Home > Waterford Bank, N.A. > Securities
Waterford Bank, N.A., Securities
| 2023-12-31 | Rank | |
| Total securities | $322,321,000 | 639 |
| U.S. Government securities | $321,655,000 | 438 |
| U.S. Treasury securities | $9,519,000 | 1,424 |
| U.S. Government agency obligations | $312,136,000 | 406 |
| Securities issued by states & political subdivisions | $646,000 | 3,614 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $171,420,000 | 580 |
| Mortgage-backed securities | $172,762,000 | 500 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $96,723,000 | 524 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $65,136,000 | 332 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,570,000 | 693 |
| Other commercial mortgage-backed securities | $6,333,000 | 644 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $322,301,000 | 532 |
| Total debt securities | $322,301,000 | 629 |
| 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 | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $315,445,000 | 657 |
| U.S. Government securities | $314,802,000 | 456 |
| U.S. Treasury securities | $11,311,000 | 1,336 |
| U.S. Government agency obligations | $303,491,000 | 416 |
| Securities issued by states & political subdivisions | $631,000 | 3,651 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $167,708,000 | 571 |
| Mortgage-backed securities | $169,004,000 | 505 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $94,370,000 | 530 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $64,163,000 | 330 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,392,000 | 698 |
| Other commercial mortgage-backed securities | $6,079,000 | 641 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $315,433,000 | 543 |
| Total debt securities | $315,434,000 | 646 |
| 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 | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $330,093,000 | 644 |
| U.S. Government securities | $329,442,000 | 440 |
| U.S. Treasury securities | $11,277,000 | 1,355 |
| U.S. Government agency obligations | $318,165,000 | 402 |
| Securities issued by states & political subdivisions | $639,000 | 3,688 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,699,000 | 560 |
| Mortgage-backed securities | $180,155,000 | 496 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $101,386,000 | 515 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $67,914,000 | 320 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,537,000 | 685 |
| Other commercial mortgage-backed securities | $6,318,000 | 630 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $330,081,000 | 535 |
| Total debt securities | $330,081,000 | 634 |
| 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 | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $342,135,000 | 651 |
| U.S. Government securities | $341,483,000 | 452 |
| U.S. Treasury securities | $13,351,000 | 1,307 |
| U.S. Government agency obligations | $328,132,000 | 386 |
| Securities issued by states & political subdivisions | $647,000 | 3,740 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $136,224,000 | 642 |
| Mortgage-backed securities | $189,011,000 | 507 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $106,217,000 | 523 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $71,563,000 | 327 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,721,000 | 708 |
| Other commercial mortgage-backed securities | $6,510,000 | 635 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $342,130,000 | 545 |
| Total debt securities | $342,130,000 | 638 |
| 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 | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $345,071,000 | 652 |
| U.S. Government securities | $344,423,000 | 446 |
| U.S. Treasury securities | $16,188,000 | 1,215 |
| U.S. Government agency obligations | $328,235,000 | 379 |
| Securities issued by states & political subdivisions | $642,000 | 3,777 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,481,000 | 672 |
| Mortgage-backed securities | $191,613,000 | 510 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $107,851,000 | 523 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $72,101,000 | 331 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,625,000 | 716 |
| Other commercial mortgage-backed securities | $7,036,000 | 612 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $345,065,000 | 546 |
| Total debt securities | $345,065,000 | 641 |
| 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 | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $351,808,000 | 643 |
| U.S. Government securities | $351,178,000 | 438 |
| U.S. Treasury securities | $19,101,000 | 1,118 |
| U.S. Government agency obligations | $332,077,000 | 377 |
| Securities issued by states & political subdivisions | $629,000 | 3,811 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,089,000 | 683 |
| Mortgage-backed securities | $196,269,000 | 506 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $109,873,000 | 515 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $74,536,000 | 326 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,732,000 | 712 |
| Other commercial mortgage-backed securities | $7,128,000 | 643 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $351,807,000 | 538 |
| Total debt securities | $351,807,000 | 633 |
| 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 | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $379,142,000 | 622 |
| U.S. Government securities | $378,487,000 | 426 |
| U.S. Treasury securities | $19,426,000 | 1,103 |
| U.S. Government agency obligations | $359,061,000 | 373 |
| Securities issued by states & political subdivisions | $653,000 | 3,847 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,271,000 | 1,179 |
| Mortgage-backed securities | $214,811,000 | 495 |
| Certificates of participation in pools of residential mortgages | $120,975,000 | 494 |
| Issued or guaranteed by U.S. | $120,975,000 | 490 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $81,162,000 | 354 |
| CMOs issued by government agencies or sponsored agencies | $81,162,000 | 319 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $12,674,000 | 782 |
| Commercial mortgage pass-through securities | $5,031,000 | 699 |
| Other commercial mortgage-backed securities | $7,643,000 | 670 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $379,140,000 | 528 |
| Total debt securities | $379,140,000 | 610 |
| 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 | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $360,111,000 | 651 |
| U.S. Government securities | $359,454,000 | 450 |
| U.S. Treasury securities | $21,646,000 | 902 |
| U.S. Government agency obligations | $337,808,000 | 408 |
| Securities issued by states & political subdivisions | $656,000 | 3,858 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,263,000 | 1,208 |
| Mortgage-backed securities | $202,367,000 | 515 |
| Certificates of participation in pools of residential mortgages | $125,125,000 | 489 |
| Issued or guaranteed by U.S. | $125,125,000 | 485 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $66,102,000 | 396 |
| CMOs issued by government agencies or sponsored agencies | $66,102,000 | 362 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $11,140,000 | 841 |
| Commercial mortgage pass-through securities | $5,450,000 | 682 |
| Other commercial mortgage-backed securities | $5,690,000 | 753 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $360,110,000 | 567 |
| Total debt securities | $360,110,000 | 642 |
| 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 | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $299,630,000 | 736 |
| U.S. Government securities | $298,965,000 | 493 |
| U.S. Treasury securities | $23,270,000 | 629 |
| U.S. Government agency obligations | $275,695,000 | 473 |
| Securities issued by states & political subdivisions | $658,000 | 3,892 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,352,000 | 1,154 |
| Mortgage-backed securities | $160,767,000 | 595 |
| Certificates of participation in pools of residential mortgages | $113,526,000 | 528 |
| Issued or guaranteed by U.S. | $113,526,000 | 523 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $41,394,000 | 517 |
| CMOs issued by government agencies or sponsored agencies | $41,394,000 | 481 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $5,847,000 | 1,089 |
| Commercial mortgage pass-through securities | $5,847,000 | 649 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $299,623,000 | 660 |
| Total debt securities | $299,623,000 | 725 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $193,215,000 | 1,005 |
| U.S. Government securities | $192,538,000 | 658 |
| U.S. Treasury securities | $25,498,000 | 468 |
| U.S. Government agency obligations | $167,040,000 | 671 |
| Securities issued by states & political subdivisions | $659,000 | 3,939 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,885,000 | 1,092 |
| Mortgage-backed securities | $85,429,000 | 940 |
| Certificates of participation in pools of residential mortgages | $71,726,000 | 719 |
| Issued or guaranteed by U.S. | $71,726,000 | 705 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $7,727,000 | 1,328 |
| CMOs issued by government agencies or sponsored agencies | $7,727,000 | 1,284 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $5,976,000 | 1,091 |
| Commercial mortgage pass-through securities | $5,976,000 | 653 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $193,197,000 | 929 |
| Total debt securities | $193,197,000 | 992 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $140,629,000 | 1,275 |
| U.S. Government securities | $137,680,000 | 824 |
| U.S. Treasury securities | $19,545,000 | 506 |
| U.S. Government agency obligations | $118,135,000 | 842 |
| Securities issued by states & political subdivisions | $660,000 | 3,949 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,762,000 | 1,395 |
| Mortgage-backed securities | $55,605,000 | 1,236 |
| Certificates of participation in pools of residential mortgages | $46,717,000 | 940 |
| Issued or guaranteed by U.S. | $46,717,000 | 919 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,836,000 | 1,862 |
| CMOs issued by government agencies or sponsored agencies | $2,836,000 | 1,819 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $6,052,000 | 1,055 |
| Commercial mortgage pass-through securities | $6,052,000 | 642 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $138,340,000 | 1,187 |
| Total debt securities | $138,340,000 | 1,270 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $108,751,000 | 1,443 |
| U.S. Government securities | $108,069,000 | 892 |
| U.S. Treasury securities | $20,631,000 | 353 |
| U.S. Government agency obligations | $87,438,000 | 1,008 |
| Securities issued by states & political subdivisions | $661,000 | 3,966 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,788,000 | 1,298 |
| Mortgage-backed securities | $35,467,000 | 1,578 |
| Certificates of participation in pools of residential mortgages | $31,063,000 | 1,181 |
| Issued or guaranteed by U.S. | $31,063,000 | 1,149 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $4,404,000 | 1,585 |
| CMOs issued by government agencies or sponsored agencies | $4,404,000 | 1,545 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $108,730,000 | 1,345 |
| Total debt securities | $108,730,000 | 1,428 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $94,390,000 | 1,481 |
| U.S. Government securities | $92,816,000 | 925 |
| U.S. Treasury securities | $21,765,000 | 265 |
| U.S. Government agency obligations | $71,051,000 | 1,073 |
| Securities issued by states & political subdivisions | $837,000 | 3,937 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,272,000 | 1,169 |
| Mortgage-backed securities | $26,660,000 | 1,761 |
| Certificates of participation in pools of residential mortgages | $24,957,000 | 1,262 |
| Issued or guaranteed by U.S. | $24,957,000 | 1,235 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,703,000 | 2,106 |
| CMOs issued by government agencies or sponsored agencies | $1,703,000 | 2,059 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $93,653,000 | 1,389 |
| Total debt securities | $93,653,000 | 1,479 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $82,710,000 | 1,544 |
| U.S. Government securities | $80,505,000 | 974 |
| U.S. Treasury securities | $25,366,000 | 232 |
| U.S. Government agency obligations | $55,139,000 | 1,271 |
| Securities issued by states & political subdivisions | $1,404,000 | 3,763 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,940,000 | 1,076 |
| Mortgage-backed securities | $28,591,000 | 1,668 |
| Certificates of participation in pools of residential mortgages | $26,637,000 | 1,176 |
| Issued or guaranteed by U.S. | $26,637,000 | 1,147 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,954,000 | 2,069 |
| CMOs issued by government agencies or sponsored agencies | $1,954,000 | 2,019 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $81,909,000 | 1,453 |
| Total debt securities | $81,909,000 | 1,540 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $43,778,000 | 2,372 |
| U.S. Government securities | $41,522,000 | 1,627 |
| U.S. Treasury securities | $27,454,000 | 232 |
| U.S. Government agency obligations | $14,068,000 | 2,768 |
| Securities issued by states & political subdivisions | $1,404,000 | 3,759 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,339,000 | 1,367 |
| Mortgage-backed securities | $2,536,000 | 3,517 |
| Certificates of participation in pools of residential mortgages | $231,000 | 3,807 |
| Issued or guaranteed by U.S. | $231,000 | 3,736 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,305,000 | 2,034 |
| CMOs issued by government agencies or sponsored agencies | $2,305,000 | 1,987 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $42,926,000 | 2,220 |
| Total debt securities | $42,925,000 | 2,366 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $43,735,000 | 2,285 |
| U.S. Government securities | $41,783,000 | 1,640 |
| U.S. Treasury securities | $27,478,000 | 222 |
| U.S. Government agency obligations | $14,305,000 | 2,770 |
| Securities issued by states & political subdivisions | $1,399,000 | 3,737 |
| 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 | $553,000 | 94 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,331,000 | 1,929 |
| Mortgage-backed securities | $2,772,000 | 3,476 |
| Certificates of participation in pools of residential mortgages | $258,000 | 3,818 |
| Issued or guaranteed by U.S. | $258,000 | 3,733 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,514,000 | 1,994 |
| CMOs issued by government agencies or sponsored agencies | $2,514,000 | 1,943 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $43,735,000 | 2,136 |
| Total debt securities | $43,182,000 | 2,290 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $42,371,000 | 2,370 |
| U.S. Government securities | $40,683,000 | 1,694 |
| U.S. Treasury securities | $26,657,000 | 236 |
| U.S. Government agency obligations | $14,026,000 | 2,845 |
| Securities issued by states & political subdivisions | $1,401,000 | 3,736 |
| 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 | $287,000 | 145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,589,000 | 1,977 |
| Mortgage-backed securities | $2,902,000 | 3,444 |
| Certificates of participation in pools of residential mortgages | $285,000 | 3,821 |
| Issued or guaranteed by U.S. | $285,000 | 3,750 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,617,000 | 1,980 |
| CMOs issued by government agencies or sponsored agencies | $2,617,000 | 1,929 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $42,371,000 | 2,199 |
| Total debt securities | $42,084,000 | 2,360 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $43,301,000 | 2,335 |
| U.S. Government securities | $41,037,000 | 1,678 |
| U.S. Treasury securities | $26,688,000 | 224 |
| U.S. Government agency obligations | $14,349,000 | 2,861 |
| Securities issued by states & political subdivisions | $1,401,000 | 3,779 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $863,000 | 142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,732,000 | 1,626 |
| Mortgage-backed securities | $3,158,000 | 3,410 |
| Certificates of participation in pools of residential mortgages | $317,000 | 3,844 |
| Issued or guaranteed by U.S. | $317,000 | 3,766 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,841,000 | 1,952 |
| CMOs issued by government agencies or sponsored agencies | $2,841,000 | 1,906 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $43,301,000 | 2,165 |
| Total debt securities | $42,437,000 | 2,347 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $49,274,000 | 2,155 |
| U.S. Government securities | $47,253,000 | 1,534 |
| U.S. Treasury securities | $29,598,000 | 216 |
| U.S. Government agency obligations | $17,655,000 | 2,658 |
| Securities issued by states & political subdivisions | $1,900,000 | 3,684 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $121,000 | 255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,663,000 | 1,861 |
| Mortgage-backed securities | $3,403,000 | 3,375 |
| Certificates of participation in pools of residential mortgages | $351,000 | 3,850 |
| Issued or guaranteed by U.S. | $351,000 | 3,781 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,052,000 | 1,884 |
| CMOs issued by government agencies or sponsored agencies | $3,052,000 | 1,837 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $49,274,000 | 1,995 |
| Total debt securities | $49,153,000 | 2,143 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $50,055,000 | 2,165 |
| U.S. Government securities | $47,432,000 | 1,536 |
| U.S. Treasury securities | $30,126,000 | 217 |
| U.S. Government agency obligations | $17,306,000 | 2,710 |
| Securities issued by states & political subdivisions | $1,897,000 | 3,750 |
| Other domestic debt securities | $283,000 | 1,841 |
| Privately issued residential mortgage-backed securities | $283,000 | 492 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $443,000 | 216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,219,000 | 1,855 |
| Mortgage-backed securities | $3,597,000 | 3,364 |
| Certificates of participation in pools of residential mortgages | $384,000 | 3,855 |
| Issued or guaranteed by U.S. | $101,000 | 3,962 |
| Privately issued | $283,000 | 187 |
| Collaterized mortgage obligations | $3,213,000 | 1,869 |
| CMOs issued by government agencies or sponsored agencies | $3,213,000 | 1,819 |
| 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) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $50,055,000 | 1,998 |
| Total debt securities | $49,612,000 | 2,158 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $49,398,000 | 2,216 |
| U.S. Government securities | $47,063,000 | 1,549 |
| U.S. Treasury securities | $29,846,000 | 215 |
| U.S. Government agency obligations | $17,217,000 | 2,728 |
| Securities issued by states & political subdivisions | $1,885,000 | 3,803 |
| Other domestic debt securities | $308,000 | 1,811 |
| Privately issued residential mortgage-backed securities | $308,000 | 461 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $142,000 | 392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,986,000 | 1,865 |
| Mortgage-backed securities | $3,763,000 | 3,357 |
| Certificates of participation in pools of residential mortgages | $416,000 | 3,873 |
| Issued or guaranteed by U.S. | $108,000 | 4,013 |
| Privately issued | $308,000 | 155 |
| Collaterized mortgage obligations | $3,347,000 | 1,844 |
| CMOs issued by government agencies or sponsored agencies | $3,347,000 | 1,793 |
| 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) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $49,398,000 | 2,036 |
| Total debt securities | $49,256,000 | 2,201 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $52,573,000 | 2,108 |
| U.S. Government securities | $48,498,000 | 1,518 |
| U.S. Treasury securities | $30,349,000 | 206 |
| U.S. Government agency obligations | $18,149,000 | 2,696 |
| Securities issued by states & political subdivisions | $3,192,000 | 3,555 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $883,000 | 298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,624,000 | 1,835 |
| Mortgage-backed securities | $4,585,000 | 3,251 |
| Certificates of participation in pools of residential mortgages | $448,000 | 3,906 |
| Issued or guaranteed by U.S. | $448,000 | 3,878 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,491,000 | 1,788 |
| CMOs issued by government agencies or sponsored agencies | $3,491,000 | 1,738 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $646,000 | 1,537 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $646,000 | 931 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $52,573,000 | 1,940 |
| Total debt securities | $51,690,000 | 2,128 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $54,761,000 | 2,095 |
| U.S. Government securities | $51,070,000 | 1,446 |
| U.S. Treasury securities | $32,512,000 | 194 |
| U.S. Government agency obligations | $18,558,000 | 2,681 |
| Securities issued by states & political subdivisions | $3,212,000 | 3,601 |
| Other domestic debt securities | $370,000 | 1,952 |
| Privately issued residential mortgage-backed securities | $370,000 | 641 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $109,000 | 458 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,217,000 | 2,475 |
| Mortgage-backed securities | $5,248,000 | 3,178 |
| Certificates of participation in pools of residential mortgages | $493,000 | 3,935 |
| Issued or guaranteed by U.S. | $123,000 | 4,033 |
| Privately issued | $370,000 | 337 |
| Collaterized mortgage obligations | $3,757,000 | 1,767 |
| CMOs issued by government agencies or sponsored agencies | $3,757,000 | 1,717 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $998,000 | 1,376 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $998,000 | 826 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $54,761,000 | 1,920 |
| Total debt securities | $54,652,000 | 2,081 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $57,677,000 | 2,042 |
| U.S. Government securities | $53,627,000 | 1,437 |
| U.S. Treasury securities | $32,641,000 | 190 |
| U.S. Government agency obligations | $20,986,000 | 2,593 |
| Securities issued by states & political subdivisions | $3,683,000 | 3,546 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $367,000 | 411 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,270,000 | 2,424 |
| Mortgage-backed securities | $6,207,000 | 3,079 |
| Certificates of participation in pools of residential mortgages | $535,000 | 3,963 |
| Issued or guaranteed by U.S. | $535,000 | 3,955 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,031,000 | 1,711 |
| CMOs issued by government agencies or sponsored agencies | $4,031,000 | 1,654 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,641,000 | 1,099 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $1,641,000 | 709 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $57,677,000 | 1,871 |
| Total debt securities | $57,310,000 | 2,033 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $58,759,000 | 2,050 |
| U.S. Government securities | $54,928,000 | 1,420 |
| U.S. Treasury securities | $33,040,000 | 180 |
| U.S. Government agency obligations | $21,888,000 | 2,539 |
| Securities issued by states & political subdivisions | $3,721,000 | 3,609 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $110,000 | 756 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,416,000 | 2,456 |
| Mortgage-backed securities | $6,843,000 | 3,028 |
| Certificates of participation in pools of residential mortgages | $583,000 | 3,985 |
| Issued or guaranteed by U.S. | $583,000 | 3,978 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $4,328,000 | 1,651 |
| CMOs issued by government agencies or sponsored agencies | $4,328,000 | 1,597 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $1,932,000 | 1,035 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $1,932,000 | 656 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $58,759,000 | 1,881 |
| Total debt securities | $58,649,000 | 2,036 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $51,749,000 | 2,268 |
| U.S. Government securities | $46,854,000 | 1,633 |
| U.S. Treasury securities | $21,348,000 | 242 |
| U.S. Government agency obligations | $25,506,000 | 2,379 |
| Securities issued by states & political subdivisions | $4,813,000 | 3,447 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $82,000 | 798 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,541,000 | 2,093 |
| Mortgage-backed securities | $7,306,000 | 3,007 |
| Certificates of participation in pools of residential mortgages | $632,000 | 4,011 |
| Issued or guaranteed by U.S. | $632,000 | 4,006 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $4,694,000 | 1,609 |
| CMOs issued by government agencies or sponsored agencies | $4,694,000 | 1,554 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $1,980,000 | 1,023 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $1,980,000 | 644 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $51,749,000 | 2,083 |
| Total debt securities | $51,667,000 | 2,250 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $47,188,000 | 2,467 |
| U.S. Government securities | $42,311,000 | 1,798 |
| U.S. Treasury securities | $16,383,000 | 293 |
| U.S. Government agency obligations | $25,928,000 | 2,409 |
| Securities issued by states & political subdivisions | $4,829,000 | 3,486 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $48,000 | 853 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,574,000 | 2,240 |
| Mortgage-backed securities | $7,749,000 | 2,983 |
| Certificates of participation in pools of residential mortgages | $676,000 | 4,032 |
| Issued or guaranteed by U.S. | $676,000 | 4,026 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,080,000 | 1,577 |
| CMOs issued by government agencies or sponsored agencies | $5,080,000 | 1,524 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $1,993,000 | 994 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $1,993,000 | 624 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $47,188,000 | 2,253 |
| Total debt securities | $47,139,000 | 2,446 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $35,008,000 | 2,987 |
| U.S. Government securities | $29,251,000 | 2,354 |
| U.S. Treasury securities | $11,458,000 | 370 |
| U.S. Government agency obligations | $17,793,000 | 2,978 |
| Securities issued by states & political subdivisions | $5,295,000 | 3,442 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $462,000 | 661 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,100,000 | 2,307 |
| Mortgage-backed securities | $8,166,000 | 2,966 |
| Certificates of participation in pools of residential mortgages | $729,000 | 4,078 |
| Issued or guaranteed by U.S. | $729,000 | 4,074 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,435,000 | 1,521 |
| CMOs issued by government agencies or sponsored agencies | $5,435,000 | 1,466 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $2,002,000 | 953 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $2,002,000 | 608 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $35,008,000 | 2,735 |
| Total debt securities | $34,545,000 | 2,994 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $32,165,000 | 3,101 |
| U.S. Government securities | $26,803,000 | 2,468 |
| U.S. Treasury securities | $8,529,000 | 449 |
| U.S. Government agency obligations | $18,274,000 | 2,910 |
| Securities issued by states & political subdivisions | $5,289,000 | 3,451 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $73,000 | 843 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,116,000 | 2,217 |
| Mortgage-backed securities | $8,687,000 | 2,913 |
| Certificates of participation in pools of residential mortgages | $778,000 | 4,081 |
| Issued or guaranteed by U.S. | $778,000 | 4,075 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,896,000 | 1,459 |
| CMOs issued by government agencies or sponsored agencies | $5,896,000 | 1,399 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $2,013,000 | 905 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $2,013,000 | 577 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $32,165,000 | 2,850 |
| Total debt securities | $32,093,000 | 3,087 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $37,189,000 | 2,852 |
| U.S. Government securities | $29,751,000 | 2,305 |
| U.S. Treasury securities | $8,646,000 | 396 |
| U.S. Government agency obligations | $21,105,000 | 2,693 |
| Securities issued by states & political subdivisions | $6,016,000 | 3,357 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $1,422,000 | 460 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,337,000 | 2,071 |
| Mortgage-backed securities | $9,414,000 | 2,859 |
| Certificates of participation in pools of residential mortgages | $835,000 | 4,096 |
| Issued or guaranteed by U.S. | $835,000 | 4,093 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,547,000 | 1,410 |
| CMOs issued by government agencies or sponsored agencies | $6,547,000 | 1,347 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $2,032,000 | 870 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $2,032,000 | 560 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $37,189,000 | 2,613 |
| Total debt securities | $35,768,000 | 2,891 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $38,290,000 | 2,842 |
| U.S. Government securities | $30,480,000 | 2,328 |
| U.S. Treasury securities | $8,699,000 | 400 |
| U.S. Government agency obligations | $21,781,000 | 2,717 |
| Securities issued by states & political subdivisions | $6,802,000 | 3,249 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $1,008,000 | 540 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,211,000 | 2,337 |
| Mortgage-backed securities | $10,092,000 | 2,824 |
| Certificates of participation in pools of residential mortgages | $900,000 | 4,122 |
| Issued or guaranteed by U.S. | $900,000 | 4,117 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,145,000 | 1,386 |
| CMOs issued by government agencies or sponsored agencies | $7,145,000 | 1,316 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $2,047,000 | 811 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $2,047,000 | 551 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $38,290,000 | 2,599 |
| Total debt securities | $37,281,000 | 2,881 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $40,053,000 | 2,823 |
| U.S. Government securities | $33,044,000 | 2,270 |
| U.S. Treasury securities | $8,659,000 | 407 |
| U.S. Government agency obligations | $24,385,000 | 2,629 |
| Securities issued by states & political subdivisions | $6,795,000 | 3,225 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $214,000 | 755 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,177,000 | 2,216 |
| Mortgage-backed securities | $10,704,000 | 2,793 |
| Certificates of participation in pools of residential mortgages | $958,000 | 4,129 |
| Issued or guaranteed by U.S. | $958,000 | 4,125 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,700,000 | 1,354 |
| CMOs issued by government agencies or sponsored agencies | $7,700,000 | 1,289 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $2,046,000 | 796 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $2,046,000 | 532 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $40,053,000 | 2,568 |
| Total debt securities | $39,838,000 | 2,812 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $40,543,000 | 2,819 |
| U.S. Government securities | $33,280,000 | 2,285 |
| U.S. Treasury securities | $8,516,000 | 443 |
| U.S. Government agency obligations | $24,764,000 | 2,636 |
| Securities issued by states & political subdivisions | $7,009,000 | 3,221 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $254,000 | 747 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,014,000 | 2,229 |
| Mortgage-backed securities | $11,166,000 | 2,729 |
| Certificates of participation in pools of residential mortgages | $1,002,000 | 4,146 |
| Issued or guaranteed by U.S. | $1,002,000 | 4,143 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,134,000 | 1,324 |
| CMOs issued by government agencies or sponsored agencies | $8,134,000 | 1,266 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $2,030,000 | 752 |
| Commercial mortgage pass-through securities | $2,030,000 | 459 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $40,543,000 | 2,582 |
| Total debt securities | $40,293,000 | 2,809 |
| Structured notes | ||
| Amortized cost | $2,049,000 | 700 |
| Fair value | $2,030,000 | 705 |
| 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 | $44,910,000 | 2,667 |
| U.S. Government securities | $35,262,000 | 2,238 |
| U.S. Treasury securities | $8,594,000 | 417 |
| U.S. Government agency obligations | $26,668,000 | 2,571 |
| Securities issued by states & political subdivisions | $8,202,000 | 3,085 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $1,446,000 | 483 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,135,000 | 2,170 |
| Mortgage-backed securities | $11,993,000 | 2,693 |
| Certificates of participation in pools of residential mortgages | $1,069,000 | 4,179 |
| Issued or guaranteed by U.S. | $1,069,000 | 4,174 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $8,874,000 | 1,282 |
| CMOs issued by government agencies or sponsored agencies | $8,874,000 | 1,222 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $2,050,000 | 725 |
| Commercial mortgage pass-through securities | $2,050,000 | 438 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $44,910,000 | 2,447 |
| Total debt securities | $43,464,000 | 2,697 |
| Structured notes | ||
| Amortized cost | $2,054,000 | 816 |
| Fair value | $2,050,000 | 817 |
| 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 | $45,135,000 | 2,704 |
| U.S. Government securities | $35,982,000 | 2,273 |
| U.S. Treasury securities | $8,534,000 | 415 |
| U.S. Government agency obligations | $27,448,000 | 2,607 |
| Securities issued by states & political subdivisions | $8,731,000 | 3,007 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $422,000 | 723 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,080,000 | 2,688 |
| Mortgage-backed securities | $12,804,000 | 2,673 |
| Certificates of participation in pools of residential mortgages | $1,123,000 | 4,245 |
| Issued or guaranteed by U.S. | $1,123,000 | 4,241 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,623,000 | 1,278 |
| CMOs issued by government agencies or sponsored agencies | $9,623,000 | 1,216 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $2,058,000 | 688 |
| Commercial mortgage pass-through securities | $2,058,000 | 418 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $45,135,000 | 2,481 |
| Total debt securities | $44,714,000 | 2,697 |
| Structured notes | ||
| Amortized cost | $2,059,000 | 922 |
| Fair value | $2,058,000 | 922 |
| 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 | $46,200,000 | 2,694 |
| U.S. Government securities | $37,074,000 | 2,261 |
| U.S. Treasury securities | $8,595,000 | 415 |
| U.S. Government agency obligations | $28,479,000 | 2,601 |
| Securities issued by states & political subdivisions | $9,126,000 | 2,944 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,095,000 | 2,716 |
| Mortgage-backed securities | $13,793,000 | 2,618 |
| Certificates of participation in pools of residential mortgages | $1,196,000 | 4,284 |
| Issued or guaranteed by U.S. | $1,196,000 | 4,277 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $10,529,000 | 1,253 |
| CMOs issued by government agencies or sponsored agencies | $10,529,000 | 1,190 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $2,068,000 | 670 |
| Commercial mortgage pass-through securities | $2,068,000 | 398 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $46,200,000 | 2,458 |
| Total debt securities | $46,200,000 | 2,673 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $51,754,000 | 2,527 |
| U.S. Government securities | $42,060,000 | 2,096 |
| U.S. Treasury securities | $9,503,000 | 391 |
| U.S. Government agency obligations | $32,557,000 | 2,403 |
| Securities issued by states & political subdivisions | $9,694,000 | 2,872 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,050,000 | 2,655 |
| Mortgage-backed securities | $16,935,000 | 2,417 |
| Certificates of participation in pools of residential mortgages | $1,951,000 | 4,088 |
| Issued or guaranteed by U.S. | $1,951,000 | 4,082 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $12,935,000 | 1,153 |
| CMOs issued by government agencies or sponsored agencies | $12,935,000 | 1,094 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $2,049,000 | 657 |
| Commercial mortgage pass-through securities | $2,049,000 | 399 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $51,754,000 | 2,295 |
| Total debt securities | $51,754,000 | 2,501 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $64,911,000 | 2,176 |
| U.S. Government securities | $53,679,000 | 1,754 |
| U.S. Treasury securities | $18,221,000 | 256 |
| U.S. Government agency obligations | $35,458,000 | 2,342 |
| Securities issued by states & political subdivisions | $11,232,000 | 2,711 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,051,000 | 2,651 |
| Mortgage-backed securities | $17,857,000 | 2,431 |
| Certificates of participation in pools of residential mortgages | $2,047,000 | 4,144 |
| Issued or guaranteed by U.S. | $2,047,000 | 4,141 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $13,763,000 | 1,122 |
| CMOs issued by government agencies or sponsored agencies | $13,763,000 | 1,066 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $2,047,000 | 635 |
| Commercial mortgage pass-through securities | $2,047,000 | 399 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $64,911,000 | 1,958 |
| Total debt securities | $64,911,000 | 2,153 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $47,161,000 | 2,792 |
| U.S. Government securities | $35,927,000 | 2,431 |
| U.S. Treasury securities | $998,000 | 1,004 |
| U.S. Government agency obligations | $34,929,000 | 2,399 |
| Securities issued by states & political subdivisions | $11,234,000 | 2,707 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,988,000 | 3,592 |
| Mortgage-backed securities | $19,835,000 | 2,336 |
| Certificates of participation in pools of residential mortgages | $2,156,000 | 4,165 |
| Issued or guaranteed by U.S. | $2,156,000 | 4,163 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $14,689,000 | 1,092 |
| CMOs issued by government agencies or sponsored agencies | $14,689,000 | 1,041 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $2,990,000 | 557 |
| Commercial mortgage pass-through securities | $2,990,000 | 357 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $47,161,000 | 2,536 |
| Total debt securities | $47,160,000 | 2,763 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $63,697,000 | 2,221 |
| U.S. Government securities | $51,802,000 | 1,825 |
| U.S. Treasury securities | $4,028,000 | 513 |
| U.S. Government agency obligations | $47,774,000 | 1,907 |
| Securities issued by states & political subdivisions | $11,895,000 | 2,637 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,013,000 | 4,206 |
| Mortgage-backed securities | $30,656,000 | 1,832 |
| Certificates of participation in pools of residential mortgages | $10,141,000 | 2,634 |
| Issued or guaranteed by U.S. | $10,141,000 | 2,634 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $17,527,000 | 989 |
| CMOs issued by government agencies or sponsored agencies | $17,527,000 | 938 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $2,988,000 | 528 |
| Commercial mortgage pass-through securities | $938,000 | 542 |
| Other commercial mortgage-backed securities | $2,050,000 | 358 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $63,697,000 | 1,999 |
| Total debt securities | $63,697,000 | 2,205 |
| Structured notes | ||
| Amortized cost | $2,083,000 | 1,206 |
| Fair value | $2,050,000 | 1,210 |
| 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 | $65,192,000 | 2,171 |
| U.S. Government securities | $52,764,000 | 1,782 |
| U.S. Treasury securities | $3,032,000 | 564 |
| U.S. Government agency obligations | $49,732,000 | 1,833 |
| Securities issued by states & political subdivisions | $12,428,000 | 2,563 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,005,000 | 4,240 |
| Mortgage-backed securities | $31,644,000 | 1,789 |
| Certificates of participation in pools of residential mortgages | $10,442,000 | 2,602 |
| Issued or guaranteed by U.S. | $10,442,000 | 2,602 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $18,225,000 | 976 |
| CMOs issued by government agencies or sponsored agencies | $18,225,000 | 919 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $2,977,000 | 499 |
| Commercial mortgage pass-through securities | $942,000 | 486 |
| Other commercial mortgage-backed securities | $2,035,000 | 347 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $65,192,000 | 1,953 |
| Total debt securities | $65,192,000 | 2,150 |
| Structured notes | ||
| Amortized cost | $2,088,000 | 1,180 |
| Fair value | $2,035,000 | 1,183 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $70,246,000 | 2,057 |
| U.S. Government securities | $56,660,000 | 1,688 |
| U.S. Treasury securities | $4,051,000 | 487 |
| U.S. Government agency obligations | $52,609,000 | 1,751 |
| Securities issued by states & political subdivisions | $13,586,000 | 2,438 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,005,000 | 4,264 |
| Mortgage-backed securities | $33,485,000 | 1,721 |
| Certificates of participation in pools of residential mortgages | $11,094,000 | 2,528 |
| Issued or guaranteed by U.S. | $11,094,000 | 2,526 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $19,395,000 | 965 |
| CMOs issued by government agencies or sponsored agencies | $19,395,000 | 908 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $2,996,000 | 488 |
| Commercial mortgage pass-through securities | $954,000 | 464 |
| Other commercial mortgage-backed securities | $2,042,000 | 344 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $70,246,000 | 1,851 |
| Total debt securities | $70,246,000 | 2,036 |
| Structured notes | ||
| Amortized cost | $2,093,000 | 1,163 |
| Fair value | $2,042,000 | 1,163 |
| 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 | $68,799,000 | 2,095 |
| U.S. Government securities | $55,525,000 | 1,709 |
| U.S. Treasury securities | $4,058,000 | 492 |
| U.S. Government agency obligations | $51,467,000 | 1,772 |
| Securities issued by states & political subdivisions | $13,274,000 | 2,440 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,980,000 | 4,263 |
| Mortgage-backed securities | $34,377,000 | 1,701 |
| Certificates of participation in pools of residential mortgages | $11,685,000 | 2,445 |
| Issued or guaranteed by U.S. | $11,685,000 | 2,443 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $19,699,000 | 954 |
| CMOs issued by government agencies or sponsored agencies | $19,699,000 | 905 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $2,993,000 | 468 |
| Commercial mortgage pass-through securities | $965,000 | 456 |
| Other commercial mortgage-backed securities | $2,028,000 | 315 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $68,799,000 | 1,893 |
| Total debt securities | $68,799,000 | 2,065 |
| Structured notes | ||
| Amortized cost | $2,098,000 | 1,149 |
| Fair value | $2,028,000 | 1,153 |
| 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 | $70,746,000 | 2,062 |
| U.S. Government securities | $57,324,000 | 1,706 |
| U.S. Treasury securities | $5,074,000 | 449 |
| U.S. Government agency obligations | $52,250,000 | 1,783 |
| Securities issued by states & political subdivisions | $13,422,000 | 2,421 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,007,000 | 4,855 |
| Mortgage-backed securities | $30,781,000 | 1,857 |
| Certificates of participation in pools of residential mortgages | $6,401,000 | 3,235 |
| Issued or guaranteed by U.S. | $6,401,000 | 3,233 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $21,292,000 | 952 |
| CMOs issued by government agencies or sponsored agencies | $21,292,000 | 897 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $3,088,000 | 412 |
| Commercial mortgage pass-through securities | $978,000 | 426 |
| Other commercial mortgage-backed securities | $2,110,000 | 255 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $70,746,000 | 1,880 |
| Total debt securities | $70,745,000 | 2,039 |
| Structured notes | ||
| Amortized cost | $2,103,000 | 1,165 |
| Fair value | $2,110,000 | 1,167 |
| 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 | $72,507,000 | 1,985 |
| U.S. Government securities | $59,926,000 | 1,622 |
| U.S. Treasury securities | $6,089,000 | 407 |
| U.S. Government agency obligations | $53,837,000 | 1,695 |
| Securities issued by states & political subdivisions | $12,581,000 | 2,487 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,060,000 | 4,525 |
| Mortgage-backed securities | $32,304,000 | 1,794 |
| Certificates of participation in pools of residential mortgages | $6,933,000 | 3,130 |
| Issued or guaranteed by U.S. | $6,933,000 | 3,129 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $22,266,000 | 939 |
| CMOs issued by government agencies or sponsored agencies | $22,266,000 | 875 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $3,105,000 | 344 |
| Commercial mortgage pass-through securities | $990,000 | 369 |
| Other commercial mortgage-backed securities | $2,115,000 | 201 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $72,507,000 | 1,810 |
| Total debt securities | $72,507,000 | 1,966 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $59,619,000 | 2,323 |
| U.S. Government securities | $47,197,000 | 1,999 |
| U.S. Treasury securities | $7,108,000 | 333 |
| U.S. Government agency obligations | $40,089,000 | 2,223 |
| Securities issued by states & political subdivisions | $12,422,000 | 2,486 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,075,000 | 5,613 |
| Mortgage-backed securities | $26,662,000 | 2,125 |
| Certificates of participation in pools of residential mortgages | $7,505,000 | 3,177 |
| Issued or guaranteed by U.S. | $7,505,000 | 3,176 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $17,100,000 | 1,174 |
| CMOs issued by government agencies or sponsored agencies | $17,100,000 | 1,095 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $2,057,000 | 384 |
| Commercial mortgage pass-through securities | $1,001,000 | 331 |
| Other commercial mortgage-backed securities | $1,056,000 | 233 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $59,619,000 | 2,127 |
| Total debt securities | $59,619,000 | 2,300 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $64,031,000 | 2,195 |
| U.S. Government securities | $50,810,000 | 1,889 |
| U.S. Treasury securities | $9,127,000 | 285 |
| U.S. Government agency obligations | $41,683,000 | 2,170 |
| Securities issued by states & political subdivisions | $12,257,000 | 2,453 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $964,000 | 620 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,062,000 | 5,688 |
| Mortgage-backed securities | $20,522,000 | 2,501 |
| Certificates of participation in pools of residential mortgages | $9,355,000 | 2,918 |
| Issued or guaranteed by U.S. | $9,355,000 | 2,918 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,157,000 | 1,588 |
| CMOs issued by government agencies or sponsored agencies | $10,157,000 | 1,489 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $1,010,000 | 440 |
| Commercial mortgage pass-through securities | $1,010,000 | 292 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $64,031,000 | 2,006 |
| Total debt securities | $63,067,000 | 2,206 |
| Structured notes | ||
| Amortized cost | $2,745,000 | 1,318 |
| Fair value | $2,754,000 | 1,314 |
| 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 | $67,286,000 | 2,096 |
| U.S. Government securities | $54,921,000 | 1,822 |
| U.S. Treasury securities | $10,146,000 | 269 |
| U.S. Government agency obligations | $44,775,000 | 2,083 |
| Securities issued by states & political subdivisions | $12,365,000 | 2,368 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,092,000 | 5,712 |
| Mortgage-backed securities | $20,621,000 | 2,505 |
| Certificates of participation in pools of residential mortgages | $9,928,000 | 2,842 |
| Issued or guaranteed by U.S. | $9,928,000 | 2,840 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,693,000 | 1,579 |
| CMOs issued by government agencies or sponsored agencies | $10,693,000 | 1,473 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $67,286,000 | 1,915 |
| Total debt securities | $67,287,000 | 2,080 |
| Structured notes | ||
| Amortized cost | $3,745,000 | 1,266 |
| Fair value | $3,751,000 | 1,261 |
| 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 | $70,279,000 | 1,975 |
| U.S. Government securities | $58,011,000 | 1,671 |
| U.S. Treasury securities | $10,181,000 | 253 |
| U.S. Government agency obligations | $47,830,000 | 1,913 |
| Securities issued by states & political subdivisions | $12,268,000 | 2,343 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,128,000 | 5,426 |
| Mortgage-backed securities | $21,614,000 | 2,357 |
| Certificates of participation in pools of residential mortgages | $10,433,000 | 2,681 |
| Issued or guaranteed by U.S. | $10,433,000 | 2,679 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $11,181,000 | 1,507 |
| CMOs issued by government agencies or sponsored agencies | $11,181,000 | 1,351 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $70,279,000 | 1,792 |
| Total debt securities | $70,279,000 | 1,955 |
| Structured notes | ||
| Amortized cost | $4,750,000 | 1,058 |
| Fair value | $4,772,000 | 1,053 |
| 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 | $76,754,000 | 1,787 |
| U.S. Government securities | $64,095,000 | 1,498 |
| U.S. Treasury securities | $12,213,000 | 240 |
| U.S. Government agency obligations | $51,882,000 | 1,736 |
| Securities issued by states & political subdivisions | $12,659,000 | 2,228 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,186,000 | 4,720 |
| Mortgage-backed securities | $21,581,000 | 2,299 |
| Certificates of participation in pools of residential mortgages | $9,887,000 | 2,680 |
| Issued or guaranteed by U.S. | $9,887,000 | 2,676 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $11,694,000 | 1,466 |
| CMOs issued by government agencies or sponsored agencies | $11,694,000 | 1,297 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $76,754,000 | 1,627 |
| Total debt securities | $76,754,000 | 1,768 |
| Structured notes | ||
| Amortized cost | $6,750,000 | 816 |
| Fair value | $6,785,000 | 817 |
| 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 | $64,418,000 | 2,054 |
| U.S. Government securities | $52,632,000 | 1,779 |
| U.S. Treasury securities | $14,182,000 | 247 |
| U.S. Government agency obligations | $38,450,000 | 2,235 |
| Securities issued by states & political subdivisions | $11,786,000 | 2,276 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,226,000 | 4,764 |
| Mortgage-backed securities | $16,028,000 | 2,681 |
| Certificates of participation in pools of residential mortgages | $9,007,000 | 2,782 |
| Issued or guaranteed by U.S. | $9,007,000 | 2,775 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $7,021,000 | 1,826 |
| CMOs issued by government agencies or sponsored agencies | $7,021,000 | 1,651 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $64,418,000 | 1,850 |
| Total debt securities | $64,418,000 | 2,034 |
| Structured notes | ||
| Amortized cost | $5,751,000 | 1,070 |
| Fair value | $5,806,000 | 1,067 |
| 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 | $67,645,000 | 1,964 |
| U.S. Government securities | $57,195,000 | 1,660 |
| U.S. Treasury securities | $13,139,000 | 282 |
| U.S. Government agency obligations | $44,056,000 | 1,988 |
| Securities issued by states & political subdivisions | $10,450,000 | 2,421 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,265,000 | 4,761 |
| Mortgage-backed securities | $13,156,000 | 2,867 |
| Certificates of participation in pools of residential mortgages | $8,066,000 | 2,850 |
| Issued or guaranteed by U.S. | $8,066,000 | 2,843 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $5,090,000 | 1,985 |
| CMOs issued by government agencies or sponsored agencies | $5,090,000 | 1,800 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $67,645,000 | 1,778 |
| Total debt securities | $67,645,000 | 1,946 |
| Structured notes | ||
| Amortized cost | $8,752,000 | 810 |
| Fair value | $8,806,000 | 799 |
| 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 | $72,039,000 | 1,775 |
| U.S. Government securities | $61,880,000 | 1,476 |
| U.S. Treasury securities | $14,200,000 | 266 |
| U.S. Government agency obligations | $47,680,000 | 1,774 |
| Securities issued by states & political subdivisions | $10,159,000 | 2,436 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,305,000 | 5,092 |
| Mortgage-backed securities | $12,637,000 | 2,833 |
| Certificates of participation in pools of residential mortgages | $7,360,000 | 2,865 |
| Issued or guaranteed by U.S. | $7,360,000 | 2,858 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,277,000 | 1,950 |
| CMOs issued by government agencies or sponsored agencies | $5,277,000 | 1,744 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $72,039,000 | 1,608 |
| Total debt securities | $72,039,000 | 1,759 |
| Structured notes | ||
| Amortized cost | $9,753,000 | 683 |
| Fair value | $9,829,000 | 670 |
| 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 | $64,200,000 | 1,930 |
| U.S. Government securities | $57,054,000 | 1,557 |
| U.S. Treasury securities | $14,238,000 | 247 |
| U.S. Government agency obligations | $42,816,000 | 1,897 |
| Securities issued by states & political subdivisions | $7,146,000 | 2,872 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,365,000 | 5,141 |
| Mortgage-backed securities | $9,581,000 | 3,205 |
| Certificates of participation in pools of residential mortgages | $5,943,000 | 3,094 |
| Issued or guaranteed by U.S. | $5,943,000 | 3,086 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,638,000 | 2,201 |
| CMOs issued by government agencies or sponsored agencies | $3,638,000 | 1,961 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $64,200,000 | 1,724 |
| Total debt securities | $64,202,000 | 1,908 |
| Structured notes | ||
| Amortized cost | $9,753,000 | 637 |
| Fair value | $9,860,000 | 635 |
| 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 | $48,370,000 | 2,438 |
| U.S. Government securities | $43,780,000 | 1,972 |
| U.S. Treasury securities | $9,104,000 | 312 |
| U.S. Government agency obligations | $34,676,000 | 2,309 |
| Securities issued by states & political subdivisions | $4,590,000 | 3,406 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,425,000 | 5,160 |
| Mortgage-backed securities | $7,645,000 | 3,508 |
| Certificates of participation in pools of residential mortgages | $3,861,000 | 3,664 |
| Issued or guaranteed by U.S. | $3,861,000 | 3,655 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,784,000 | 2,109 |
| CMOs issued by government agencies or sponsored agencies | $3,784,000 | 1,851 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $48,370,000 | 2,181 |
| Total debt securities | $48,370,000 | 2,413 |
| Structured notes | ||
| Amortized cost | $8,754,000 | 768 |
| Fair value | $8,828,000 | 769 |
| 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 | $23,091,000 | 4,099 |
| U.S. Government securities | $20,928,000 | 3,453 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $20,928,000 | 3,371 |
| Securities issued by states & political subdivisions | $2,163,000 | 4,223 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,658,000 | 5,154 |
| Mortgage-backed securities | $8,120,000 | 3,483 |
| Certificates of participation in pools of residential mortgages | $4,021,000 | 3,726 |
| Issued or guaranteed by U.S. | $4,021,000 | 3,721 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,099,000 | 2,008 |
| CMOs issued by government agencies or sponsored agencies | $4,099,000 | 1,747 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $23,091,000 | 3,725 |
| Total debt securities | $23,091,000 | 4,067 |
| Structured notes | ||
| Amortized cost | $7,750,000 | 680 |
| Fair value | $7,759,000 | 680 |
| 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 | $23,021,000 | 4,078 |
| U.S. Government securities | $21,504,000 | 3,364 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $21,504,000 | 3,285 |
| Securities issued by states & political subdivisions | $1,072,000 | 4,840 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $445,000 | 907 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,948,000 | 5,101 |
| Mortgage-backed securities | $7,712,000 | 3,604 |
| Certificates of participation in pools of residential mortgages | $4,154,000 | 3,757 |
| Issued or guaranteed by U.S. | $4,154,000 | 3,750 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,558,000 | 2,076 |
| CMOs issued by government agencies or sponsored agencies | $3,558,000 | 1,800 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $23,021,000 | 3,701 |
| Total debt securities | $22,575,000 | 4,108 |
| Structured notes | ||
| Amortized cost | $7,750,000 | 552 |
| Fair value | $7,726,000 | 551 |
| 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 | $29,088,000 | 3,558 |
| U.S. Government securities | $21,583,000 | 3,330 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $21,583,000 | 3,257 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $7,505,000 | 225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,785,000 | 3,758 |
| Mortgage-backed securities | $7,886,000 | 3,655 |
| Certificates of participation in pools of residential mortgages | $3,321,000 | 4,105 |
| Issued or guaranteed by U.S. | $3,321,000 | 4,097 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $4,565,000 | 1,913 |
| CMOs issued by government agencies or sponsored agencies | $4,565,000 | 1,599 |
| 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) | $29,088,000 | 3,211 |
| Total debt securities | $21,584,000 | 4,216 |
| Structured notes | ||
| Amortized cost | $4,750,000 | 606 |
| Fair value | $4,764,000 | 604 |
| 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 | $27,358,000 | 3,662 |
| U.S. Government securities | $24,545,000 | 3,037 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $24,545,000 | 2,973 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $2,813,000 | 502 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,519,000 | 3,442 |
| Mortgage-backed securities | $6,446,000 | 3,961 |
| Certificates of participation in pools of residential mortgages | $2,432,000 | 4,494 |
| Issued or guaranteed by U.S. | $2,432,000 | 4,482 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $4,014,000 | 1,979 |
| CMOs issued by government agencies or sponsored agencies | $4,014,000 | 1,672 |
| 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) | $27,358,000 | 3,297 |
| Total debt securities | $24,545,000 | 3,883 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 542 |
| Fair value | $2,989,000 | 563 |
| 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 | $23,161,000 | 4,069 |
| U.S. Government securities | $16,302,000 | 3,987 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $16,302,000 | 3,914 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $1,000,000 | 2,331 |
| 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 | $1,000,000 | 1,532 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $5,859,000 | 324 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,418,000 | 4,668 |
| Mortgage-backed securities | $7,734,000 | 3,788 |
| Certificates of participation in pools of residential mortgages | $3,191,000 | 4,318 |
| Issued or guaranteed by U.S. | $3,191,000 | 4,306 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,543,000 | 1,915 |
| CMOs issued by government agencies or sponsored agencies | $4,543,000 | 1,593 |
| 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) | $23,161,000 | 3,657 |
| Total debt securities | $17,302,000 | 4,721 |
| 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 | $22,627,000 | 4,134 |
| U.S. Government securities | $16,324,000 | 4,048 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $16,324,000 | 3,974 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,001,000 | 2,269 |
| 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 | $1,001,000 | 1,499 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $5,302,000 | 318 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,242,000 | 4,185 |
| Mortgage-backed securities | $6,206,000 | 4,026 |
| Certificates of participation in pools of residential mortgages | $2,762,000 | 4,439 |
| Issued or guaranteed by U.S. | $2,762,000 | 4,426 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,444,000 | 2,067 |
| CMOs issued by government agencies or sponsored agencies | $3,444,000 | 1,751 |
| 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) | $1,001,000 | 2,532 |
| Available-for-sale securities (fair market value) | $21,626,000 | 3,798 |
| Total debt securities | $17,325,000 | 4,744 |
| Structured notes | ||
| Amortized cost | $1,004,000 | 933 |
| Fair value | $1,009,000 | 961 |
| 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 | $23,410,000 | 3,982 |
| U.S. Government securities | $8,454,000 | 5,467 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,454,000 | 5,378 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $5,935,000 | 1,093 |
| 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 | $5,935,000 | 557 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $9,021,000 | 197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,178,000 | 4,475 |
| Mortgage-backed securities | $3,450,000 | 4,661 |
| Certificates of participation in pools of residential mortgages | $1,820,000 | 4,787 |
| Issued or guaranteed by U.S. | $1,820,000 | 4,772 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,630,000 | 2,484 |
| CMOs issued by government agencies or sponsored agencies | $1,630,000 | 2,144 |
| 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) | $5,017,000 | 1,638 |
| Available-for-sale securities (fair market value) | $18,393,000 | 4,087 |
| Total debt securities | $14,389,000 | 5,113 |
| Structured notes | ||
| Amortized cost | $1,008,000 | 921 |
| Fair value | $1,005,000 | 942 |
| 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 | $6,552,000 | 6,629 |
| U.S. Government securities | $4,199,000 | 6,676 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,199,000 | 6,582 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $2,348,000 | 1,726 |
| 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 | $2,348,000 | 1,094 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $5,000 | 1,905 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,000 | 6,355 |
| Mortgage-backed securities | $970,000 | 5,614 |
| Certificates of participation in pools of residential mortgages | $970,000 | 5,196 |
| Issued or guaranteed by U.S. | $970,000 | 5,175 |
| 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) | $2,676,000 | 2,040 |
| Available-for-sale securities (fair market value) | $3,876,000 | 6,639 |
| Total debt securities | $6,547,000 | 6,571 |
| 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 | $8,619,000 | 6,207 |
| U.S. Government securities | $1,257,000 | 7,609 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,257,000 | 7,521 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $4,345,000 | 1,284 |
| 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 | $4,345,000 | 769 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $3,017,000 | 671 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $503,000 | 6,355 |
| 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) | $5,602,000 | 1,582 |
| Available-for-sale securities (fair market value) | $3,017,000 | 6,861 |
| Total debt securities | $5,602,000 | 6,809 |
| 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 | $19,460,000 | 4,531 |
| U.S. Government securities | $0 | 8,104 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $0 | 8,029 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $19,460,000 | 525 |
| 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 | $19,460,000 | 260 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| 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) | $19,460,000 | 781 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $19,460,000 | 4,480 |
| 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 | $9,937,000 | 6,086 |
| U.S. Government securities | $0 | 8,160 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $0 | 8,083 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $9,937,000 | 746 |
| 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 | $9,937,000 | 419 |
| 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 | $0 | 6,710 |
| 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) | $9,937,000 | 1,252 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $9,937,000 | 6,021 |
| 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 |