Home > First Western Trust Bank > Securities
First Western Trust Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $74,738,000 | 2,075 |
| U.S. Government securities | $46,916,000 | 1,953 |
| U.S. Treasury securities | $253,000 | 2,721 |
| U.S. Government agency obligations | $46,663,000 | 1,679 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $27,257,000 | 601 |
| Privately issued residential mortgage-backed securities | $3,784,000 | 395 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $23,473,000 | 362 |
| 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 | $49,566,000 | 1,491 |
| Mortgage-backed securities | $48,878,000 | 1,284 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,665,000 | 1,786 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $31,215,000 | 542 |
| Privately issued | $3,784,000 | 305 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $214,000 | 1,491 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $74,173,000 | 441 |
| Available-for-sale securities (fair market value) | $0 | 4,214 |
| Total debt securities | $74,173,000 | 2,070 |
| Structured notes | ||
| Amortized cost | $1,993,000 | 620 |
| Fair value | $1,871,000 | 574 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $76,146,000 | 2,015 |
| U.S. Government securities | $48,205,000 | 1,909 |
| U.S. Treasury securities | $249,000 | 2,781 |
| U.S. Government agency obligations | $47,956,000 | 1,622 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $27,405,000 | 597 |
| Privately issued residential mortgage-backed securities | $3,917,000 | 371 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $23,488,000 | 360 |
| 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 | $50,935,000 | 1,412 |
| Mortgage-backed securities | $50,224,000 | 1,233 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,012,000 | 1,728 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $32,054,000 | 523 |
| Privately issued | $3,917,000 | 290 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $241,000 | 1,462 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $75,610,000 | 448 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | $75,610,000 | 2,015 |
| Structured notes | ||
| Amortized cost | $1,993,000 | 638 |
| Fair value | $1,874,000 | 570 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $78,096,000 | 2,045 |
| U.S. Government securities | $50,084,000 | 1,902 |
| U.S. Treasury securities | $247,000 | 2,805 |
| U.S. Government agency obligations | $49,837,000 | 1,624 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $27,456,000 | 601 |
| Privately issued residential mortgage-backed securities | $3,951,000 | 374 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $23,505,000 | 359 |
| 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 | $52,808,000 | 1,360 |
| Mortgage-backed securities | $52,003,000 | 1,252 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,393,000 | 1,752 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $33,406,000 | 520 |
| Privately issued | $3,951,000 | 288 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $253,000 | 1,450 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $77,540,000 | 438 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | $77,540,000 | 2,038 |
| Structured notes | ||
| Amortized cost | $1,992,000 | 679 |
| Fair value | $1,810,000 | 632 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $80,202,000 | 2,084 |
| U.S. Government securities | $52,062,000 | 1,945 |
| U.S. Treasury securities | $245,000 | 2,873 |
| U.S. Government agency obligations | $51,817,000 | 1,603 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $27,574,000 | 626 |
| Privately issued residential mortgage-backed securities | $4,052,000 | 391 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $23,522,000 | 380 |
| 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 | $54,985,000 | 1,283 |
| Mortgage-backed securities | $53,977,000 | 1,278 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,843,000 | 1,781 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $34,824,000 | 527 |
| Privately issued | $4,052,000 | 299 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $258,000 | 1,469 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $79,636,000 | 450 |
| Available-for-sale securities (fair market value) | $0 | 4,317 |
| Total debt securities | $79,636,000 | 2,081 |
| Structured notes | ||
| Amortized cost | $1,992,000 | 711 |
| Fair value | $1,782,000 | 685 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $81,683,000 | 2,077 |
| U.S. Government securities | $53,443,000 | 1,927 |
| U.S. Treasury securities | $243,000 | 2,914 |
| U.S. Government agency obligations | $53,200,000 | 1,569 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $27,613,000 | 642 |
| Privately issued residential mortgage-backed securities | $4,074,000 | 394 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $23,539,000 | 387 |
| 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 | $24,602,000 | 1,955 |
| Mortgage-backed securities | $55,254,000 | 1,263 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,180,000 | 1,780 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $35,720,000 | 528 |
| Privately issued | $4,074,000 | 286 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $280,000 | 1,469 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $81,056,000 | 459 |
| Available-for-sale securities (fair market value) | $0 | 4,347 |
| Total debt securities | $81,056,000 | 2,076 |
| Structured notes | ||
| Amortized cost | $1,990,000 | 739 |
| Fair value | $1,814,000 | 684 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $84,882,000 | 2,045 |
| U.S. Government securities | $56,512,000 | 1,861 |
| U.S. Treasury securities | $242,000 | 2,932 |
| U.S. Government agency obligations | $56,270,000 | 1,533 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $27,745,000 | 615 |
| Privately issued residential mortgage-backed securities | $4,190,000 | 378 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $23,555,000 | 389 |
| 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 | $17,415,000 | 2,203 |
| Mortgage-backed securities | $58,032,000 | 1,238 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,628,000 | 1,774 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $37,899,000 | 515 |
| Privately issued | $4,190,000 | 288 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $315,000 | 1,476 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $84,257,000 | 439 |
| Available-for-sale securities (fair market value) | $0 | 4,389 |
| Total debt securities | $84,257,000 | 2,040 |
| Structured notes | ||
| Amortized cost | $1,990,000 | 727 |
| Fair value | $1,902,000 | 653 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $87,682,000 | 2,040 |
| U.S. Government securities | $59,198,000 | 1,825 |
| U.S. Treasury securities | $240,000 | 2,899 |
| U.S. Government agency obligations | $58,958,000 | 1,516 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $27,831,000 | 580 |
| Privately issued residential mortgage-backed securities | $4,259,000 | 377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $23,572,000 | 397 |
| 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 | $17,855,000 | 2,170 |
| Mortgage-backed securities | $60,604,000 | 1,246 |
| Certificates of participation in pools of residential mortgages | $16,146,000 | 1,847 |
| Issued or guaranteed by U.S. | $16,146,000 | 1,806 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $43,945,000 | 518 |
| CMOs issued by government agencies or sponsored agencies | $39,686,000 | 498 |
| Privately issued | $4,259,000 | 284 |
| Commercial mortgage-backed securities | $513,000 | 1,866 |
| Commercial mortgage pass-through securities | $513,000 | 1,367 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $87,029,000 | 393 |
| Available-for-sale securities (fair market value) | $0 | 4,420 |
| Total debt securities | $87,029,000 | 2,035 |
| Structured notes | ||
| Amortized cost | $1,990,000 | 711 |
| Fair value | $1,957,000 | 633 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $59,403,000 | 2,537 |
| U.S. Government securities | $40,307,000 | 2,258 |
| U.S. Treasury securities | $239,000 | 2,645 |
| U.S. Government agency obligations | $40,068,000 | 1,954 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $18,420,000 | 699 |
| Privately issued residential mortgage-backed securities | $1,336,000 | 483 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $17,084,000 | 482 |
| 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 | $15,195,000 | 2,302 |
| Mortgage-backed securities | $38,538,000 | 1,642 |
| Certificates of participation in pools of residential mortgages | $13,002,000 | 2,052 |
| Issued or guaranteed by U.S. | $13,002,000 | 2,007 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $24,878,000 | 755 |
| CMOs issued by government agencies or sponsored agencies | $23,542,000 | 715 |
| Privately issued | $1,336,000 | 349 |
| Commercial mortgage-backed securities | $658,000 | 1,819 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $658,000 | 1,291 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $58,727,000 | 2,372 |
| Total debt securities | $58,727,000 | 2,537 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 740 |
| Fair value | $965,000 | 774 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $56,921,000 | 2,522 |
| U.S. Government securities | $45,741,000 | 1,976 |
| U.S. Treasury securities | $247,000 | 2,179 |
| U.S. Government agency obligations | $45,494,000 | 1,771 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $9,822,000 | 961 |
| Privately issued residential mortgage-backed securities | $1,497,000 | 442 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $8,325,000 | 732 |
| 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 | $17,264,000 | 2,164 |
| Mortgage-backed securities | $43,469,000 | 1,498 |
| Certificates of participation in pools of residential mortgages | $14,444,000 | 1,966 |
| Issued or guaranteed by U.S. | $14,444,000 | 1,911 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $28,147,000 | 666 |
| CMOs issued by government agencies or sponsored agencies | $26,650,000 | 640 |
| Privately issued | $1,497,000 | 295 |
| Commercial mortgage-backed securities | $878,000 | 1,738 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $878,000 | 1,224 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $55,563,000 | 2,394 |
| Total debt securities | $55,563,000 | 2,536 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $32,949,000 | 3,153 |
| U.S. Government securities | $22,215,000 | 2,764 |
| U.S. Treasury securities | $249,000 | 1,977 |
| U.S. Government agency obligations | $21,966,000 | 2,564 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $10,018,000 | 897 |
| Privately issued residential mortgage-backed securities | $1,662,000 | 388 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $8,356,000 | 684 |
| 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 | $2,317,000 | 3,558 |
| Mortgage-backed securities | $23,628,000 | 2,056 |
| Certificates of participation in pools of residential mortgages | $1,155,000 | 3,482 |
| Issued or guaranteed by U.S. | $1,155,000 | 3,390 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $22,473,000 | 749 |
| CMOs issued by government agencies or sponsored agencies | $20,811,000 | 747 |
| Privately issued | $1,662,000 | 257 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $32,233,000 | 2,994 |
| Total debt securities | $32,233,000 | 3,156 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $26,251,000 | 3,346 |
| U.S. Government securities | $17,496,000 | 2,974 |
| U.S. Treasury securities | $251,000 | 1,872 |
| U.S. Government agency obligations | $17,245,000 | 2,785 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $8,036,000 | 973 |
| Privately issued residential mortgage-backed securities | $1,893,000 | 375 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $6,143,000 | 767 |
| 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 | $2,853,000 | 3,483 |
| Mortgage-backed securities | $19,138,000 | 2,210 |
| Certificates of participation in pools of residential mortgages | $1,160,000 | 3,495 |
| Issued or guaranteed by U.S. | $1,160,000 | 3,396 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $17,978,000 | 819 |
| CMOs issued by government agencies or sponsored agencies | $16,085,000 | 845 |
| Privately issued | $1,893,000 | 234 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $25,532,000 | 3,189 |
| Total debt securities | $25,532,000 | 3,356 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $31,560,000 | 3,046 |
| U.S. Government securities | $21,903,000 | 2,557 |
| U.S. Treasury securities | $253,000 | 1,587 |
| U.S. Government agency obligations | $21,650,000 | 2,415 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $8,940,000 | 884 |
| Privately issued residential mortgage-backed securities | $2,852,000 | 336 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $6,088,000 | 703 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,240,000 | 3,398 |
| Mortgage-backed securities | $24,502,000 | 1,900 |
| Certificates of participation in pools of residential mortgages | $1,670,000 | 3,355 |
| Issued or guaranteed by U.S. | $1,670,000 | 3,260 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $22,832,000 | 680 |
| CMOs issued by government agencies or sponsored agencies | $19,980,000 | 712 |
| Privately issued | $2,852,000 | 207 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $30,843,000 | 2,885 |
| Total debt securities | $30,843,000 | 3,050 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $37,396,000 | 2,727 |
| U.S. Government securities | $26,535,000 | 2,208 |
| U.S. Treasury securities | $254,000 | 1,151 |
| U.S. Government agency obligations | $26,281,000 | 2,108 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $10,131,000 | 785 |
| Privately issued residential mortgage-backed securities | $4,087,000 | 275 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $6,044,000 | 668 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,691,000 | 3,325 |
| Mortgage-backed securities | $30,368,000 | 1,655 |
| Certificates of participation in pools of residential mortgages | $1,676,000 | 3,319 |
| Issued or guaranteed by U.S. | $1,676,000 | 3,232 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $28,692,000 | 590 |
| CMOs issued by government agencies or sponsored agencies | $24,605,000 | 615 |
| Privately issued | $4,087,000 | 174 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $36,666,000 | 2,576 |
| Total debt securities | $36,666,000 | 2,731 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $41,386,000 | 2,499 |
| U.S. Government securities | $32,760,000 | 1,903 |
| U.S. Treasury securities | $256,000 | 1,164 |
| U.S. Government agency obligations | $32,504,000 | 1,816 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $7,894,000 | 855 |
| Privately issued residential mortgage-backed securities | $5,846,000 | 235 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $2,048,000 | 1,041 |
| 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 | $4,242,000 | 3,257 |
| Mortgage-backed securities | $38,350,000 | 1,401 |
| Certificates of participation in pools of residential mortgages | $2,716,000 | 3,074 |
| Issued or guaranteed by U.S. | $2,716,000 | 2,985 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $35,634,000 | 509 |
| CMOs issued by government agencies or sponsored agencies | $29,788,000 | 546 |
| Privately issued | $5,846,000 | 146 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $40,654,000 | 2,358 |
| Total debt securities | $40,654,000 | 2,507 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $47,749,000 | 2,238 |
| U.S. Government securities | $39,462,000 | 1,696 |
| U.S. Treasury securities | $257,000 | 1,211 |
| U.S. Government agency obligations | $39,205,000 | 1,604 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $7,555,000 | 828 |
| Privately issued residential mortgage-backed securities | $7,555,000 | 196 |
| 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 | $4,895,000 | 3,205 |
| Mortgage-backed securities | $46,760,000 | 1,196 |
| Certificates of participation in pools of residential mortgages | $2,736,000 | 3,066 |
| Issued or guaranteed by U.S. | $2,736,000 | 2,982 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $44,024,000 | 457 |
| CMOs issued by government agencies or sponsored agencies | $36,469,000 | 484 |
| Privately issued | $7,555,000 | 128 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $47,017,000 | 2,100 |
| Total debt securities | $47,017,000 | 2,231 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $53,226,000 | 2,016 |
| U.S. Government securities | $43,863,000 | 1,584 |
| U.S. Treasury securities | $258,000 | 1,245 |
| U.S. Government agency obligations | $43,605,000 | 1,512 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $8,637,000 | 744 |
| Privately issued residential mortgage-backed securities | $8,637,000 | 185 |
| 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 | $5,134,000 | 3,145 |
| Mortgage-backed securities | $52,242,000 | 1,103 |
| Certificates of participation in pools of residential mortgages | $2,735,000 | 3,073 |
| Issued or guaranteed by U.S. | $2,735,000 | 2,981 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $49,507,000 | 427 |
| CMOs issued by government agencies or sponsored agencies | $40,870,000 | 456 |
| Privately issued | $8,637,000 | 118 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $52,500,000 | 1,898 |
| Total debt securities | $52,500,000 | 2,015 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $59,617,000 | 1,852 |
| U.S. Government securities | $48,484,000 | 1,490 |
| U.S. Treasury securities | $254,000 | 1,309 |
| U.S. Government agency obligations | $48,230,000 | 1,420 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $10,419,000 | 643 |
| Privately issued residential mortgage-backed securities | $10,419,000 | 166 |
| 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 | $5,454,000 | 3,157 |
| Mortgage-backed securities | $58,649,000 | 984 |
| Certificates of participation in pools of residential mortgages | $2,917,000 | 3,012 |
| Issued or guaranteed by U.S. | $2,917,000 | 2,925 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $55,732,000 | 393 |
| CMOs issued by government agencies or sponsored agencies | $45,313,000 | 428 |
| Privately issued | $10,419,000 | 111 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $58,903,000 | 1,727 |
| Total debt securities | $58,903,000 | 1,851 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $62,209,000 | 1,785 |
| U.S. Government securities | $49,299,000 | 1,470 |
| U.S. Treasury securities | $255,000 | 1,369 |
| U.S. Government agency obligations | $49,044,000 | 1,387 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $12,192,000 | 584 |
| Privately issued residential mortgage-backed securities | $12,192,000 | 150 |
| 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 | $5,919,000 | 3,140 |
| Mortgage-backed securities | $61,236,000 | 944 |
| Certificates of participation in pools of residential mortgages | $3,309,000 | 2,916 |
| Issued or guaranteed by U.S. | $3,309,000 | 2,829 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $57,927,000 | 383 |
| CMOs issued by government agencies or sponsored agencies | $45,735,000 | 418 |
| Privately issued | $12,192,000 | 97 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $61,491,000 | 1,663 |
| Total debt securities | $61,491,000 | 1,777 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $52,410,000 | 2,046 |
| U.S. Government securities | $46,578,000 | 1,555 |
| U.S. Treasury securities | $255,000 | 1,408 |
| U.S. Government agency obligations | $46,323,000 | 1,476 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $5,120,000 | 871 |
| Privately issued residential mortgage-backed securities | $5,120,000 | 205 |
| 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 | $5,088,000 | 3,304 |
| Mortgage-backed securities | $47,149,000 | 1,127 |
| Certificates of participation in pools of residential mortgages | $3,492,000 | 2,895 |
| Issued or guaranteed by U.S. | $3,492,000 | 2,813 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $43,657,000 | 435 |
| CMOs issued by government agencies or sponsored agencies | $38,537,000 | 458 |
| Privately issued | $5,120,000 | 145 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $51,698,000 | 1,911 |
| Total debt securities | $51,698,000 | 2,048 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $54,312,000 | 2,022 |
| U.S. Government securities | $47,822,000 | 1,524 |
| U.S. Treasury securities | $253,000 | 1,457 |
| U.S. Government agency obligations | $47,569,000 | 1,444 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $5,788,000 | 819 |
| Privately issued residential mortgage-backed securities | $5,788,000 | 194 |
| 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 | $5,285,000 | 3,342 |
| Mortgage-backed securities | $48,957,000 | 1,084 |
| Certificates of participation in pools of residential mortgages | $3,746,000 | 2,869 |
| Issued or guaranteed by U.S. | $3,746,000 | 2,783 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $45,211,000 | 423 |
| CMOs issued by government agencies or sponsored agencies | $39,423,000 | 437 |
| Privately issued | $5,788,000 | 141 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $53,610,000 | 1,886 |
| Total debt securities | $53,610,000 | 2,025 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $44,388,000 | 2,388 |
| U.S. Government securities | $42,424,000 | 1,703 |
| U.S. Treasury securities | $251,000 | 1,462 |
| U.S. Government agency obligations | $42,173,000 | 1,625 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $1,271,000 | 1,414 |
| Privately issued residential mortgage-backed securities | $1,271,000 | 322 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,393,000 | 3,355 |
| Mortgage-backed securities | $39,143,000 | 1,257 |
| Certificates of participation in pools of residential mortgages | $3,870,000 | 2,861 |
| Issued or guaranteed by U.S. | $3,870,000 | 2,804 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $35,273,000 | 510 |
| CMOs issued by government agencies or sponsored agencies | $34,002,000 | 493 |
| Privately issued | $1,271,000 | 226 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $43,695,000 | 2,219 |
| Total debt securities | $43,695,000 | 2,390 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $45,162,000 | 2,382 |
| U.S. Government securities | $43,052,000 | 1,679 |
| U.S. Treasury securities | $249,000 | 1,452 |
| U.S. Government agency obligations | $42,803,000 | 1,595 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $1,423,000 | 1,357 |
| Privately issued residential mortgage-backed securities | $1,423,000 | 262 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,545,000 | 3,361 |
| Mortgage-backed securities | $39,784,000 | 1,245 |
| Certificates of participation in pools of residential mortgages | $3,839,000 | 2,904 |
| Issued or guaranteed by U.S. | $3,839,000 | 2,884 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $35,945,000 | 492 |
| CMOs issued by government agencies or sponsored agencies | $34,522,000 | 479 |
| Privately issued | $1,423,000 | 219 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $44,475,000 | 2,204 |
| Total debt securities | $44,475,000 | 2,383 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $47,565,000 | 2,316 |
| U.S. Government securities | $45,409,000 | 1,599 |
| U.S. Treasury securities | $250,000 | 1,420 |
| U.S. Government agency obligations | $45,159,000 | 1,518 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $1,464,000 | 1,497 |
| Privately issued residential mortgage-backed securities | $1,464,000 | 438 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,767,000 | 3,927 |
| Mortgage-backed securities | $42,029,000 | 1,215 |
| Certificates of participation in pools of residential mortgages | $4,113,000 | 2,892 |
| Issued or guaranteed by U.S. | $4,113,000 | 2,748 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $37,916,000 | 470 |
| CMOs issued by government agencies or sponsored agencies | $36,452,000 | 461 |
| Privately issued | $1,464,000 | 221 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $46,873,000 | 2,151 |
| Total debt securities | $46,873,000 | 2,324 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $49,541,000 | 2,276 |
| U.S. Government securities | $47,392,000 | 1,594 |
| U.S. Treasury securities | $249,000 | 1,371 |
| U.S. Government agency obligations | $47,143,000 | 1,531 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $1,451,000 | 1,353 |
| Privately issued residential mortgage-backed securities | $1,451,000 | 246 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,660,000 | 2,147 |
| Mortgage-backed securities | $43,806,000 | 1,178 |
| Certificates of participation in pools of residential mortgages | $4,160,000 | 2,925 |
| Issued or guaranteed by U.S. | $4,160,000 | 2,919 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $39,646,000 | 458 |
| CMOs issued by government agencies or sponsored agencies | $38,195,000 | 445 |
| Privately issued | $1,451,000 | 232 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $48,843,000 | 2,105 |
| Total debt securities | $48,843,000 | 2,280 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $52,720,000 | 2,213 |
| U.S. Government securities | $50,532,000 | 1,530 |
| U.S. Treasury securities | $249,000 | 1,275 |
| U.S. Government agency obligations | $50,283,000 | 1,475 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $1,479,000 | 1,354 |
| Privately issued residential mortgage-backed securities | $1,479,000 | 247 |
| 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 | $709,000 | 555 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,043,000 | 2,072 |
| Mortgage-backed securities | $46,708,000 | 1,130 |
| Certificates of participation in pools of residential mortgages | $4,400,000 | 2,922 |
| Issued or guaranteed by U.S. | $4,400,000 | 2,919 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $42,308,000 | 453 |
| CMOs issued by government agencies or sponsored agencies | $40,829,000 | 437 |
| Privately issued | $1,479,000 | 234 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $52,720,000 | 2,032 |
| Total debt securities | $52,011,000 | 2,209 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $63,471,000 | 1,936 |
| U.S. Government securities | $60,801,000 | 1,337 |
| U.S. Treasury securities | $249,000 | 1,262 |
| U.S. Government agency obligations | $60,552,000 | 1,278 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $1,956,000 | 1,243 |
| Privately issued residential mortgage-backed securities | $1,956,000 | 229 |
| 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 | $714,000 | 568 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,097,000 | 1,868 |
| Mortgage-backed securities | $56,669,000 | 1,000 |
| Certificates of participation in pools of residential mortgages | $5,169,000 | 2,820 |
| Issued or guaranteed by U.S. | $5,169,000 | 2,817 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $51,500,000 | 394 |
| CMOs issued by government agencies or sponsored agencies | $49,544,000 | 380 |
| Privately issued | $1,956,000 | 217 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $63,471,000 | 1,785 |
| Total debt securities | $62,757,000 | 1,935 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $99,071,000 | 1,380 |
| U.S. Government securities | $92,968,000 | 964 |
| U.S. Treasury securities | $249,000 | 1,297 |
| U.S. Government agency obligations | $92,719,000 | 927 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $5,390,000 | 816 |
| Privately issued residential mortgage-backed securities | $2,087,000 | 228 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $3,303,000 | 176 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $713,000 | 576 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,782,000 | 900 |
| Mortgage-backed securities | $88,607,000 | 714 |
| Certificates of participation in pools of residential mortgages | $7,087,000 | 2,563 |
| Issued or guaranteed by U.S. | $7,087,000 | 2,562 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $81,520,000 | 300 |
| CMOs issued by government agencies or sponsored agencies | $79,433,000 | 280 |
| Privately issued | $2,087,000 | 215 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $99,071,000 | 1,231 |
| Total debt securities | $98,358,000 | 1,369 |
| Structured notes | ||
| Amortized cost | $3,309,000 | 344 |
| Fair value | $3,303,000 | 343 |
| 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 | $113,288,000 | 1,222 |
| U.S. Government securities | $107,047,000 | 874 |
| U.S. Treasury securities | $250,000 | 1,327 |
| U.S. Government agency obligations | $106,797,000 | 835 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $5,532,000 | 824 |
| Privately issued residential mortgage-backed securities | $2,132,000 | 239 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $3,400,000 | 180 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $709,000 | 576 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,874,000 | 1,001 |
| Mortgage-backed securities | $102,619,000 | 647 |
| Certificates of participation in pools of residential mortgages | $8,125,000 | 2,463 |
| Issued or guaranteed by U.S. | $8,125,000 | 2,463 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $94,494,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $92,362,000 | 262 |
| Privately issued | $2,132,000 | 228 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $113,288,000 | 1,087 |
| Total debt securities | $112,579,000 | 1,208 |
| Structured notes | ||
| Amortized cost | $3,418,000 | 356 |
| Fair value | $3,400,000 | 352 |
| 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 | $96,934,000 | 1,418 |
| U.S. Government securities | $90,489,000 | 980 |
| U.S. Treasury securities | $249,000 | 1,311 |
| U.S. Government agency obligations | $90,240,000 | 943 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $5,736,000 | 811 |
| Privately issued residential mortgage-backed securities | $2,241,000 | 242 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $3,495,000 | 175 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $709,000 | 577 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,150,000 | 1,047 |
| Mortgage-backed securities | $86,093,000 | 741 |
| Certificates of participation in pools of residential mortgages | $8,245,000 | 2,448 |
| Issued or guaranteed by U.S. | $8,245,000 | 2,446 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $77,848,000 | 303 |
| CMOs issued by government agencies or sponsored agencies | $75,607,000 | 287 |
| Privately issued | $2,241,000 | 229 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $96,934,000 | 1,254 |
| Total debt securities | $96,225,000 | 1,407 |
| Structured notes | ||
| Amortized cost | $3,509,000 | 329 |
| Fair value | $3,495,000 | 324 |
| 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 | $84,647,000 | 1,583 |
| U.S. Government securities | $77,977,000 | 1,112 |
| U.S. Treasury securities | $451,000 | 1,115 |
| U.S. Government agency obligations | $77,526,000 | 1,073 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $5,938,000 | 786 |
| Privately issued residential mortgage-backed securities | $2,347,000 | 242 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $3,591,000 | 173 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $732,000 | 584 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,749,000 | 835 |
| Mortgage-backed securities | $73,101,000 | 844 |
| Certificates of participation in pools of residential mortgages | $4,589,000 | 3,074 |
| Issued or guaranteed by U.S. | $4,589,000 | 3,073 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $68,512,000 | 345 |
| CMOs issued by government agencies or sponsored agencies | $66,165,000 | 326 |
| Privately issued | $2,347,000 | 233 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $84,647,000 | 1,424 |
| Total debt securities | $83,915,000 | 1,566 |
| Structured notes | ||
| Amortized cost | $3,609,000 | 316 |
| Fair value | $3,591,000 | 316 |
| 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 | $87,155,000 | 1,569 |
| U.S. Government securities | $80,203,000 | 1,104 |
| U.S. Treasury securities | $200,000 | 1,205 |
| U.S. Government agency obligations | $80,003,000 | 1,058 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $6,217,000 | 787 |
| Privately issued residential mortgage-backed securities | $2,532,000 | 241 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $3,685,000 | 176 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $735,000 | 599 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,193,000 | 810 |
| Mortgage-backed securities | $75,627,000 | 821 |
| Certificates of participation in pools of residential mortgages | $5,184,000 | 3,007 |
| Issued or guaranteed by U.S. | $5,184,000 | 3,004 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $70,443,000 | 340 |
| CMOs issued by government agencies or sponsored agencies | $67,911,000 | 319 |
| Privately issued | $2,532,000 | 226 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $87,155,000 | 1,412 |
| Total debt securities | $86,420,000 | 1,553 |
| Structured notes | ||
| Amortized cost | $3,707,000 | 358 |
| Fair value | $3,685,000 | 359 |
| 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 | $87,945,000 | 1,572 |
| U.S. Government securities | $80,764,000 | 1,124 |
| U.S. Treasury securities | $200,000 | 1,246 |
| U.S. Government agency obligations | $80,564,000 | 1,068 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $6,451,000 | 770 |
| Privately issued residential mortgage-backed securities | $2,692,000 | 236 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $3,759,000 | 177 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $730,000 | 601 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,631,000 | 1,159 |
| Mortgage-backed securities | $81,312,000 | 771 |
| Certificates of participation in pools of residential mortgages | $6,171,000 | 2,849 |
| Issued or guaranteed by U.S. | $6,171,000 | 2,848 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $75,141,000 | 331 |
| CMOs issued by government agencies or sponsored agencies | $72,449,000 | 319 |
| Privately issued | $2,692,000 | 225 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $87,945,000 | 1,402 |
| Total debt securities | $87,215,000 | 1,558 |
| Structured notes | ||
| Amortized cost | $3,787,000 | 437 |
| Fair value | $3,758,000 | 436 |
| 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 | $65,802,000 | 2,019 |
| U.S. Government securities | $57,579,000 | 1,518 |
| U.S. Treasury securities | $200,000 | 1,322 |
| U.S. Government agency obligations | $57,379,000 | 1,446 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $7,503,000 | 691 |
| Privately issued residential mortgage-backed securities | $2,866,000 | 224 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $4,637,000 | 173 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $720,000 | 610 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,014,000 | 3,387 |
| Mortgage-backed securities | $57,774,000 | 1,014 |
| Certificates of participation in pools of residential mortgages | $6,393,000 | 2,804 |
| Issued or guaranteed by U.S. | $6,393,000 | 2,802 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $51,381,000 | 434 |
| CMOs issued by government agencies or sponsored agencies | $48,515,000 | 425 |
| Privately issued | $2,866,000 | 214 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $65,802,000 | 1,839 |
| Total debt securities | $65,082,000 | 2,005 |
| Structured notes | ||
| Amortized cost | $4,653,000 | 422 |
| Fair value | $4,637,000 | 422 |
| 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 | $45,841,000 | 2,633 |
| U.S. Government securities | $36,215,000 | 2,190 |
| U.S. Treasury securities | $201,000 | 1,258 |
| U.S. Government agency obligations | $36,014,000 | 2,115 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $8,898,000 | 636 |
| Privately issued residential mortgage-backed securities | $3,109,000 | 216 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $5,789,000 | 162 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $728,000 | 620 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,512,000 | 3,211 |
| Mortgage-backed securities | $36,609,000 | 1,420 |
| Certificates of participation in pools of residential mortgages | $6,852,000 | 2,775 |
| Issued or guaranteed by U.S. | $6,852,000 | 2,773 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $29,757,000 | 612 |
| CMOs issued by government agencies or sponsored agencies | $26,648,000 | 621 |
| Privately issued | $3,109,000 | 206 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $45,841,000 | 2,413 |
| Total debt securities | $45,113,000 | 2,644 |
| Structured notes | ||
| Amortized cost | $5,796,000 | 407 |
| Fair value | $5,789,000 | 407 |
| 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 | $50,063,000 | 2,524 |
| U.S. Government securities | $40,103,000 | 2,103 |
| U.S. Treasury securities | $201,000 | 1,305 |
| U.S. Government agency obligations | $39,902,000 | 2,027 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $9,238,000 | 608 |
| Privately issued residential mortgage-backed securities | $3,326,000 | 222 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $5,912,000 | 162 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $722,000 | 626 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,350,000 | 3,111 |
| Mortgage-backed securities | $40,076,000 | 1,382 |
| Certificates of participation in pools of residential mortgages | $7,755,000 | 2,728 |
| Issued or guaranteed by U.S. | $7,755,000 | 2,724 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $32,321,000 | 589 |
| CMOs issued by government agencies or sponsored agencies | $28,995,000 | 598 |
| Privately issued | $3,326,000 | 212 |
| 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) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $50,063,000 | 2,310 |
| Total debt securities | $49,341,000 | 2,534 |
| Structured notes | ||
| Amortized cost | $5,932,000 | 476 |
| Fair value | $5,912,000 | 466 |
| 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 | $70,432,000 | 1,983 |
| U.S. Government securities | $60,133,000 | 1,525 |
| U.S. Treasury securities | $201,000 | 1,282 |
| U.S. Government agency obligations | $59,932,000 | 1,466 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $9,568,000 | 598 |
| Privately issued residential mortgage-backed securities | $3,519,000 | 230 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $6,049,000 | 166 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $731,000 | 636 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,732,000 | 2,578 |
| Mortgage-backed securities | $60,244,000 | 997 |
| Certificates of participation in pools of residential mortgages | $8,831,000 | 2,624 |
| Issued or guaranteed by U.S. | $8,831,000 | 2,621 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $51,413,000 | 455 |
| CMOs issued by government agencies or sponsored agencies | $47,894,000 | 451 |
| Privately issued | $3,519,000 | 218 |
| 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) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $70,432,000 | 1,802 |
| Total debt securities | $69,701,000 | 1,991 |
| Structured notes | ||
| Amortized cost | $6,066,000 | 498 |
| Fair value | $6,049,000 | 499 |
| 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 | $83,947,000 | 1,704 |
| U.S. Government securities | $73,424,000 | 1,288 |
| U.S. Treasury securities | $201,000 | 1,313 |
| U.S. Government agency obligations | $73,223,000 | 1,231 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $9,799,000 | 596 |
| Privately issued residential mortgage-backed securities | $3,657,000 | 228 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $6,142,000 | 165 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $724,000 | 638 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $745,000 | 5,301 |
| Mortgage-backed securities | $73,153,000 | 862 |
| Certificates of participation in pools of residential mortgages | $12,386,000 | 2,255 |
| Issued or guaranteed by U.S. | $12,386,000 | 2,253 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $60,767,000 | 403 |
| CMOs issued by government agencies or sponsored agencies | $57,110,000 | 400 |
| Privately issued | $3,657,000 | 216 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $83,947,000 | 1,516 |
| Total debt securities | $83,223,000 | 1,698 |
| Structured notes | ||
| Amortized cost | $6,154,000 | 545 |
| Fair value | $6,142,000 | 541 |
| 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 | $88,085,000 | 1,664 |
| U.S. Government securities | $77,229,000 | 1,265 |
| U.S. Treasury securities | $201,000 | 1,334 |
| U.S. Government agency obligations | $77,028,000 | 1,202 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $10,138,000 | 597 |
| Privately issued residential mortgage-backed securities | $3,857,000 | 235 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $6,281,000 | 171 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $718,000 | 649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $788,000 | 5,357 |
| Mortgage-backed securities | $77,148,000 | 847 |
| Certificates of participation in pools of residential mortgages | $13,025,000 | 2,278 |
| Issued or guaranteed by U.S. | $13,025,000 | 2,276 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $64,123,000 | 394 |
| CMOs issued by government agencies or sponsored agencies | $60,266,000 | 394 |
| Privately issued | $3,857,000 | 226 |
| 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) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $88,085,000 | 1,474 |
| Total debt securities | $87,367,000 | 1,662 |
| Structured notes | ||
| Amortized cost | $6,281,000 | 597 |
| Fair value | $6,281,000 | 589 |
| 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 | $80,057,000 | 1,816 |
| U.S. Government securities | $68,921,000 | 1,413 |
| U.S. Treasury securities | $201,000 | 1,295 |
| U.S. Government agency obligations | $68,720,000 | 1,361 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $10,416,000 | 608 |
| Privately issued residential mortgage-backed securities | $10,416,000 | 147 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $720,000 | 666 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $841,000 | 5,388 |
| Mortgage-backed securities | $74,871,000 | 880 |
| Certificates of participation in pools of residential mortgages | $14,198,000 | 2,204 |
| Issued or guaranteed by U.S. | $14,198,000 | 2,202 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $60,673,000 | 410 |
| CMOs issued by government agencies or sponsored agencies | $50,257,000 | 455 |
| Privately issued | $10,416,000 | 139 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $80,057,000 | 1,627 |
| Total debt securities | $79,337,000 | 1,800 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $94,381,000 | 1,584 |
| U.S. Government securities | $82,798,000 | 1,220 |
| U.S. Treasury securities | $201,000 | 1,145 |
| U.S. Government agency obligations | $82,597,000 | 1,171 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $10,872,000 | 622 |
| Privately issued residential mortgage-backed securities | $10,872,000 | 143 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $711,000 | 668 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $882,000 | 5,422 |
| Mortgage-backed securities | $86,982,000 | 784 |
| Certificates of participation in pools of residential mortgages | $14,591,000 | 2,190 |
| Issued or guaranteed by U.S. | $14,591,000 | 2,189 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $72,391,000 | 358 |
| CMOs issued by government agencies or sponsored agencies | $61,519,000 | 384 |
| Privately issued | $10,872,000 | 136 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $94,381,000 | 1,401 |
| Total debt securities | $93,670,000 | 1,576 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $75,484,000 | 1,929 |
| U.S. Government securities | $74,777,000 | 1,312 |
| U.S. Treasury securities | $201,000 | 1,079 |
| U.S. Government agency obligations | $74,576,000 | 1,269 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $707,000 | 679 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $919,000 | 5,468 |
| Mortgage-backed securities | $67,441,000 | 953 |
| Certificates of participation in pools of residential mortgages | $9,503,000 | 2,723 |
| Issued or guaranteed by U.S. | $9,503,000 | 2,722 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $57,938,000 | 431 |
| CMOs issued by government agencies or sponsored agencies | $57,938,000 | 398 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $75,484,000 | 1,731 |
| Total debt securities | $74,777,000 | 1,915 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $70,630,000 | 2,045 |
| U.S. Government securities | $69,912,000 | 1,421 |
| U.S. Treasury securities | $201,000 | 1,070 |
| U.S. Government agency obligations | $69,711,000 | 1,380 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $718,000 | 692 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $972,000 | 5,500 |
| Mortgage-backed securities | $65,858,000 | 991 |
| Certificates of participation in pools of residential mortgages | $6,630,000 | 3,178 |
| Issued or guaranteed by U.S. | $6,630,000 | 3,174 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $59,228,000 | 428 |
| CMOs issued by government agencies or sponsored agencies | $59,228,000 | 400 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $70,630,000 | 1,843 |
| Total debt securities | $69,912,000 | 2,045 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $23,210,000 | 4,219 |
| U.S. Government securities | $22,488,000 | 3,283 |
| U.S. Treasury securities | $201,000 | 1,092 |
| U.S. Government agency obligations | $22,287,000 | 3,214 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $722,000 | 684 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,054,000 | 5,452 |
| Mortgage-backed securities | $22,287,000 | 2,218 |
| Certificates of participation in pools of residential mortgages | $3,478,000 | 3,849 |
| Issued or guaranteed by U.S. | $3,478,000 | 3,843 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $18,809,000 | 982 |
| CMOs issued by government agencies or sponsored agencies | $18,809,000 | 923 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $23,210,000 | 3,880 |
| Total debt securities | $22,488,000 | 4,245 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $36,084,000 | 3,365 |
| U.S. Government securities | $35,339,000 | 2,499 |
| U.S. Treasury securities | $202,000 | 1,103 |
| U.S. Government agency obligations | $35,137,000 | 2,451 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $745,000 | 683 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,111,000 | 5,487 |
| Mortgage-backed securities | $35,137,000 | 1,696 |
| Certificates of participation in pools of residential mortgages | $5,101,000 | 3,502 |
| Issued or guaranteed by U.S. | $5,101,000 | 3,500 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $30,036,000 | 759 |
| CMOs issued by government agencies or sponsored agencies | $30,036,000 | 706 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $36,084,000 | 3,115 |
| Total debt securities | $35,339,000 | 3,369 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $41,431,000 | 3,042 |
| U.S. Government securities | $40,681,000 | 2,193 |
| U.S. Treasury securities | $203,000 | 1,074 |
| U.S. Government agency obligations | $40,478,000 | 2,145 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $750,000 | 671 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,243,000 | 5,477 |
| Mortgage-backed securities | $40,478,000 | 1,524 |
| Certificates of participation in pools of residential mortgages | $5,805,000 | 3,358 |
| Issued or guaranteed by U.S. | $5,805,000 | 3,355 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $34,673,000 | 681 |
| CMOs issued by government agencies or sponsored agencies | $34,673,000 | 638 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $41,431,000 | 2,809 |
| Total debt securities | $40,681,000 | 3,054 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $63,989,000 | 2,208 |
| U.S. Government securities | $63,230,000 | 1,574 |
| U.S. Treasury securities | $203,000 | 1,021 |
| U.S. Government agency obligations | $63,027,000 | 1,527 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $759,000 | 664 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,116,000 | 4,870 |
| Mortgage-backed securities | $58,315,000 | 1,189 |
| Certificates of participation in pools of residential mortgages | $6,692,000 | 3,336 |
| Issued or guaranteed by U.S. | $6,692,000 | 3,335 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $51,623,000 | 528 |
| CMOs issued by government agencies or sponsored agencies | $51,623,000 | 495 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $63,989,000 | 2,021 |
| Total debt securities | $63,230,000 | 2,206 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $68,493,000 | 2,080 |
| U.S. Government securities | $67,738,000 | 1,515 |
| U.S. Treasury securities | $204,000 | 1,002 |
| U.S. Government agency obligations | $67,534,000 | 1,479 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $755,000 | 668 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,453,000 | 4,807 |
| Mortgage-backed securities | $62,754,000 | 1,145 |
| Certificates of participation in pools of residential mortgages | $7,295,000 | 3,245 |
| Issued or guaranteed by U.S. | $7,295,000 | 3,245 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $55,459,000 | 514 |
| CMOs issued by government agencies or sponsored agencies | $55,459,000 | 482 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $68,493,000 | 1,887 |
| Total debt securities | $67,738,000 | 2,078 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $66,228,000 | 2,124 |
| U.S. Government securities | $66,228,000 | 1,570 |
| U.S. Treasury securities | $204,000 | 1,084 |
| U.S. Government agency obligations | $66,024,000 | 1,533 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,932,000 | 4,691 |
| Mortgage-backed securities | $66,024,000 | 1,114 |
| Certificates of participation in pools of residential mortgages | $7,619,000 | 3,175 |
| Issued or guaranteed by U.S. | $7,619,000 | 3,173 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $58,405,000 | 522 |
| CMOs issued by government agencies or sponsored agencies | $58,405,000 | 486 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $66,228,000 | 1,942 |
| Total debt securities | $66,228,000 | 2,108 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $21,948,000 | 4,379 |
| U.S. Government securities | $21,948,000 | 3,446 |
| U.S. Treasury securities | $205,000 | 1,006 |
| U.S. Government agency obligations | $21,743,000 | 3,392 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,345,000 | 4,366 |
| Mortgage-backed securities | $21,743,000 | 2,345 |
| Certificates of participation in pools of residential mortgages | $3,604,000 | 3,957 |
| Issued or guaranteed by U.S. | $3,604,000 | 3,951 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $18,139,000 | 1,138 |
| CMOs issued by government agencies or sponsored agencies | $18,139,000 | 1,018 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $21,948,000 | 4,028 |
| Total debt securities | $21,952,000 | 4,347 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $21,869,000 | 4,322 |
| U.S. Government securities | $21,869,000 | 3,378 |
| U.S. Treasury securities | $206,000 | 1,053 |
| U.S. Government agency obligations | $21,663,000 | 3,323 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,919,000 | 4,496 |
| Mortgage-backed securities | $21,663,000 | 2,295 |
| Certificates of participation in pools of residential mortgages | $2,249,000 | 4,298 |
| Issued or guaranteed by U.S. | $2,249,000 | 4,284 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $19,414,000 | 1,090 |
| CMOs issued by government agencies or sponsored agencies | $19,414,000 | 960 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $21,869,000 | 3,966 |
| Total debt securities | $21,869,000 | 4,284 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $32,407,000 | 3,474 |
| U.S. Government securities | $32,407,000 | 2,625 |
| U.S. Treasury securities | $205,000 | 1,154 |
| U.S. Government agency obligations | $32,202,000 | 2,569 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,535,000 | 3,277 |
| Mortgage-backed securities | $32,202,000 | 1,730 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $32,202,000 | 769 |
| CMOs issued by government agencies or sponsored agencies | $32,202,000 | 672 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $32,407,000 | 3,188 |
| Total debt securities | $32,407,000 | 3,443 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $33,862,000 | 3,341 |
| U.S. Government securities | $33,862,000 | 2,525 |
| U.S. Treasury securities | $203,000 | 1,198 |
| U.S. Government agency obligations | $33,659,000 | 2,462 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,197,000 | 3,028 |
| Mortgage-backed securities | $33,659,000 | 1,635 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $33,659,000 | 731 |
| CMOs issued by government agencies or sponsored agencies | $33,659,000 | 631 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $33,862,000 | 3,060 |
| Total debt securities | $33,863,000 | 3,313 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $36,566,000 | 3,087 |
| U.S. Government securities | $36,566,000 | 2,273 |
| U.S. Treasury securities | $202,000 | 1,198 |
| U.S. Government agency obligations | $36,364,000 | 2,208 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,097,000 | 2,745 |
| Mortgage-backed securities | $36,364,000 | 1,494 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $36,364,000 | 686 |
| CMOs issued by government agencies or sponsored agencies | $36,364,000 | 581 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $36,566,000 | 2,809 |
| Total debt securities | $36,566,000 | 3,066 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $29,158,000 | 3,539 |
| U.S. Government securities | $29,158,000 | 2,691 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $29,158,000 | 2,604 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,117,000 | 2,552 |
| Mortgage-backed securities | $29,158,000 | 1,768 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $29,158,000 | 795 |
| CMOs issued by government agencies or sponsored agencies | $29,158,000 | 673 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $29,158,000 | 3,233 |
| Total debt securities | $29,158,000 | 3,512 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $17,468,000 | 4,694 |
| U.S. Government securities | $17,468,000 | 3,763 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $17,468,000 | 3,671 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,468,000 | 2,358 |
| Mortgage-backed securities | $17,468,000 | 2,380 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $17,468,000 | 1,057 |
| CMOs issued by government agencies or sponsored agencies | $17,468,000 | 879 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $17,468,000 | 4,279 |
| Total debt securities | $17,468,000 | 4,656 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $36,750,000 | 3,055 |
| U.S. Government securities | $36,750,000 | 2,319 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $36,750,000 | 2,257 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,674,000 | 1,498 |
| Mortgage-backed securities | $36,750,000 | 1,486 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $36,750,000 | 661 |
| CMOs issued by government agencies or sponsored agencies | $36,750,000 | 530 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $36,750,000 | 2,743 |
| Total debt securities | $36,750,000 | 3,025 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $41,405,000 | 2,769 |
| U.S. Government securities | $41,405,000 | 2,045 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $41,405,000 | 1,981 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,759,000 | 2,103 |
| Mortgage-backed securities | $41,405,000 | 1,393 |
| Certificates of participation in pools of residential mortgages | $41,405,000 | 938 |
| Issued or guaranteed by U.S. | $41,405,000 | 931 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $41,405,000 | 2,479 |
| Total debt securities | $41,405,000 | 2,750 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $52,619,000 | 2,281 |
| U.S. Government securities | $52,194,000 | 1,657 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $52,194,000 | 1,608 |
| Securities issued by states & political subdivisions | $425,000 | 5,391 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,211,000 | 1,886 |
| Mortgage-backed securities | $52,194,000 | 1,177 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $52,194,000 | 497 |
| CMOs issued by government agencies or sponsored agencies | $52,194,000 | 376 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $52,619,000 | 2,020 |
| Total debt securities | $52,619,000 | 2,253 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $18,483,000 | 4,614 |
| U.S. Government securities | $15,998,000 | 3,974 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $15,998,000 | 3,890 |
| Securities issued by states & political subdivisions | $425,000 | 5,410 |
| Other domestic debt securities | $2,060,000 | 1,924 |
| Privately issued residential mortgage-backed securities | $2,060,000 | 962 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,291,000 | 2,762 |
| Mortgage-backed securities | $17,621,000 | 2,538 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $17,621,000 | 988 |
| CMOs issued by government agencies or sponsored agencies | $15,561,000 | 822 |
| Privately issued | $2,060,000 | 923 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $18,483,000 | 4,164 |
| Total debt securities | $18,483,000 | 4,571 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $22,133,000 | 4,178 |
| U.S. Government securities | $18,382,000 | 3,716 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $18,382,000 | 3,640 |
| Securities issued by states & political subdivisions | $425,000 | 5,355 |
| Other domestic debt securities | $3,326,000 | 1,514 |
| Privately issued residential mortgage-backed securities | $3,326,000 | 845 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,696,000 | 2,481 |
| Mortgage-backed securities | $21,232,000 | 2,307 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $21,232,000 | 875 |
| CMOs issued by government agencies or sponsored agencies | $17,906,000 | 742 |
| Privately issued | $3,326,000 | 808 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $22,133,000 | 3,748 |
| Total debt securities | $22,133,000 | 4,145 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $23,084,000 | 4,074 |
| U.S. Government securities | $19,183,000 | 3,656 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $19,183,000 | 3,584 |
| Securities issued by states & political subdivisions | $425,000 | 5,323 |
| Other domestic debt securities | $3,476,000 | 1,449 |
| Privately issued residential mortgage-backed securities | $3,476,000 | 800 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,815,000 | 3,171 |
| Mortgage-backed securities | $22,659,000 | 2,170 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $22,659,000 | 816 |
| CMOs issued by government agencies or sponsored agencies | $19,183,000 | 680 |
| Privately issued | $3,476,000 | 766 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $23,084,000 | 3,637 |
| Total debt securities | $23,084,000 | 4,037 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $13,228,000 | 5,322 |
| U.S. Government securities | $9,694,000 | 5,159 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,694,000 | 5,074 |
| Securities issued by states & political subdivisions | $575,000 | 5,142 |
| Other domestic debt securities | $2,959,000 | 1,529 |
| Privately issued residential mortgage-backed securities | $2,959,000 | 838 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,653,000 | 3,039 |
| Mortgage-backed securities | $12,653,000 | 2,914 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $12,653,000 | 1,112 |
| CMOs issued by government agencies or sponsored agencies | $9,694,000 | 999 |
| Privately issued | $2,959,000 | 802 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $13,228,000 | 4,803 |
| Total debt securities | $13,228,000 | 5,283 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $13,222,000 | 5,370 |
| U.S. Government securities | $10,141,000 | 5,097 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $10,141,000 | 5,010 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $3,081,000 | 1,553 |
| Privately issued residential mortgage-backed securities | $3,081,000 | 836 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,889,000 | 3,102 |
| Mortgage-backed securities | $13,222,000 | 2,827 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $13,222,000 | 1,064 |
| CMOs issued by government agencies or sponsored agencies | $10,141,000 | 974 |
| Privately issued | $3,081,000 | 794 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $13,222,000 | 4,886 |
| Total debt securities | $13,222,000 | 5,316 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $14,222,000 | 5,222 |
| U.S. Government securities | $10,968,000 | 4,947 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $10,968,000 | 4,850 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $3,254,000 | 1,448 |
| Privately issued residential mortgage-backed securities | $3,254,000 | 777 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,948,000 | 3,544 |
| Mortgage-backed securities | $14,222,000 | 2,670 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $14,222,000 | 993 |
| CMOs issued by government agencies or sponsored agencies | $10,968,000 | 922 |
| Privately issued | $3,254,000 | 741 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $14,222,000 | 4,726 |
| Total debt securities | $14,222,000 | 5,163 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $15,757,000 | 5,045 |
| U.S. Government securities | $12,292,000 | 4,823 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $12,292,000 | 4,724 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $3,465,000 | 1,319 |
| Privately issued residential mortgage-backed securities | $3,465,000 | 700 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,206,000 | 3,362 |
| Mortgage-backed securities | $14,765,000 | 2,348 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $14,765,000 | 892 |
| CMOs issued by government agencies or sponsored agencies | $11,300,000 | 850 |
| Privately issued | $3,465,000 | 663 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $15,757,000 | 4,504 |
| Total debt securities | $15,757,000 | 4,998 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $10,591,000 | 5,965 |
| U.S. Government securities | $10,591,000 | 5,221 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $10,591,000 | 5,123 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,591,000 | 3,323 |
| Mortgage-backed securities | $9,606,000 | 2,789 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $9,606,000 | 1,136 |
| CMOs issued by government agencies or sponsored agencies | $9,606,000 | 904 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $10,591,000 | 5,370 |
| Total debt securities | $10,591,000 | 5,907 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $10,948,000 | 5,927 |
| U.S. Government securities | $10,948,000 | 5,207 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $10,948,000 | 5,094 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,258,000 | 3,727 |
| Mortgage-backed securities | $9,972,000 | 2,683 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $9,972,000 | 1,072 |
| CMOs issued by government agencies or sponsored agencies | $9,972,000 | 859 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $10,948,000 | 5,318 |
| Total debt securities | $10,948,000 | 5,871 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $11,645,000 | 5,798 |
| U.S. Government securities | $11,645,000 | 5,071 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $11,645,000 | 4,949 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $879,000 | 6,337 |
| Mortgage-backed securities | $10,668,000 | 2,557 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $10,668,000 | 1,024 |
| CMOs issued by government agencies or sponsored agencies | $10,668,000 | 813 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $11,645,000 | 5,188 |
| Total debt securities | $11,645,000 | 5,744 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $12,068,000 | 5,773 |
| U.S. Government securities | $972,000 | 8,025 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $972,000 | 7,920 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $11,096,000 | 660 |
| Privately issued residential mortgage-backed securities | $11,096,000 | 363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,104,000 | 3,570 |
| Mortgage-backed securities | $11,096,000 | 2,507 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $11,096,000 | 999 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $11,096,000 | 346 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $12,068,000 | 5,161 |
| Total debt securities | $12,068,000 | 5,720 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $12,526,000 | 5,740 |
| U.S. Government securities | $12,526,000 | 4,994 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $12,526,000 | 4,866 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,446,000 | 3,518 |
| Mortgage-backed securities | $11,561,000 | 2,437 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $11,561,000 | 958 |
| CMOs issued by government agencies or sponsored agencies | $11,561,000 | 779 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $12,526,000 | 5,103 |
| Total debt securities | $12,526,000 | 5,687 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $12,963,000 | 5,700 |
| U.S. Government securities | $12,963,000 | 4,903 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,963,000 | 4,771 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,758,000 | 3,464 |
| Mortgage-backed securities | $12,009,000 | 2,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $12,009,000 | 925 |
| CMOs issued by government agencies or sponsored agencies | $12,009,000 | 757 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $12,963,000 | 5,045 |
| Total debt securities | $12,963,000 | 5,646 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $13,663,000 | 5,610 |
| U.S. Government securities | $13,663,000 | 4,817 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $13,663,000 | 4,680 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,110,000 | 4,577 |
| Mortgage-backed securities | $12,703,000 | 2,363 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $12,703,000 | 908 |
| CMOs issued by government agencies or sponsored agencies | $12,703,000 | 737 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $13,663,000 | 4,935 |
| Total debt securities | $13,663,000 | 5,555 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $14,137,000 | 5,525 |
| U.S. Government securities | $14,137,000 | 4,696 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $14,137,000 | 4,561 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,313,000 | 4,508 |
| Mortgage-backed securities | $13,179,000 | 2,321 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $13,179,000 | 881 |
| CMOs issued by government agencies or sponsored agencies | $13,179,000 | 717 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $14,137,000 | 4,851 |
| Total debt securities | $14,137,000 | 5,481 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $14,237,000 | 5,499 |
| U.S. Government securities | $14,237,000 | 4,648 |
| U.S. Treasury securities | $101,000 | 1,709 |
| U.S. Government agency obligations | $14,136,000 | 4,532 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,594,000 | 4,431 |
| Mortgage-backed securities | $13,166,000 | 2,347 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $13,166,000 | 891 |
| CMOs issued by government agencies or sponsored agencies | $13,166,000 | 741 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $14,237,000 | 4,825 |
| Total debt securities | $14,237,000 | 5,445 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $10,905,000 | 6,184 |
| U.S. Government securities | $10,905,000 | 5,403 |
| U.S. Treasury securities | $102,000 | 1,766 |
| U.S. Government agency obligations | $10,803,000 | 5,291 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,865,000 | 4,311 |
| Mortgage-backed securities | $10,803,000 | 2,711 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $10,803,000 | 1,018 |
| CMOs issued by government agencies or sponsored agencies | $10,803,000 | 868 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $10,905,000 | 5,453 |
| Total debt securities | $10,905,000 | 6,121 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $11,516,000 | 6,152 |
| U.S. Government securities | $11,516,000 | 5,324 |
| U.S. Treasury securities | $103,000 | 1,889 |
| U.S. Government agency obligations | $11,413,000 | 5,212 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,131,000 | 4,567 |
| Mortgage-backed securities | $11,413,000 | 2,693 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $11,413,000 | 1,010 |
| CMOs issued by government agencies or sponsored agencies | $11,413,000 | 862 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $11,516,000 | 5,401 |
| Total debt securities | $11,516,000 | 6,083 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $26,053,000 | 3,989 |
| U.S. Government securities | $26,053,000 | 3,164 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $26,053,000 | 3,037 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $8,576,000 | 3,162 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $8,576,000 | 1,185 |
| CMOs issued by government agencies or sponsored agencies | $8,576,000 | 1,029 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $26,053,000 | 3,460 |
| Total debt securities | $26,053,000 | 3,926 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $9,031,000 | 6,718 |
| U.S. Government securities | $9,031,000 | 5,922 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $9,031,000 | 5,762 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $9,031,000 | 3,101 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,031,000 | 1,158 |
| CMOs issued by government agencies or sponsored agencies | $9,031,000 | 1,011 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $9,031,000 | 5,952 |
| Total debt securities | $9,031,000 | 6,648 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $0 | 8,921 |
| U.S. Government securities | $0 | 8,803 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $0 | 8,720 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $0 | 8,873 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $0 | 8,960 |
| U.S. Government securities | $0 | 8,825 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $0 | 8,741 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $0 | 8,907 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |