Home > Blue Grass Savings Bank > Securities
Blue Grass Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $90,792,000 | 1,820 |
| U.S. Government securities | $56,337,000 | 1,722 |
| U.S. Treasury securities | $3,717,000 | 2,013 |
| U.S. Government agency obligations | $52,620,000 | 1,557 |
| Securities issued by states & political subdivisions | $26,926,000 | 1,482 |
| Other domestic debt securities | $7,529,000 | 1,166 |
| Privately issued residential mortgage-backed securities | $15,000 | 652 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $7,514,000 | 764 |
| 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 | $9,852,000 | 2,949 |
| Mortgage-backed securities | $28,131,000 | 1,751 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,020,000 | 1,605 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,700,000 | 1,063 |
| Privately issued | $15,000 | 493 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $941,000 | 1,240 |
| Other commercial mortgage-backed securities | $455,000 | 1,244 |
| Held to maturity securities (book value) | $1,918,000 | 1,416 |
| Available-for-sale securities (fair market value) | $88,874,000 | 1,649 |
| Total debt securities | $90,793,000 | 1,804 |
| 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 | $88,911,000 | 1,833 |
| U.S. Government securities | $55,462,000 | 1,733 |
| U.S. Treasury securities | $5,481,000 | 1,810 |
| U.S. Government agency obligations | $49,981,000 | 1,588 |
| Securities issued by states & political subdivisions | $26,059,000 | 1,491 |
| Other domestic debt securities | $7,390,000 | 1,163 |
| Privately issued residential mortgage-backed securities | $24,000 | 627 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $7,366,000 | 774 |
| 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 | $9,601,000 | 2,936 |
| Mortgage-backed securities | $26,982,000 | 1,757 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,810,000 | 1,594 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,748,000 | 1,104 |
| Privately issued | $24,000 | 484 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $935,000 | 1,212 |
| Other commercial mortgage-backed securities | $465,000 | 1,235 |
| Held to maturity securities (book value) | $1,918,000 | 1,437 |
| Available-for-sale securities (fair market value) | $86,993,000 | 1,652 |
| Total debt securities | $88,911,000 | 1,814 |
| 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 | $89,411,000 | 1,869 |
| U.S. Government securities | $55,448,000 | 1,797 |
| U.S. Treasury securities | $5,476,000 | 1,845 |
| U.S. Government agency obligations | $49,972,000 | 1,619 |
| Securities issued by states & political subdivisions | $26,562,000 | 1,536 |
| Other domestic debt securities | $7,401,000 | 1,176 |
| Privately issued residential mortgage-backed securities | $25,000 | 634 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $7,376,000 | 785 |
| 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 | $9,700,000 | 2,919 |
| Mortgage-backed securities | $28,168,000 | 1,760 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,522,000 | 1,560 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,218,000 | 1,154 |
| Privately issued | $25,000 | 481 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $934,000 | 1,213 |
| Other commercial mortgage-backed securities | $469,000 | 1,235 |
| Held to maturity securities (book value) | $1,918,000 | 1,452 |
| Available-for-sale securities (fair market value) | $87,493,000 | 1,685 |
| Total debt securities | $89,412,000 | 1,853 |
| 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 | $93,891,000 | 1,888 |
| U.S. Government securities | $58,610,000 | 1,800 |
| U.S. Treasury securities | $6,507,000 | 1,820 |
| U.S. Government agency obligations | $52,103,000 | 1,596 |
| Securities issued by states & political subdivisions | $27,305,000 | 1,560 |
| Other domestic debt securities | $7,976,000 | 1,185 |
| Privately issued residential mortgage-backed securities | $26,000 | 658 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $7,950,000 | 785 |
| 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 | $9,840,000 | 2,823 |
| Mortgage-backed securities | $29,848,000 | 1,763 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $19,607,000 | 1,556 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,803,000 | 1,155 |
| Privately issued | $26,000 | 493 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $941,000 | 1,233 |
| Other commercial mortgage-backed securities | $471,000 | 1,241 |
| Held to maturity securities (book value) | $1,920,000 | 1,492 |
| Available-for-sale securities (fair market value) | $91,971,000 | 1,693 |
| Total debt securities | $93,890,000 | 1,870 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 845 |
| Fair value | $925,000 | 905 |
| 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 | $100,270,000 | 1,840 |
| U.S. Government securities | $59,890,000 | 1,796 |
| U.S. Treasury securities | $6,404,000 | 1,870 |
| U.S. Government agency obligations | $53,486,000 | 1,564 |
| Securities issued by states & political subdivisions | $32,991,000 | 1,380 |
| Other domestic debt securities | $7,389,000 | 1,251 |
| Privately issued residential mortgage-backed securities | $33,000 | 673 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $7,356,000 | 836 |
| 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 | $506,000 | 3,820 |
| Mortgage-backed securities | $30,393,000 | 1,756 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,001,000 | 1,564 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,946,000 | 1,160 |
| Privately issued | $33,000 | 493 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $939,000 | 1,219 |
| Other commercial mortgage-backed securities | $474,000 | 1,230 |
| Held to maturity securities (book value) | $1,928,000 | 1,499 |
| Available-for-sale securities (fair market value) | $98,342,000 | 1,640 |
| Total debt securities | $100,271,000 | 1,820 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 869 |
| Fair value | $905,000 | 936 |
| 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 | $100,568,000 | 1,829 |
| U.S. Government securities | $61,550,000 | 1,778 |
| U.S. Treasury securities | $6,333,000 | 1,903 |
| U.S. Government agency obligations | $55,217,000 | 1,547 |
| Securities issued by states & political subdivisions | $31,643,000 | 1,427 |
| Other domestic debt securities | $7,375,000 | 1,214 |
| Privately issued residential mortgage-backed securities | $36,000 | 663 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $7,339,000 | 830 |
| 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 | $519,000 | 3,833 |
| Mortgage-backed securities | $31,077,000 | 1,758 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,438,000 | 1,563 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,169,000 | 1,165 |
| Privately issued | $36,000 | 499 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $942,000 | 1,231 |
| Other commercial mortgage-backed securities | $492,000 | 1,265 |
| Held to maturity securities (book value) | $1,932,000 | 1,483 |
| Available-for-sale securities (fair market value) | $98,636,000 | 1,632 |
| Total debt securities | $100,567,000 | 1,810 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 861 |
| Fair value | $893,000 | 931 |
| 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 | $101,546,000 | 1,841 |
| U.S. Government securities | $62,384,000 | 1,766 |
| U.S. Treasury securities | $7,387,000 | 1,770 |
| U.S. Government agency obligations | $54,997,000 | 1,590 |
| Securities issued by states & political subdivisions | $31,618,000 | 1,479 |
| Other domestic debt securities | $7,544,000 | 1,127 |
| Privately issued residential mortgage-backed securities | $43,000 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $7,501,000 | 830 |
| 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 | $527,000 | 3,864 |
| Mortgage-backed securities | $29,677,000 | 1,840 |
| Certificates of participation in pools of residential mortgages | $22,092,000 | 1,572 |
| Issued or guaranteed by U.S. | $22,092,000 | 1,538 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $6,122,000 | 1,477 |
| CMOs issued by government agencies or sponsored agencies | $6,079,000 | 1,409 |
| Privately issued | $43,000 | 495 |
| Commercial mortgage-backed securities | $1,463,000 | 1,617 |
| Commercial mortgage pass-through securities | $965,000 | 1,215 |
| Other commercial mortgage-backed securities | $498,000 | 1,345 |
| Held to maturity securities (book value) | $1,935,000 | 1,411 |
| Available-for-sale securities (fair market value) | $99,611,000 | 1,690 |
| Total debt securities | $101,547,000 | 1,826 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 840 |
| Fair value | $919,000 | 921 |
| 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 | $105,020,000 | 1,780 |
| U.S. Government securities | $64,380,000 | 1,698 |
| U.S. Treasury securities | $8,507,000 | 1,496 |
| U.S. Government agency obligations | $55,873,000 | 1,587 |
| Securities issued by states & political subdivisions | $32,861,000 | 1,473 |
| Other domestic debt securities | $7,779,000 | 1,099 |
| Privately issued residential mortgage-backed securities | $52,000 | 652 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $7,727,000 | 811 |
| 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 | $637,000 | 3,868 |
| Mortgage-backed securities | $29,456,000 | 1,860 |
| Certificates of participation in pools of residential mortgages | $22,320,000 | 1,600 |
| Issued or guaranteed by U.S. | $22,320,000 | 1,573 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $5,647,000 | 1,522 |
| CMOs issued by government agencies or sponsored agencies | $5,595,000 | 1,460 |
| Privately issued | $52,000 | 472 |
| Commercial mortgage-backed securities | $1,489,000 | 1,601 |
| Commercial mortgage pass-through securities | $988,000 | 1,202 |
| Other commercial mortgage-backed securities | $501,000 | 1,320 |
| Held to maturity securities (book value) | $1,940,000 | 1,314 |
| Available-for-sale securities (fair market value) | $103,080,000 | 1,646 |
| Total debt securities | $105,019,000 | 1,764 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 740 |
| Fair value | $941,000 | 822 |
| 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 | $98,843,000 | 1,807 |
| U.S. Government securities | $59,386,000 | 1,681 |
| U.S. Treasury securities | $4,893,000 | 1,433 |
| U.S. Government agency obligations | $54,493,000 | 1,567 |
| Securities issued by states & political subdivisions | $32,086,000 | 1,550 |
| Other domestic debt securities | $7,370,000 | 1,102 |
| Privately issued residential mortgage-backed securities | $52,000 | 627 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $7,318,000 | 786 |
| 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 | $1,167,000 | 3,762 |
| Mortgage-backed securities | $28,490,000 | 1,910 |
| Certificates of participation in pools of residential mortgages | $21,644,000 | 1,625 |
| Issued or guaranteed by U.S. | $21,644,000 | 1,591 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $5,316,000 | 1,533 |
| CMOs issued by government agencies or sponsored agencies | $5,264,000 | 1,486 |
| Privately issued | $52,000 | 433 |
| Commercial mortgage-backed securities | $1,530,000 | 1,559 |
| Commercial mortgage pass-through securities | $1,026,000 | 1,189 |
| Other commercial mortgage-backed securities | $504,000 | 1,309 |
| Held to maturity securities (book value) | $2,450,000 | 1,150 |
| Available-for-sale securities (fair market value) | $96,392,000 | 1,702 |
| Total debt securities | $98,840,000 | 1,787 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 656 |
| Fair value | $987,000 | 719 |
| 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 | $98,660,000 | 1,732 |
| U.S. Government securities | $60,591,000 | 1,606 |
| U.S. Treasury securities | $3,973,000 | 1,290 |
| U.S. Government agency obligations | $56,618,000 | 1,510 |
| Securities issued by states & political subdivisions | $31,343,000 | 1,536 |
| Other domestic debt securities | $6,726,000 | 1,094 |
| Privately issued residential mortgage-backed securities | $56,000 | 602 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $6,670,000 | 780 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,191,000 | 3,789 |
| Mortgage-backed securities | $29,826,000 | 1,851 |
| Certificates of participation in pools of residential mortgages | $22,297,000 | 1,588 |
| Issued or guaranteed by U.S. | $22,297,000 | 1,552 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $5,929,000 | 1,483 |
| CMOs issued by government agencies or sponsored agencies | $5,873,000 | 1,444 |
| Privately issued | $56,000 | 421 |
| Commercial mortgage-backed securities | $1,600,000 | 1,567 |
| Commercial mortgage pass-through securities | $1,046,000 | 1,189 |
| Other commercial mortgage-backed securities | $554,000 | 1,300 |
| Held to maturity securities (book value) | $2,459,000 | 1,140 |
| Available-for-sale securities (fair market value) | $96,201,000 | 1,641 |
| Total debt securities | $98,661,000 | 1,716 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 586 |
| Fair value | $999,000 | 612 |
| 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 | $98,364,000 | 1,663 |
| U.S. Government securities | $60,159,000 | 1,537 |
| U.S. Treasury securities | $1,978,000 | 1,487 |
| U.S. Government agency obligations | $58,181,000 | 1,417 |
| Securities issued by states & political subdivisions | $31,479,000 | 1,487 |
| Other domestic debt securities | $6,726,000 | 1,065 |
| Privately issued residential mortgage-backed securities | $58,000 | 609 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $6,668,000 | 734 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,213,000 | 3,814 |
| Mortgage-backed securities | $30,021,000 | 1,798 |
| Certificates of participation in pools of residential mortgages | $22,806,000 | 1,526 |
| Issued or guaranteed by U.S. | $22,806,000 | 1,491 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $5,517,000 | 1,475 |
| CMOs issued by government agencies or sponsored agencies | $5,459,000 | 1,439 |
| Privately issued | $58,000 | 409 |
| Commercial mortgage-backed securities | $1,698,000 | 1,541 |
| Commercial mortgage pass-through securities | $1,051,000 | 1,186 |
| Other commercial mortgage-backed securities | $647,000 | 1,259 |
| Held to maturity securities (book value) | $2,475,000 | 1,124 |
| Available-for-sale securities (fair market value) | $95,889,000 | 1,575 |
| Total debt securities | $98,363,000 | 1,646 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 511 |
| Fair value | $999,000 | 542 |
| 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 | $96,170,000 | 1,576 |
| U.S. Government securities | $57,879,000 | 1,472 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $57,879,000 | 1,368 |
| Securities issued by states & political subdivisions | $31,068,000 | 1,444 |
| Other domestic debt securities | $7,223,000 | 980 |
| Privately issued residential mortgage-backed securities | $69,000 | 610 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $7,154,000 | 643 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,230,000 | 3,821 |
| Mortgage-backed securities | $31,469,000 | 1,687 |
| Certificates of participation in pools of residential mortgages | $23,416,000 | 1,433 |
| Issued or guaranteed by U.S. | $23,416,000 | 1,394 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $6,348,000 | 1,353 |
| CMOs issued by government agencies or sponsored agencies | $6,279,000 | 1,314 |
| Privately issued | $69,000 | 398 |
| Commercial mortgage-backed securities | $1,705,000 | 1,516 |
| Commercial mortgage pass-through securities | $1,055,000 | 1,174 |
| Other commercial mortgage-backed securities | $650,000 | 1,246 |
| Held to maturity securities (book value) | $2,490,000 | 1,099 |
| Available-for-sale securities (fair market value) | $93,680,000 | 1,487 |
| Total debt securities | $96,169,000 | 1,558 |
| 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 | $87,944,000 | 1,551 |
| U.S. Government securities | $54,232,000 | 1,417 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $54,232,000 | 1,334 |
| Securities issued by states & political subdivisions | $29,304,000 | 1,454 |
| Other domestic debt securities | $4,408,000 | 1,141 |
| Privately issued residential mortgage-backed securities | $74,000 | 587 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $4,334,000 | 809 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,366,000 | 3,796 |
| Mortgage-backed securities | $27,003,000 | 1,750 |
| Certificates of participation in pools of residential mortgages | $20,120,000 | 1,449 |
| Issued or guaranteed by U.S. | $20,120,000 | 1,416 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $5,166,000 | 1,496 |
| CMOs issued by government agencies or sponsored agencies | $5,092,000 | 1,469 |
| Privately issued | $74,000 | 396 |
| Commercial mortgage-backed securities | $1,717,000 | 1,467 |
| Commercial mortgage pass-through securities | $1,062,000 | 1,136 |
| Other commercial mortgage-backed securities | $655,000 | 1,200 |
| Held to maturity securities (book value) | $2,510,000 | 1,075 |
| Available-for-sale securities (fair market value) | $85,434,000 | 1,472 |
| Total debt securities | $87,944,000 | 1,540 |
| 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 | $81,630,000 | 1,558 |
| U.S. Government securities | $46,726,000 | 1,525 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $46,726,000 | 1,448 |
| Securities issued by states & political subdivisions | $30,485,000 | 1,301 |
| Other domestic debt securities | $4,419,000 | 1,088 |
| Privately issued residential mortgage-backed securities | $77,000 | 588 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $4,342,000 | 758 |
| 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 | $2,409,000 | 3,588 |
| Mortgage-backed securities | $26,419,000 | 1,743 |
| Certificates of participation in pools of residential mortgages | $18,520,000 | 1,494 |
| Issued or guaranteed by U.S. | $18,520,000 | 1,457 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,182,000 | 1,414 |
| CMOs issued by government agencies or sponsored agencies | $6,105,000 | 1,383 |
| Privately issued | $77,000 | 387 |
| Commercial mortgage-backed securities | $1,717,000 | 1,452 |
| Commercial mortgage pass-through securities | $1,060,000 | 1,124 |
| Other commercial mortgage-backed securities | $657,000 | 1,168 |
| Held to maturity securities (book value) | $3,038,000 | 1,011 |
| Available-for-sale securities (fair market value) | $78,592,000 | 1,502 |
| Total debt securities | $81,631,000 | 1,545 |
| 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 | $78,167,000 | 1,576 |
| U.S. Government securities | $45,535,000 | 1,536 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $45,535,000 | 1,450 |
| Securities issued by states & political subdivisions | $28,241,000 | 1,317 |
| Other domestic debt securities | $4,391,000 | 1,037 |
| Privately issued residential mortgage-backed securities | $80,000 | 569 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $4,311,000 | 729 |
| 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 | $2,415,000 | 3,620 |
| Mortgage-backed securities | $25,998,000 | 1,750 |
| Certificates of participation in pools of residential mortgages | $17,017,000 | 1,559 |
| Issued or guaranteed by U.S. | $17,017,000 | 1,515 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $7,266,000 | 1,354 |
| CMOs issued by government agencies or sponsored agencies | $7,186,000 | 1,326 |
| Privately issued | $80,000 | 371 |
| Commercial mortgage-backed securities | $1,715,000 | 1,438 |
| Commercial mortgage pass-through securities | $1,056,000 | 1,123 |
| Other commercial mortgage-backed securities | $659,000 | 1,144 |
| Held to maturity securities (book value) | $3,073,000 | 1,019 |
| Available-for-sale securities (fair market value) | $75,094,000 | 1,508 |
| Total debt securities | $78,166,000 | 1,562 |
| 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 | $67,486,000 | 1,694 |
| U.S. Government securities | $44,001,000 | 1,582 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $44,001,000 | 1,500 |
| Securities issued by states & political subdivisions | $19,184,000 | 1,604 |
| Other domestic debt securities | $4,301,000 | 1,003 |
| Privately issued residential mortgage-backed securities | $83,000 | 582 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $4,218,000 | 677 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,467,000 | 3,428 |
| Mortgage-backed securities | $26,206,000 | 1,723 |
| Certificates of participation in pools of residential mortgages | $16,143,000 | 1,575 |
| Issued or guaranteed by U.S. | $16,143,000 | 1,532 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $8,367,000 | 1,280 |
| CMOs issued by government agencies or sponsored agencies | $8,284,000 | 1,248 |
| Privately issued | $83,000 | 371 |
| Commercial mortgage-backed securities | $1,696,000 | 1,435 |
| Commercial mortgage pass-through securities | $1,035,000 | 1,097 |
| Other commercial mortgage-backed securities | $661,000 | 1,133 |
| Held to maturity securities (book value) | $3,497,000 | 992 |
| Available-for-sale securities (fair market value) | $63,989,000 | 1,636 |
| Total debt securities | $67,486,000 | 1,677 |
| 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 | $67,969,000 | 1,690 |
| U.S. Government securities | $47,362,000 | 1,521 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $47,362,000 | 1,434 |
| Securities issued by states & political subdivisions | $17,455,000 | 1,676 |
| Other domestic debt securities | $3,152,000 | 1,081 |
| Privately issued residential mortgage-backed securities | $91,000 | 551 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $3,061,000 | 757 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,612,000 | 3,665 |
| Mortgage-backed securities | $27,382,000 | 1,642 |
| Certificates of participation in pools of residential mortgages | $16,719,000 | 1,487 |
| Issued or guaranteed by U.S. | $16,719,000 | 1,448 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $8,932,000 | 1,227 |
| CMOs issued by government agencies or sponsored agencies | $8,841,000 | 1,199 |
| Privately issued | $91,000 | 367 |
| Commercial mortgage-backed securities | $1,731,000 | 1,395 |
| Commercial mortgage pass-through securities | $1,013,000 | 1,094 |
| Other commercial mortgage-backed securities | $718,000 | 1,085 |
| Held to maturity securities (book value) | $5,538,000 | 902 |
| Available-for-sale securities (fair market value) | $62,431,000 | 1,654 |
| Total debt securities | $67,971,000 | 1,669 |
| 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 | $70,623,000 | 1,634 |
| U.S. Government securities | $50,373,000 | 1,453 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $50,373,000 | 1,364 |
| Securities issued by states & political subdivisions | $17,053,000 | 1,706 |
| Other domestic debt securities | $3,197,000 | 1,084 |
| Privately issued residential mortgage-backed securities | $132,000 | 573 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,065,000 | 766 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,753,000 | 3,703 |
| Mortgage-backed securities | $29,450,000 | 1,539 |
| Certificates of participation in pools of residential mortgages | $17,793,000 | 1,403 |
| Issued or guaranteed by U.S. | $17,793,000 | 1,364 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $9,922,000 | 1,176 |
| CMOs issued by government agencies or sponsored agencies | $9,790,000 | 1,152 |
| Privately issued | $132,000 | 349 |
| Commercial mortgage-backed securities | $1,735,000 | 1,371 |
| Commercial mortgage pass-through securities | $1,015,000 | 1,102 |
| Other commercial mortgage-backed securities | $720,000 | 1,055 |
| Held to maturity securities (book value) | $5,580,000 | 952 |
| Available-for-sale securities (fair market value) | $65,043,000 | 1,596 |
| Total debt securities | $70,624,000 | 1,621 |
| 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 | $64,834,000 | 1,755 |
| U.S. Government securities | $44,968,000 | 1,606 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $44,968,000 | 1,514 |
| Securities issued by states & political subdivisions | $16,666,000 | 1,780 |
| Other domestic debt securities | $3,200,000 | 1,070 |
| Privately issued residential mortgage-backed securities | $143,000 | 542 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $3,057,000 | 767 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,795,000 | 3,749 |
| Mortgage-backed securities | $30,384,000 | 1,486 |
| Certificates of participation in pools of residential mortgages | $17,914,000 | 1,381 |
| Issued or guaranteed by U.S. | $17,914,000 | 1,361 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $10,741,000 | 1,131 |
| CMOs issued by government agencies or sponsored agencies | $10,598,000 | 1,102 |
| Privately issued | $143,000 | 360 |
| Commercial mortgage-backed securities | $1,729,000 | 1,357 |
| Commercial mortgage pass-through securities | $1,007,000 | 1,101 |
| Other commercial mortgage-backed securities | $722,000 | 1,040 |
| Held to maturity securities (book value) | $6,378,000 | 944 |
| Available-for-sale securities (fair market value) | $58,456,000 | 1,748 |
| Total debt securities | $64,835,000 | 1,737 |
| 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 | $68,254,000 | 1,711 |
| U.S. Government securities | $47,656,000 | 1,530 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $47,656,000 | 1,442 |
| Securities issued by states & political subdivisions | $17,416,000 | 1,769 |
| Other domestic debt securities | $3,182,000 | 1,074 |
| Privately issued residential mortgage-backed securities | $157,000 | 546 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,025,000 | 771 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,950,000 | 3,775 |
| Mortgage-backed securities | $31,922,000 | 1,430 |
| Certificates of participation in pools of residential mortgages | $18,931,000 | 1,355 |
| Issued or guaranteed by U.S. | $18,931,000 | 1,333 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $11,293,000 | 1,103 |
| CMOs issued by government agencies or sponsored agencies | $11,136,000 | 1,065 |
| Privately issued | $157,000 | 367 |
| Commercial mortgage-backed securities | $1,698,000 | 1,292 |
| Commercial mortgage pass-through securities | $975,000 | 1,099 |
| Other commercial mortgage-backed securities | $723,000 | 962 |
| Held to maturity securities (book value) | $7,185,000 | 908 |
| Available-for-sale securities (fair market value) | $61,069,000 | 1,716 |
| Total debt securities | $68,257,000 | 1,697 |
| Structured notes | ||
| Amortized cost | $499,000 | 802 |
| Fair value | $499,000 | 752 |
| 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 | $68,934,000 | 1,713 |
| U.S. Government securities | $48,021,000 | 1,522 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $48,021,000 | 1,442 |
| Securities issued by states & political subdivisions | $17,753,000 | 1,792 |
| Other domestic debt securities | $3,160,000 | 1,055 |
| Privately issued residential mortgage-backed securities | $166,000 | 507 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,994,000 | 784 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,072,000 | 3,773 |
| Mortgage-backed securities | $32,148,000 | 1,436 |
| Certificates of participation in pools of residential mortgages | $18,646,000 | 1,364 |
| Issued or guaranteed by U.S. | $18,646,000 | 1,350 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $11,810,000 | 1,068 |
| CMOs issued by government agencies or sponsored agencies | $11,644,000 | 1,033 |
| Privately issued | $166,000 | 359 |
| Commercial mortgage-backed securities | $1,692,000 | 1,282 |
| Commercial mortgage pass-through securities | $965,000 | 1,085 |
| Other commercial mortgage-backed securities | $727,000 | 912 |
| Held to maturity securities (book value) | $7,238,000 | 942 |
| Available-for-sale securities (fair market value) | $61,696,000 | 1,718 |
| Total debt securities | $68,934,000 | 1,695 |
| 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 | $69,163,000 | 1,716 |
| U.S. Government securities | $46,527,000 | 1,581 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $46,527,000 | 1,501 |
| Securities issued by states & political subdivisions | $17,666,000 | 1,818 |
| Other domestic debt securities | $4,970,000 | 826 |
| Privately issued residential mortgage-backed securities | $180,000 | 456 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $4,790,000 | 614 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,212,000 | 3,778 |
| Mortgage-backed securities | $29,982,000 | 1,504 |
| Certificates of participation in pools of residential mortgages | $18,058,000 | 1,403 |
| Issued or guaranteed by U.S. | $18,058,000 | 1,396 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $10,253,000 | 1,144 |
| CMOs issued by government agencies or sponsored agencies | $10,073,000 | 1,115 |
| Privately issued | $180,000 | 364 |
| Commercial mortgage-backed securities | $1,671,000 | 1,262 |
| Commercial mortgage pass-through securities | $939,000 | 1,068 |
| Other commercial mortgage-backed securities | $732,000 | 912 |
| Held to maturity securities (book value) | $9,066,000 | 894 |
| Available-for-sale securities (fair market value) | $60,097,000 | 1,759 |
| Total debt securities | $69,164,000 | 1,699 |
| 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 | $70,836,000 | 1,703 |
| U.S. Government securities | $43,183,000 | 1,668 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $43,183,000 | 1,577 |
| Securities issued by states & political subdivisions | $22,147,000 | 1,587 |
| Other domestic debt securities | $5,506,000 | 893 |
| Privately issued residential mortgage-backed securities | $212,000 | 703 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $5,294,000 | 593 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,519,000 | 3,751 |
| Mortgage-backed securities | $25,873,000 | 1,671 |
| Certificates of participation in pools of residential mortgages | $15,359,000 | 1,624 |
| Issued or guaranteed by U.S. | $15,359,000 | 1,558 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $8,830,000 | 1,227 |
| CMOs issued by government agencies or sponsored agencies | $8,618,000 | 1,200 |
| Privately issued | $212,000 | 369 |
| Commercial mortgage-backed securities | $1,684,000 | 1,225 |
| Commercial mortgage pass-through securities | $943,000 | 1,036 |
| Other commercial mortgage-backed securities | $741,000 | 901 |
| Held to maturity securities (book value) | $9,115,000 | 907 |
| Available-for-sale securities (fair market value) | $61,721,000 | 1,763 |
| Total debt securities | $70,837,000 | 1,689 |
| 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 | $79,152,000 | 1,596 |
| U.S. Government securities | $46,504,000 | 1,621 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $46,504,000 | 1,547 |
| Securities issued by states & political subdivisions | $26,664,000 | 1,387 |
| Other domestic debt securities | $5,984,000 | 754 |
| Privately issued residential mortgage-backed securities | $217,000 | 413 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $5,767,000 | 583 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,739,000 | 3,579 |
| Mortgage-backed securities | $24,737,000 | 1,702 |
| Certificates of participation in pools of residential mortgages | $13,717,000 | 1,773 |
| Issued or guaranteed by U.S. | $13,717,000 | 1,771 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,332,000 | 1,182 |
| CMOs issued by government agencies or sponsored agencies | $9,115,000 | 1,157 |
| Privately issued | $217,000 | 383 |
| Commercial mortgage-backed securities | $1,688,000 | 1,091 |
| Commercial mortgage pass-through securities | $946,000 | 847 |
| Other commercial mortgage-backed securities | $742,000 | 882 |
| Held to maturity securities (book value) | $9,156,000 | 911 |
| Available-for-sale securities (fair market value) | $69,996,000 | 1,603 |
| Total debt securities | $79,152,000 | 1,575 |
| 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 | $82,043,000 | 1,578 |
| U.S. Government securities | $50,444,000 | 1,535 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $50,444,000 | 1,468 |
| Securities issued by states & political subdivisions | $27,816,000 | 1,384 |
| Other domestic debt securities | $3,783,000 | 923 |
| Privately issued residential mortgage-backed securities | $231,000 | 412 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $3,552,000 | 738 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,007,000 | 3,591 |
| Mortgage-backed securities | $25,389,000 | 1,685 |
| Certificates of participation in pools of residential mortgages | $13,665,000 | 1,820 |
| Issued or guaranteed by U.S. | $13,665,000 | 1,819 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $9,986,000 | 1,134 |
| CMOs issued by government agencies or sponsored agencies | $9,755,000 | 1,106 |
| Privately issued | $231,000 | 387 |
| Commercial mortgage-backed securities | $1,738,000 | 1,071 |
| Commercial mortgage pass-through securities | $991,000 | 814 |
| Other commercial mortgage-backed securities | $747,000 | 854 |
| Held to maturity securities (book value) | $8,126,000 | 971 |
| Available-for-sale securities (fair market value) | $73,917,000 | 1,571 |
| Total debt securities | $82,042,000 | 1,556 |
| 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 | $79,272,000 | 1,633 |
| U.S. Government securities | $46,992,000 | 1,628 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $46,992,000 | 1,561 |
| Securities issued by states & political subdivisions | $27,942,000 | 1,406 |
| Other domestic debt securities | $4,338,000 | 893 |
| Privately issued residential mortgage-backed securities | $274,000 | 404 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $4,064,000 | 708 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,182,000 | 3,444 |
| Mortgage-backed securities | $20,497,000 | 1,934 |
| Certificates of participation in pools of residential mortgages | $12,459,000 | 1,940 |
| Issued or guaranteed by U.S. | $12,459,000 | 1,939 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $7,292,000 | 1,317 |
| CMOs issued by government agencies or sponsored agencies | $7,018,000 | 1,292 |
| Privately issued | $274,000 | 379 |
| Commercial mortgage-backed securities | $746,000 | 1,286 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $746,000 | 843 |
| Held to maturity securities (book value) | $8,192,000 | 1,004 |
| Available-for-sale securities (fair market value) | $71,080,000 | 1,650 |
| Total debt securities | $79,271,000 | 1,612 |
| 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 | $83,192,000 | 1,605 |
| U.S. Government securities | $50,254,000 | 1,576 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $50,254,000 | 1,508 |
| Securities issued by states & political subdivisions | $28,555,000 | 1,391 |
| Other domestic debt securities | $4,383,000 | 908 |
| Privately issued residential mortgage-backed securities | $300,000 | 405 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $4,083,000 | 717 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,346,000 | 3,137 |
| Mortgage-backed securities | $20,875,000 | 1,947 |
| Certificates of participation in pools of residential mortgages | $13,475,000 | 1,896 |
| Issued or guaranteed by U.S. | $13,475,000 | 1,895 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,652,000 | 1,384 |
| CMOs issued by government agencies or sponsored agencies | $6,352,000 | 1,363 |
| Privately issued | $300,000 | 381 |
| Commercial mortgage-backed securities | $748,000 | 1,247 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $748,000 | 806 |
| Held to maturity securities (book value) | $8,271,000 | 1,021 |
| Available-for-sale securities (fair market value) | $74,921,000 | 1,610 |
| Total debt securities | $83,193,000 | 1,583 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 611 |
| Fair value | $1,000,000 | 617 |
| 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 | $87,042,000 | 1,559 |
| U.S. Government securities | $52,728,000 | 1,555 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $52,728,000 | 1,483 |
| Securities issued by states & political subdivisions | $28,924,000 | 1,377 |
| Other domestic debt securities | $5,390,000 | 836 |
| Privately issued residential mortgage-backed securities | $314,000 | 431 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $5,076,000 | 657 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,507,000 | 3,150 |
| Mortgage-backed securities | $22,058,000 | 1,904 |
| Certificates of participation in pools of residential mortgages | $14,352,000 | 1,861 |
| Issued or guaranteed by U.S. | $14,352,000 | 1,860 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,960,000 | 1,366 |
| CMOs issued by government agencies or sponsored agencies | $6,646,000 | 1,331 |
| Privately issued | $314,000 | 408 |
| Commercial mortgage-backed securities | $746,000 | 1,225 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $746,000 | 795 |
| Held to maturity securities (book value) | $8,348,000 | 1,037 |
| Available-for-sale securities (fair market value) | $78,694,000 | 1,539 |
| Total debt securities | $87,043,000 | 1,537 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 638 |
| Fair value | $1,001,000 | 635 |
| 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 | $90,472,000 | 1,514 |
| U.S. Government securities | $55,125,000 | 1,477 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $55,125,000 | 1,408 |
| Securities issued by states & political subdivisions | $29,425,000 | 1,360 |
| Other domestic debt securities | $5,922,000 | 798 |
| Privately issued residential mortgage-backed securities | $336,000 | 447 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $5,586,000 | 611 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,653,000 | 2,996 |
| Mortgage-backed securities | $23,328,000 | 1,852 |
| Certificates of participation in pools of residential mortgages | $15,267,000 | 1,818 |
| Issued or guaranteed by U.S. | $15,267,000 | 1,816 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,322,000 | 1,318 |
| CMOs issued by government agencies or sponsored agencies | $6,986,000 | 1,284 |
| Privately issued | $336,000 | 422 |
| Commercial mortgage-backed securities | $739,000 | 1,192 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $739,000 | 771 |
| Held to maturity securities (book value) | $8,943,000 | 1,013 |
| Available-for-sale securities (fair market value) | $81,529,000 | 1,482 |
| Total debt securities | $90,471,000 | 1,486 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 635 |
| Fair value | $1,003,000 | 633 |
| 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 | $87,398,000 | 1,549 |
| U.S. Government securities | $52,278,000 | 1,515 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $52,278,000 | 1,455 |
| Securities issued by states & political subdivisions | $29,632,000 | 1,355 |
| Other domestic debt securities | $5,488,000 | 821 |
| Privately issued residential mortgage-backed securities | $361,000 | 443 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $5,127,000 | 637 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,890,000 | 2,754 |
| Mortgage-backed securities | $23,112,000 | 1,870 |
| Certificates of participation in pools of residential mortgages | $15,580,000 | 1,810 |
| Issued or guaranteed by U.S. | $15,580,000 | 1,810 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,789,000 | 1,383 |
| CMOs issued by government agencies or sponsored agencies | $6,428,000 | 1,353 |
| Privately issued | $361,000 | 421 |
| Commercial mortgage-backed securities | $743,000 | 1,138 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $743,000 | 744 |
| Held to maturity securities (book value) | $8,032,000 | 1,051 |
| Available-for-sale securities (fair market value) | $79,366,000 | 1,511 |
| Total debt securities | $87,397,000 | 1,525 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 621 |
| Fair value | $1,006,000 | 623 |
| 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 | $80,125,000 | 1,677 |
| U.S. Government securities | $49,226,000 | 1,649 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $49,226,000 | 1,569 |
| Securities issued by states & political subdivisions | $25,929,000 | 1,533 |
| Other domestic debt securities | $4,970,000 | 884 |
| Privately issued residential mortgage-backed securities | $376,000 | 458 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,594,000 | 684 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,101,000 | 2,680 |
| Mortgage-backed securities | $22,939,000 | 1,903 |
| Certificates of participation in pools of residential mortgages | $15,696,000 | 1,820 |
| Issued or guaranteed by U.S. | $15,696,000 | 1,816 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,243,000 | 1,377 |
| CMOs issued by government agencies or sponsored agencies | $6,867,000 | 1,343 |
| Privately issued | $376,000 | 434 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $8,130,000 | 1,076 |
| Available-for-sale securities (fair market value) | $71,995,000 | 1,657 |
| Total debt securities | $80,125,000 | 1,652 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 724 |
| Fair value | $1,006,000 | 729 |
| 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 | $80,868,000 | 1,687 |
| U.S. Government securities | $53,473,000 | 1,580 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $53,473,000 | 1,509 |
| Securities issued by states & political subdivisions | $22,896,000 | 1,678 |
| Other domestic debt securities | $4,499,000 | 933 |
| Privately issued residential mortgage-backed securities | $401,000 | 456 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,098,000 | 722 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,342,000 | 2,710 |
| Mortgage-backed securities | $23,320,000 | 1,904 |
| Certificates of participation in pools of residential mortgages | $15,685,000 | 1,818 |
| Issued or guaranteed by U.S. | $15,685,000 | 1,817 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,635,000 | 1,359 |
| CMOs issued by government agencies or sponsored agencies | $7,234,000 | 1,334 |
| Privately issued | $401,000 | 435 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $8,233,000 | 1,105 |
| Available-for-sale securities (fair market value) | $72,635,000 | 1,671 |
| Total debt securities | $80,868,000 | 1,666 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 864 |
| Fair value | $1,003,000 | 873 |
| 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 | $82,231,000 | 1,677 |
| U.S. Government securities | $56,174,000 | 1,539 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $56,174,000 | 1,468 |
| Securities issued by states & political subdivisions | $21,516,000 | 1,777 |
| Other domestic debt securities | $4,541,000 | 915 |
| Privately issued residential mortgage-backed securities | $438,000 | 442 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,103,000 | 716 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,485,000 | 2,710 |
| Mortgage-backed securities | $24,651,000 | 1,838 |
| Certificates of participation in pools of residential mortgages | $16,651,000 | 1,755 |
| Issued or guaranteed by U.S. | $16,651,000 | 1,753 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,000,000 | 1,340 |
| CMOs issued by government agencies or sponsored agencies | $7,562,000 | 1,317 |
| Privately issued | $438,000 | 424 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $8,327,000 | 1,115 |
| Available-for-sale securities (fair market value) | $73,904,000 | 1,668 |
| Total debt securities | $82,231,000 | 1,651 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 988 |
| Fair value | $1,004,000 | 988 |
| 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 | $77,207,000 | 1,766 |
| U.S. Government securities | $54,952,000 | 1,579 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $54,952,000 | 1,512 |
| Securities issued by states & political subdivisions | $17,666,000 | 2,036 |
| Other domestic debt securities | $4,589,000 | 916 |
| Privately issued residential mortgage-backed securities | $460,000 | 450 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,129,000 | 720 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,827,000 | 2,412 |
| Mortgage-backed securities | $22,674,000 | 1,931 |
| Certificates of participation in pools of residential mortgages | $16,225,000 | 1,800 |
| Issued or guaranteed by U.S. | $16,225,000 | 1,800 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $6,449,000 | 1,487 |
| CMOs issued by government agencies or sponsored agencies | $5,989,000 | 1,470 |
| Privately issued | $460,000 | 429 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $8,439,000 | 1,117 |
| Available-for-sale securities (fair market value) | $68,768,000 | 1,776 |
| Total debt securities | $77,205,000 | 1,741 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,132 |
| Fair value | $1,009,000 | 1,132 |
| 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 | $77,884,000 | 1,793 |
| U.S. Government securities | $55,566,000 | 1,607 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $55,566,000 | 1,535 |
| Securities issued by states & political subdivisions | $17,678,000 | 2,002 |
| Other domestic debt securities | $4,640,000 | 918 |
| Privately issued residential mortgage-backed securities | $493,000 | 458 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $4,147,000 | 724 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,411,000 | 2,563 |
| Mortgage-backed securities | $22,330,000 | 2,021 |
| Certificates of participation in pools of residential mortgages | $16,470,000 | 1,841 |
| Issued or guaranteed by U.S. | $16,470,000 | 1,841 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,860,000 | 1,598 |
| CMOs issued by government agencies or sponsored agencies | $5,367,000 | 1,597 |
| Privately issued | $493,000 | 436 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $8,547,000 | 1,120 |
| Available-for-sale securities (fair market value) | $69,337,000 | 1,787 |
| Total debt securities | $77,885,000 | 1,774 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,260 |
| Fair value | $1,001,000 | 1,268 |
| 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 | $81,734,000 | 1,737 |
| U.S. Government securities | $59,590,000 | 1,541 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $59,590,000 | 1,472 |
| Securities issued by states & political subdivisions | $17,457,000 | 2,019 |
| Other domestic debt securities | $4,687,000 | 907 |
| Privately issued residential mortgage-backed securities | $510,000 | 483 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $4,177,000 | 712 |
| 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 | $14,847,000 | 2,654 |
| Mortgage-backed securities | $24,281,000 | 1,958 |
| Certificates of participation in pools of residential mortgages | $17,865,000 | 1,768 |
| Issued or guaranteed by U.S. | $17,865,000 | 1,768 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $6,416,000 | 1,578 |
| CMOs issued by government agencies or sponsored agencies | $5,906,000 | 1,568 |
| Privately issued | $510,000 | 458 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $8,667,000 | 1,130 |
| Available-for-sale securities (fair market value) | $73,067,000 | 1,739 |
| Total debt securities | $81,734,000 | 1,710 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,342 |
| Fair value | $1,006,000 | 1,343 |
| 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 | $86,690,000 | 1,653 |
| U.S. Government securities | $64,348,000 | 1,458 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $64,348,000 | 1,397 |
| Securities issued by states & political subdivisions | $17,652,000 | 2,013 |
| Other domestic debt securities | $4,690,000 | 915 |
| Privately issued residential mortgage-backed securities | $532,000 | 482 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $4,158,000 | 723 |
| 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 | $12,896,000 | 2,859 |
| Mortgage-backed securities | $26,003,000 | 1,901 |
| Certificates of participation in pools of residential mortgages | $19,037,000 | 1,733 |
| Issued or guaranteed by U.S. | $19,037,000 | 1,730 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,966,000 | 1,558 |
| CMOs issued by government agencies or sponsored agencies | $6,434,000 | 1,555 |
| Privately issued | $532,000 | 453 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $8,768,000 | 1,134 |
| Available-for-sale securities (fair market value) | $77,922,000 | 1,637 |
| Total debt securities | $86,689,000 | 1,635 |
| Structured notes | ||
| Amortized cost | $1,080,000 | 1,404 |
| Fair value | $1,081,000 | 1,404 |
| 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 | $90,790,000 | 1,615 |
| U.S. Government securities | $67,223,000 | 1,434 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $67,223,000 | 1,369 |
| Securities issued by states & political subdivisions | $18,272,000 | 1,984 |
| Other domestic debt securities | $5,295,000 | 871 |
| Privately issued residential mortgage-backed securities | $565,000 | 504 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $4,730,000 | 679 |
| 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 | $12,054,000 | 2,982 |
| Mortgage-backed securities | $27,756,000 | 1,880 |
| Certificates of participation in pools of residential mortgages | $20,188,000 | 1,719 |
| Issued or guaranteed by U.S. | $20,188,000 | 1,718 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $7,568,000 | 1,525 |
| CMOs issued by government agencies or sponsored agencies | $7,003,000 | 1,503 |
| Privately issued | $565,000 | 480 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $8,889,000 | 1,144 |
| Available-for-sale securities (fair market value) | $81,901,000 | 1,583 |
| Total debt securities | $90,790,000 | 1,596 |
| Structured notes | ||
| Amortized cost | $1,084,000 | 1,513 |
| Fair value | $1,079,000 | 1,512 |
| 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 | $90,842,000 | 1,626 |
| U.S. Government securities | $67,275,000 | 1,451 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $67,275,000 | 1,394 |
| Securities issued by states & political subdivisions | $18,219,000 | 2,002 |
| Other domestic debt securities | $5,348,000 | 885 |
| Privately issued residential mortgage-backed securities | $596,000 | 502 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $4,752,000 | 700 |
| 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 | $12,245,000 | 2,966 |
| Mortgage-backed securities | $27,689,000 | 1,932 |
| Certificates of participation in pools of residential mortgages | $19,431,000 | 1,816 |
| Issued or guaranteed by U.S. | $19,431,000 | 1,814 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,258,000 | 1,482 |
| CMOs issued by government agencies or sponsored agencies | $7,662,000 | 1,465 |
| Privately issued | $596,000 | 479 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $9,024,000 | 1,158 |
| Available-for-sale securities (fair market value) | $81,818,000 | 1,601 |
| Total debt securities | $90,843,000 | 1,606 |
| Structured notes | ||
| Amortized cost | $390,000 | 2,094 |
| Fair value | $393,000 | 2,093 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $94,486,000 | 1,583 |
| U.S. Government securities | $70,507,000 | 1,405 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $70,507,000 | 1,346 |
| Securities issued by states & political subdivisions | $18,605,000 | 1,961 |
| Other domestic debt securities | $5,374,000 | 902 |
| Privately issued residential mortgage-backed securities | $627,000 | 520 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $4,747,000 | 722 |
| 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 | $12,385,000 | 2,973 |
| Mortgage-backed securities | $29,626,000 | 1,878 |
| Certificates of participation in pools of residential mortgages | $20,603,000 | 1,742 |
| Issued or guaranteed by U.S. | $20,603,000 | 1,742 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $9,023,000 | 1,433 |
| CMOs issued by government agencies or sponsored agencies | $8,396,000 | 1,412 |
| Privately issued | $627,000 | 497 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $9,137,000 | 1,136 |
| Available-for-sale securities (fair market value) | $85,349,000 | 1,547 |
| Total debt securities | $94,486,000 | 1,566 |
| Structured notes | ||
| Amortized cost | $409,000 | 2,126 |
| Fair value | $413,000 | 2,125 |
| 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 | $95,141,000 | 1,559 |
| U.S. Government securities | $71,088,000 | 1,372 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $71,088,000 | 1,328 |
| Securities issued by states & political subdivisions | $18,671,000 | 1,950 |
| Other domestic debt securities | $5,382,000 | 940 |
| Privately issued residential mortgage-backed securities | $644,000 | 550 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $4,738,000 | 747 |
| 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 | $12,578,000 | 2,949 |
| Mortgage-backed securities | $31,305,000 | 1,802 |
| Certificates of participation in pools of residential mortgages | $21,686,000 | 1,671 |
| Issued or guaranteed by U.S. | $21,686,000 | 1,670 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $9,619,000 | 1,392 |
| CMOs issued by government agencies or sponsored agencies | $8,975,000 | 1,365 |
| Privately issued | $644,000 | 523 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $9,256,000 | 1,126 |
| Available-for-sale securities (fair market value) | $85,885,000 | 1,530 |
| Total debt securities | $95,140,000 | 1,537 |
| Structured notes | ||
| Amortized cost | $430,000 | 2,118 |
| Fair value | $439,000 | 2,106 |
| 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 | $96,953,000 | 1,544 |
| U.S. Government securities | $72,910,000 | 1,354 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $72,910,000 | 1,314 |
| Securities issued by states & political subdivisions | $18,582,000 | 1,970 |
| Other domestic debt securities | $5,461,000 | 972 |
| Privately issued residential mortgage-backed securities | $706,000 | 566 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $4,755,000 | 761 |
| 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 | $12,784,000 | 2,887 |
| Mortgage-backed securities | $30,563,000 | 1,846 |
| Certificates of participation in pools of residential mortgages | $21,419,000 | 1,692 |
| Issued or guaranteed by U.S. | $21,419,000 | 1,689 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $9,144,000 | 1,440 |
| CMOs issued by government agencies or sponsored agencies | $8,438,000 | 1,424 |
| Privately issued | $706,000 | 541 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $9,370,000 | 1,086 |
| Available-for-sale securities (fair market value) | $87,583,000 | 1,527 |
| Total debt securities | $96,954,000 | 1,526 |
| Structured notes | ||
| Amortized cost | $467,000 | 2,089 |
| Fair value | $480,000 | 2,037 |
| 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 | $98,580,000 | 1,514 |
| U.S. Government securities | $74,530,000 | 1,332 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $74,530,000 | 1,292 |
| Securities issued by states & political subdivisions | $18,506,000 | 1,974 |
| Other domestic debt securities | $5,544,000 | 980 |
| Privately issued residential mortgage-backed securities | $770,000 | 562 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $4,774,000 | 771 |
| 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 | $11,120,000 | 3,105 |
| Mortgage-backed securities | $31,157,000 | 1,803 |
| Certificates of participation in pools of residential mortgages | $22,579,000 | 1,635 |
| Issued or guaranteed by U.S. | $22,579,000 | 1,633 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,578,000 | 1,500 |
| CMOs issued by government agencies or sponsored agencies | $7,808,000 | 1,495 |
| Privately issued | $770,000 | 538 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $9,069,000 | 1,052 |
| Available-for-sale securities (fair market value) | $89,511,000 | 1,496 |
| Total debt securities | $98,580,000 | 1,495 |
| Structured notes | ||
| Amortized cost | $512,000 | 1,916 |
| Fair value | $523,000 | 1,913 |
| 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 | $94,880,000 | 1,605 |
| U.S. Government securities | $73,879,000 | 1,375 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $73,879,000 | 1,329 |
| Securities issued by states & political subdivisions | $16,907,000 | 2,089 |
| Other domestic debt securities | $4,094,000 | 1,165 |
| Privately issued residential mortgage-backed securities | $833,000 | 573 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,261,000 | 933 |
| 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 | $11,457,000 | 3,091 |
| Mortgage-backed securities | $31,664,000 | 1,823 |
| Certificates of participation in pools of residential mortgages | $22,718,000 | 1,665 |
| Issued or guaranteed by U.S. | $22,718,000 | 1,664 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,946,000 | 1,524 |
| CMOs issued by government agencies or sponsored agencies | $8,113,000 | 1,515 |
| Privately issued | $833,000 | 551 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $8,104,000 | 1,060 |
| Available-for-sale securities (fair market value) | $86,776,000 | 1,575 |
| Total debt securities | $94,875,000 | 1,586 |
| Structured notes | ||
| Amortized cost | $1,054,000 | 1,561 |
| Fair value | $1,070,000 | 1,559 |
| 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 | $103,553,000 | 1,436 |
| U.S. Government securities | $81,910,000 | 1,227 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $81,910,000 | 1,182 |
| Securities issued by states & political subdivisions | $16,960,000 | 2,069 |
| Other domestic debt securities | $4,683,000 | 1,055 |
| Privately issued residential mortgage-backed securities | $902,000 | 594 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $3,781,000 | 834 |
| 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 | $9,505,000 | 3,388 |
| Mortgage-backed securities | $35,380,000 | 1,680 |
| Certificates of participation in pools of residential mortgages | $24,726,000 | 1,536 |
| Issued or guaranteed by U.S. | $24,726,000 | 1,534 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $10,654,000 | 1,451 |
| CMOs issued by government agencies or sponsored agencies | $9,752,000 | 1,427 |
| Privately issued | $902,000 | 574 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $8,293,000 | 1,049 |
| Available-for-sale securities (fair market value) | $95,260,000 | 1,405 |
| Total debt securities | $103,551,000 | 1,418 |
| Structured notes | ||
| Amortized cost | $1,092,000 | 1,579 |
| Fair value | $1,113,000 | 1,578 |
| 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 | $102,595,000 | 1,450 |
| U.S. Government securities | $83,569,000 | 1,221 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $83,569,000 | 1,189 |
| Securities issued by states & political subdivisions | $15,934,000 | 2,115 |
| Other domestic debt securities | $3,092,000 | 1,317 |
| Privately issued residential mortgage-backed securities | $972,000 | 616 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $2,120,000 | 1,173 |
| 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 | $7,790,000 | 3,726 |
| Mortgage-backed securities | $34,856,000 | 1,797 |
| Certificates of participation in pools of residential mortgages | $23,619,000 | 1,655 |
| Issued or guaranteed by U.S. | $23,619,000 | 1,654 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $11,237,000 | 1,483 |
| CMOs issued by government agencies or sponsored agencies | $10,265,000 | 1,455 |
| Privately issued | $972,000 | 594 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $6,930,000 | 1,167 |
| Available-for-sale securities (fair market value) | $95,665,000 | 1,400 |
| Total debt securities | $102,598,000 | 1,432 |
| Structured notes | ||
| Amortized cost | $1,770,000 | 1,474 |
| Fair value | $1,802,000 | 1,470 |
| 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 | $101,095,000 | 1,481 |
| U.S. Government securities | $84,242,000 | 1,232 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $84,242,000 | 1,195 |
| Securities issued by states & political subdivisions | $14,819,000 | 2,155 |
| Other domestic debt securities | $2,034,000 | 1,618 |
| Privately issued residential mortgage-backed securities | $1,000,000 | 665 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,034,000 | 1,503 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,317,000 | 3,664 |
| Mortgage-backed securities | $35,303,000 | 1,799 |
| Certificates of participation in pools of residential mortgages | $20,775,000 | 1,828 |
| Issued or guaranteed by U.S. | $20,775,000 | 1,827 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $14,528,000 | 1,306 |
| CMOs issued by government agencies or sponsored agencies | $13,528,000 | 1,268 |
| Privately issued | $1,000,000 | 640 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $6,478,000 | 1,186 |
| Available-for-sale securities (fair market value) | $94,617,000 | 1,415 |
| Total debt securities | $101,094,000 | 1,463 |
| Structured notes | ||
| Amortized cost | $2,645,000 | 1,327 |
| Fair value | $2,694,000 | 1,321 |
| 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 | $99,054,000 | 1,513 |
| U.S. Government securities | $83,353,000 | 1,278 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $83,353,000 | 1,239 |
| Securities issued by states & political subdivisions | $13,602,000 | 2,233 |
| Other domestic debt securities | $2,099,000 | 1,568 |
| Privately issued residential mortgage-backed securities | $1,056,000 | 682 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,043,000 | 1,486 |
| 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 | $8,570,000 | 3,632 |
| Mortgage-backed securities | $32,022,000 | 1,921 |
| Certificates of participation in pools of residential mortgages | $14,674,000 | 2,310 |
| Issued or guaranteed by U.S. | $14,674,000 | 2,306 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $17,348,000 | 1,206 |
| CMOs issued by government agencies or sponsored agencies | $16,292,000 | 1,168 |
| Privately issued | $1,056,000 | 660 |
| 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) | $5,932,000 | 1,253 |
| Available-for-sale securities (fair market value) | $93,122,000 | 1,447 |
| Total debt securities | $99,054,000 | 1,498 |
| Structured notes | ||
| Amortized cost | $2,852,000 | 1,473 |
| Fair value | $2,928,000 | 1,458 |
| 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 | $103,698,000 | 1,414 |
| U.S. Government securities | $88,223,000 | 1,147 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $88,223,000 | 1,108 |
| Securities issued by states & political subdivisions | $13,389,000 | 2,205 |
| Other domestic debt securities | $2,086,000 | 1,560 |
| Privately issued residential mortgage-backed securities | $1,054,000 | 755 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,032,000 | 1,411 |
| 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 | $9,347,000 | 3,323 |
| Mortgage-backed securities | $33,083,000 | 1,816 |
| Certificates of participation in pools of residential mortgages | $13,657,000 | 2,301 |
| Issued or guaranteed by U.S. | $13,657,000 | 2,297 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $19,426,000 | 1,090 |
| CMOs issued by government agencies or sponsored agencies | $18,372,000 | 1,010 |
| Privately issued | $1,054,000 | 718 |
| 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) | $5,456,000 | 1,321 |
| Available-for-sale securities (fair market value) | $98,242,000 | 1,346 |
| Total debt securities | $103,698,000 | 1,399 |
| Structured notes | ||
| Amortized cost | $5,099,000 | 977 |
| Fair value | $5,217,000 | 973 |
| 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 | $105,473,000 | 1,362 |
| U.S. Government securities | $91,720,000 | 1,076 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $91,720,000 | 1,044 |
| Securities issued by states & political subdivisions | $11,152,000 | 2,417 |
| Other domestic debt securities | $2,601,000 | 1,434 |
| Privately issued residential mortgage-backed securities | $1,556,000 | 705 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,045,000 | 1,383 |
| 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 | $9,670,000 | 3,245 |
| Mortgage-backed securities | $37,132,000 | 1,591 |
| Certificates of participation in pools of residential mortgages | $14,868,000 | 2,123 |
| Issued or guaranteed by U.S. | $14,868,000 | 2,117 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $22,264,000 | 986 |
| CMOs issued by government agencies or sponsored agencies | $20,708,000 | 917 |
| Privately issued | $1,556,000 | 668 |
| 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) | $3,368,000 | 1,572 |
| Available-for-sale securities (fair market value) | $102,105,000 | 1,258 |
| Total debt securities | $105,472,000 | 1,341 |
| Structured notes | ||
| Amortized cost | $5,348,000 | 979 |
| Fair value | $5,505,000 | 966 |
| 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 | $105,845,000 | 1,360 |
| U.S. Government securities | $91,973,000 | 1,093 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $91,973,000 | 1,049 |
| Securities issued by states & political subdivisions | $10,369,000 | 2,459 |
| Other domestic debt securities | $3,503,000 | 1,204 |
| Privately issued residential mortgage-backed securities | $1,685,000 | 699 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,818,000 | 1,085 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,819,000 | 3,237 |
| Mortgage-backed securities | $38,515,000 | 1,515 |
| Certificates of participation in pools of residential mortgages | $14,655,000 | 2,102 |
| Issued or guaranteed by U.S. | $14,655,000 | 2,100 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $23,860,000 | 930 |
| CMOs issued by government agencies or sponsored agencies | $22,175,000 | 847 |
| Privately issued | $1,685,000 | 664 |
| 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) | $471,000 | 2,409 |
| Available-for-sale securities (fair market value) | $105,374,000 | 1,222 |
| Total debt securities | $105,845,000 | 1,335 |
| Structured notes | ||
| Amortized cost | $5,556,000 | 1,088 |
| Fair value | $5,729,000 | 1,077 |
| 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 | $105,427,000 | 1,336 |
| U.S. Government securities | $88,496,000 | 1,125 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $88,496,000 | 1,075 |
| Securities issued by states & political subdivisions | $10,254,000 | 2,455 |
| Other domestic debt securities | $6,677,000 | 901 |
| Privately issued residential mortgage-backed securities | $1,845,000 | 709 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $4,832,000 | 631 |
| 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 | $9,989,000 | 3,212 |
| Mortgage-backed securities | $36,710,000 | 1,537 |
| Certificates of participation in pools of residential mortgages | $12,484,000 | 2,259 |
| Issued or guaranteed by U.S. | $12,484,000 | 2,254 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $24,226,000 | 908 |
| CMOs issued by government agencies or sponsored agencies | $22,381,000 | 812 |
| Privately issued | $1,845,000 | 676 |
| 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) | $472,000 | 2,419 |
| Available-for-sale securities (fair market value) | $104,955,000 | 1,202 |
| Total debt securities | $105,428,000 | 1,317 |
| Structured notes | ||
| Amortized cost | $5,787,000 | 1,115 |
| Fair value | $5,938,000 | 1,093 |
| 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 | $101,269,000 | 1,328 |
| U.S. Government securities | $82,101,000 | 1,148 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $82,101,000 | 1,093 |
| Securities issued by states & political subdivisions | $10,557,000 | 2,381 |
| Other domestic debt securities | $8,611,000 | 828 |
| Privately issued residential mortgage-backed securities | $2,039,000 | 720 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $6,572,000 | 504 |
| 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 | $10,517,000 | 3,091 |
| Mortgage-backed securities | $34,847,000 | 1,550 |
| Certificates of participation in pools of residential mortgages | $9,435,000 | 2,523 |
| Issued or guaranteed by U.S. | $9,435,000 | 2,518 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $25,412,000 | 873 |
| CMOs issued by government agencies or sponsored agencies | $23,373,000 | 777 |
| Privately issued | $2,039,000 | 685 |
| 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) | $467,000 | 2,432 |
| Available-for-sale securities (fair market value) | $100,802,000 | 1,189 |
| Total debt securities | $101,269,000 | 1,312 |
| Structured notes | ||
| Amortized cost | $6,523,000 | 924 |
| Fair value | $6,766,000 | 901 |
| 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 | $97,468,000 | 1,361 |
| U.S. Government securities | $75,874,000 | 1,210 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $75,874,000 | 1,153 |
| Securities issued by states & political subdivisions | $12,830,000 | 2,011 |
| Other domestic debt securities | $8,764,000 | 855 |
| Privately issued residential mortgage-backed securities | $2,172,000 | 770 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $6,592,000 | 499 |
| 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 | $11,076,000 | 3,048 |
| Mortgage-backed securities | $35,392,000 | 1,517 |
| Certificates of participation in pools of residential mortgages | $9,826,000 | 2,440 |
| Issued or guaranteed by U.S. | $9,826,000 | 2,436 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $25,566,000 | 869 |
| CMOs issued by government agencies or sponsored agencies | $23,394,000 | 765 |
| Privately issued | $2,172,000 | 731 |
| 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) | $462,000 | 2,501 |
| Available-for-sale securities (fair market value) | $97,006,000 | 1,216 |
| Total debt securities | $97,468,000 | 1,341 |
| Structured notes | ||
| Amortized cost | $6,723,000 | 888 |
| Fair value | $7,082,000 | 848 |
| 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 | $99,098,000 | 1,321 |
| U.S. Government securities | $75,867,000 | 1,233 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $75,867,000 | 1,184 |
| Securities issued by states & political subdivisions | $14,437,000 | 1,738 |
| Other domestic debt securities | $8,794,000 | 843 |
| Privately issued residential mortgage-backed securities | $2,259,000 | 799 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $6,535,000 | 478 |
| 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 | $11,191,000 | 3,042 |
| Mortgage-backed securities | $38,488,000 | 1,387 |
| Certificates of participation in pools of residential mortgages | $11,543,000 | 2,239 |
| Issued or guaranteed by U.S. | $11,543,000 | 2,233 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $26,945,000 | 800 |
| CMOs issued by government agencies or sponsored agencies | $24,686,000 | 712 |
| Privately issued | $2,259,000 | 767 |
| 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) | $463,000 | 2,570 |
| Available-for-sale securities (fair market value) | $98,635,000 | 1,179 |
| Total debt securities | $99,098,000 | 1,299 |
| Structured notes | ||
| Amortized cost | $7,065,000 | 891 |
| Fair value | $7,348,000 | 878 |
| 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 | $96,981,000 | 1,350 |
| U.S. Government securities | $73,683,000 | 1,267 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $73,683,000 | 1,220 |
| Securities issued by states & political subdivisions | $14,231,000 | 1,739 |
| Other domestic debt securities | $9,067,000 | 860 |
| Privately issued residential mortgage-backed securities | $2,457,000 | 809 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $6,610,000 | 491 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,202,000 | 2,983 |
| Mortgage-backed securities | $40,641,000 | 1,375 |
| Certificates of participation in pools of residential mortgages | $12,775,000 | 2,206 |
| Issued or guaranteed by U.S. | $12,775,000 | 2,200 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $27,866,000 | 771 |
| CMOs issued by government agencies or sponsored agencies | $25,409,000 | 676 |
| Privately issued | $2,457,000 | 775 |
| 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) | $520,000 | 2,563 |
| Available-for-sale securities (fair market value) | $96,461,000 | 1,198 |
| Total debt securities | $96,987,000 | 1,331 |
| Structured notes | ||
| Amortized cost | $6,118,000 | 804 |
| Fair value | $6,754,000 | 763 |
| 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 | $96,076,000 | 1,349 |
| U.S. Government securities | $74,429,000 | 1,207 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $74,429,000 | 1,158 |
| Securities issued by states & political subdivisions | $13,740,000 | 1,788 |
| Other domestic debt securities | $7,907,000 | 969 |
| Privately issued residential mortgage-backed securities | $1,332,000 | 1,012 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $6,575,000 | 500 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,206,000 | 3,012 |
| Mortgage-backed securities | $43,859,000 | 1,329 |
| Certificates of participation in pools of residential mortgages | $13,884,000 | 2,164 |
| Issued or guaranteed by U.S. | $13,884,000 | 2,157 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $29,975,000 | 731 |
| CMOs issued by government agencies or sponsored agencies | $28,643,000 | 600 |
| Privately issued | $1,332,000 | 971 |
| 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) | $521,000 | 2,617 |
| Available-for-sale securities (fair market value) | $95,555,000 | 1,193 |
| Total debt securities | $96,077,000 | 1,325 |
| Structured notes | ||
| Amortized cost | $923,000 | 2,221 |
| Fair value | $925,000 | 2,224 |
| 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 | $97,291,000 | 1,308 |
| U.S. Government securities | $75,004,000 | 1,183 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $75,004,000 | 1,139 |
| Securities issued by states & political subdivisions | $14,309,000 | 1,729 |
| Other domestic debt securities | $7,978,000 | 1,028 |
| Privately issued residential mortgage-backed securities | $1,473,000 | 1,043 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $6,505,000 | 520 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,097,000 | 3,512 |
| Mortgage-backed securities | $46,126,000 | 1,295 |
| Certificates of participation in pools of residential mortgages | $15,065,000 | 2,125 |
| Issued or guaranteed by U.S. | $15,065,000 | 2,114 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $31,061,000 | 701 |
| CMOs issued by government agencies or sponsored agencies | $29,588,000 | 570 |
| Privately issued | $1,473,000 | 1,000 |
| 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) | $516,000 | 2,690 |
| Available-for-sale securities (fair market value) | $96,775,000 | 1,149 |
| Total debt securities | $97,291,000 | 1,283 |
| Structured notes | ||
| Amortized cost | $923,000 | 1,784 |
| Fair value | $926,000 | 1,779 |
| 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 | $97,635,000 | 1,283 |
| U.S. Government securities | $76,260,000 | 1,126 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $76,260,000 | 1,088 |
| Securities issued by states & political subdivisions | $13,321,000 | 1,791 |
| Other domestic debt securities | $8,054,000 | 1,047 |
| Privately issued residential mortgage-backed securities | $1,791,000 | 1,002 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $6,263,000 | 551 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,861,000 | 3,382 |
| Mortgage-backed securities | $48,254,000 | 1,257 |
| Certificates of participation in pools of residential mortgages | $15,312,000 | 2,143 |
| Issued or guaranteed by U.S. | $15,312,000 | 2,131 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $32,942,000 | 660 |
| CMOs issued by government agencies or sponsored agencies | $31,151,000 | 510 |
| Privately issued | $1,791,000 | 962 |
| 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) | $517,000 | 2,730 |
| Available-for-sale securities (fair market value) | $97,118,000 | 1,118 |
| Total debt securities | $97,635,000 | 1,258 |
| Structured notes | ||
| Amortized cost | $422,000 | 1,725 |
| Fair value | $422,000 | 1,728 |
| 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 | $94,203,000 | 1,315 |
| U.S. Government securities | $71,501,000 | 1,213 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $71,501,000 | 1,175 |
| Securities issued by states & political subdivisions | $15,119,000 | 1,525 |
| Other domestic debt securities | $7,583,000 | 1,022 |
| Privately issued residential mortgage-backed securities | $1,853,000 | 1,025 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,730,000 | 597 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,704,000 | 3,466 |
| Mortgage-backed securities | $43,512,000 | 1,369 |
| Certificates of participation in pools of residential mortgages | $15,658,000 | 2,143 |
| Issued or guaranteed by U.S. | $15,658,000 | 2,131 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $27,854,000 | 726 |
| CMOs issued by government agencies or sponsored agencies | $26,001,000 | 564 |
| Privately issued | $1,853,000 | 986 |
| 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) | $542,000 | 2,764 |
| Available-for-sale securities (fair market value) | $93,661,000 | 1,153 |
| Total debt securities | $94,203,000 | 1,296 |
| Structured notes | ||
| Amortized cost | $425,000 | 1,450 |
| Fair value | $423,000 | 1,444 |
| 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 | $96,275,000 | 1,275 |
| U.S. Government securities | $71,757,000 | 1,193 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $71,757,000 | 1,164 |
| Securities issued by states & political subdivisions | $16,668,000 | 1,361 |
| Other domestic debt securities | $7,850,000 | 966 |
| Privately issued residential mortgage-backed securities | $1,977,000 | 961 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,873,000 | 577 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,059,000 | 3,440 |
| Mortgage-backed securities | $44,087,000 | 1,311 |
| Certificates of participation in pools of residential mortgages | $16,681,000 | 1,998 |
| Issued or guaranteed by U.S. | $16,681,000 | 1,984 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $27,406,000 | 714 |
| CMOs issued by government agencies or sponsored agencies | $25,429,000 | 557 |
| Privately issued | $1,977,000 | 923 |
| 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) | $543,000 | 2,791 |
| Available-for-sale securities (fair market value) | $95,732,000 | 1,113 |
| Total debt securities | $96,275,000 | 1,254 |
| Structured notes | ||
| Amortized cost | $460,000 | 1,461 |
| Fair value | $459,000 | 1,456 |
| 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 | $88,782,000 | 1,333 |
| U.S. Government securities | $63,957,000 | 1,319 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $63,957,000 | 1,292 |
| Securities issued by states & political subdivisions | $17,999,000 | 1,219 |
| Other domestic debt securities | $6,826,000 | 1,012 |
| Privately issued residential mortgage-backed securities | $748,000 | 1,218 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,078,000 | 550 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,797,000 | 3,637 |
| Mortgage-backed securities | $38,467,000 | 1,379 |
| Certificates of participation in pools of residential mortgages | $15,143,000 | 2,059 |
| Issued or guaranteed by U.S. | $15,143,000 | 2,046 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $23,324,000 | 756 |
| CMOs issued by government agencies or sponsored agencies | $22,576,000 | 566 |
| Privately issued | $748,000 | 1,165 |
| 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) | $874,000 | 2,623 |
| Available-for-sale securities (fair market value) | $87,908,000 | 1,168 |
| Total debt securities | $88,782,000 | 1,312 |
| Structured notes | ||
| Amortized cost | $460,000 | 1,467 |
| Fair value | $459,000 | 1,460 |
| 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 | $82,813,000 | 1,453 |
| U.S. Government securities | $56,210,000 | 1,495 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $56,210,000 | 1,469 |
| Securities issued by states & political subdivisions | $18,327,000 | 1,209 |
| Other domestic debt securities | $7,290,000 | 1,018 |
| Privately issued residential mortgage-backed securities | $871,000 | 1,170 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,419,000 | 595 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $986,000 | 1,025 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,338,000 | 3,495 |
| Mortgage-backed securities | $32,064,000 | 1,586 |
| Certificates of participation in pools of residential mortgages | $9,753,000 | 2,680 |
| Issued or guaranteed by U.S. | $9,753,000 | 2,662 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $22,311,000 | 760 |
| CMOs issued by government agencies or sponsored agencies | $21,440,000 | 578 |
| Privately issued | $871,000 | 1,110 |
| 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) | $874,000 | 2,628 |
| Available-for-sale securities (fair market value) | $81,939,000 | 1,270 |
| Total debt securities | $81,827,000 | 1,445 |
| Structured notes | ||
| Amortized cost | $460,000 | 1,512 |
| Fair value | $460,000 | 1,510 |
| 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 | $77,386,000 | 1,536 |
| U.S. Government securities | $51,509,000 | 1,616 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $51,509,000 | 1,582 |
| Securities issued by states & political subdivisions | $20,122,000 | 1,085 |
| Other domestic debt securities | $5,755,000 | 1,126 |
| Privately issued residential mortgage-backed securities | $954,000 | 1,126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,801,000 | 716 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,098,000 | 3,351 |
| Mortgage-backed securities | $27,855,000 | 1,701 |
| Certificates of participation in pools of residential mortgages | $10,924,000 | 2,425 |
| Issued or guaranteed by U.S. | $10,924,000 | 2,411 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $16,931,000 | 886 |
| CMOs issued by government agencies or sponsored agencies | $15,977,000 | 703 |
| Privately issued | $954,000 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,010,000 | 2,582 |
| Available-for-sale securities (fair market value) | $76,376,000 | 1,351 |
| Total debt securities | $77,386,000 | 1,499 |
| Structured notes | ||
| Amortized cost | $460,000 | 1,655 |
| Fair value | $460,000 | 1,656 |
| 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 | $78,261,000 | 1,524 |
| U.S. Government securities | $52,625,000 | 1,585 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $52,625,000 | 1,552 |
| Securities issued by states & political subdivisions | $20,626,000 | 1,044 |
| Other domestic debt securities | $5,010,000 | 1,132 |
| Privately issued residential mortgage-backed securities | $185,000 | 1,293 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,825,000 | 684 |
| 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 | $11,982,000 | 3,083 |
| Mortgage-backed securities | $24,545,000 | 1,663 |
| Certificates of participation in pools of residential mortgages | $8,003,000 | 2,584 |
| Issued or guaranteed by U.S. | $8,003,000 | 2,569 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $16,542,000 | 827 |
| CMOs issued by government agencies or sponsored agencies | $16,357,000 | 644 |
| Privately issued | $185,000 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,011,000 | 2,656 |
| Available-for-sale securities (fair market value) | $77,250,000 | 1,342 |
| Total debt securities | $78,261,000 | 1,486 |
| Structured notes | ||
| Amortized cost | $2,352,000 | 947 |
| Fair value | $2,352,000 | 945 |
| 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 | $75,805,000 | 1,573 |
| U.S. Government securities | $54,660,000 | 1,560 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $54,660,000 | 1,530 |
| Securities issued by states & political subdivisions | $19,958,000 | 1,052 |
| Other domestic debt securities | $1,187,000 | 1,867 |
| Privately issued residential mortgage-backed securities | $286,000 | 1,210 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $901,000 | 1,462 |
| 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 | $4,882,000 | 4,591 |
| Mortgage-backed securities | $22,584,000 | 1,651 |
| Certificates of participation in pools of residential mortgages | $6,894,000 | 2,629 |
| Issued or guaranteed by U.S. | $6,894,000 | 2,617 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $15,690,000 | 825 |
| CMOs issued by government agencies or sponsored agencies | $15,404,000 | 646 |
| Privately issued | $286,000 | 1,148 |
| 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) | $1,006,000 | 2,716 |
| Available-for-sale securities (fair market value) | $74,799,000 | 1,381 |
| Total debt securities | $75,805,000 | 1,533 |
| Structured notes | ||
| Amortized cost | $5,832,000 | 546 |
| Fair value | $5,832,000 | 544 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $74,496,000 | 1,586 |
| U.S. Government securities | $52,439,000 | 1,624 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $52,439,000 | 1,576 |
| Securities issued by states & political subdivisions | $20,769,000 | 994 |
| Other domestic debt securities | $1,288,000 | 1,764 |
| Privately issued residential mortgage-backed securities | $388,000 | 1,114 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $900,000 | 1,431 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,882,000 | 4,608 |
| Mortgage-backed securities | $24,070,000 | 1,545 |
| Certificates of participation in pools of residential mortgages | $7,233,000 | 2,499 |
| Issued or guaranteed by U.S. | $7,233,000 | 2,487 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $16,837,000 | 774 |
| CMOs issued by government agencies or sponsored agencies | $16,449,000 | 607 |
| Privately issued | $388,000 | 1,051 |
| 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) | $1,008,000 | 2,743 |
| Available-for-sale securities (fair market value) | $73,488,000 | 1,389 |
| Total debt securities | $74,496,000 | 1,553 |
| Structured notes | ||
| Amortized cost | $5,760,000 | 579 |
| Fair value | $5,760,000 | 571 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $74,058,000 | 1,601 |
| U.S. Government securities | $50,236,000 | 1,713 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $50,236,000 | 1,666 |
| Securities issued by states & political subdivisions | $22,465,000 | 895 |
| Other domestic debt securities | $1,357,000 | 1,747 |
| Privately issued residential mortgage-backed securities | $455,000 | 1,053 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $902,000 | 1,462 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,058,000 | 4,554 |
| Mortgage-backed securities | $25,949,000 | 1,457 |
| Certificates of participation in pools of residential mortgages | $7,729,000 | 2,401 |
| Issued or guaranteed by U.S. | $7,729,000 | 2,391 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $18,220,000 | 724 |
| CMOs issued by government agencies or sponsored agencies | $17,765,000 | 581 |
| Privately issued | $455,000 | 988 |
| 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) | $1,039,000 | 2,768 |
| Available-for-sale securities (fair market value) | $73,019,000 | 1,395 |
| Total debt securities | $74,058,000 | 1,568 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $71,884,000 | 1,666 |
| U.S. Government securities | $48,284,000 | 1,805 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $48,284,000 | 1,757 |
| Securities issued by states & political subdivisions | $21,701,000 | 934 |
| Other domestic debt securities | $1,899,000 | 1,563 |
| Privately issued residential mortgage-backed securities | $496,000 | 1,009 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,403,000 | 1,238 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,193,000 | 4,516 |
| Mortgage-backed securities | $25,028,000 | 1,495 |
| Certificates of participation in pools of residential mortgages | $8,118,000 | 2,345 |
| Issued or guaranteed by U.S. | $8,118,000 | 2,332 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $16,910,000 | 773 |
| CMOs issued by government agencies or sponsored agencies | $16,414,000 | 627 |
| Privately issued | $496,000 | 950 |
| 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) | $1,040,000 | 2,823 |
| Available-for-sale securities (fair market value) | $70,844,000 | 1,451 |
| Total debt securities | $71,883,000 | 1,630 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $73,467,000 | 1,648 |
| U.S. Government securities | $48,912,000 | 1,811 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $48,912,000 | 1,766 |
| Securities issued by states & political subdivisions | $22,656,000 | 886 |
| Other domestic debt securities | $1,899,000 | 1,571 |
| Privately issued residential mortgage-backed securities | $495,000 | 990 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,404,000 | 1,249 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,172,000 | 4,558 |
| Mortgage-backed securities | $25,668,000 | 1,487 |
| Certificates of participation in pools of residential mortgages | $8,503,000 | 2,306 |
| Issued or guaranteed by U.S. | $8,503,000 | 2,292 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $17,165,000 | 762 |
| CMOs issued by government agencies or sponsored agencies | $16,670,000 | 620 |
| Privately issued | $495,000 | 922 |
| 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) | $1,036,000 | 2,892 |
| Available-for-sale securities (fair market value) | $72,431,000 | 1,427 |
| Total debt securities | $73,468,000 | 1,617 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $73,746,000 | 1,631 |
| U.S. Government securities | $50,553,000 | 1,757 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $50,553,000 | 1,702 |
| Securities issued by states & political subdivisions | $21,307,000 | 924 |
| Other domestic debt securities | $1,886,000 | 1,589 |
| Privately issued residential mortgage-backed securities | $495,000 | 972 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,391,000 | 1,279 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,630,000 | 5,103 |
| Mortgage-backed securities | $26,182,000 | 1,482 |
| Certificates of participation in pools of residential mortgages | $8,968,000 | 2,245 |
| Issued or guaranteed by U.S. | $8,968,000 | 2,233 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $17,214,000 | 754 |
| CMOs issued by government agencies or sponsored agencies | $16,719,000 | 613 |
| Privately issued | $495,000 | 909 |
| 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) | $1,125,000 | 2,878 |
| Available-for-sale securities (fair market value) | $72,621,000 | 1,423 |
| Total debt securities | $73,747,000 | 1,602 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $78,698,000 | 1,559 |
| U.S. Government securities | $55,231,000 | 1,641 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $55,231,000 | 1,591 |
| Securities issued by states & political subdivisions | $21,582,000 | 894 |
| Other domestic debt securities | $1,885,000 | 1,641 |
| Privately issued residential mortgage-backed securities | $496,000 | 964 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,389,000 | 1,333 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,666,000 | 5,088 |
| Mortgage-backed securities | $27,306,000 | 1,445 |
| Certificates of participation in pools of residential mortgages | $9,598,000 | 2,201 |
| Issued or guaranteed by U.S. | $9,598,000 | 2,190 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $17,708,000 | 749 |
| CMOs issued by government agencies or sponsored agencies | $17,212,000 | 609 |
| Privately issued | $496,000 | 903 |
| 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) | $1,154,000 | 2,931 |
| Available-for-sale securities (fair market value) | $77,544,000 | 1,371 |
| Total debt securities | $78,698,000 | 1,519 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $78,848,000 | 1,554 |
| U.S. Government securities | $55,844,000 | 1,633 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $55,844,000 | 1,575 |
| Securities issued by states & political subdivisions | $20,876,000 | 940 |
| Other domestic debt securities | $2,128,000 | 1,581 |
| Privately issued residential mortgage-backed securities | $496,000 | 925 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,632,000 | 1,317 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,677,000 | 5,085 |
| Mortgage-backed securities | $28,248,000 | 1,422 |
| Certificates of participation in pools of residential mortgages | $10,118,000 | 2,141 |
| Issued or guaranteed by U.S. | $10,118,000 | 2,127 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $18,130,000 | 730 |
| CMOs issued by government agencies or sponsored agencies | $17,634,000 | 594 |
| Privately issued | $496,000 | 861 |
| 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) | $1,404,000 | 2,890 |
| Available-for-sale securities (fair market value) | $77,444,000 | 1,350 |
| Total debt securities | $78,848,000 | 1,520 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $80,135,000 | 1,525 |
| U.S. Government securities | $56,322,000 | 1,585 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $56,322,000 | 1,526 |
| Securities issued by states & political subdivisions | $21,191,000 | 919 |
| Other domestic debt securities | $2,622,000 | 1,471 |
| Privately issued residential mortgage-backed securities | $501,000 | 905 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,121,000 | 1,185 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,204,000 | 4,875 |
| Mortgage-backed securities | $28,255,000 | 1,450 |
| Certificates of participation in pools of residential mortgages | $10,917,000 | 2,083 |
| Issued or guaranteed by U.S. | $10,917,000 | 2,072 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $17,338,000 | 741 |
| CMOs issued by government agencies or sponsored agencies | $16,837,000 | 618 |
| Privately issued | $501,000 | 843 |
| 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) | $1,397,000 | 2,919 |
| Available-for-sale securities (fair market value) | $78,738,000 | 1,319 |
| Total debt securities | $80,133,000 | 1,487 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $83,567,000 | 1,474 |
| U.S. Government securities | $57,851,000 | 1,573 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $57,851,000 | 1,510 |
| Securities issued by states & political subdivisions | $22,834,000 | 819 |
| Other domestic debt securities | $2,882,000 | 1,434 |
| Privately issued residential mortgage-backed securities | $501,000 | 901 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,381,000 | 1,167 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,227,000 | 4,841 |
| Mortgage-backed securities | $30,088,000 | 1,419 |
| Certificates of participation in pools of residential mortgages | $11,877,000 | 2,046 |
| Issued or guaranteed by U.S. | $11,877,000 | 2,034 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $18,211,000 | 748 |
| CMOs issued by government agencies or sponsored agencies | $17,710,000 | 627 |
| Privately issued | $501,000 | 828 |
| 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) | $1,652,000 | 2,860 |
| Available-for-sale securities (fair market value) | $81,915,000 | 1,279 |
| Total debt securities | $83,566,000 | 1,436 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $81,911,000 | 1,533 |
| U.S. Government securities | $56,706,000 | 1,633 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $56,706,000 | 1,566 |
| Securities issued by states & political subdivisions | $22,825,000 | 824 |
| Other domestic debt securities | $2,380,000 | 1,612 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,307 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,379,000 | 1,232 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,171,000 | 4,912 |
| Mortgage-backed securities | $30,767,000 | 1,427 |
| Certificates of participation in pools of residential mortgages | $12,571,000 | 2,019 |
| Issued or guaranteed by U.S. | $12,571,000 | 2,009 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $18,196,000 | 770 |
| CMOs issued by government agencies or sponsored agencies | $18,195,000 | 630 |
| Privately issued | $1,000 | 1,199 |
| 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) | $1,685,000 | 2,880 |
| Available-for-sale securities (fair market value) | $80,226,000 | 1,320 |
| Total debt securities | $81,910,000 | 1,494 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $84,513,000 | 1,510 |
| U.S. Government securities | $59,111,000 | 1,570 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $59,111,000 | 1,509 |
| Securities issued by states & political subdivisions | $22,206,000 | 856 |
| Other domestic debt securities | $3,196,000 | 1,432 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,303 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,195,000 | 1,073 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,243,000 | 5,755 |
| Mortgage-backed securities | $29,508,000 | 1,508 |
| Certificates of participation in pools of residential mortgages | $13,436,000 | 1,955 |
| Issued or guaranteed by U.S. | $13,436,000 | 1,947 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $16,072,000 | 852 |
| CMOs issued by government agencies or sponsored agencies | $16,071,000 | 709 |
| Privately issued | $1,000 | 1,199 |
| 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) | $1,567,000 | 2,948 |
| Available-for-sale securities (fair market value) | $82,946,000 | 1,301 |
| Total debt securities | $84,515,000 | 1,466 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $85,862,000 | 1,494 |
| U.S. Government securities | $60,334,000 | 1,545 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $60,334,000 | 1,485 |
| Securities issued by states & political subdivisions | $22,239,000 | 857 |
| Other domestic debt securities | $3,289,000 | 1,426 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,280 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,288,000 | 1,095 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,252,000 | 5,744 |
| Mortgage-backed securities | $30,516,000 | 1,477 |
| Certificates of participation in pools of residential mortgages | $15,085,000 | 1,838 |
| Issued or guaranteed by U.S. | $15,085,000 | 1,829 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $15,431,000 | 857 |
| CMOs issued by government agencies or sponsored agencies | $15,430,000 | 721 |
| Privately issued | $1,000 | 1,166 |
| 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) | $2,832,000 | 2,539 |
| Available-for-sale securities (fair market value) | $83,030,000 | 1,301 |
| Total debt securities | $85,863,000 | 1,449 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $83,324,000 | 1,553 |
| U.S. Government securities | $59,704,000 | 1,587 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $59,704,000 | 1,523 |
| Securities issued by states & political subdivisions | $20,768,000 | 909 |
| Other domestic debt securities | $2,852,000 | 1,616 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,279 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,851,000 | 1,283 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,193,000 | 5,312 |
| Mortgage-backed securities | $29,690,000 | 1,524 |
| Certificates of participation in pools of residential mortgages | $17,423,000 | 1,673 |
| Issued or guaranteed by U.S. | $17,423,000 | 1,661 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $12,267,000 | 993 |
| CMOs issued by government agencies or sponsored agencies | $12,266,000 | 859 |
| Privately issued | $1,000 | 1,171 |
| 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) | $2,913,000 | 2,530 |
| Available-for-sale securities (fair market value) | $80,411,000 | 1,356 |
| Total debt securities | $83,324,000 | 1,507 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $81,028,000 | 1,598 |
| U.S. Government securities | $57,947,000 | 1,606 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $57,947,000 | 1,547 |
| Securities issued by states & political subdivisions | $20,177,000 | 960 |
| Other domestic debt securities | $2,904,000 | 1,694 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,343 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,903,000 | 1,350 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,275,000 | 5,727 |
| Mortgage-backed securities | $28,117,000 | 1,593 |
| Certificates of participation in pools of residential mortgages | $17,912,000 | 1,671 |
| Issued or guaranteed by U.S. | $17,912,000 | 1,661 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $10,205,000 | 1,140 |
| CMOs issued by government agencies or sponsored agencies | $10,204,000 | 995 |
| Privately issued | $1,000 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,073,000 | 2,467 |
| Available-for-sale securities (fair market value) | $77,955,000 | 1,405 |
| Total debt securities | $81,030,000 | 1,555 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $85,424,000 | 1,563 |
| U.S. Government securities | $59,234,000 | 1,633 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $59,234,000 | 1,573 |
| Securities issued by states & political subdivisions | $19,049,000 | 1,018 |
| Other domestic debt securities | $7,141,000 | 1,042 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,185 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,139,000 | 818 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,253,000 | 5,683 |
| Mortgage-backed securities | $27,126,000 | 1,654 |
| Certificates of participation in pools of residential mortgages | $17,889,000 | 1,682 |
| Issued or guaranteed by U.S. | $17,889,000 | 1,669 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $9,237,000 | 1,182 |
| CMOs issued by government agencies or sponsored agencies | $9,235,000 | 1,097 |
| Privately issued | $2,000 | 1,031 |
| 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) | $4,484,000 | 2,165 |
| Available-for-sale securities (fair market value) | $80,940,000 | 1,407 |
| Total debt securities | $85,424,000 | 1,515 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $78,909,000 | 1,662 |
| U.S. Government securities | $52,431,000 | 1,783 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $52,431,000 | 1,723 |
| Securities issued by states & political subdivisions | $19,260,000 | 1,019 |
| Other domestic debt securities | $7,218,000 | 1,089 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,270 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,216,000 | 864 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,238,000 | 5,667 |
| Mortgage-backed securities | $25,791,000 | 1,687 |
| Certificates of participation in pools of residential mortgages | $16,673,000 | 1,750 |
| Issued or guaranteed by U.S. | $16,673,000 | 1,742 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $9,118,000 | 1,194 |
| CMOs issued by government agencies or sponsored agencies | $9,116,000 | 1,108 |
| Privately issued | $2,000 | 1,111 |
| 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) | $6,035,000 | 1,918 |
| Available-for-sale securities (fair market value) | $72,874,000 | 1,512 |
| Total debt securities | $78,910,000 | 1,608 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $74,959,000 | 1,677 |
| U.S. Government securities | $49,896,000 | 1,801 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $49,896,000 | 1,731 |
| Securities issued by states & political subdivisions | $18,044,000 | 1,059 |
| Other domestic debt securities | $7,019,000 | 1,134 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,327 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,017,000 | 888 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,567 |
| Mortgage-backed securities | $21,242,000 | 1,959 |
| Certificates of participation in pools of residential mortgages | $13,607,000 | 1,978 |
| Issued or guaranteed by U.S. | $13,607,000 | 1,968 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $7,635,000 | 1,424 |
| CMOs issued by government agencies or sponsored agencies | $7,633,000 | 1,319 |
| Privately issued | $2,000 | 1,174 |
| 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) | $5,357,000 | 2,004 |
| Available-for-sale securities (fair market value) | $69,602,000 | 1,526 |
| Total debt securities | $74,958,000 | 1,622 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $73,124,000 | 1,682 |
| U.S. Government securities | $43,066,000 | 2,006 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $43,066,000 | 1,940 |
| Securities issued by states & political subdivisions | $15,802,000 | 1,156 |
| Other domestic debt securities | $14,256,000 | 749 |
| Privately issued residential mortgage-backed securities | $9,552,000 | 313 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,704,000 | 1,187 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,062,000 | 6,523 |
| Mortgage-backed securities | $20,382,000 | 1,996 |
| Certificates of participation in pools of residential mortgages | $10,507,000 | 2,304 |
| Issued or guaranteed by U.S. | $957,000 | 5,409 |
| Privately issued | $9,550,000 | 54 |
| Collaterized mortgage obligations | $9,875,000 | 1,276 |
| CMOs issued by government agencies or sponsored agencies | $9,873,000 | 1,179 |
| Privately issued | $2,000 | 1,206 |
| 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) | $6,229,000 | 1,936 |
| Available-for-sale securities (fair market value) | $66,895,000 | 1,555 |
| Total debt securities | $73,124,000 | 1,633 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $66,085,000 | 1,833 |
| U.S. Government securities | $35,359,000 | 2,371 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $35,359,000 | 2,276 |
| Securities issued by states & political subdivisions | $14,239,000 | 1,290 |
| Other domestic debt securities | $16,487,000 | 681 |
| Privately issued residential mortgage-backed securities | $11,504,000 | 273 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,983,000 | 1,143 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000 | 7,396 |
| Mortgage-backed securities | $23,174,000 | 1,801 |
| Certificates of participation in pools of residential mortgages | $11,504,000 | 2,153 |
| Issued or guaranteed by U.S. | $2,000 | 7,100 |
| Privately issued | $11,502,000 | 55 |
| Collaterized mortgage obligations | $11,670,000 | 1,165 |
| CMOs issued by government agencies or sponsored agencies | $11,668,000 | 1,064 |
| Privately issued | $2,000 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,112,000 | 1,991 |
| Available-for-sale securities (fair market value) | $59,973,000 | 1,681 |
| Total debt securities | $66,085,000 | 1,768 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $59,313,000 | 1,891 |
| U.S. Government securities | $36,345,000 | 2,150 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $36,345,000 | 2,024 |
| Securities issued by states & political subdivisions | $8,509,000 | 1,967 |
| Other domestic debt securities | $14,459,000 | 744 |
| Privately issued residential mortgage-backed securities | $14,459,000 | 281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,746 |
| Mortgage-backed securities | $25,994,000 | 1,527 |
| Certificates of participation in pools of residential mortgages | $9,754,000 | 2,151 |
| Issued or guaranteed by U.S. | $527,000 | 5,658 |
| Privately issued | $9,227,000 | 63 |
| Collaterized mortgage obligations | $16,240,000 | 948 |
| CMOs issued by government agencies or sponsored agencies | $11,008,000 | 1,130 |
| Privately issued | $5,232,000 | 363 |
| 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) | $6,473,000 | 1,994 |
| Available-for-sale securities (fair market value) | $52,840,000 | 1,747 |
| Total debt securities | $59,313,000 | 1,824 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $49,568,000 | 2,198 |
| U.S. Government securities | $41,507,000 | 1,924 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $41,507,000 | 1,789 |
| Securities issued by states & political subdivisions | $3,213,000 | 3,594 |
| Other domestic debt securities | $4,848,000 | 1,233 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,491 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,844,000 | 1,029 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 7,050 |
| Mortgage-backed securities | $3,404,000 | 3,977 |
| Certificates of participation in pools of residential mortgages | $1,794,000 | 4,115 |
| Issued or guaranteed by U.S. | $1,794,000 | 4,088 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,610,000 | 2,474 |
| CMOs issued by government agencies or sponsored agencies | $1,606,000 | 2,335 |
| Privately issued | $4,000 | 1,301 |
| 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) | $18,430,000 | 1,219 |
| Available-for-sale securities (fair market value) | $31,138,000 | 2,684 |
| Total debt securities | $49,568,000 | 2,112 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $43,438,000 | 2,598 |
| U.S. Government securities | $37,402,000 | 2,257 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $37,402,000 | 2,005 |
| Securities issued by states & political subdivisions | $1,750,000 | 4,834 |
| Other domestic debt securities | $4,286,000 | 1,294 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,579 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,280,000 | 1,048 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 7,147 |
| Mortgage-backed securities | $4,363,000 | 3,826 |
| Certificates of participation in pools of residential mortgages | $2,072,000 | 4,152 |
| Issued or guaranteed by U.S. | $2,072,000 | 4,133 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,291,000 | 2,322 |
| CMOs issued by government agencies or sponsored agencies | $2,285,000 | 2,189 |
| Privately issued | $6,000 | 1,386 |
| 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) | $18,209,000 | 1,364 |
| Available-for-sale securities (fair market value) | $25,229,000 | 3,240 |
| Total debt securities | $43,438,000 | 2,510 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $41,640,000 | 2,750 |
| U.S. Government securities | $36,276,000 | 2,359 |
| U.S. Treasury securities | $2,310,000 | 3,602 |
| U.S. Government agency obligations | $33,966,000 | 2,111 |
| Securities issued by states & political subdivisions | $2,466,000 | 4,367 |
| Other domestic debt securities | $2,898,000 | 1,460 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,624 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,889,000 | 1,187 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,305,000 | 6,804 |
| Mortgage-backed securities | $8,640,000 | 2,936 |
| Certificates of participation in pools of residential mortgages | $3,757,000 | 3,448 |
| Issued or guaranteed by U.S. | $3,757,000 | 3,432 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $4,883,000 | 1,788 |
| CMOs issued by government agencies or sponsored agencies | $4,874,000 | 1,674 |
| Privately issued | $9,000 | 1,408 |
| 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) | $16,961,000 | 1,580 |
| Available-for-sale securities (fair market value) | $24,679,000 | 3,262 |
| Total debt securities | $41,640,000 | 2,649 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $38,982,000 | 2,881 |
| U.S. Government securities | $36,777,000 | 2,446 |
| U.S. Treasury securities | $2,659,000 | 4,541 |
| U.S. Government agency obligations | $34,118,000 | 2,034 |
| Securities issued by states & political subdivisions | $1,643,000 | 4,959 |
| Other domestic debt securities | $562,000 | 2,226 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,657 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $550,000 | 1,767 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,154,000 | 7,319 |
| Mortgage-backed securities | $13,080,000 | 2,222 |
| Certificates of participation in pools of residential mortgages | $4,753,000 | 2,981 |
| Issued or guaranteed by U.S. | $4,753,000 | 2,965 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $8,327,000 | 1,263 |
| CMOs issued by government agencies or sponsored agencies | $8,315,000 | 1,207 |
| Privately issued | $12,000 | 1,408 |
| 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) | $20,223,000 | 1,649 |
| Available-for-sale securities (fair market value) | $18,759,000 | 3,784 |
| Total debt securities | $38,982,000 | 2,798 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $44,065,000 | 2,737 |
| U.S. Government securities | $41,084,000 | 2,361 |
| U.S. Treasury securities | $3,160,000 | 4,909 |
| U.S. Government agency obligations | $37,924,000 | 1,909 |
| Securities issued by states & political subdivisions | $2,203,000 | 4,611 |
| Other domestic debt securities | $778,000 | 2,300 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,969 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $762,000 | 1,757 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,156,000 | 7,634 |
| Mortgage-backed securities | $15,203,000 | 2,243 |
| Certificates of participation in pools of residential mortgages | $4,648,000 | 3,335 |
| Issued or guaranteed by U.S. | $4,648,000 | 3,313 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $10,555,000 | 1,211 |
| CMOs issued by government agencies or sponsored agencies | $10,539,000 | 1,144 |
| Privately issued | $16,000 | 1,673 |
| 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) | $25,928,000 | 1,534 |
| Available-for-sale securities (fair market value) | $18,137,000 | 4,129 |
| Total debt securities | $44,065,000 | 2,676 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $39,180,000 | 3,228 |
| U.S. Government securities | $35,962,000 | 2,798 |
| U.S. Treasury securities | $5,176,000 | 4,447 |
| U.S. Government agency obligations | $30,786,000 | 2,264 |
| Securities issued by states & political subdivisions | $2,421,000 | 4,475 |
| Other domestic debt securities | $797,000 | 2,730 |
| Privately issued residential mortgage-backed securities | $21,000 | 2,358 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $776,000 | 2,138 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $850,000 | 8,358 |
| Mortgage-backed securities | $11,628,000 | 2,801 |
| Certificates of participation in pools of residential mortgages | $1,339,000 | 5,639 |
| Issued or guaranteed by U.S. | $1,339,000 | 5,611 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $10,289,000 | 1,367 |
| CMOs issued by government agencies or sponsored agencies | $10,268,000 | 1,309 |
| Privately issued | $21,000 | 2,029 |
| 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) | $24,694,000 | 1,659 |
| Available-for-sale securities (fair market value) | $14,486,000 | 4,968 |
| Total debt securities | $39,180,000 | 3,135 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $42,115,000 | 3,116 |
| U.S. Government securities | $39,362,000 | 2,665 |
| U.S. Treasury securities | $6,608,000 | 4,624 |
| U.S. Government agency obligations | $32,754,000 | 2,073 |
| Securities issued by states & political subdivisions | $2,214,000 | 4,923 |
| Other domestic debt securities | $539,000 | 3,443 |
| Privately issued residential mortgage-backed securities | $25,000 | 2,639 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $514,000 | 2,790 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $850,000 | 8,687 |
| Mortgage-backed securities | $10,842,000 | 3,065 |
| Certificates of participation in pools of residential mortgages | $364,000 | 7,793 |
| Issued or guaranteed by U.S. | $364,000 | 7,766 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $10,478,000 | 1,434 |
| CMOs issued by government agencies or sponsored agencies | $10,453,000 | 1,363 |
| Privately issued | $25,000 | 2,300 |
| 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) | $23,944,000 | 2,973 |
| Available-for-sale securities (fair market value) | $18,171,000 | 3,063 |
| Total debt securities | $42,115,000 | 3,040 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $36,698,000 | 3,739 |
| U.S. Government securities | $34,352,000 | 3,177 |
| U.S. Treasury securities | $6,159,000 | 4,970 |
| U.S. Government agency obligations | $28,193,000 | 2,441 |
| Securities issued by states & political subdivisions | $2,346,000 | 4,898 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $850,000 | 8,847 |
| Mortgage-backed securities | $11,442,000 | 3,345 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $11,442,000 | 1,538 |
| CMOs issued by government agencies or sponsored agencies | $11,442,000 | 1,459 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $36,698,000 | 3,658 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $28,811,000 | 4,623 |
| U.S. Government securities | $26,039,000 | 4,083 |
| U.S. Treasury securities | $6,368,000 | 4,932 |
| U.S. Government agency obligations | $19,671,000 | 3,281 |
| Securities issued by states & political subdivisions | $2,772,000 | 4,261 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,750,000 | 7,451 |
| Mortgage-backed securities | $10,469,000 | 3,627 |
| Certificates of participation in pools of residential mortgages | $36,000 | 10,074 |
| Issued or guaranteed by U.S. | $36,000 | 9,997 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $10,433,000 | 1,620 |
| CMOs issued by government agencies or sponsored agencies | $10,433,000 | 1,442 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $28,811,000 | 4,519 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |