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) | $44,557,000 | 472 |
| Available-for-sale securities (fair market value) | $17,533,000 | 4,343 |
| Total debt securities | $44,557,000 | 2,501 |
| 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 | $53,774,000 | 2,065 |
| U.S. Government securities | $43,028,000 | 1,849 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,028,000 | 1,751 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,746,000 | 383 |
| 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 | $22,991,000 | 1,661 |
| Certificates of participation in pools of residential mortgages | $17,337,000 | 1,454 |
| Issued or guaranteed by U.S. | $17,337,000 | 1,445 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $5,654,000 | 1,760 |
| CMOs issued by government agencies or sponsored agencies | $5,654,000 | 1,638 |
| 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) | $43,028,000 | 469 |
| Available-for-sale securities (fair market value) | $10,746,000 | 5,447 |
| Total debt securities | $43,028,000 | 2,438 |
| 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 | $51,471,000 | 2,120 |
| U.S. Government securities | $41,633,000 | 1,919 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,633,000 | 1,784 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $1,789,000 | 2,025 |
| Privately issued residential mortgage-backed securities | $1,510,000 | 633 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $279,000 | 2,873 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,049,000 | 598 |
| 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 | $20,909,000 | 1,445 |
| Certificates of participation in pools of residential mortgages | $18,101,000 | 1,151 |
| Issued or guaranteed by U.S. | $16,591,000 | 1,201 |
| Privately issued | $1,510,000 | 125 |
| Collaterized mortgage obligations | $2,808,000 | 1,997 |
| CMOs issued by government agencies or sponsored agencies | $2,808,000 | 1,856 |
| 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) | $45,672,000 | 558 |
| Available-for-sale securities (fair market value) | $5,799,000 | 6,972 |
| Total debt securities | $43,422,000 | 2,391 |
| 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 | $48,921,000 | 2,327 |
| U.S. Government securities | $43,911,000 | 1,913 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,911,000 | 1,728 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $1,050,000 | 2,292 |
| Privately issued residential mortgage-backed securities | $795,000 | 829 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $255,000 | 2,716 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,960,000 | 978 |
| 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 | $23,369,000 | 1,446 |
| Certificates of participation in pools of residential mortgages | $20,183,000 | 1,133 |
| Issued or guaranteed by U.S. | $19,388,000 | 1,165 |
| Privately issued | $795,000 | 152 |
| Collaterized mortgage obligations | $3,186,000 | 2,021 |
| CMOs issued by government agencies or sponsored agencies | $3,186,000 | 1,872 |
| 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) | $43,720,000 | 635 |
| Available-for-sale securities (fair market value) | $5,201,000 | 7,354 |
| Total debt securities | $44,961,000 | 2,427 |
| 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 | $50,867,000 | 2,265 |
| U.S. Government securities | $46,463,000 | 1,884 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $46,463,000 | 1,603 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $1,210,000 | 2,034 |
| Privately issued residential mortgage-backed securities | $949,000 | 764 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $261,000 | 2,536 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,194,000 | 1,110 |
| 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 | $28,002,000 | 1,366 |
| Certificates of participation in pools of residential mortgages | $22,627,000 | 1,128 |
| Issued or guaranteed by U.S. | $21,678,000 | 1,152 |
| Privately issued | $949,000 | 175 |
| Collaterized mortgage obligations | $5,375,000 | 1,703 |
| CMOs issued by government agencies or sponsored agencies | $5,375,000 | 1,594 |
| 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) | $47,139,000 | 629 |
| Available-for-sale securities (fair market value) | $3,728,000 | 7,820 |
| Total debt securities | $47,673,000 | 2,344 |
| 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 | $50,004,000 | 2,279 |
| U.S. Government securities | $47,115,000 | 1,930 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $47,115,000 | 1,516 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $257,000 | 2,761 |
| 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 | $257,000 | 2,195 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,632,000 | 1,216 |
| 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 | $27,770,000 | 1,327 |
| Certificates of participation in pools of residential mortgages | $19,006,000 | 1,284 |
| Issued or guaranteed by U.S. | $19,006,000 | 1,269 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $8,764,000 | 1,215 |
| CMOs issued by government agencies or sponsored agencies | $8,764,000 | 1,162 |
| 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) | $45,372,000 | 771 |
| Available-for-sale securities (fair market value) | $4,632,000 | 7,617 |
| Total debt securities | $47,372,000 | 2,349 |
| 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 | $43,569,000 | 2,760 |
| U.S. Government securities | $41,410,000 | 2,341 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,410,000 | 1,752 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $256,000 | 3,186 |
| 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 | $256,000 | 2,450 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,005,000 | 1,467 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $102,000 | 107 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,451,000 | 1,575 |
| Certificates of participation in pools of residential mortgages | $14,108,000 | 1,709 |
| Issued or guaranteed by U.S. | $14,108,000 | 1,692 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $10,343,000 | 1,230 |
| CMOs issued by government agencies or sponsored agencies | $10,343,000 | 1,161 |
| 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) | $41,151,000 | 995 |
| Available-for-sale securities (fair market value) | $2,418,000 | 8,837 |
| Total debt securities | $41,666,000 | 2,807 |
| 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 | $40,617,000 | 3,095 |
| U.S. Government securities | $38,802,000 | 2,606 |
| U.S. Treasury securities | $8,032,000 | 3,253 |
| U.S. Government agency obligations | $30,770,000 | 2,266 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $256,000 | 3,785 |
| 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 | $256,000 | 2,963 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,559,000 | 1,672 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,512,000 | 1,787 |
| Certificates of participation in pools of residential mortgages | $22,302,000 | 1,228 |
| Issued or guaranteed by U.S. | $22,302,000 | 1,205 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $210,000 | 5,445 |
| CMOs issued by government agencies or sponsored agencies | $210,000 | 5,218 |
| 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) | $36,802,000 | 1,189 |
| Available-for-sale securities (fair market value) | $3,815,000 | 8,574 |
| Total debt securities | $39,058,000 | 3,143 |
| 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 |
| 1994-12-31 | Rank | |
| Total securities | $36,573,000 | 3,586 |
| U.S. Government securities | $35,712,000 | 2,923 |
| U.S. Treasury securities | $6,436,000 | 4,721 |
| U.S. Government agency obligations | $29,276,000 | 2,313 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $250,000 | 4,337 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 3,461 |
| Foreign debt securities | NA | NA |
| Equity securities | $758,000 | 2,424 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $147,000 | 133 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,776,000 | 1,927 |
| Certificates of participation in pools of residential mortgages | $21,776,000 | 1,299 |
| Issued or guaranteed by U.S. | $21,776,000 | 1,283 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $33,565,000 | 2,193 |
| Available-for-sale securities (fair market value) | $3,008,000 | 8,109 |
| Total debt securities | $35,962,000 | 3,555 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $28,152,000 | 4,733 |
| U.S. Government securities | $26,995,000 | 3,968 |
| U.S. Treasury securities | $2,994,000 | 7,414 |
| U.S. Government agency obligations | $24,001,000 | 2,841 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $522,000 | 4,156 |
| Privately issued residential mortgage-backed securities | $272,000 | 2,111 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 3,913 |
| Foreign debt securities | NA | NA |
| Equity securities | $635,000 | 2,691 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $0 | 401 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,252,000 | 2,338 |
| Certificates of participation in pools of residential mortgages | $19,252,000 | 1,532 |
| Issued or guaranteed by U.S. | $18,980,000 | 1,526 |
| Privately issued | $272,000 | 494 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $27,517,000 | 4,706 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $26,461,000 | 4,952 |
| U.S. Government securities | $23,426,000 | 4,461 |
| U.S. Treasury securities | $1,496,000 | 9,593 |
| U.S. Government agency obligations | $21,930,000 | 3,006 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $2,646,000 | 2,521 |
| Privately issued residential mortgage-backed securities | $2,097,000 | 1,167 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $549,000 | 3,669 |
| Foreign debt securities | NA | NA |
| Equity securities | $389,000 | 2,959 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,498,000 | 2,444 |
| Certificates of participation in pools of residential mortgages | $18,430,000 | 1,626 |
| Issued or guaranteed by U.S. | $16,333,000 | 1,731 |
| Privately issued | $2,097,000 | 339 |
| Collaterized mortgage obligations | $68,000 | 7,077 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 6,475 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $26,072,000 | 4,912 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |