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Bankwell Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $127,623,000 | 1,433 |
| U.S. Government securities | $95,258,000 | 1,213 |
| U.S. Treasury securities | $62,515,000 | 380 |
| U.S. Government agency obligations | $32,743,000 | 2,070 |
| Securities issued by states & political subdivisions | $15,785,000 | 2,037 |
| Other domestic debt securities | $14,510,000 | 838 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $14,510,000 | 505 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $32,743,000 | 1,629 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $25,788,000 | 1,300 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,955,000 | 561 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $15,817,000 | 858 |
| Available-for-sale securities (fair market value) | $109,736,000 | 1,419 |
| Total debt securities | $125,553,000 | 1,439 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $115,769,000 | 1,533 |
| U.S. Government securities | $83,745,000 | 1,328 |
| U.S. Treasury securities | $51,404,000 | 465 |
| U.S. Government agency obligations | $32,341,000 | 2,067 |
| Securities issued by states & political subdivisions | $15,853,000 | 2,007 |
| Other domestic debt securities | $14,196,000 | 841 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $14,196,000 | 507 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $32,341,000 | 1,613 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $25,645,000 | 1,283 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,696,000 | 569 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $15,886,000 | 873 |
| Available-for-sale securities (fair market value) | $97,908,000 | 1,516 |
| Total debt securities | $113,793,000 | 1,534 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $117,839,000 | 1,549 |
| U.S. Government securities | $85,851,000 | 1,342 |
| U.S. Treasury securities | $51,430,000 | 477 |
| U.S. Government agency obligations | $34,421,000 | 2,047 |
| Securities issued by states & political subdivisions | $15,850,000 | 2,068 |
| Other domestic debt securities | $14,121,000 | 846 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $14,121,000 | 507 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $34,421,000 | 1,598 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $27,510,000 | 1,269 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,911,000 | 558 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $15,884,000 | 870 |
| Available-for-sale securities (fair market value) | $99,938,000 | 1,527 |
| Total debt securities | $115,822,000 | 1,552 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $121,131,000 | 1,585 |
| U.S. Government securities | $88,236,000 | 1,383 |
| U.S. Treasury securities | $52,128,000 | 497 |
| U.S. Government agency obligations | $36,108,000 | 1,996 |
| Securities issued by states & political subdivisions | $15,897,000 | 2,113 |
| Other domestic debt securities | $14,970,000 | 860 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $14,970,000 | 512 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $36,108,000 | 1,603 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,036,000 | 1,270 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $7,072,000 | 575 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $15,932,000 | 910 |
| Available-for-sale securities (fair market value) | $103,171,000 | 1,552 |
| Total debt securities | $119,102,000 | 1,592 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $121,634,000 | 1,600 |
| U.S. Government securities | $88,461,000 | 1,392 |
| U.S. Treasury securities | $51,489,000 | 543 |
| U.S. Government agency obligations | $36,972,000 | 1,984 |
| Securities issued by states & political subdivisions | $15,947,000 | 2,153 |
| Other domestic debt securities | $15,238,000 | 875 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $15,238,000 | 521 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $36,972,000 | 1,594 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,967,000 | 1,263 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $7,005,000 | 574 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $15,983,000 | 913 |
| Available-for-sale securities (fair market value) | $103,663,000 | 1,577 |
| Total debt securities | $119,646,000 | 1,606 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $113,095,000 | 1,684 |
| U.S. Government securities | $79,474,000 | 1,507 |
| U.S. Treasury securities | $41,605,000 | 653 |
| U.S. Government agency obligations | $37,869,000 | 1,986 |
| Securities issued by states & political subdivisions | $15,990,000 | 2,152 |
| Other domestic debt securities | $15,658,000 | 822 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $15,658,000 | 508 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $37,869,000 | 1,583 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $30,857,000 | 1,248 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $7,012,000 | 585 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $16,027,000 | 901 |
| Available-for-sale securities (fair market value) | $95,095,000 | 1,682 |
| Total debt securities | $111,121,000 | 1,689 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $112,950,000 | 1,708 |
| U.S. Government securities | $79,994,000 | 1,509 |
| U.S. Treasury securities | $38,315,000 | 680 |
| U.S. Government agency obligations | $41,679,000 | 1,885 |
| Securities issued by states & political subdivisions | $15,878,000 | 2,218 |
| Other domestic debt securities | $14,952,000 | 805 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $14,952,000 | 543 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $41,679,000 | 1,544 |
| Certificates of participation in pools of residential mortgages | $34,243,000 | 1,229 |
| Issued or guaranteed by U.S. | $34,243,000 | 1,204 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $7,436,000 | 993 |
| Commercial mortgage pass-through securities | $7,436,000 | 578 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $15,917,000 | 829 |
| Available-for-sale securities (fair market value) | $94,907,000 | 1,757 |
| Total debt securities | $110,833,000 | 1,723 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $116,802,000 | 1,644 |
| U.S. Government securities | $83,405,000 | 1,429 |
| U.S. Treasury securities | $39,057,000 | 585 |
| U.S. Government agency obligations | $44,348,000 | 1,838 |
| Securities issued by states & political subdivisions | $15,936,000 | 2,241 |
| Other domestic debt securities | $15,371,000 | 780 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $15,371,000 | 522 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $44,348,000 | 1,504 |
| Certificates of participation in pools of residential mortgages | $36,545,000 | 1,199 |
| Issued or guaranteed by U.S. | $36,545,000 | 1,180 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $7,803,000 | 980 |
| Commercial mortgage pass-through securities | $7,803,000 | 567 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $15,978,000 | 748 |
| Available-for-sale securities (fair market value) | $98,734,000 | 1,708 |
| Total debt securities | $114,712,000 | 1,645 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $108,409,000 | 1,671 |
| U.S. Government securities | $75,234,000 | 1,451 |
| U.S. Treasury securities | $25,569,000 | 580 |
| U.S. Government agency obligations | $49,665,000 | 1,665 |
| Securities issued by states & political subdivisions | $15,998,000 | 2,279 |
| Other domestic debt securities | $15,009,000 | 761 |
| 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 | $15,009,000 | 499 |
| 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 | $0 | 4,071 |
| Mortgage-backed securities | $49,665,000 | 1,382 |
| Certificates of participation in pools of residential mortgages | $41,264,000 | 1,085 |
| Issued or guaranteed by U.S. | $41,264,000 | 1,066 |
| 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 | $8,401,000 | 943 |
| Commercial mortgage pass-through securities | $8,401,000 | 544 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $16,043,000 | 648 |
| Available-for-sale securities (fair market value) | $90,198,000 | 1,780 |
| Total debt securities | $106,241,000 | 1,684 |
| 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 | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $105,857,000 | 1,638 |
| U.S. Government securities | $73,542,000 | 1,411 |
| U.S. Treasury securities | $20,569,000 | 548 |
| U.S. Government agency obligations | $52,973,000 | 1,576 |
| Securities issued by states & political subdivisions | $16,058,000 | 2,245 |
| Other domestic debt securities | $14,072,000 | 749 |
| 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 | $14,072,000 | 493 |
| 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 | $0 | 4,110 |
| Mortgage-backed securities | $52,973,000 | 1,315 |
| Certificates of participation in pools of residential mortgages | $44,465,000 | 1,015 |
| Issued or guaranteed by U.S. | $44,465,000 | 994 |
| 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 | $8,508,000 | 947 |
| Commercial mortgage pass-through securities | $8,508,000 | 539 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $16,106,000 | 621 |
| Available-for-sale securities (fair market value) | $87,566,000 | 1,754 |
| Total debt securities | $103,671,000 | 1,644 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $109,341,000 | 1,539 |
| U.S. Government securities | $77,963,000 | 1,290 |
| U.S. Treasury securities | $20,680,000 | 477 |
| U.S. Government agency obligations | $57,283,000 | 1,435 |
| Securities issued by states & political subdivisions | $16,114,000 | 2,217 |
| Other domestic debt securities | $13,072,000 | 744 |
| 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 | $13,072,000 | 485 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $57,283,000 | 1,213 |
| Certificates of participation in pools of residential mortgages | $48,621,000 | 919 |
| Issued or guaranteed by U.S. | $48,621,000 | 898 |
| 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 | $8,662,000 | 927 |
| Commercial mortgage pass-through securities | $8,662,000 | 526 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $16,166,000 | 589 |
| Available-for-sale securities (fair market value) | $90,983,000 | 1,636 |
| Total debt securities | $107,149,000 | 1,545 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $101,621,000 | 1,526 |
| U.S. Government securities | $71,719,000 | 1,254 |
| U.S. Treasury securities | $10,113,000 | 573 |
| U.S. Government agency obligations | $61,606,000 | 1,312 |
| Securities issued by states & political subdivisions | $16,169,000 | 2,156 |
| Other domestic debt securities | $11,555,000 | 776 |
| 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 | $11,555,000 | 505 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $61,606,000 | 1,108 |
| Certificates of participation in pools of residential mortgages | $53,042,000 | 819 |
| Issued or guaranteed by U.S. | $53,042,000 | 798 |
| 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 | $8,564,000 | 879 |
| Commercial mortgage pass-through securities | $8,564,000 | 509 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $16,225,000 | 558 |
| Available-for-sale securities (fair market value) | $83,218,000 | 1,629 |
| Total debt securities | $99,444,000 | 1,527 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $106,891,000 | 1,353 |
| U.S. Government securities | $76,938,000 | 1,084 |
| U.S. Treasury securities | $10,148,000 | 414 |
| U.S. Government agency obligations | $66,790,000 | 1,127 |
| Securities issued by states & political subdivisions | $16,019,000 | 2,132 |
| Other domestic debt securities | $11,727,000 | 713 |
| 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 | $11,727,000 | 471 |
| 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 | $0 | 4,195 |
| Mortgage-backed securities | $66,790,000 | 969 |
| Certificates of participation in pools of residential mortgages | $57,904,000 | 698 |
| Issued or guaranteed by U.S. | $57,904,000 | 687 |
| 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 | $8,886,000 | 838 |
| Commercial mortgage pass-through securities | $8,886,000 | 473 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $16,079,000 | 543 |
| Available-for-sale securities (fair market value) | $88,605,000 | 1,439 |
| Total debt securities | $104,683,000 | 1,362 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $108,904,000 | 1,264 |
| U.S. Government securities | $81,969,000 | 960 |
| U.S. Treasury securities | $10,188,000 | 403 |
| U.S. Government agency obligations | $71,781,000 | 1,018 |
| Securities issued by states & political subdivisions | $16,074,000 | 2,014 |
| Other domestic debt securities | $8,658,000 | 822 |
| 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 | $8,658,000 | 537 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $71,781,000 | 883 |
| Certificates of participation in pools of residential mortgages | $62,725,000 | 612 |
| Issued or guaranteed by U.S. | $62,725,000 | 599 |
| 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 | $9,056,000 | 810 |
| Commercial mortgage pass-through securities | $9,056,000 | 462 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $16,138,000 | 522 |
| Available-for-sale securities (fair market value) | $90,563,000 | 1,346 |
| Total debt securities | $106,701,000 | 1,274 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $100,611,000 | 1,295 |
| U.S. Government securities | $78,297,000 | 990 |
| U.S. Treasury securities | $10,223,000 | 417 |
| U.S. Government agency obligations | $68,074,000 | 1,047 |
| Securities issued by states & political subdivisions | $16,126,000 | 1,938 |
| Other domestic debt securities | $3,993,000 | 1,081 |
| 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 | $3,993,000 | 770 |
| 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 | $0 | 4,254 |
| Mortgage-backed securities | $66,971,000 | 923 |
| Certificates of participation in pools of residential mortgages | $57,922,000 | 624 |
| Issued or guaranteed by U.S. | $57,922,000 | 611 |
| 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 | $9,049,000 | 787 |
| Commercial mortgage pass-through securities | $9,049,000 | 461 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $16,196,000 | 529 |
| Available-for-sale securities (fair market value) | $82,220,000 | 1,406 |
| Total debt securities | $98,418,000 | 1,301 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $100,883,000 | 1,274 |
| U.S. Government securities | $82,416,000 | 963 |
| U.S. Treasury securities | $10,257,000 | 418 |
| U.S. Government agency obligations | $72,159,000 | 1,001 |
| Securities issued by states & political subdivisions | $16,178,000 | 1,787 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $69,951,000 | 883 |
| Certificates of participation in pools of residential mortgages | $61,021,000 | 604 |
| Issued or guaranteed by U.S. | $61,021,000 | 588 |
| 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 | $8,930,000 | 780 |
| Commercial mortgage pass-through securities | $8,930,000 | 453 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $16,252,000 | 541 |
| Available-for-sale securities (fair market value) | $82,342,000 | 1,359 |
| Total debt securities | $98,593,000 | 1,281 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $100,865,000 | 1,263 |
| U.S. Government securities | $82,516,000 | 979 |
| U.S. Treasury securities | $10,031,000 | 445 |
| U.S. Government agency obligations | $72,485,000 | 1,019 |
| Securities issued by states & political subdivisions | $16,231,000 | 1,765 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $70,287,000 | 871 |
| Certificates of participation in pools of residential mortgages | $61,858,000 | 576 |
| Issued or guaranteed by U.S. | $61,858,000 | 563 |
| 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 | $8,429,000 | 781 |
| Commercial mortgage pass-through securities | $8,429,000 | 466 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $16,308,000 | 579 |
| Available-for-sale securities (fair market value) | $82,439,000 | 1,359 |
| Total debt securities | $98,748,000 | 1,268 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $105,502,000 | 1,203 |
| U.S. Government securities | $86,098,000 | 957 |
| U.S. Treasury securities | $10,022,000 | 443 |
| U.S. Government agency obligations | $76,076,000 | 988 |
| Securities issued by states & political subdivisions | $16,284,000 | 1,759 |
| Other domestic debt securities | $1,000,000 | 1,543 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,000,000 | 1,141 |
| 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 | $0 | 4,426 |
| Mortgage-backed securities | $72,886,000 | 831 |
| Certificates of participation in pools of residential mortgages | $64,247,000 | 552 |
| Issued or guaranteed by U.S. | $64,247,000 | 538 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $8,639,000 | 765 |
| Commercial mortgage pass-through securities | $8,639,000 | 454 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $17,365,000 | 589 |
| Available-for-sale securities (fair market value) | $86,017,000 | 1,304 |
| Total debt securities | $103,382,000 | 1,212 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 491 |
| Fair value | $996,000 | 569 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $116,425,000 | 1,119 |
| U.S. Government securities | $92,601,000 | 916 |
| U.S. Treasury securities | $13,986,000 | 372 |
| U.S. Government agency obligations | $78,615,000 | 991 |
| Securities issued by states & political subdivisions | $20,734,000 | 1,500 |
| Other domestic debt securities | $1,000,000 | 1,523 |
| 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 | $1,000,000 | 1,159 |
| 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 | $0 | 4,470 |
| Mortgage-backed securities | $75,429,000 | 798 |
| Certificates of participation in pools of residential mortgages | $66,938,000 | 533 |
| Issued or guaranteed by U.S. | $66,938,000 | 529 |
| 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 | $8,491,000 | 750 |
| Commercial mortgage pass-through securities | $8,491,000 | 466 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $21,318,000 | 542 |
| Available-for-sale securities (fair market value) | $93,017,000 | 1,229 |
| Total debt securities | $114,335,000 | 1,120 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 545 |
| Fair value | $994,000 | 619 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $119,836,000 | 1,097 |
| U.S. Government securities | $85,405,000 | 986 |
| U.S. Treasury securities | $13,828,000 | 375 |
| U.S. Government agency obligations | $71,577,000 | 1,064 |
| Securities issued by states & political subdivisions | $24,336,000 | 1,378 |
| Other domestic debt securities | $8,046,000 | 700 |
| 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 | $8,046,000 | 482 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $68,411,000 | 849 |
| Certificates of participation in pools of residential mortgages | $68,411,000 | 538 |
| Issued or guaranteed by U.S. | $68,411,000 | 535 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $21,364,000 | 565 |
| Available-for-sale securities (fair market value) | $96,423,000 | 1,203 |
| Total debt securities | $117,788,000 | 1,098 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 559 |
| Fair value | $995,000 | 591 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $116,584,000 | 1,138 |
| U.S. Government securities | $82,228,000 | 1,014 |
| U.S. Treasury securities | $9,798,000 | 476 |
| U.S. Government agency obligations | $72,430,000 | 1,068 |
| Securities issued by states & political subdivisions | $24,335,000 | 1,401 |
| Other domestic debt securities | $8,011,000 | 685 |
| 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 | $8,011,000 | 480 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,010,000 | 171 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $69,280,000 | 836 |
| Certificates of participation in pools of residential mortgages | $69,280,000 | 536 |
| Issued or guaranteed by U.S. | $69,280,000 | 532 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $21,421,000 | 603 |
| Available-for-sale securities (fair market value) | $95,163,000 | 1,233 |
| Total debt securities | $114,575,000 | 1,127 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 569 |
| Fair value | $1,000,000 | 568 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $115,903,000 | 1,124 |
| U.S. Government securities | $83,568,000 | 1,008 |
| U.S. Treasury securities | $9,654,000 | 461 |
| U.S. Government agency obligations | $73,914,000 | 1,044 |
| Securities issued by states & political subdivisions | $24,337,000 | 1,414 |
| Other domestic debt securities | $7,998,000 | 649 |
| 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 | $7,998,000 | 472 |
| 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 | $0 | 4,627 |
| Mortgage-backed securities | $70,789,000 | 816 |
| Certificates of participation in pools of residential mortgages | $70,789,000 | 524 |
| Issued or guaranteed by U.S. | $70,789,000 | 522 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $21,464,000 | 604 |
| Available-for-sale securities (fair market value) | $94,439,000 | 1,236 |
| Total debt securities | $115,902,000 | 1,106 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 558 |
| Fair value | $995,000 | 565 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $114,113,000 | 1,170 |
| U.S. Government securities | $81,357,000 | 1,035 |
| U.S. Treasury securities | $9,705,000 | 449 |
| U.S. Government agency obligations | $71,652,000 | 1,065 |
| Securities issued by states & political subdivisions | $24,748,000 | 1,442 |
| Other domestic debt securities | $8,008,000 | 746 |
| 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 | $8,008,000 | 481 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $68,522,000 | 846 |
| Certificates of participation in pools of residential mortgages | $68,522,000 | 554 |
| Issued or guaranteed by U.S. | $68,522,000 | 546 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $21,505,000 | 610 |
| Available-for-sale securities (fair market value) | $92,608,000 | 1,276 |
| Total debt securities | $114,114,000 | 1,153 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 563 |
| Fair value | $991,000 | 583 |
| 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 | $120,596,000 | 1,134 |
| U.S. Government securities | $87,743,000 | 1,001 |
| U.S. Treasury securities | $9,745,000 | 440 |
| U.S. Government agency obligations | $77,998,000 | 1,038 |
| Securities issued by states & political subdivisions | $24,822,000 | 1,469 |
| Other domestic debt securities | $8,031,000 | 656 |
| 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 | $8,031,000 | 483 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $74,864,000 | 781 |
| Certificates of participation in pools of residential mortgages | $74,542,000 | 529 |
| Issued or guaranteed by U.S. | $74,542,000 | 528 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $322,000 | 2,731 |
| CMOs issued by government agencies or sponsored agencies | $322,000 | 2,665 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $21,546,000 | 624 |
| Available-for-sale securities (fair market value) | $99,050,000 | 1,201 |
| Total debt securities | $120,598,000 | 1,114 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 551 |
| Fair value | $995,000 | 558 |
| 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 | $113,767,000 | 1,200 |
| U.S. Government securities | $72,890,000 | 1,140 |
| U.S. Treasury securities | $9,861,000 | 409 |
| U.S. Government agency obligations | $63,029,000 | 1,218 |
| Securities issued by states & political subdivisions | $32,741,000 | 1,185 |
| Other domestic debt securities | $8,136,000 | 646 |
| 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 | $8,136,000 | 475 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $59,875,000 | 948 |
| Certificates of participation in pools of residential mortgages | $59,875,000 | 639 |
| Issued or guaranteed by U.S. | $59,875,000 | 639 |
| 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) | $21,579,000 | 637 |
| Available-for-sale securities (fair market value) | $92,188,000 | 1,295 |
| Total debt securities | $113,767,000 | 1,182 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 554 |
| Fair value | $995,000 | 577 |
| 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 | $109,845,000 | 1,238 |
| U.S. Government securities | $64,857,000 | 1,273 |
| U.S. Treasury securities | $9,966,000 | 389 |
| U.S. Government agency obligations | $54,891,000 | 1,381 |
| Securities issued by states & political subdivisions | $34,766,000 | 1,130 |
| Other domestic debt securities | $10,222,000 | 576 |
| 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 | $10,222,000 | 429 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $51,714,000 | 1,064 |
| Certificates of participation in pools of residential mortgages | $51,714,000 | 729 |
| Issued or guaranteed by U.S. | $51,714,000 | 729 |
| 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) | $23,573,000 | 634 |
| Available-for-sale securities (fair market value) | $86,272,000 | 1,392 |
| Total debt securities | $109,845,000 | 1,215 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 587 |
| Fair value | $988,000 | 645 |
| 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 | $114,566,000 | 1,206 |
| U.S. Government securities | $66,213,000 | 1,271 |
| U.S. Treasury securities | $9,974,000 | 395 |
| U.S. Government agency obligations | $56,239,000 | 1,383 |
| Securities issued by states & political subdivisions | $37,096,000 | 1,084 |
| Other domestic debt securities | $11,257,000 | 552 |
| 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 | $11,257,000 | 405 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $53,072,000 | 1,066 |
| Certificates of participation in pools of residential mortgages | $53,072,000 | 734 |
| Issued or guaranteed by U.S. | $53,072,000 | 734 |
| 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) | $23,613,000 | 640 |
| Available-for-sale securities (fair market value) | $90,953,000 | 1,345 |
| Total debt securities | $114,566,000 | 1,185 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 611 |
| Fair value | $988,000 | 700 |
| 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 | $104,242,000 | 1,338 |
| U.S. Government securities | $62,744,000 | 1,347 |
| U.S. Treasury securities | $9,935,000 | 423 |
| U.S. Government agency obligations | $52,809,000 | 1,479 |
| Securities issued by states & political subdivisions | $30,213,000 | 1,321 |
| Other domestic debt securities | $11,285,000 | 560 |
| 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 | $11,285,000 | 404 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $49,644,000 | 1,139 |
| Certificates of participation in pools of residential mortgages | $49,644,000 | 789 |
| Issued or guaranteed by U.S. | $49,644,000 | 789 |
| 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) | $16,808,000 | 775 |
| Available-for-sale securities (fair market value) | $87,434,000 | 1,403 |
| Total debt securities | $104,242,000 | 1,316 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 638 |
| Fair value | $991,000 | 703 |
| 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 | $104,610,000 | 1,303 |
| U.S. Government securities | $62,847,000 | 1,332 |
| U.S. Treasury securities | $59,552,000 | 132 |
| U.S. Government agency obligations | $3,295,000 | 4,714 |
| Securities issued by states & political subdivisions | $30,473,000 | 1,313 |
| Other domestic debt securities | $11,290,000 | 551 |
| 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 | $11,290,000 | 395 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,552,000 | 939 |
| Mortgage-backed securities | $149,000 | 4,603 |
| Certificates of participation in pools of residential mortgages | $149,000 | 4,423 |
| Issued or guaranteed by U.S. | $149,000 | 4,417 |
| 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) | $16,859,000 | 776 |
| Available-for-sale securities (fair market value) | $87,751,000 | 1,392 |
| Total debt securities | $104,610,000 | 1,279 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 635 |
| Fair value | $978,000 | 705 |
| 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 | $99,661,000 | 1,367 |
| U.S. Government securities | $54,838,000 | 1,467 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $54,838,000 | 1,405 |
| Securities issued by states & political subdivisions | $32,309,000 | 1,245 |
| Other domestic debt securities | $12,514,000 | 516 |
| 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 | $12,514,000 | 369 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,075,000 | 3,567 |
| Mortgage-backed securities | $160,000 | 4,643 |
| Certificates of participation in pools of residential mortgages | $160,000 | 4,452 |
| Issued or guaranteed by U.S. | $160,000 | 4,448 |
| 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) | $16,909,000 | 777 |
| Available-for-sale securities (fair market value) | $82,752,000 | 1,458 |
| Total debt securities | $99,661,000 | 1,348 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 621 |
| Fair value | $975,000 | 746 |
| 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 | $100,796,000 | 1,371 |
| U.S. Government securities | $55,234,000 | 1,491 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $55,234,000 | 1,430 |
| Securities issued by states & political subdivisions | $32,961,000 | 1,217 |
| Other domestic debt securities | $12,601,000 | 531 |
| 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 | $12,601,000 | 375 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,101,000 | 3,617 |
| Mortgage-backed securities | $174,000 | 4,690 |
| Certificates of participation in pools of residential mortgages | $174,000 | 4,502 |
| Issued or guaranteed by U.S. | $174,000 | 4,496 |
| 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) | $16,959,000 | 806 |
| Available-for-sale securities (fair market value) | $83,837,000 | 1,463 |
| Total debt securities | $100,796,000 | 1,353 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 724 |
| Fair value | $992,000 | 865 |
| 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 | $108,538,000 | 1,287 |
| U.S. Government securities | $63,110,000 | 1,381 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $63,110,000 | 1,313 |
| Securities issued by states & political subdivisions | $32,858,000 | 1,200 |
| Other domestic debt securities | $12,570,000 | 535 |
| 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 | $12,570,000 | 380 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,011,000 | 3,694 |
| Mortgage-backed securities | $4,414,000 | 3,603 |
| Certificates of participation in pools of residential mortgages | $4,414,000 | 3,158 |
| Issued or guaranteed by U.S. | $4,414,000 | 3,157 |
| 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) | $17,010,000 | 828 |
| Available-for-sale securities (fair market value) | $91,528,000 | 1,347 |
| Total debt securities | $108,538,000 | 1,266 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 829 |
| Fair value | $1,160,000 | 836 |
| 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 | $50,807,000 | 2,429 |
| U.S. Government securities | $11,840,000 | 3,866 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,840,000 | 3,731 |
| Securities issued by states & political subdivisions | $26,530,000 | 1,477 |
| Other domestic debt securities | $12,437,000 | 525 |
| 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 | $12,437,000 | 372 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,923,000 | 3,746 |
| Mortgage-backed securities | $4,697,000 | 3,558 |
| Certificates of participation in pools of residential mortgages | $4,697,000 | 3,088 |
| Issued or guaranteed by U.S. | $4,697,000 | 3,086 |
| 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) | $10,226,000 | 1,031 |
| Available-for-sale securities (fair market value) | $40,581,000 | 2,578 |
| Total debt securities | $50,806,000 | 2,406 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 919 |
| Fair value | $1,282,000 | 924 |
| 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 | $56,305,000 | 2,277 |
| U.S. Government securities | $14,212,000 | 3,689 |
| U.S. Treasury securities | $1,002,000 | 1,006 |
| U.S. Government agency obligations | $13,210,000 | 3,674 |
| Securities issued by states & political subdivisions | $26,525,000 | 1,480 |
| Other domestic debt securities | $15,568,000 | 460 |
| 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 | $15,568,000 | 315 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,987,000 | 3,790 |
| Mortgage-backed securities | $4,988,000 | 3,556 |
| Certificates of participation in pools of residential mortgages | $4,988,000 | 3,073 |
| Issued or guaranteed by U.S. | $4,988,000 | 3,070 |
| 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) | $11,282,000 | 1,001 |
| Available-for-sale securities (fair market value) | $45,023,000 | 2,443 |
| Total debt securities | $56,305,000 | 2,255 |
| Structured notes | ||
| Amortized cost | $1,536,000 | 995 |
| Fair value | $1,544,000 | 995 |
| 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 | $58,224,000 | 2,264 |
| U.S. Government securities | $14,484,000 | 3,756 |
| U.S. Treasury securities | $1,005,000 | 1,011 |
| U.S. Government agency obligations | $13,479,000 | 3,750 |
| Securities issued by states & political subdivisions | $27,195,000 | 1,419 |
| Other domestic debt securities | $16,545,000 | 448 |
| 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 | $16,545,000 | 304 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,938,000 | 3,846 |
| Mortgage-backed securities | $5,333,000 | 3,581 |
| Certificates of participation in pools of residential mortgages | $5,333,000 | 3,097 |
| Issued or guaranteed by U.S. | $5,333,000 | 3,095 |
| 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) | $11,341,000 | 1,016 |
| Available-for-sale securities (fair market value) | $46,883,000 | 2,428 |
| Total debt securities | $58,224,000 | 2,239 |
| Structured notes | ||
| Amortized cost | $1,536,000 | 1,118 |
| Fair value | $1,504,000 | 1,121 |
| 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 | $62,134,000 | 2,184 |
| U.S. Government securities | $17,649,000 | 3,499 |
| U.S. Treasury securities | $1,007,000 | 997 |
| U.S. Government agency obligations | $16,642,000 | 3,480 |
| Securities issued by states & political subdivisions | $27,732,000 | 1,385 |
| Other domestic debt securities | $16,753,000 | 440 |
| 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 | $16,753,000 | 298 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,968,000 | 3,884 |
| Mortgage-backed securities | $5,671,000 | 3,587 |
| Certificates of participation in pools of residential mortgages | $5,671,000 | 3,102 |
| Issued or guaranteed by U.S. | $5,671,000 | 3,100 |
| 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) | $11,398,000 | 1,017 |
| Available-for-sale securities (fair market value) | $50,736,000 | 2,314 |
| Total debt securities | $62,134,000 | 2,160 |
| Structured notes | ||
| Amortized cost | $1,535,000 | 1,190 |
| Fair value | $1,522,000 | 1,193 |
| 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 | $76,463,000 | 1,847 |
| U.S. Government securities | $31,375,000 | 2,550 |
| U.S. Treasury securities | $1,010,000 | 998 |
| U.S. Government agency obligations | $30,365,000 | 2,512 |
| Securities issued by states & political subdivisions | $27,763,000 | 1,365 |
| Other domestic debt securities | $17,325,000 | 427 |
| 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 | $17,325,000 | 290 |
| 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 | $5,878,000 | 3,936 |
| Mortgage-backed securities | $5,946,000 | 3,602 |
| Certificates of participation in pools of residential mortgages | $5,920,000 | 3,111 |
| Issued or guaranteed by U.S. | $5,920,000 | 3,108 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $26,000 | 3,375 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,254 |
| 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) | $11,454,000 | 1,020 |
| Available-for-sale securities (fair market value) | $65,009,000 | 1,924 |
| Total debt securities | $76,463,000 | 1,828 |
| Structured notes | ||
| Amortized cost | $1,534,000 | 1,257 |
| Fair value | $1,523,000 | 1,256 |
| 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 | $79,039,000 | 1,827 |
| U.S. Government securities | $35,931,000 | 2,394 |
| U.S. Treasury securities | $1,013,000 | 1,001 |
| U.S. Government agency obligations | $34,918,000 | 2,366 |
| Securities issued by states & political subdivisions | $26,511,000 | 1,440 |
| Other domestic debt securities | $16,597,000 | 448 |
| 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 | $16,597,000 | 300 |
| 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 | $5,818,000 | 4,002 |
| Mortgage-backed securities | $1,183,000 | 4,730 |
| Certificates of participation in pools of residential mortgages | $1,125,000 | 4,456 |
| Issued or guaranteed by U.S. | $1,125,000 | 4,453 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $58,000 | 3,399 |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 3,269 |
| 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) | $11,502,000 | 1,035 |
| Available-for-sale securities (fair market value) | $67,537,000 | 1,899 |
| Total debt securities | $79,039,000 | 1,801 |
| Structured notes | ||
| Amortized cost | $2,995,000 | 992 |
| Fair value | $3,003,000 | 941 |
| 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 | $62,856,000 | 2,223 |
| U.S. Government securities | $21,641,000 | 3,341 |
| U.S. Treasury securities | $1,016,000 | 947 |
| U.S. Government agency obligations | $20,625,000 | 3,315 |
| Securities issued by states & political subdivisions | $26,547,000 | 1,446 |
| Other domestic debt securities | $14,668,000 | 497 |
| 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 | $14,668,000 | 332 |
| 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 | $5,853,000 | 4,023 |
| Mortgage-backed securities | $1,312,000 | 4,748 |
| Certificates of participation in pools of residential mortgages | $1,217,000 | 4,472 |
| Issued or guaranteed by U.S. | $1,217,000 | 4,470 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $95,000 | 3,394 |
| CMOs issued by government agencies or sponsored agencies | $95,000 | 3,272 |
| 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) | $13,742,000 | 974 |
| Available-for-sale securities (fair market value) | $49,114,000 | 2,461 |
| Total debt securities | $62,856,000 | 2,209 |
| Structured notes | ||
| Amortized cost | $4,992,000 | 742 |
| Fair value | $5,016,000 | 710 |
| 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 | $49,337,000 | 2,710 |
| U.S. Government securities | $13,208,000 | 4,235 |
| U.S. Treasury securities | $1,018,000 | 840 |
| U.S. Government agency obligations | $12,190,000 | 4,265 |
| Securities issued by states & political subdivisions | $24,492,000 | 1,549 |
| Other domestic debt securities | $11,637,000 | 600 |
| 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 | $11,637,000 | 399 |
| 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 | $5,753,000 | 4,065 |
| Mortgage-backed securities | $1,423,000 | 4,749 |
| Certificates of participation in pools of residential mortgages | $1,295,000 | 4,481 |
| Issued or guaranteed by U.S. | $1,295,000 | 4,477 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $128,000 | 3,395 |
| CMOs issued by government agencies or sponsored agencies | $128,000 | 3,274 |
| 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) | $13,780,000 | 956 |
| Available-for-sale securities (fair market value) | $35,557,000 | 3,080 |
| Total debt securities | $49,338,000 | 2,682 |
| Structured notes | ||
| Amortized cost | $5,989,000 | 656 |
| Fair value | $6,007,000 | 627 |
| 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 | $42,412,000 | 3,012 |
| U.S. Government securities | $8,252,000 | 4,894 |
| U.S. Treasury securities | $1,021,000 | 812 |
| U.S. Government agency obligations | $7,231,000 | 4,948 |
| Securities issued by states & political subdivisions | $23,595,000 | 1,599 |
| Other domestic debt securities | $10,565,000 | 663 |
| 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 | $10,565,000 | 438 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,198,000 | 3,966 |
| Mortgage-backed securities | $1,544,000 | 4,742 |
| Certificates of participation in pools of residential mortgages | $1,388,000 | 4,466 |
| Issued or guaranteed by U.S. | $1,388,000 | 4,460 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $156,000 | 3,382 |
| CMOs issued by government agencies or sponsored agencies | $156,000 | 3,257 |
| 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) | $13,816,000 | 944 |
| Available-for-sale securities (fair market value) | $28,596,000 | 3,473 |
| Total debt securities | $42,412,000 | 2,982 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,200 |
| Fair value | $1,961,000 | 1,226 |
| 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 | $42,065,000 | 3,044 |
| U.S. Government securities | $7,444,000 | 5,052 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,444,000 | 4,955 |
| Securities issued by states & political subdivisions | $24,011,000 | 1,581 |
| Other domestic debt securities | $10,610,000 | 680 |
| 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 | $10,610,000 | 451 |
| 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 | $4,800,000 | 4,319 |
| Mortgage-backed securities | $1,673,000 | 4,751 |
| Certificates of participation in pools of residential mortgages | $1,482,000 | 4,472 |
| Issued or guaranteed by U.S. | $1,482,000 | 4,466 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $191,000 | 3,386 |
| CMOs issued by government agencies or sponsored agencies | $191,000 | 3,256 |
| 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) | $12,830,000 | 945 |
| Available-for-sale securities (fair market value) | $29,235,000 | 3,467 |
| Total debt securities | $42,065,000 | 3,013 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,174 |
| Fair value | $1,942,000 | 1,222 |
| 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 | $30,303,000 | 3,678 |
| U.S. Government securities | $4,395,000 | 5,605 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,395,000 | 5,499 |
| Securities issued by states & political subdivisions | $16,458,000 | 2,147 |
| Other domestic debt securities | $9,450,000 | 724 |
| 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 | $9,450,000 | 482 |
| 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 | $1,937,000 | 5,160 |
| Mortgage-backed securities | $1,496,000 | 4,811 |
| Certificates of participation in pools of residential mortgages | $1,238,000 | 4,533 |
| Issued or guaranteed by U.S. | $1,238,000 | 4,529 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $258,000 | 3,357 |
| CMOs issued by government agencies or sponsored agencies | $258,000 | 3,226 |
| 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) | $4,870,000 | 1,350 |
| Available-for-sale securities (fair market value) | $25,433,000 | 3,719 |
| Total debt securities | $30,303,000 | 3,643 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,166 |
| Fair value | $1,964,000 | 1,207 |
| 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 | $41,289,000 | 3,077 |
| U.S. Government securities | $4,725,000 | 5,591 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,725,000 | 5,479 |
| Securities issued by states & political subdivisions | $22,266,000 | 1,664 |
| Other domestic debt securities | $14,298,000 | 566 |
| 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 | $14,298,000 | 368 |
| 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 | $2,006,000 | 5,188 |
| Mortgage-backed securities | $1,716,000 | 4,801 |
| Certificates of participation in pools of residential mortgages | $1,364,000 | 4,528 |
| Issued or guaranteed by U.S. | $1,364,000 | 4,526 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $352,000 | 3,338 |
| CMOs issued by government agencies or sponsored agencies | $352,000 | 3,196 |
| 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) | $4,886,000 | 1,321 |
| Available-for-sale securities (fair market value) | $36,403,000 | 3,083 |
| Total debt securities | $41,289,000 | 3,042 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,189 |
| Fair value | $1,929,000 | 1,316 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $41,761,000 | 3,025 |
| U.S. Government securities | $4,975,000 | 5,577 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,975,000 | 5,454 |
| Securities issued by states & political subdivisions | $22,434,000 | 1,620 |
| Other domestic debt securities | $14,352,000 | 557 |
| 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 | $14,352,000 | 359 |
| 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 | $2,005,000 | 5,206 |
| Mortgage-backed securities | $1,966,000 | 4,757 |
| Certificates of participation in pools of residential mortgages | $1,512,000 | 4,490 |
| Issued or guaranteed by U.S. | $1,512,000 | 4,489 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $454,000 | 3,317 |
| CMOs issued by government agencies or sponsored agencies | $454,000 | 3,176 |
| 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) | $4,903,000 | 1,327 |
| Available-for-sale securities (fair market value) | $36,858,000 | 3,013 |
| Total debt securities | $41,761,000 | 3,000 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,223 |
| Fair value | $1,889,000 | 1,345 |
| 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 | $44,173,000 | 2,934 |
| U.S. Government securities | $6,243,000 | 5,466 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,243,000 | 5,353 |
| Securities issued by states & political subdivisions | $22,631,000 | 1,564 |
| Other domestic debt securities | $15,299,000 | 556 |
| 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 | $15,299,000 | 359 |
| 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 | $2,008,000 | 5,263 |
| Mortgage-backed securities | $2,228,000 | 4,783 |
| Certificates of participation in pools of residential mortgages | $1,648,000 | 4,566 |
| Issued or guaranteed by U.S. | $1,648,000 | 4,564 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $580,000 | 3,324 |
| CMOs issued by government agencies or sponsored agencies | $580,000 | 3,174 |
| 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) | $4,919,000 | 1,349 |
| Available-for-sale securities (fair market value) | $39,254,000 | 2,936 |
| Total debt securities | $44,173,000 | 2,909 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,061 |
| Fair value | $2,857,000 | 1,130 |
| 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 | $50,510,000 | 2,653 |
| U.S. Government securities | $10,079,000 | 4,877 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,079,000 | 4,780 |
| Securities issued by states & political subdivisions | $22,425,000 | 1,532 |
| Other domestic debt securities | $18,006,000 | 495 |
| 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 | $18,006,000 | 324 |
| 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 | $2,312,000 | 5,212 |
| Mortgage-backed securities | $2,514,000 | 4,775 |
| Certificates of participation in pools of residential mortgages | $1,805,000 | 4,553 |
| Issued or guaranteed by U.S. | $1,805,000 | 4,551 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $709,000 | 3,285 |
| CMOs issued by government agencies or sponsored agencies | $709,000 | 3,126 |
| 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) | $4,936,000 | 1,335 |
| Available-for-sale securities (fair market value) | $45,574,000 | 2,658 |
| Total debt securities | $50,510,000 | 2,626 |
| Structured notes | ||
| Amortized cost | $7,235,000 | 663 |
| Fair value | $7,038,000 | 678 |
| 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 | $56,611,000 | 2,435 |
| U.S. Government securities | $16,384,000 | 4,114 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $16,384,000 | 4,020 |
| Securities issued by states & political subdivisions | $22,309,000 | 1,482 |
| Other domestic debt securities | $17,918,000 | 497 |
| 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 | $17,918,000 | 314 |
| 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 | $2,282,000 | 5,246 |
| Mortgage-backed securities | $2,879,000 | 4,736 |
| Certificates of participation in pools of residential mortgages | $2,094,000 | 4,469 |
| Issued or guaranteed by U.S. | $2,094,000 | 4,467 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $785,000 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $785,000 | 3,120 |
| 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) | $4,952,000 | 1,354 |
| Available-for-sale securities (fair market value) | $51,659,000 | 2,388 |
| Total debt securities | $56,621,000 | 2,418 |
| Structured notes | ||
| Amortized cost | $9,232,000 | 642 |
| Fair value | $8,997,000 | 660 |
| 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 | $83,129,000 | 1,692 |
| U.S. Government securities | $36,859,000 | 2,380 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $36,859,000 | 2,320 |
| Securities issued by states & political subdivisions | $23,161,000 | 1,392 |
| Other domestic debt securities | $23,109,000 | 433 |
| 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 | $23,109,000 | 242 |
| 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 | $3,318,000 | 4,681 |
| Mortgage-backed securities | $3,142,000 | 4,620 |
| Certificates of participation in pools of residential mortgages | $2,292,000 | 4,347 |
| Issued or guaranteed by U.S. | $2,292,000 | 4,338 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $850,000 | 3,195 |
| CMOs issued by government agencies or sponsored agencies | $850,000 | 2,944 |
| 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) | $4,963,000 | 1,375 |
| Available-for-sale securities (fair market value) | $78,166,000 | 1,645 |
| Total debt securities | $83,129,000 | 1,672 |
| Structured notes | ||
| Amortized cost | $17,487,000 | 325 |
| Fair value | $17,231,000 | 327 |
| 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 | $83,870,000 | 1,643 |
| U.S. Government securities | $34,175,000 | 2,476 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $34,175,000 | 2,416 |
| Securities issued by states & political subdivisions | $25,331,000 | 1,229 |
| Other domestic debt securities | $24,364,000 | 411 |
| 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 | $24,364,000 | 217 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 4,793 |
| Mortgage-backed securities | $3,396,000 | 4,534 |
| Certificates of participation in pools of residential mortgages | $2,479,000 | 4,239 |
| Issued or guaranteed by U.S. | $2,479,000 | 4,224 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $917,000 | 3,168 |
| CMOs issued by government agencies or sponsored agencies | $917,000 | 2,918 |
| 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) | $4,962,000 | 1,388 |
| Available-for-sale securities (fair market value) | $78,908,000 | 1,578 |
| Total debt securities | $83,870,000 | 1,623 |
| Structured notes | ||
| Amortized cost | $16,498,000 | 344 |
| Fair value | $16,400,000 | 345 |
| 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 | $68,719,000 | 1,953 |
| U.S. Government securities | $32,470,000 | 2,622 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $32,470,000 | 2,553 |
| Securities issued by states & political subdivisions | $20,463,000 | 1,472 |
| Other domestic debt securities | $15,786,000 | 537 |
| 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 | $15,786,000 | 292 |
| 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 | $1,000,000 | 5,546 |
| Mortgage-backed securities | $3,557,000 | 4,466 |
| Certificates of participation in pools of residential mortgages | $2,607,000 | 4,176 |
| Issued or guaranteed by U.S. | $2,607,000 | 4,163 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $950,000 | 3,105 |
| CMOs issued by government agencies or sponsored agencies | $950,000 | 2,855 |
| 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) | $4,962,000 | 1,423 |
| Available-for-sale securities (fair market value) | $63,757,000 | 1,868 |
| Total debt securities | $68,719,000 | 1,931 |
| Structured notes | ||
| Amortized cost | $19,640,000 | 328 |
| Fair value | $19,545,000 | 332 |
| 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 | $69,302,000 | 1,927 |
| U.S. Government securities | $34,235,000 | 2,508 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $34,235,000 | 2,436 |
| Securities issued by states & political subdivisions | $18,338,000 | 1,581 |
| Other domestic debt securities | $16,729,000 | 531 |
| 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 | $16,729,000 | 284 |
| 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 | $1,000,000 | 5,581 |
| Mortgage-backed securities | $3,662,000 | 4,378 |
| Certificates of participation in pools of residential mortgages | $2,687,000 | 4,096 |
| Issued or guaranteed by U.S. | $2,687,000 | 4,085 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $975,000 | 3,029 |
| CMOs issued by government agencies or sponsored agencies | $975,000 | 2,771 |
| 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) | $4,962,000 | 1,428 |
| Available-for-sale securities (fair market value) | $64,340,000 | 1,869 |
| Total debt securities | $69,300,000 | 1,909 |
| Structured notes | ||
| Amortized cost | $21,640,000 | 326 |
| Fair value | $21,239,000 | 328 |
| 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 | $49,559,000 | 2,433 |
| U.S. Government securities | $18,742,000 | 3,604 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $18,742,000 | 3,501 |
| Securities issued by states & political subdivisions | $14,173,000 | 1,935 |
| Other domestic debt securities | $16,644,000 | 558 |
| 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 | $16,644,000 | 275 |
| 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 | $15,675,000 | 2,490 |
| Mortgage-backed securities | $4,021,000 | 4,235 |
| Certificates of participation in pools of residential mortgages | $2,995,000 | 3,892 |
| Issued or guaranteed by U.S. | $2,995,000 | 3,882 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,026,000 | 2,981 |
| CMOs issued by government agencies or sponsored agencies | $1,026,000 | 2,707 |
| 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) | $4,961,000 | 1,424 |
| Available-for-sale securities (fair market value) | $44,598,000 | 2,390 |
| Total debt securities | $49,558,000 | 2,405 |
| Structured notes | ||
| Amortized cost | $14,999,000 | 446 |
| Fair value | $14,628,000 | 456 |
| 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 | $30,148,000 | 3,460 |
| U.S. Government securities | $7,529,000 | 5,295 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $7,529,000 | 5,178 |
| Securities issued by states & political subdivisions | $14,084,000 | 1,855 |
| Other domestic debt securities | $8,535,000 | 863 |
| 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 | $8,535,000 | 416 |
| 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 | $1,000,000 | 5,721 |
| Mortgage-backed securities | $3,490,000 | 4,394 |
| Certificates of participation in pools of residential mortgages | $3,490,000 | 3,738 |
| Issued or guaranteed by U.S. | $3,490,000 | 3,730 |
| 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) | $4,961,000 | 1,468 |
| Available-for-sale securities (fair market value) | $25,187,000 | 3,539 |
| Total debt securities | $30,147,000 | 3,431 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,860 |
| Fair value | $1,903,000 | 2,038 |
| 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 | $33,173,000 | 3,256 |
| U.S. Government securities | $11,882,000 | 4,588 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $11,882,000 | 4,489 |
| Securities issued by states & political subdivisions | $13,887,000 | 1,797 |
| Other domestic debt securities | $7,404,000 | 930 |
| 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 | $7,404,000 | 436 |
| 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 | $1,000,000 | 5,773 |
| Mortgage-backed securities | $3,808,000 | 4,313 |
| Certificates of participation in pools of residential mortgages | $3,808,000 | 3,686 |
| Issued or guaranteed by U.S. | $3,808,000 | 3,680 |
| 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) | $4,961,000 | 1,512 |
| Available-for-sale securities (fair market value) | $28,212,000 | 3,300 |
| Total debt securities | $33,173,000 | 3,221 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,460 |
| Fair value | $1,000,000 | 2,624 |
| 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 | $25,455,000 | 3,887 |
| U.S. Government securities | $9,715,000 | 5,072 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $9,715,000 | 4,968 |
| Securities issued by states & political subdivisions | $11,887,000 | 2,003 |
| Other domestic debt securities | $3,853,000 | 1,348 |
| 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 | $3,853,000 | 716 |
| 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 | $2,834,000 | 5,091 |
| Mortgage-backed securities | $3,890,000 | 4,375 |
| Certificates of participation in pools of residential mortgages | $3,890,000 | 3,760 |
| Issued or guaranteed by U.S. | $3,890,000 | 3,754 |
| 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) | $4,960,000 | 1,538 |
| Available-for-sale securities (fair market value) | $20,495,000 | 3,988 |
| Total debt securities | $25,455,000 | 3,851 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,246 |
| Fair value | $1,000,000 | 2,329 |
| 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 | $20,480,000 | 4,353 |
| U.S. Government securities | $8,732,000 | 5,227 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $8,732,000 | 5,127 |
| Securities issued by states & political subdivisions | $7,910,000 | 2,601 |
| Other domestic debt securities | $3,838,000 | 1,394 |
| 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 | $3,838,000 | 734 |
| 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 | $994,000 | 5,926 |
| Mortgage-backed securities | $3,975,000 | 4,403 |
| Certificates of participation in pools of residential mortgages | $3,975,000 | 3,814 |
| Issued or guaranteed by U.S. | $3,975,000 | 3,807 |
| 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) | $1,000,000 | 2,371 |
| Available-for-sale securities (fair market value) | $19,480,000 | 4,058 |
| Total debt securities | $20,481,000 | 4,320 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $1,000,000 | 2,035 |
| 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 | $21,202,000 | 4,292 |
| U.S. Government securities | $11,803,000 | 4,650 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $11,803,000 | 4,556 |
| Securities issued by states & political subdivisions | $6,703,000 | 2,843 |
| Other domestic debt securities | $2,696,000 | 1,713 |
| 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 | $2,696,000 | 954 |
| 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 | $1,003,000 | 5,920 |
| Mortgage-backed securities | $4,160,000 | 4,442 |
| Certificates of participation in pools of residential mortgages | $4,160,000 | 3,843 |
| Issued or guaranteed by U.S. | $4,160,000 | 3,833 |
| 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) | $21,202,000 | 3,895 |
| Total debt securities | $21,202,000 | 4,258 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $11,968,000 | 5,487 |
| U.S. Government securities | $6,628,000 | 5,737 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,628,000 | 5,653 |
| Securities issued by states & political subdivisions | $3,563,000 | 3,670 |
| Other domestic debt securities | $1,777,000 | 2,037 |
| 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 | $1,777,000 | 1,207 |
| 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 | $795,000 | 6,068 |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $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) | $11,968,000 | 5,004 |
| Total debt securities | $11,968,000 | 5,443 |
| 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 | $29,998,000 | 3,475 |
| U.S. Government securities | $28,375,000 | 2,791 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $28,375,000 | 2,725 |
| Securities issued by states & political subdivisions | $1,011,000 | 4,840 |
| Other domestic debt securities | $612,000 | 2,618 |
| 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 | $612,000 | 1,814 |
| 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 | $794,000 | 6,106 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $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) | $29,998,000 | 3,100 |
| Total debt securities | $29,997,000 | 3,450 |
| 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 | $30,975,000 | 3,375 |
| U.S. Government securities | $30,011,000 | 2,670 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $30,011,000 | 2,618 |
| Securities issued by states & political subdivisions | $317,000 | 5,426 |
| Other domestic debt securities | $647,000 | 2,550 |
| 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 | $647,000 | 1,767 |
| 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 | $794,000 | 6,155 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $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) | $30,975,000 | 3,001 |
| Total debt securities | $30,975,000 | 3,335 |
| 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 | $32,093,000 | 3,237 |
| U.S. Government securities | $32,093,000 | 2,449 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $32,093,000 | 2,400 |
| 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 | $781,000 | 6,186 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $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) | $32,093,000 | 2,881 |
| Total debt securities | $32,093,000 | 3,201 |
| 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 | $33,584,000 | 3,180 |
| U.S. Government securities | $0 | 7,997 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $0 | 7,934 |
| Securities issued by states & political subdivisions | $33,584,000 | 602 |
| 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 | $0 | 6,612 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $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) | $33,584,000 | 2,840 |
| Total debt securities | $33,584,000 | 3,142 |
| 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 | $22,963,000 | 4,070 |
| U.S. Government securities | $22,963,000 | 3,203 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $22,963,000 | 3,148 |
| 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 | $796,000 | 6,212 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $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) | $22,963,000 | 3,629 |
| Total debt securities | $22,963,000 | 4,013 |
| 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 | $38,721,000 | 2,843 |
| U.S. Government securities | $28,721,000 | 2,765 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $28,721,000 | 2,705 |
| 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 | $10,000,000 | 293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $605,000 | 6,339 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $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) | $38,721,000 | 2,505 |
| Total debt securities | $28,721,000 | 3,507 |
| 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 | $34,422,000 | 3,122 |
| U.S. Government securities | $34,422,000 | 2,380 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $34,422,000 | 2,329 |
| 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 | $602,000 | 6,364 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $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) | $34,422,000 | 2,729 |
| Total debt securities | $34,422,000 | 3,080 |
| 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 | $41,389,000 | 2,697 |
| U.S. Government securities | $41,389,000 | 2,017 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $41,389,000 | 1,960 |
| 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 | $594,000 | 6,437 |
| Mortgage-backed securities | $75,000 | 6,216 |
| Certificates of participation in pools of residential mortgages | $75,000 | 5,894 |
| Issued or guaranteed by U.S. | $75,000 | 5,873 |
| 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) | $3,448,000 | 2,036 |
| Available-for-sale securities (fair market value) | $37,941,000 | 2,521 |
| Total debt securities | $41,389,000 | 2,655 |
| 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 | $31,063,000 | 3,366 |
| U.S. Government securities | $31,063,000 | 2,615 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $31,063,000 | 2,544 |
| 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 | $596,000 | 6,463 |
| Mortgage-backed securities | $148,000 | 6,070 |
| Certificates of participation in pools of residential mortgages | $148,000 | 5,748 |
| Issued or guaranteed by U.S. | $148,000 | 5,725 |
| 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) | $3,445,000 | 2,070 |
| Available-for-sale securities (fair market value) | $27,618,000 | 3,198 |
| Total debt securities | $31,063,000 | 3,325 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $27,955,000 | 3,641 |
| U.S. Government securities | $27,955,000 | 2,887 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $27,955,000 | 2,812 |
| 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 | $593,000 | 6,490 |
| Mortgage-backed securities | $169,000 | 6,054 |
| Certificates of participation in pools of residential mortgages | $169,000 | 5,719 |
| Issued or guaranteed by U.S. | $169,000 | 5,695 |
| 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) | $27,955,000 | 3,191 |
| Total debt securities | $27,955,000 | 3,589 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $32,941,000 | 3,290 |
| U.S. Government securities | $32,941,000 | 2,571 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $32,941,000 | 2,498 |
| 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 | $593,000 | 6,558 |
| Mortgage-backed securities | $191,000 | 6,055 |
| Certificates of participation in pools of residential mortgages | $191,000 | 5,709 |
| Issued or guaranteed by U.S. | $191,000 | 5,682 |
| 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) | $2,000,000 | 2,512 |
| Available-for-sale securities (fair market value) | $30,941,000 | 2,977 |
| Total debt securities | $32,941,000 | 3,248 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,056 |
| Fair value | $1,000,000 | 2,058 |
| 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 | $31,657,000 | 3,360 |
| U.S. Government securities | $31,657,000 | 2,637 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $31,657,000 | 2,565 |
| 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 | $585,000 | 6,594 |
| Mortgage-backed securities | $217,000 | 6,054 |
| Certificates of participation in pools of residential mortgages | $217,000 | 5,702 |
| Issued or guaranteed by U.S. | $217,000 | 5,676 |
| 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) | $31,657,000 | 2,916 |
| Total debt securities | $31,657,000 | 3,319 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,120 |
| Fair value | $997,000 | 2,123 |
| 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 | $28,805,000 | 3,657 |
| U.S. Government securities | $28,805,000 | 2,902 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $28,805,000 | 2,803 |
| 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 | $588,000 | 6,635 |
| Mortgage-backed securities | $247,000 | 6,053 |
| Certificates of participation in pools of residential mortgages | $247,000 | 5,688 |
| Issued or guaranteed by U.S. | $247,000 | 5,664 |
| 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) | $28,805,000 | 3,182 |
| Total debt securities | $28,805,000 | 3,606 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $27,978,000 | 3,746 |
| U.S. Government securities | $27,978,000 | 2,948 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $27,978,000 | 2,852 |
| 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 | $593,000 | 6,656 |
| Mortgage-backed securities | $276,000 | 6,087 |
| Certificates of participation in pools of residential mortgages | $276,000 | 5,696 |
| Issued or guaranteed by U.S. | $276,000 | 5,669 |
| 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) | $27,978,000 | 3,248 |
| Total debt securities | $27,978,000 | 3,689 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $22,145,000 | 4,330 |
| U.S. Government securities | $22,145,000 | 3,486 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $22,145,000 | 3,356 |
| 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 | $596,000 | 6,689 |
| Mortgage-backed securities | $330,000 | 6,058 |
| Certificates of participation in pools of residential mortgages | $330,000 | 5,650 |
| Issued or guaranteed by U.S. | $330,000 | 5,628 |
| 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) | $22,145,000 | 3,743 |
| Total debt securities | $22,145,000 | 4,275 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $22,446,000 | 4,321 |
| U.S. Government securities | $22,446,000 | 3,509 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $22,446,000 | 3,382 |
| 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 | $605,000 | 6,676 |
| Mortgage-backed securities | $393,000 | 6,036 |
| Certificates of participation in pools of residential mortgages | $393,000 | 5,614 |
| Issued or guaranteed by U.S. | $393,000 | 5,588 |
| 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) | $22,446,000 | 3,749 |
| Total debt securities | $22,446,000 | 4,261 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $22,319,000 | 4,415 |
| U.S. Government securities | $22,319,000 | 3,580 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $22,319,000 | 3,452 |
| 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 | $605,000 | 6,717 |
| Mortgage-backed securities | $433,000 | 6,065 |
| Certificates of participation in pools of residential mortgages | $433,000 | 5,634 |
| Issued or guaranteed by U.S. | $433,000 | 5,615 |
| 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) | $22,319,000 | 3,832 |
| Total debt securities | $22,319,000 | 4,359 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $22,665,000 | 4,406 |
| U.S. Government securities | $22,665,000 | 3,549 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $22,665,000 | 3,427 |
| 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 | $606,000 | 6,733 |
| Mortgage-backed securities | $476,000 | 6,062 |
| Certificates of participation in pools of residential mortgages | $476,000 | 5,618 |
| Issued or guaranteed by U.S. | $476,000 | 5,601 |
| 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) | $22,665,000 | 3,812 |
| Total debt securities | $22,665,000 | 4,334 |
| 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 | $12,664,000 | 5,941 |
| U.S. Government securities | $12,664,000 | 5,103 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $12,664,000 | 4,950 |
| 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 | $12,664,000 | 2,846 |
| Mortgage-backed securities | $539,000 | 6,033 |
| Certificates of participation in pools of residential mortgages | $539,000 | 5,566 |
| Issued or guaranteed by U.S. | $539,000 | 5,549 |
| 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) | $12,664,000 | 5,211 |
| Total debt securities | $12,664,000 | 5,871 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $12,203,000 | 6,114 |
| U.S. Government securities | $12,203,000 | 5,249 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $12,203,000 | 5,097 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,203,000 | 2,900 |
| Mortgage-backed securities | $628,000 | 6,017 |
| Certificates of participation in pools of residential mortgages | $628,000 | 5,540 |
| Issued or guaranteed by U.S. | $628,000 | 5,524 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $12,203,000 | 5,365 |
| Total debt securities | $12,203,000 | 6,045 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $8,391,000 | 6,911 |
| U.S. Government securities | $8,391,000 | 6,140 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,391,000 | 5,979 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,391,000 | 3,580 |
| Mortgage-backed securities | $750,000 | 5,963 |
| Certificates of participation in pools of residential mortgages | $750,000 | 5,467 |
| Issued or guaranteed by U.S. | $750,000 | 5,448 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $8,391,000 | 6,148 |
| Total debt securities | $8,391,000 | 6,838 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $13,518,000 | 5,885 |
| U.S. Government securities | $12,518,000 | 5,192 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $12,518,000 | 5,035 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,000,000 | 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 | $12,518,000 | 2,740 |
| Mortgage-backed securities | $841,000 | 5,901 |
| Certificates of participation in pools of residential mortgages | $841,000 | 5,416 |
| Issued or guaranteed by U.S. | $841,000 | 5,394 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $13,518,000 | 5,138 |
| Total debt securities | $12,518,000 | 6,007 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $3,598,000 | 8,133 |
| U.S. Government securities | $3,598,000 | 7,604 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,598,000 | 7,415 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,598,000 | 5,002 |
| Mortgage-backed securities | $985,000 | 5,818 |
| Certificates of participation in pools of residential mortgages | $985,000 | 5,300 |
| Issued or guaranteed by U.S. | $985,000 | 5,275 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| 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 | 4,716 |
| Available-for-sale securities (fair market value) | $3,598,000 | 7,302 |
| Total debt securities | $3,598,000 | 8,049 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $3,335,000 | 8,225 |
| U.S. Government securities | $3,335,000 | 7,699 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $3,335,000 | 7,507 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,335,000 | 5,091 |
| Mortgage-backed securities | $1,331,000 | 5,684 |
| Certificates of participation in pools of residential mortgages | $1,331,000 | 5,083 |
| Issued or guaranteed by U.S. | $1,331,000 | 5,065 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| 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 | 4,735 |
| Available-for-sale securities (fair market value) | $3,335,000 | 7,381 |
| Total debt securities | $3,335,000 | 8,152 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $1,609,000 | 8,718 |
| U.S. Government securities | $1,609,000 | 8,432 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,609,000 | 8,259 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,609,000 | 6,119 |
| Mortgage-backed securities | $1,609,000 | 5,553 |
| Certificates of participation in pools of residential mortgages | $1,609,000 | 4,911 |
| Issued or guaranteed by U.S. | $1,609,000 | 4,895 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $1,609,000 | 7,898 |
| Total debt securities | $1,609,000 | 8,641 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $8,862,000 | 6,788 |
| U.S. Government securities | $3,862,000 | 7,598 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,862,000 | 7,392 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $5,000,000 | 697 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,830,000 | 4,908 |
| Mortgage-backed securities | $1,861,000 | 5,389 |
| Certificates of participation in pools of residential mortgages | $1,861,000 | 4,736 |
| Issued or guaranteed by U.S. | $1,861,000 | 4,720 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| 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 | 4,875 |
| Available-for-sale securities (fair market value) | $8,862,000 | 5,983 |
| Total debt securities | $3,862,000 | 8,093 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |