Home > Howard Bank > Securities
Howard Bank, Securities
| 2021-12-31 | Rank | |
| Total securities | $330,311,000 | 672 |
| U.S. Government securities | $314,334,000 | 468 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $314,334,000 | 424 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $12,242,000 | 853 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $12,242,000 | 570 |
| 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 | $221,059,000 | 352 |
| Mortgage-backed securities | $277,482,000 | 412 |
| Certificates of participation in pools of residential mortgages | $273,657,000 | 279 |
| Issued or guaranteed by U.S. | $273,657,000 | 279 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $3,825,000 | 1,266 |
| Commercial mortgage pass-through securities | $3,825,000 | 799 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $3,000,000 | 1,094 |
| Available-for-sale securities (fair market value) | $323,576,000 | 616 |
| Total debt securities | $326,576,000 | 669 |
| 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 | $355,218,000 | 599 |
| U.S. Government securities | $338,180,000 | 425 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $338,180,000 | 391 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $13,268,000 | 776 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $13,268,000 | 513 |
| 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 | $230,731,000 | 331 |
| Mortgage-backed securities | $296,257,000 | 393 |
| Certificates of participation in pools of residential mortgages | $292,341,000 | 259 |
| Issued or guaranteed by U.S. | $292,341,000 | 259 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $3,916,000 | 1,246 |
| Commercial mortgage pass-through securities | $3,916,000 | 780 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $4,000,000 | 1,002 |
| Available-for-sale securities (fair market value) | $347,448,000 | 540 |
| Total debt securities | $351,447,000 | 596 |
| 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 | $377,660,000 | 524 |
| U.S. Government securities | $358,614,000 | 383 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $358,614,000 | 359 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $15,259,000 | 684 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $15,259,000 | 438 |
| 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 | $242,282,000 | 313 |
| Mortgage-backed securities | $316,470,000 | 366 |
| Certificates of participation in pools of residential mortgages | $312,497,000 | 236 |
| Issued or guaranteed by U.S. | $312,497,000 | 236 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $3,973,000 | 1,230 |
| Commercial mortgage pass-through securities | $3,973,000 | 764 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $6,000,000 | 863 |
| Available-for-sale securities (fair market value) | $367,873,000 | 485 |
| Total debt securities | $373,873,000 | 522 |
| 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 | $387,067,000 | 487 |
| U.S. Government securities | $367,773,000 | 341 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $367,773,000 | 323 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $15,517,000 | 662 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $15,517,000 | 414 |
| 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 | $235,446,000 | 312 |
| Mortgage-backed securities | $321,681,000 | 324 |
| Certificates of participation in pools of residential mortgages | $317,693,000 | 216 |
| Issued or guaranteed by U.S. | $317,693,000 | 214 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $3,988,000 | 1,200 |
| Commercial mortgage pass-through securities | $3,988,000 | 744 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $6,250,000 | 818 |
| Available-for-sale securities (fair market value) | $377,040,000 | 453 |
| Total debt securities | $383,290,000 | 485 |
| 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 | $386,490,000 | 442 |
| U.S. Government securities | $366,277,000 | 318 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $366,277,000 | 300 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $16,370,000 | 603 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $16,370,000 | 382 |
| 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 | $226,203,000 | 312 |
| Mortgage-backed securities | $316,672,000 | 305 |
| Certificates of participation in pools of residential mortgages | $312,612,000 | 206 |
| Issued or guaranteed by U.S. | $312,612,000 | 205 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $4,060,000 | 1,147 |
| Commercial mortgage pass-through securities | $4,060,000 | 714 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $7,250,000 | 764 |
| Available-for-sale securities (fair market value) | $375,397,000 | 408 |
| Total debt securities | $382,647,000 | 438 |
| 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 | $384,721,000 | 419 |
| U.S. Government securities | $369,834,000 | 296 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $369,834,000 | 283 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $14,887,000 | 609 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $14,887,000 | 398 |
| 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 | $149,825,000 | 422 |
| Mortgage-backed securities | $295,918,000 | 307 |
| Certificates of participation in pools of residential mortgages | $291,835,000 | 191 |
| Issued or guaranteed by U.S. | $291,835,000 | 190 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $4,083,000 | 1,120 |
| Commercial mortgage pass-through securities | $4,083,000 | 699 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $7,250,000 | 772 |
| Available-for-sale securities (fair market value) | $377,471,000 | 381 |
| Total debt securities | $384,722,000 | 410 |
| 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 | $284,139,000 | 528 |
| U.S. Government securities | $271,441,000 | 373 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $271,441,000 | 355 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $12,698,000 | 623 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $12,698,000 | 409 |
| 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 | $99,699,000 | 605 |
| Mortgage-backed securities | $191,826,000 | 411 |
| Certificates of participation in pools of residential mortgages | $187,729,000 | 258 |
| Issued or guaranteed by U.S. | $187,729,000 | 256 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $4,097,000 | 1,090 |
| Commercial mortgage pass-through securities | $4,097,000 | 694 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $7,250,000 | 778 |
| Available-for-sale securities (fair market value) | $276,889,000 | 488 |
| Total debt securities | $284,138,000 | 517 |
| 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 | $283,002,000 | 521 |
| U.S. Government securities | $269,719,000 | 376 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $269,719,000 | 363 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $13,283,000 | 592 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $13,283,000 | 369 |
| 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 | $10,915,000 | 2,468 |
| Mortgage-backed securities | $187,824,000 | 417 |
| Certificates of participation in pools of residential mortgages | $183,712,000 | 264 |
| Issued or guaranteed by U.S. | $183,712,000 | 259 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $4,112,000 | 1,070 |
| Commercial mortgage pass-through securities | $4,112,000 | 670 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $7,750,000 | 765 |
| Available-for-sale securities (fair market value) | $275,252,000 | 478 |
| Total debt securities | $283,001,000 | 509 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 187 |
| Fair value | $1,999,000 | 202 |
| 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 | $223,255,000 | 620 |
| U.S. Government securities | $210,011,000 | 460 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $210,011,000 | 431 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $13,244,000 | 561 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $13,244,000 | 354 |
| 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 | $11,554,000 | 2,452 |
| Mortgage-backed securities | $142,699,000 | 499 |
| Certificates of participation in pools of residential mortgages | $137,943,000 | 319 |
| Issued or guaranteed by U.S. | $137,943,000 | 312 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $4,756,000 | 1,001 |
| Commercial mortgage pass-through securities | $4,756,000 | 619 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $7,750,000 | 803 |
| Available-for-sale securities (fair market value) | $215,505,000 | 576 |
| Total debt securities | $223,255,000 | 611 |
| 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 | $173,776,000 | 777 |
| U.S. Government securities | $74,785,000 | 1,058 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $74,785,000 | 1,002 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $98,991,000 | 168 |
| Privately issued residential mortgage-backed securities | $86,251,000 | 48 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $12,740,000 | 355 |
| 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 | $12,656,000 | 2,380 |
| Mortgage-backed securities | $94,174,000 | 673 |
| Certificates of participation in pools of residential mortgages | $89,353,000 | 439 |
| Issued or guaranteed by U.S. | $3,102,000 | 2,877 |
| Privately issued | $86,251,000 | 15 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $4,821,000 | 984 |
| Commercial mortgage pass-through securities | $4,821,000 | 616 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $9,750,000 | 762 |
| Available-for-sale securities (fair market value) | $164,026,000 | 737 |
| Total debt securities | $173,776,000 | 763 |
| 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 | $161,435,000 | 829 |
| U.S. Government securities | $148,696,000 | 622 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $148,696,000 | 584 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $12,739,000 | 548 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $12,739,000 | 357 |
| 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 | $13,406,000 | 2,367 |
| Mortgage-backed securities | $86,927,000 | 717 |
| Certificates of participation in pools of residential mortgages | $82,125,000 | 467 |
| Issued or guaranteed by U.S. | $82,125,000 | 464 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $4,802,000 | 963 |
| Commercial mortgage pass-through securities | $4,802,000 | 624 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $9,750,000 | 797 |
| Available-for-sale securities (fair market value) | $151,685,000 | 780 |
| Total debt securities | $161,436,000 | 820 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $223,000 | 200 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $235,000 | 124 |
| 2019-03-31 | Rank | |
| Total securities | $201,110,000 | 676 |
| U.S. Government securities | $188,870,000 | 497 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $188,870,000 | 468 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $12,240,000 | 551 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $12,240,000 | 370 |
| 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 | $39,092,000 | 1,220 |
| Mortgage-backed securities | $89,300,000 | 691 |
| Certificates of participation in pools of residential mortgages | $84,568,000 | 461 |
| Issued or guaranteed by U.S. | $84,568,000 | 459 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $4,732,000 | 903 |
| Commercial mortgage pass-through securities | $4,732,000 | 605 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $9,250,000 | 832 |
| Available-for-sale securities (fair market value) | $191,860,000 | 627 |
| Total debt securities | $201,112,000 | 667 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $148,000 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $156,000 | 128 |
| 2018-12-31 | Rank | |
| Total securities | $233,108,000 | 606 |
| U.S. Government securities | $220,857,000 | 442 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $220,857,000 | 422 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $9,250,000 | 636 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $9,250,000 | 440 |
| Foreign debt securities | $3,001,000 | 116 |
| 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 | $42,335,000 | 1,146 |
| Mortgage-backed securities | $90,460,000 | 684 |
| Certificates of participation in pools of residential mortgages | $85,794,000 | 463 |
| Issued or guaranteed by U.S. | $85,794,000 | 460 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $4,666,000 | 883 |
| Commercial mortgage pass-through securities | $4,666,000 | 607 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $9,250,000 | 867 |
| Available-for-sale securities (fair market value) | $223,858,000 | 551 |
| Total debt securities | $233,107,000 | 600 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $102,000 | 211 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $107,000 | 132 |
| 2018-09-30 | Rank | |
| Total securities | $134,923,000 | 990 |
| U.S. Government securities | $122,613,000 | 723 |
| U.S. Treasury securities | $1,499,000 | 1,064 |
| U.S. Government agency obligations | $121,114,000 | 687 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $12,310,000 | 512 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $12,310,000 | 353 |
| 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 | $42,232,000 | 1,147 |
| Mortgage-backed securities | $46,754,000 | 1,106 |
| Certificates of participation in pools of residential mortgages | $42,116,000 | 764 |
| Issued or guaranteed by U.S. | $42,116,000 | 761 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $4,638,000 | 877 |
| Commercial mortgage pass-through securities | $4,638,000 | 599 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $9,250,000 | 890 |
| Available-for-sale securities (fair market value) | $125,673,000 | 938 |
| Total debt securities | $134,924,000 | 975 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $33,000 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $34,000 | 136 |
| 2018-06-30 | Rank | |
| Total securities | $139,949,000 | 971 |
| U.S. Government securities | $124,405,000 | 712 |
| U.S. Treasury securities | $1,496,000 | 1,046 |
| U.S. Government agency obligations | $122,909,000 | 681 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $12,310,000 | 580 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $12,310,000 | 352 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $3,234,000 | 148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,777,000 | 1,353 |
| Mortgage-backed securities | $48,325,000 | 1,102 |
| Certificates of participation in pools of residential mortgages | $43,665,000 | 778 |
| Issued or guaranteed by U.S. | $43,665,000 | 765 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $4,660,000 | 867 |
| Commercial mortgage pass-through securities | $4,660,000 | 578 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $9,250,000 | 902 |
| Available-for-sale securities (fair market value) | $130,699,000 | 918 |
| Total debt securities | $136,715,000 | 983 |
| 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 | $96,863,000 | 1,355 |
| U.S. Government securities | $81,312,000 | 1,056 |
| U.S. Treasury securities | $1,493,000 | 1,008 |
| U.S. Government agency obligations | $79,819,000 | 1,022 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $12,302,000 | 512 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $12,302,000 | 359 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $3,249,000 | 161 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,150,000 | 1,536 |
| Mortgage-backed securities | $49,885,000 | 1,069 |
| Certificates of participation in pools of residential mortgages | $45,203,000 | 779 |
| Issued or guaranteed by U.S. | $45,203,000 | 779 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $4,682,000 | 751 |
| Commercial mortgage pass-through securities | $4,682,000 | 463 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $9,250,000 | 908 |
| Available-for-sale securities (fair market value) | $87,613,000 | 1,337 |
| Total debt securities | $93,614,000 | 1,379 |
| 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 | $83,506,000 | 1,556 |
| U.S. Government securities | $71,713,000 | 1,154 |
| U.S. Treasury securities | $1,494,000 | 954 |
| U.S. Government agency obligations | $70,219,000 | 1,113 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $9,250,000 | 606 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $9,250,000 | 442 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,543,000 | 325 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,827,000 | 1,603 |
| Mortgage-backed securities | $2,479,000 | 3,725 |
| Certificates of participation in pools of residential mortgages | $2,479,000 | 3,346 |
| Issued or guaranteed by U.S. | $2,479,000 | 3,340 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $9,250,000 | 928 |
| Available-for-sale securities (fair market value) | $74,256,000 | 1,567 |
| Total debt securities | $80,963,000 | 1,572 |
| 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 | $77,133,000 | 1,671 |
| U.S. Government securities | $65,836,000 | 1,260 |
| U.S. Treasury securities | $1,498,000 | 941 |
| U.S. Government agency obligations | $64,338,000 | 1,220 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $9,250,000 | 607 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $9,250,000 | 453 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,047,000 | 373 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,157,000 | 1,528 |
| Mortgage-backed securities | $1,300,000 | 4,027 |
| Certificates of participation in pools of residential mortgages | $1,300,000 | 3,756 |
| Issued or guaranteed by U.S. | $1,300,000 | 3,750 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $9,250,000 | 970 |
| Available-for-sale securities (fair market value) | $67,883,000 | 1,703 |
| Total debt securities | $75,086,000 | 1,681 |
| 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 | $61,401,000 | 2,038 |
| U.S. Government securities | $50,106,000 | 1,578 |
| U.S. Treasury securities | $1,499,000 | 954 |
| U.S. Government agency obligations | $48,607,000 | 1,539 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $9,250,000 | 622 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $9,250,000 | 467 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $2,045,000 | 366 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,248,000 | 1,894 |
| Mortgage-backed securities | $1,311,000 | 4,078 |
| Certificates of participation in pools of residential mortgages | $1,311,000 | 3,794 |
| Issued or guaranteed by U.S. | $1,311,000 | 3,788 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $9,250,000 | 982 |
| Available-for-sale securities (fair market value) | $52,151,000 | 2,099 |
| Total debt securities | $59,356,000 | 2,070 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $54,809,000 | 2,233 |
| U.S. Government securities | $44,025,000 | 1,779 |
| U.S. Treasury securities | $1,501,000 | 985 |
| U.S. Government agency obligations | $42,524,000 | 1,742 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $8,750,000 | 649 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $8,750,000 | 486 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $2,034,000 | 366 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,286,000 | 1,755 |
| Mortgage-backed securities | $1,299,000 | 4,143 |
| Certificates of participation in pools of residential mortgages | $1,299,000 | 3,870 |
| Issued or guaranteed by U.S. | $1,299,000 | 3,866 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $8,750,000 | 1,015 |
| Available-for-sale securities (fair market value) | $46,059,000 | 2,298 |
| Total debt securities | $52,775,000 | 2,271 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $44,978,000 | 2,549 |
| U.S. Government securities | $37,265,000 | 1,985 |
| U.S. Treasury securities | $1,504,000 | 955 |
| U.S. Government agency obligations | $35,761,000 | 1,933 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $6,250,000 | 771 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $6,250,000 | 572 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $1,463,000 | 440 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,830,000 | 1,714 |
| Mortgage-backed securities | $1,298,000 | 4,166 |
| Certificates of participation in pools of residential mortgages | $1,298,000 | 3,895 |
| Issued or guaranteed by U.S. | $1,298,000 | 3,887 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $6,250,000 | 1,162 |
| Available-for-sale securities (fair market value) | $38,728,000 | 2,563 |
| Total debt securities | $43,515,000 | 2,580 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $37,592,000 | 2,833 |
| U.S. Government securities | $36,082,000 | 2,021 |
| U.S. Treasury securities | $1,513,000 | 839 |
| U.S. Government agency obligations | $34,569,000 | 1,987 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $1,510,000 | 447 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,351,000 | 2,212 |
| Mortgage-backed securities | $29,000 | 4,765 |
| Certificates of participation in pools of residential mortgages | $29,000 | 4,591 |
| Issued or guaranteed by U.S. | $29,000 | 4,588 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $37,592,000 | 2,597 |
| Total debt securities | $36,082,000 | 2,879 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $57,585,000 | 2,172 |
| U.S. Government securities | $56,068,000 | 1,474 |
| U.S. Treasury securities | $1,514,000 | 861 |
| U.S. Government agency obligations | $54,554,000 | 1,447 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $1,517,000 | 456 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,593,000 | 2,242 |
| Mortgage-backed securities | $37,000 | 4,813 |
| Certificates of participation in pools of residential mortgages | $37,000 | 4,641 |
| Issued or guaranteed by U.S. | $37,000 | 4,636 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $57,585,000 | 1,975 |
| Total debt securities | $56,068,000 | 2,173 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $70,050,000 | 1,906 |
| U.S. Government securities | $68,543,000 | 1,290 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $68,543,000 | 1,229 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $1,507,000 | 455 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,121,000 | 2,299 |
| Mortgage-backed securities | $41,000 | 4,852 |
| Certificates of participation in pools of residential mortgages | $41,000 | 4,683 |
| Issued or guaranteed by U.S. | $41,000 | 4,680 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $70,050,000 | 1,722 |
| Total debt securities | $68,543,000 | 1,913 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $49,473,000 | 2,482 |
| U.S. Government securities | $48,479,000 | 1,733 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $48,479,000 | 1,657 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $994,000 | 550 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,763,000 | 1,979 |
| Mortgage-backed securities | $57,000 | 4,863 |
| Certificates of participation in pools of residential mortgages | $57,000 | 4,691 |
| Issued or guaranteed by U.S. | $57,000 | 4,687 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $49,473,000 | 2,260 |
| Total debt securities | $48,479,000 | 2,491 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $39,078,000 | 2,904 |
| U.S. Government securities | $38,073,000 | 2,110 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $38,073,000 | 2,031 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $1,005,000 | 553 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,153,000 | 1,786 |
| Mortgage-backed securities | $61,000 | 4,927 |
| Certificates of participation in pools of residential mortgages | $61,000 | 4,743 |
| Issued or guaranteed by U.S. | $61,000 | 4,738 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $39,078,000 | 2,660 |
| Total debt securities | $38,073,000 | 2,935 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $34,581,000 | 3,211 |
| U.S. Government securities | $34,080,000 | 2,364 |
| U.S. Treasury securities | $2,000,000 | 833 |
| U.S. Government agency obligations | $32,080,000 | 2,349 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $501,000 | 686 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,431,000 | 2,186 |
| Mortgage-backed securities | $70,000 | 4,995 |
| Certificates of participation in pools of residential mortgages | $70,000 | 4,810 |
| Issued or guaranteed by U.S. | $70,000 | 4,807 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $34,581,000 | 2,929 |
| Total debt securities | $34,080,000 | 3,217 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $30,611,000 | 3,491 |
| U.S. Government securities | $30,111,000 | 2,584 |
| U.S. Treasury securities | $4,000,000 | 622 |
| U.S. Government agency obligations | $26,111,000 | 2,743 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $500,000 | 697 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,823,000 | 2,116 |
| Mortgage-backed securities | $85,000 | 5,029 |
| Certificates of participation in pools of residential mortgages | $85,000 | 4,845 |
| Issued or guaranteed by U.S. | $85,000 | 4,840 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $30,611,000 | 3,187 |
| Total debt securities | $30,111,000 | 3,489 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $41,079,000 | 2,930 |
| U.S. Government securities | $41,079,000 | 2,141 |
| U.S. Treasury securities | $3,997,000 | 631 |
| U.S. Government agency obligations | $37,082,000 | 2,213 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,739,000 | 1,515 |
| Mortgage-backed securities | $101,000 | 5,101 |
| Certificates of participation in pools of residential mortgages | $101,000 | 4,903 |
| Issued or guaranteed by U.S. | $101,000 | 4,897 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $41,079,000 | 2,677 |
| Total debt securities | $41,079,000 | 2,911 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $27,113,000 | 3,820 |
| U.S. Government securities | $27,113,000 | 2,868 |
| U.S. Treasury securities | $4,000,000 | 620 |
| U.S. Government agency obligations | $23,113,000 | 3,088 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,714,000 | 2,260 |
| Mortgage-backed securities | $114,000 | 5,176 |
| Certificates of participation in pools of residential mortgages | $114,000 | 4,970 |
| Issued or guaranteed by U.S. | $114,000 | 4,966 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $27,113,000 | 3,488 |
| Total debt securities | $27,113,000 | 3,794 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $16,130,000 | 4,771 |
| U.S. Government securities | $16,130,000 | 3,861 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $16,130,000 | 3,748 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,760,000 | 3,029 |
| Mortgage-backed securities | $131,000 | 5,213 |
| Certificates of participation in pools of residential mortgages | $131,000 | 5,004 |
| Issued or guaranteed by U.S. | $131,000 | 5,000 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $16,130,000 | 4,377 |
| Total debt securities | $16,130,000 | 4,752 |
| 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 | $20,673,000 | 4,392 |
| U.S. Government securities | $20,673,000 | 3,425 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $20,673,000 | 3,328 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,027,000 | 3,143 |
| Mortgage-backed securities | $149,000 | 5,252 |
| Certificates of participation in pools of residential mortgages | $149,000 | 5,044 |
| Issued or guaranteed by U.S. | $149,000 | 5,038 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $20,673,000 | 4,023 |
| Total debt securities | $20,673,000 | 4,370 |
| 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 | $28,688,000 | 3,787 |
| U.S. Government securities | $28,688,000 | 2,819 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $28,688,000 | 2,747 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,677,000 | 2,191 |
| Mortgage-backed securities | $167,000 | 5,287 |
| Certificates of participation in pools of residential mortgages | $167,000 | 5,072 |
| Issued or guaranteed by U.S. | $167,000 | 5,066 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $28,688,000 | 3,462 |
| Total debt securities | $28,688,000 | 3,753 |
| 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 | $21,204,000 | 4,388 |
| U.S. Government securities | $21,204,000 | 3,399 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $21,204,000 | 3,312 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,526,000 | 2,493 |
| Mortgage-backed securities | $196,000 | 5,310 |
| Certificates of participation in pools of residential mortgages | $196,000 | 5,090 |
| Issued or guaranteed by U.S. | $196,000 | 5,084 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $21,204,000 | 4,027 |
| Total debt securities | $21,204,000 | 4,360 |
| 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 | $15,235,000 | 4,960 |
| U.S. Government securities | $15,235,000 | 4,018 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $15,235,000 | 3,916 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,500,000 | 3,535 |
| Mortgage-backed securities | $226,000 | 5,302 |
| Certificates of participation in pools of residential mortgages | $226,000 | 5,058 |
| Issued or guaranteed by U.S. | $226,000 | 5,051 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $15,235,000 | 4,578 |
| Total debt securities | $15,235,000 | 4,932 |
| 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 | $17,318,000 | 4,763 |
| U.S. Government securities | $17,318,000 | 3,806 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $17,318,000 | 3,713 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,397,000 | 3,406 |
| Mortgage-backed securities | $299,000 | 5,312 |
| Certificates of participation in pools of residential mortgages | $299,000 | 5,046 |
| Issued or guaranteed by U.S. | $299,000 | 5,042 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $17,318,000 | 4,394 |
| Total debt securities | $17,318,000 | 4,732 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,189 |
| Fair value | $2,000,000 | 1,231 |
| 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 | $26,874,000 | 3,898 |
| U.S. Government securities | $26,874,000 | 2,936 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $26,874,000 | 2,870 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,611,000 | 2,478 |
| Mortgage-backed securities | $335,000 | 5,336 |
| Certificates of participation in pools of residential mortgages | $335,000 | 5,052 |
| Issued or guaranteed by U.S. | $335,000 | 5,048 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $26,874,000 | 3,601 |
| Total debt securities | $26,874,000 | 3,865 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,223 |
| Fair value | $2,005,000 | 1,252 |
| 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 | $35,952,000 | 3,347 |
| U.S. Government securities | $35,952,000 | 2,477 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $35,952,000 | 2,421 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,156,000 | 2,546 |
| Mortgage-backed securities | $408,000 | 5,396 |
| Certificates of participation in pools of residential mortgages | $408,000 | 5,114 |
| Issued or guaranteed by U.S. | $408,000 | 5,108 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $35,952,000 | 3,087 |
| Total debt securities | $35,952,000 | 3,321 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,316 |
| Fair value | $2,005,000 | 1,355 |
| 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 | $30,001,000 | 3,710 |
| U.S. Government securities | $30,001,000 | 2,849 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $30,001,000 | 2,790 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,147,000 | 2,062 |
| Mortgage-backed securities | $461,000 | 5,411 |
| Certificates of participation in pools of residential mortgages | $461,000 | 5,114 |
| Issued or guaranteed by U.S. | $461,000 | 5,106 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $30,001,000 | 3,447 |
| Total debt securities | $30,001,000 | 3,684 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,486 |
| Fair value | $2,000,000 | 1,587 |
| 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 | $20,561,000 | 4,548 |
| U.S. Government securities | $20,561,000 | 3,665 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $20,561,000 | 3,585 |
| 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 | $12,928,000 | 2,942 |
| Mortgage-backed securities | $539,000 | 5,398 |
| Certificates of participation in pools of residential mortgages | $539,000 | 5,085 |
| Issued or guaranteed by U.S. | $539,000 | 5,080 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $20,561,000 | 4,188 |
| Total debt securities | $20,561,000 | 4,523 |
| 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 | $13,376,000 | 5,302 |
| U.S. Government securities | $13,376,000 | 4,428 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $13,376,000 | 4,338 |
| 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 | $5,806,000 | 3,997 |
| Mortgage-backed securities | $604,000 | 5,363 |
| Certificates of participation in pools of residential mortgages | $604,000 | 5,019 |
| Issued or guaranteed by U.S. | $604,000 | 5,009 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $13,376,000 | 4,881 |
| Total debt securities | $13,376,000 | 5,272 |
| Structured notes | ||
| Amortized cost | $3,725,000 | 1,238 |
| Fair value | $3,725,000 | 1,235 |
| 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 | $17,508,000 | 4,776 |
| U.S. Government securities | $17,508,000 | 3,861 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $17,508,000 | 3,775 |
| 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 | $11,015,000 | 3,038 |
| Mortgage-backed securities | $724,000 | 5,311 |
| Certificates of participation in pools of residential mortgages | $724,000 | 4,959 |
| Issued or guaranteed by U.S. | $724,000 | 4,949 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $17,508,000 | 4,375 |
| Total debt securities | $17,508,000 | 4,742 |
| Structured notes | ||
| Amortized cost | $3,725,000 | 1,284 |
| Fair value | $3,727,000 | 1,287 |
| 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 | $17,113,000 | 4,894 |
| U.S. Government securities | $17,113,000 | 3,999 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $17,113,000 | 3,903 |
| 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 | $15,495,000 | 2,549 |
| Mortgage-backed securities | $805,000 | 5,288 |
| Certificates of participation in pools of residential mortgages | $805,000 | 4,923 |
| Issued or guaranteed by U.S. | $805,000 | 4,915 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $17,113,000 | 4,482 |
| Total debt securities | $17,113,000 | 4,854 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,953 |
| Fair value | $2,000,000 | 2,034 |
| 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 | $18,204,000 | 4,753 |
| U.S. Government securities | $18,204,000 | 3,819 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $18,204,000 | 3,713 |
| 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 | $11,760,000 | 2,954 |
| Mortgage-backed securities | $905,000 | 5,221 |
| Certificates of participation in pools of residential mortgages | $905,000 | 4,838 |
| Issued or guaranteed by U.S. | $905,000 | 4,832 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $18,204,000 | 4,352 |
| Total debt securities | $18,204,000 | 4,715 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,483 |
| Fair value | $1,000,000 | 2,547 |
| 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 | $15,040,000 | 5,027 |
| U.S. Government securities | $15,040,000 | 4,053 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $15,040,000 | 3,938 |
| 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 | $9,026,000 | 3,340 |
| Mortgage-backed securities | $1,003,000 | 5,163 |
| Certificates of participation in pools of residential mortgages | $1,003,000 | 4,702 |
| Issued or guaranteed by U.S. | $1,003,000 | 4,695 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $15,040,000 | 4,592 |
| Total debt securities | $15,040,000 | 4,991 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,331 |
| Fair value | $998,000 | 2,429 |
| 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 | $17,243,000 | 4,676 |
| U.S. Government securities | $17,243,000 | 3,746 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $17,243,000 | 3,642 |
| 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 | $14,336,000 | 2,632 |
| Mortgage-backed securities | $1,181,000 | 5,125 |
| Certificates of participation in pools of residential mortgages | $1,181,000 | 4,610 |
| Issued or guaranteed by U.S. | $1,181,000 | 4,602 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $17,243,000 | 4,280 |
| Total debt securities | $17,243,000 | 4,636 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,383 |
| Fair value | $1,000,000 | 2,546 |
| 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 | $18,457,000 | 4,578 |
| U.S. Government securities | $18,457,000 | 3,644 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $18,457,000 | 3,551 |
| 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 | $14,197,000 | 2,689 |
| Mortgage-backed securities | $1,395,000 | 5,052 |
| Certificates of participation in pools of residential mortgages | $1,395,000 | 4,558 |
| Issued or guaranteed by U.S. | $1,395,000 | 4,551 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $18,457,000 | 4,160 |
| Total debt securities | $18,457,000 | 4,539 |
| 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 | $20,664,000 | 4,378 |
| U.S. Government securities | $20,664,000 | 3,478 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $20,664,000 | 3,395 |
| 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 | $12,948,000 | 2,893 |
| Mortgage-backed securities | $1,536,000 | 5,090 |
| Certificates of participation in pools of residential mortgages | $1,536,000 | 4,625 |
| Issued or guaranteed by U.S. | $1,536,000 | 4,613 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $20,664,000 | 3,970 |
| Total debt securities | $20,664,000 | 4,345 |
| 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 | $15,404,000 | 4,951 |
| U.S. Government securities | $15,404,000 | 4,061 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $15,404,000 | 3,978 |
| 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 | $10,717,000 | 3,228 |
| Mortgage-backed securities | $1,694,000 | 5,110 |
| Certificates of participation in pools of residential mortgages | $1,694,000 | 4,629 |
| Issued or guaranteed by U.S. | $1,694,000 | 4,620 |
| 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) | $15,404,000 | 4,519 |
| Total debt securities | $15,404,000 | 4,912 |
| Structured notes | ||
| Amortized cost | $2,710,000 | 1,306 |
| Fair value | $2,712,000 | 1,298 |
| 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 | $10,923,000 | 5,665 |
| U.S. Government securities | $10,923,000 | 4,828 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,923,000 | 4,739 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $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 | $7,296,000 | 3,857 |
| Mortgage-backed securities | $1,922,000 | 5,117 |
| Certificates of participation in pools of residential mortgages | $1,922,000 | 4,633 |
| Issued or guaranteed by U.S. | $1,922,000 | 4,625 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $10,923,000 | 5,191 |
| Total debt securities | $10,923,000 | 5,623 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,082 |
| Fair value | $2,001,000 | 1,148 |
| 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 | $8,069,000 | 6,175 |
| U.S. Government securities | $8,069,000 | 5,364 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $8,069,000 | 5,281 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $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 | $6,725,000 | 3,963 |
| Mortgage-backed securities | $2,071,000 | 5,102 |
| Certificates of participation in pools of residential mortgages | $2,071,000 | 4,620 |
| Issued or guaranteed by U.S. | $2,071,000 | 4,606 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $8,069,000 | 5,667 |
| Total debt securities | $8,069,000 | 6,131 |
| 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 | $8,815,000 | 6,115 |
| U.S. Government securities | $8,815,000 | 5,337 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,815,000 | 5,258 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $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 | $6,270,000 | 4,130 |
| Mortgage-backed securities | $2,820,000 | 4,946 |
| Certificates of participation in pools of residential mortgages | $2,820,000 | 4,459 |
| Issued or guaranteed by U.S. | $2,820,000 | 4,449 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $8,815,000 | 5,589 |
| Total debt securities | $8,815,000 | 6,058 |
| 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 | $10,190,000 | 5,871 |
| U.S. Government securities | $10,190,000 | 5,092 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $10,190,000 | 5,009 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $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 | $3,895,000 | 4,894 |
| Mortgage-backed securities | $3,191,000 | 4,799 |
| Certificates of participation in pools of residential mortgages | $3,191,000 | 4,289 |
| Issued or guaranteed by U.S. | $3,191,000 | 4,277 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $10,190,000 | 5,335 |
| Total debt securities | $10,190,000 | 5,822 |
| 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 | $14,218,000 | 5,178 |
| U.S. Government securities | $14,218,000 | 4,315 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $14,218,000 | 4,240 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $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 | $9,628,000 | 3,508 |
| Mortgage-backed securities | $3,307,000 | 4,700 |
| Certificates of participation in pools of residential mortgages | $3,307,000 | 4,177 |
| Issued or guaranteed by U.S. | $3,307,000 | 4,166 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $14,218,000 | 4,660 |
| Total debt securities | $14,218,000 | 5,136 |
| 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 | $9,427,000 | 6,041 |
| U.S. Government securities | $9,427,000 | 5,248 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $9,427,000 | 5,161 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $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 | $4,553,000 | 4,659 |
| Mortgage-backed securities | $3,447,000 | 4,649 |
| Certificates of participation in pools of residential mortgages | $3,447,000 | 4,137 |
| Issued or guaranteed by U.S. | $3,447,000 | 4,122 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $9,427,000 | 5,525 |
| Total debt securities | $9,427,000 | 5,979 |
| 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 | $11,777,000 | 5,626 |
| U.S. Government securities | $11,777,000 | 4,790 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $11,777,000 | 4,701 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $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 | $7,734,000 | 3,798 |
| Mortgage-backed securities | $3,786,000 | 4,468 |
| Certificates of participation in pools of residential mortgages | $3,786,000 | 3,919 |
| Issued or guaranteed by U.S. | $3,786,000 | 3,904 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $11,777,000 | 5,121 |
| Total debt securities | $11,777,000 | 5,555 |
| 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 | $9,389,000 | 6,133 |
| U.S. Government securities | $9,389,000 | 5,379 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $9,389,000 | 5,276 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $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 | $6,008,000 | 4,248 |
| Mortgage-backed securities | $2,913,000 | 4,510 |
| Certificates of participation in pools of residential mortgages | $2,913,000 | 3,942 |
| Issued or guaranteed by U.S. | $2,913,000 | 3,925 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $9,389,000 | 5,548 |
| Total debt securities | $9,389,000 | 6,064 |
| 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 | $7,471,000 | 6,596 |
| U.S. Government securities | $7,471,000 | 5,963 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $7,471,000 | 5,854 |
| 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 | $5,022,000 | 4,529 |
| Mortgage-backed securities | $2,993,000 | 4,353 |
| Certificates of participation in pools of residential mortgages | $2,993,000 | 3,755 |
| Issued or guaranteed by U.S. | $2,993,000 | 3,740 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $7,471,000 | 5,968 |
| Total debt securities | $7,471,000 | 6,543 |
| 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 | $10,084,000 | 6,086 |
| U.S. Government securities | $10,084,000 | 5,374 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $10,084,000 | 5,264 |
| 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 | $6,814,000 | 4,069 |
| Mortgage-backed securities | $3,092,000 | 4,286 |
| Certificates of participation in pools of residential mortgages | $3,092,000 | 3,683 |
| Issued or guaranteed by U.S. | $3,092,000 | 3,670 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $10,084,000 | 5,468 |
| Total debt securities | $10,084,000 | 6,027 |
| 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 | $9,207,000 | 6,296 |
| U.S. Government securities | $9,207,000 | 5,599 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,207,000 | 5,479 |
| 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 | $5,943,000 | 4,287 |
| Mortgage-backed securities | $2,221,000 | 4,605 |
| Certificates of participation in pools of residential mortgages | $2,221,000 | 4,053 |
| Issued or guaranteed by U.S. | $2,221,000 | 4,034 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $9,207,000 | 5,654 |
| Total debt securities | $9,207,000 | 6,233 |
| 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 | $9,290,000 | 6,314 |
| U.S. Government securities | $9,290,000 | 5,641 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,290,000 | 5,513 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $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 | $4,084,000 | 4,886 |
| Mortgage-backed securities | $2,308,000 | 4,561 |
| Certificates of participation in pools of residential mortgages | $2,308,000 | 4,014 |
| Issued or guaranteed by U.S. | $2,308,000 | 4,002 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $9,290,000 | 5,664 |
| Total debt securities | $9,290,000 | 6,259 |
| 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 | $12,749,000 | 5,696 |
| U.S. Government securities | $12,749,000 | 4,950 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $12,749,000 | 4,822 |
| 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 | $4,215,000 | 4,869 |
| Mortgage-backed securities | $2,374,000 | 4,539 |
| Certificates of participation in pools of residential mortgages | $2,374,000 | 3,972 |
| Issued or guaranteed by U.S. | $2,374,000 | 3,951 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $12,749,000 | 5,057 |
| Total debt securities | $12,749,000 | 5,647 |
| 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 | $13,792,000 | 5,522 |
| U.S. Government securities | $13,792,000 | 4,740 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $13,792,000 | 4,602 |
| 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 | $3,251,000 | 5,248 |
| Mortgage-backed securities | $2,445,000 | 4,506 |
| Certificates of participation in pools of residential mortgages | $2,445,000 | 3,936 |
| Issued or guaranteed by U.S. | $2,445,000 | 3,920 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $13,792,000 | 4,859 |
| Total debt securities | $13,791,000 | 5,475 |
| 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 | $19,348,000 | 4,700 |
| U.S. Government securities | $19,348,000 | 3,908 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $19,348,000 | 3,785 |
| 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 | $1,204,000 | 6,253 |
| Mortgage-backed securities | $1,033,000 | 5,348 |
| Certificates of participation in pools of residential mortgages | $1,033,000 | 4,862 |
| Issued or guaranteed by U.S. | $1,033,000 | 4,842 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $19,348,000 | 4,086 |
| Total debt securities | $19,348,000 | 4,648 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,107 |
| Fair value | $999,000 | 2,106 |
| 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 | $13,298,000 | 5,687 |
| U.S. Government securities | $13,298,000 | 4,877 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $13,298,000 | 4,728 |
| 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 | $1,013,000 | 6,386 |
| Mortgage-backed securities | $0 | 6,961 |
| 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 | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $13,298,000 | 5,003 |
| Total debt securities | $13,298,000 | 5,628 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,536 |
| Fair value | $1,997,000 | 1,536 |
| 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 | $5,979,000 | 7,246 |
| U.S. Government securities | $5,979,000 | 6,648 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,979,000 | 6,512 |
| 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 | $1,001,000 | 6,412 |
| Mortgage-backed securities | $0 | 6,997 |
| 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 | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $5,979,000 | 6,487 |
| Total debt securities | $5,979,000 | 7,189 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,512 |
| Fair value | $1,995,000 | 1,518 |
| 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 | $10,966,000 | 6,171 |
| U.S. Government securities | $10,966,000 | 5,387 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $10,966,000 | 5,239 |
| 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 | $1,000,000 | 6,421 |
| Mortgage-backed securities | $0 | 7,037 |
| 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 | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $10,966,000 | 5,435 |
| Total debt securities | $10,966,000 | 6,110 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,601 |
| Fair value | $1,992,000 | 1,556 |
| 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 | $11,934,000 | 6,064 |
| U.S. Government securities | $11,934,000 | 5,235 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,934,000 | 5,081 |
| 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 | $500,000 | 6,791 |
| Mortgage-backed securities | $0 | 7,121 |
| 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 | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $11,934,000 | 5,316 |
| Total debt securities | $11,934,000 | 5,995 |
| Structured notes | ||
| Amortized cost | $997,000 | 2,261 |
| Fair value | $991,000 | 2,103 |
| 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 | $11,962,000 | 6,086 |
| U.S. Government securities | $11,962,000 | 5,258 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,962,000 | 5,100 |
| 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 | $1,000,000 | 6,490 |
| Mortgage-backed securities | $0 | 7,171 |
| 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 | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $11,962,000 | 5,326 |
| Total debt securities | $11,962,000 | 6,013 |
| 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 | $14,928,000 | 5,528 |
| U.S. Government securities | $14,928,000 | 4,636 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $14,928,000 | 4,490 |
| 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 | $0 | 7,222 |
| 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 | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $14,928,000 | 4,837 |
| Total debt securities | $14,928,000 | 5,464 |
| 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 |