Home > Kentucky Farmers Bank Corporation > Securities
Kentucky Farmers Bank Corporation, Securities
| 2023-12-31 | Rank | |
| Total securities | $92,510,000 | 1,796 |
| U.S. Government securities | $17,177,000 | 3,138 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $17,177,000 | 2,756 |
| Securities issued by states & political subdivisions | $60,881,000 | 742 |
| Other domestic debt securities | $14,184,000 | 850 |
| Privately issued residential mortgage-backed securities | $6,760,000 | 329 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,222,000 | 422 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $5,202,000 | 949 |
| Foreign debt securities | $268,000 | 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 | $44,302,000 | 1,574 |
| Mortgage-backed securities | $9,689,000 | 2,590 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,796,000 | 2,889 |
| Privately issued | $4,408,000 | 96 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $133,000 | 2,539 |
| Privately issued | $2,352,000 | 337 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $92,510,000 | 1,594 |
| Total debt securities | $92,510,000 | 1,776 |
| Structured notes | ||
| Amortized cost | $3,699,000 | 409 |
| Fair value | $3,659,000 | 383 |
| 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 | $92,656,000 | 1,781 |
| U.S. Government securities | $18,413,000 | 3,065 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $18,413,000 | 2,668 |
| Securities issued by states & political subdivisions | $59,998,000 | 735 |
| Other domestic debt securities | $14,003,000 | 846 |
| Privately issued residential mortgage-backed securities | $6,668,000 | 311 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,263,000 | 401 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $5,072,000 | 948 |
| Foreign debt securities | $242,000 | 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 | $42,428,000 | 1,557 |
| Mortgage-backed securities | $9,655,000 | 2,583 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,855,000 | 2,883 |
| Privately issued | $4,211,000 | 96 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $132,000 | 2,533 |
| Privately issued | $2,457,000 | 323 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $92,656,000 | 1,568 |
| Total debt securities | $92,656,000 | 1,764 |
| Structured notes | ||
| Amortized cost | $3,683,000 | 427 |
| Fair value | $3,500,000 | 402 |
| 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 | $97,365,000 | 1,772 |
| U.S. Government securities | $18,949,000 | 3,079 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $18,949,000 | 2,696 |
| Securities issued by states & political subdivisions | $63,635,000 | 738 |
| Other domestic debt securities | $14,529,000 | 835 |
| Privately issued residential mortgage-backed securities | $7,142,000 | 315 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,327,000 | 392 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $5,060,000 | 958 |
| Foreign debt securities | $252,000 | 294 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,641,000 | 1,454 |
| Mortgage-backed securities | $10,256,000 | 2,576 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,971,000 | 2,896 |
| Privately issued | $4,515,000 | 97 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $143,000 | 2,531 |
| Privately issued | $2,627,000 | 317 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $97,365,000 | 1,559 |
| Total debt securities | $97,364,000 | 1,753 |
| Structured notes | ||
| Amortized cost | $3,668,000 | 458 |
| Fair value | $3,506,000 | 440 |
| 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 | $96,066,000 | 1,859 |
| U.S. Government securities | $18,133,000 | 3,210 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $18,133,000 | 2,752 |
| Securities issued by states & political subdivisions | $64,344,000 | 761 |
| Other domestic debt securities | $13,337,000 | 925 |
| Privately issued residential mortgage-backed securities | $7,520,000 | 326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,403,000 | 396 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $3,414,000 | 1,165 |
| Foreign debt securities | $252,000 | 267 |
| 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 | $47,846,000 | 1,393 |
| Mortgage-backed securities | $10,648,000 | 2,598 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,972,000 | 2,933 |
| Privately issued | $4,705,000 | 102 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $156,000 | 2,559 |
| Privately issued | $2,815,000 | 328 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $96,066,000 | 1,639 |
| Total debt securities | $96,066,000 | 1,840 |
| Structured notes | ||
| Amortized cost | $2,700,000 | 567 |
| Fair value | $2,573,000 | 549 |
| 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 | $96,486,000 | 1,890 |
| U.S. Government securities | $17,502,000 | 3,262 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $17,502,000 | 2,782 |
| Securities issued by states & political subdivisions | $65,801,000 | 770 |
| Other domestic debt securities | $12,957,000 | 955 |
| Privately issued residential mortgage-backed securities | $7,145,000 | 334 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,475,000 | 398 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $3,337,000 | 1,182 |
| Foreign debt securities | $226,000 | 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 | $44,979,000 | 1,368 |
| Mortgage-backed securities | $10,226,000 | 2,654 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,920,000 | 2,965 |
| Privately issued | $4,681,000 | 116 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $161,000 | 2,573 |
| Privately issued | $2,464,000 | 329 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $96,486,000 | 1,669 |
| Total debt securities | $96,485,000 | 1,872 |
| Structured notes | ||
| Amortized cost | $2,684,000 | 589 |
| Fair value | $2,486,000 | 576 |
| 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 | $94,142,000 | 1,906 |
| U.S. Government securities | $23,233,000 | 2,966 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $23,233,000 | 2,500 |
| Securities issued by states & political subdivisions | $61,680,000 | 825 |
| Other domestic debt securities | $9,004,000 | 1,114 |
| Privately issued residential mortgage-backed securities | $2,951,000 | 424 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,732,000 | 381 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $3,321,000 | 1,185 |
| Foreign debt securities | $225,000 | 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 | $43,176,000 | 1,338 |
| Mortgage-backed securities | $3,119,000 | 3,343 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,845 |
| Privately issued | $254,000 | 192 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $168,000 | 2,586 |
| Privately issued | $2,697,000 | 326 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $94,142,000 | 1,693 |
| Total debt securities | $94,141,000 | 1,889 |
| Structured notes | ||
| Amortized cost | $5,166,000 | 372 |
| Fair value | $4,610,000 | 387 |
| 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 | $91,194,000 | 1,984 |
| U.S. Government securities | $21,185,000 | 3,105 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $21,185,000 | 2,634 |
| Securities issued by states & political subdivisions | $60,420,000 | 867 |
| Other domestic debt securities | $9,360,000 | 1,034 |
| Privately issued residential mortgage-backed securities | $3,107,000 | 420 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,812,000 | 385 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $3,441,000 | 1,180 |
| Foreign debt securities | $229,000 | 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 | $36,370,000 | 1,474 |
| Mortgage-backed securities | $3,283,000 | 3,373 |
| Certificates of participation in pools of residential mortgages | $277,000 | 3,691 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| Privately issued | $277,000 | 193 |
| Collaterized mortgage obligations | $3,006,000 | 1,863 |
| CMOs issued by government agencies or sponsored agencies | $176,000 | 2,607 |
| Privately issued | $2,830,000 | 318 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $91,194,000 | 1,806 |
| Total debt securities | $91,196,000 | 1,968 |
| Structured notes | ||
| Amortized cost | $5,151,000 | 357 |
| Fair value | $4,798,000 | 364 |
| 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 | $92,411,000 | 1,938 |
| U.S. Government securities | $22,450,000 | 2,952 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $22,450,000 | 2,568 |
| Securities issued by states & political subdivisions | $59,891,000 | 885 |
| Other domestic debt securities | $9,821,000 | 980 |
| Privately issued residential mortgage-backed securities | $3,325,000 | 388 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,939,000 | 392 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $3,557,000 | 1,163 |
| Foreign debt securities | $249,000 | 272 |
| 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 | $37,440,000 | 1,416 |
| Mortgage-backed securities | $3,512,000 | 3,348 |
| Certificates of participation in pools of residential mortgages | $308,000 | 3,693 |
| Issued or guaranteed by U.S. | $0 | 3,898 |
| Privately issued | $308,000 | 197 |
| Collaterized mortgage obligations | $3,204,000 | 1,837 |
| CMOs issued by government agencies or sponsored agencies | $187,000 | 2,601 |
| Privately issued | $3,017,000 | 289 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $92,411,000 | 1,783 |
| Total debt securities | $92,409,000 | 1,922 |
| Structured notes | ||
| Amortized cost | $5,135,000 | 315 |
| Fair value | $4,993,000 | 309 |
| 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 | $97,732,000 | 1,818 |
| U.S. Government securities | $24,038,000 | 2,724 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $24,038,000 | 2,469 |
| Securities issued by states & political subdivisions | $63,033,000 | 874 |
| Other domestic debt securities | $10,366,000 | 931 |
| Privately issued residential mortgage-backed securities | $3,543,000 | 357 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,006,000 | 397 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $3,817,000 | 1,080 |
| Foreign debt securities | $295,000 | 255 |
| 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 | $39,856,000 | 1,359 |
| Mortgage-backed securities | $3,740,000 | 3,322 |
| Certificates of participation in pools of residential mortgages | $348,000 | 3,695 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| Privately issued | $348,000 | 202 |
| Collaterized mortgage obligations | $3,392,000 | 1,783 |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 2,598 |
| Privately issued | $3,195,000 | 250 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $97,732,000 | 1,687 |
| Total debt securities | $97,733,000 | 1,798 |
| Structured notes | ||
| Amortized cost | $5,120,000 | 262 |
| Fair value | $5,370,000 | 253 |
| 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 | $95,495,000 | 1,767 |
| U.S. Government securities | $19,472,000 | 2,910 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $19,472,000 | 2,691 |
| Securities issued by states & political subdivisions | $64,968,000 | 836 |
| Other domestic debt securities | $10,733,000 | 857 |
| Privately issued residential mortgage-backed securities | $3,797,000 | 315 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,076,000 | 399 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $3,860,000 | 1,011 |
| Foreign debt securities | $322,000 | 237 |
| 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 | $36,917,000 | 1,380 |
| Mortgage-backed securities | $4,017,000 | 3,321 |
| Certificates of participation in pools of residential mortgages | $381,000 | 3,731 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $381,000 | 185 |
| Collaterized mortgage obligations | $3,636,000 | 1,756 |
| CMOs issued by government agencies or sponsored agencies | $220,000 | 2,629 |
| Privately issued | $3,416,000 | 213 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $95,495,000 | 1,647 |
| Total debt securities | $95,494,000 | 1,749 |
| Structured notes | ||
| Amortized cost | $2,603,000 | 379 |
| Fair value | $2,968,000 | 359 |
| 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 | $89,208,000 | 1,782 |
| U.S. Government securities | $10,725,000 | 3,463 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $10,725,000 | 3,240 |
| Securities issued by states & political subdivisions | $66,675,000 | 791 |
| Other domestic debt securities | $11,454,000 | 792 |
| Privately issued residential mortgage-backed securities | $4,284,000 | 297 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,266,000 | 402 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $3,904,000 | 956 |
| Foreign debt securities | $354,000 | 235 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,494,000 | 1,769 |
| Mortgage-backed securities | $4,523,000 | 3,274 |
| Certificates of participation in pools of residential mortgages | $415,000 | 3,733 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| Privately issued | $415,000 | 201 |
| Collaterized mortgage obligations | $4,108,000 | 1,646 |
| CMOs issued by government agencies or sponsored agencies | $239,000 | 2,612 |
| Privately issued | $3,869,000 | 191 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $89,208,000 | 1,666 |
| Total debt securities | $89,206,000 | 1,768 |
| Structured notes | ||
| Amortized cost | $5,579,000 | 178 |
| Fair value | $6,020,000 | 155 |
| 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 | $78,485,000 | 1,838 |
| U.S. Government securities | $255,000 | 4,577 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $255,000 | 4,470 |
| Securities issued by states & political subdivisions | $65,875,000 | 762 |
| Other domestic debt securities | $12,029,000 | 758 |
| Privately issued residential mortgage-backed securities | $4,699,000 | 285 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,434,000 | 393 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $3,896,000 | 901 |
| Foreign debt securities | $326,000 | 246 |
| 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 | $14,556,000 | 2,262 |
| Mortgage-backed securities | $4,954,000 | 3,193 |
| Certificates of participation in pools of residential mortgages | $460,000 | 3,712 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $460,000 | 208 |
| Collaterized mortgage obligations | $4,494,000 | 1,568 |
| CMOs issued by government agencies or sponsored agencies | $255,000 | 2,579 |
| Privately issued | $4,239,000 | 179 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $78,485,000 | 1,722 |
| Total debt securities | $78,485,000 | 1,824 |
| Structured notes | ||
| Amortized cost | $3,060,000 | 184 |
| Fair value | $3,494,000 | 170 |
| 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 | $80,424,000 | 1,672 |
| U.S. Government securities | $2,031,000 | 4,206 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,031,000 | 4,074 |
| Securities issued by states & political subdivisions | $65,797,000 | 734 |
| Other domestic debt securities | $12,254,000 | 698 |
| Privately issued residential mortgage-backed securities | $4,880,000 | 257 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,491,000 | 368 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $3,883,000 | 865 |
| Foreign debt securities | $342,000 | 246 |
| 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 | $16,126,000 | 2,137 |
| Mortgage-backed securities | $5,158,000 | 3,137 |
| Certificates of participation in pools of residential mortgages | $513,000 | 3,683 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $513,000 | 188 |
| Collaterized mortgage obligations | $4,645,000 | 1,578 |
| CMOs issued by government agencies or sponsored agencies | $278,000 | 2,577 |
| Privately issued | $4,367,000 | 169 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $80,424,000 | 1,566 |
| Total debt securities | $80,424,000 | 1,655 |
| Structured notes | ||
| Amortized cost | $3,039,000 | 114 |
| Fair value | $3,472,000 | 103 |
| 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 | $79,882,000 | 1,590 |
| U.S. Government securities | $2,064,000 | 4,231 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,064,000 | 4,089 |
| Securities issued by states & political subdivisions | $65,241,000 | 669 |
| Other domestic debt securities | $12,262,000 | 674 |
| Privately issued residential mortgage-backed securities | $4,959,000 | 255 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,630,000 | 355 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $3,673,000 | 835 |
| Foreign debt securities | $315,000 | 251 |
| 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 | $15,481,000 | 2,160 |
| Mortgage-backed securities | $5,264,000 | 3,120 |
| Certificates of participation in pools of residential mortgages | $562,000 | 3,663 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $562,000 | 194 |
| Collaterized mortgage obligations | $4,702,000 | 1,596 |
| CMOs issued by government agencies or sponsored agencies | $305,000 | 2,580 |
| Privately issued | $4,397,000 | 163 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $79,882,000 | 1,483 |
| Total debt securities | $79,884,000 | 1,575 |
| Structured notes | ||
| Amortized cost | $3,066,000 | 108 |
| Fair value | $3,388,000 | 101 |
| 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 | $80,827,000 | 1,526 |
| U.S. Government securities | $2,105,000 | 4,261 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,105,000 | 4,109 |
| Securities issued by states & political subdivisions | $65,630,000 | 607 |
| Other domestic debt securities | $12,801,000 | 619 |
| Privately issued residential mortgage-backed securities | $5,374,000 | 222 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,770,000 | 311 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,657,000 | 804 |
| Foreign debt securities | $291,000 | 264 |
| 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 | $15,121,000 | 2,196 |
| Mortgage-backed securities | $5,714,000 | 3,071 |
| Certificates of participation in pools of residential mortgages | $606,000 | 3,653 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $606,000 | 187 |
| Collaterized mortgage obligations | $5,108,000 | 1,582 |
| CMOs issued by government agencies or sponsored agencies | $340,000 | 2,584 |
| Privately issued | $4,768,000 | 145 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $80,827,000 | 1,421 |
| Total debt securities | $80,827,000 | 1,512 |
| Structured notes | ||
| Amortized cost | $3,123,000 | 117 |
| Fair value | $3,339,000 | 111 |
| 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 | $84,100,000 | 1,438 |
| U.S. Government securities | $5,884,000 | 3,773 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $5,884,000 | 3,597 |
| Securities issued by states & political subdivisions | $63,886,000 | 556 |
| Other domestic debt securities | $13,784,000 | 581 |
| Privately issued residential mortgage-backed securities | $6,147,000 | 222 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,998,000 | 285 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $3,639,000 | 730 |
| Foreign debt securities | $262,000 | 271 |
| Equity securities | $284,000 | 117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,448,000 | 2,184 |
| Mortgage-backed securities | $6,531,000 | 2,994 |
| Certificates of participation in pools of residential mortgages | $635,000 | 3,660 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $635,000 | 193 |
| Collaterized mortgage obligations | $5,896,000 | 1,525 |
| CMOs issued by government agencies or sponsored agencies | $384,000 | 2,570 |
| Privately issued | $5,512,000 | 137 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $84,100,000 | 1,338 |
| Total debt securities | $83,818,000 | 1,429 |
| Structured notes | ||
| Amortized cost | $5,661,000 | 93 |
| Fair value | $5,675,000 | 90 |
| 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 | $68,336,000 | 1,681 |
| U.S. Government securities | $9,004,000 | 3,496 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $9,004,000 | 3,338 |
| Securities issued by states & political subdivisions | $43,484,000 | 771 |
| Other domestic debt securities | $14,778,000 | 533 |
| Privately issued residential mortgage-backed securities | $6,829,000 | 193 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $4,274,000 | 258 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $3,675,000 | 700 |
| Foreign debt securities | $246,000 | 262 |
| Equity securities | $824,000 | 104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,224,000 | 2,135 |
| Mortgage-backed securities | $7,257,000 | 2,863 |
| Certificates of participation in pools of residential mortgages | $638,000 | 3,668 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $638,000 | 178 |
| Collaterized mortgage obligations | $6,619,000 | 1,432 |
| CMOs issued by government agencies or sponsored agencies | $428,000 | 2,563 |
| Privately issued | $6,191,000 | 133 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $68,336,000 | 1,550 |
| Total debt securities | $67,512,000 | 1,678 |
| Structured notes | ||
| Amortized cost | $6,205,000 | 110 |
| Fair value | $6,224,000 | 109 |
| 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 | $75,337,000 | 1,566 |
| U.S. Government securities | $12,396,000 | 3,196 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $12,396,000 | 3,044 |
| Securities issued by states & political subdivisions | $46,296,000 | 721 |
| Other domestic debt securities | $15,649,000 | 497 |
| Privately issued residential mortgage-backed securities | $6,503,000 | 197 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $4,492,000 | 243 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $4,654,000 | 620 |
| Foreign debt securities | $261,000 | 259 |
| Equity securities | $735,000 | 155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,650,000 | 2,207 |
| Mortgage-backed securities | $6,934,000 | 2,902 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $6,934,000 | 1,408 |
| CMOs issued by government agencies or sponsored agencies | $431,000 | 2,578 |
| Privately issued | $6,503,000 | 128 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $75,337,000 | 1,444 |
| Total debt securities | $74,601,000 | 1,566 |
| Structured notes | ||
| Amortized cost | $10,587,000 | 97 |
| Fair value | $10,593,000 | 96 |
| 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 | $76,184,000 | 1,575 |
| U.S. Government securities | $11,269,000 | 3,364 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $11,269,000 | 3,209 |
| Securities issued by states & political subdivisions | $46,635,000 | 726 |
| Other domestic debt securities | $17,129,000 | 457 |
| Privately issued residential mortgage-backed securities | $6,786,000 | 177 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $4,679,000 | 228 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $5,664,000 | 578 |
| Foreign debt securities | $268,000 | 270 |
| Equity securities | $883,000 | 160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,498,000 | 2,268 |
| Mortgage-backed securities | $7,236,000 | 2,873 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $7,236,000 | 1,377 |
| CMOs issued by government agencies or sponsored agencies | $450,000 | 2,564 |
| Privately issued | $6,786,000 | 128 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $76,184,000 | 1,448 |
| Total debt securities | $75,302,000 | 1,568 |
| Structured notes | ||
| Amortized cost | $13,045,000 | 97 |
| Fair value | $13,082,000 | 95 |
| 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 | $77,186,000 | 1,576 |
| U.S. Government securities | $12,596,000 | 3,257 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $12,596,000 | 3,090 |
| Securities issued by states & political subdivisions | $46,151,000 | 754 |
| Other domestic debt securities | $17,645,000 | 451 |
| Privately issued residential mortgage-backed securities | $7,367,000 | 169 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $4,885,000 | 209 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $5,393,000 | 594 |
| Foreign debt securities | $248,000 | 296 |
| Equity securities | $546,000 | 192 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,786,000 | 2,374 |
| Mortgage-backed securities | $7,867,000 | 2,813 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $7,867,000 | 1,326 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 2,564 |
| Privately issued | $7,367,000 | 121 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $77,186,000 | 1,449 |
| Total debt securities | $76,640,000 | 1,564 |
| Structured notes | ||
| Amortized cost | $13,028,000 | 106 |
| Fair value | $12,651,000 | 107 |
| 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 | $77,652,000 | 1,570 |
| U.S. Government securities | $12,965,000 | 3,262 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $12,965,000 | 3,093 |
| Securities issued by states & political subdivisions | $45,808,000 | 783 |
| Other domestic debt securities | $18,327,000 | 426 |
| Privately issued residential mortgage-backed securities | $7,909,000 | 149 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $5,078,000 | 195 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $5,340,000 | 588 |
| Foreign debt securities | $229,000 | 308 |
| Equity securities | $323,000 | 352 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,123,000 | 2,365 |
| Mortgage-backed securities | $8,431,000 | 2,755 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $8,431,000 | 1,268 |
| CMOs issued by government agencies or sponsored agencies | $522,000 | 2,555 |
| Privately issued | $7,909,000 | 115 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $77,652,000 | 1,444 |
| Total debt securities | $77,329,000 | 1,559 |
| Structured notes | ||
| Amortized cost | $13,010,000 | 108 |
| Fair value | $12,480,000 | 111 |
| 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 | $78,325,000 | 1,569 |
| U.S. Government securities | $12,716,000 | 3,328 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $12,716,000 | 3,177 |
| Securities issued by states & political subdivisions | $45,475,000 | 788 |
| Other domestic debt securities | $18,286,000 | 407 |
| Privately issued residential mortgage-backed securities | $8,470,000 | 122 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $5,341,000 | 186 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $4,475,000 | 635 |
| Foreign debt securities | $93,000 | 320 |
| Equity securities | $1,755,000 | 210 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,420,000 | 2,423 |
| Mortgage-backed securities | $8,970,000 | 2,722 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $8,970,000 | 1,211 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 2,562 |
| Privately issued | $8,470,000 | 109 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $78,325,000 | 1,434 |
| Total debt securities | $76,569,000 | 1,567 |
| Structured notes | ||
| Amortized cost | $10,991,000 | 122 |
| Fair value | $10,267,000 | 123 |
| 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 | $82,992,000 | 1,511 |
| U.S. Government securities | $13,821,000 | 3,217 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $13,821,000 | 3,066 |
| Securities issued by states & political subdivisions | $50,222,000 | 727 |
| Other domestic debt securities | $18,488,000 | 447 |
| Privately issued residential mortgage-backed securities | $8,799,000 | 208 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $5,478,000 | 172 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $4,211,000 | 659 |
| Foreign debt securities | $28,000 | 326 |
| Equity securities | $433,000 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,544,000 | 2,446 |
| Mortgage-backed securities | $9,326,000 | 2,718 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $9,326,000 | 1,194 |
| CMOs issued by government agencies or sponsored agencies | $527,000 | 2,574 |
| Privately issued | $8,799,000 | 108 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $82,992,000 | 1,386 |
| Total debt securities | $82,558,000 | 1,502 |
| Structured notes | ||
| Amortized cost | $10,591,000 | 126 |
| Fair value | $9,996,000 | 128 |
| 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 | $84,482,000 | 1,510 |
| U.S. Government securities | $13,934,000 | 3,287 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $13,934,000 | 3,126 |
| Securities issued by states & political subdivisions | $48,834,000 | 774 |
| Other domestic debt securities | $19,403,000 | 383 |
| Privately issued residential mortgage-backed securities | $9,408,000 | 113 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $5,665,000 | 160 |
| Structured financial products - Total | $5,000 | 190 |
| Other domestic debt securities - All other | $4,325,000 | 672 |
| Foreign debt securities | $55,000 | 312 |
| Equity securities | $2,256,000 | 196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,977,000 | 2,538 |
| Mortgage-backed securities | $9,977,000 | 2,665 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,977,000 | 1,142 |
| CMOs issued by government agencies or sponsored agencies | $569,000 | 2,551 |
| Privately issued | $9,408,000 | 108 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $84,482,000 | 1,371 |
| Total debt securities | $82,221,000 | 1,521 |
| Structured notes | ||
| Amortized cost | $10,589,000 | 126 |
| Fair value | $10,153,000 | 127 |
| 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 | $84,431,000 | 1,542 |
| U.S. Government securities | $13,786,000 | 3,328 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $13,786,000 | 3,187 |
| Securities issued by states & political subdivisions | $49,630,000 | 796 |
| Other domestic debt securities | $20,276,000 | 374 |
| Privately issued residential mortgage-backed securities | $10,063,000 | 118 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $5,827,000 | 159 |
| Structured financial products - Total | $8,000 | 201 |
| Other domestic debt securities - All other | $4,378,000 | 670 |
| Foreign debt securities | $55,000 | 309 |
| Equity securities | $684,000 | 557 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,261,000 | 2,546 |
| Mortgage-backed securities | $10,712,000 | 2,633 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $10,712,000 | 1,091 |
| CMOs issued by government agencies or sponsored agencies | $649,000 | 2,504 |
| Privately issued | $10,063,000 | 114 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $84,431,000 | 1,402 |
| Total debt securities | $83,747,000 | 1,532 |
| Structured notes | ||
| Amortized cost | $10,587,000 | 121 |
| Fair value | $10,417,000 | 120 |
| 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 | $86,644,000 | 1,524 |
| U.S. Government securities | $12,309,000 | 3,502 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $12,309,000 | 3,368 |
| Securities issued by states & political subdivisions | $51,221,000 | 776 |
| Other domestic debt securities | $20,052,000 | 392 |
| Privately issued residential mortgage-backed securities | $10,559,000 | 116 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $6,061,000 | 147 |
| Structured financial products - Total | $9,000 | 211 |
| Other domestic debt securities - All other | $3,423,000 | 781 |
| Foreign debt securities | $82,000 | 327 |
| Equity securities | $2,980,000 | 311 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,655,000 | 2,628 |
| Mortgage-backed securities | $11,236,000 | 2,612 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $11,236,000 | 1,069 |
| CMOs issued by government agencies or sponsored agencies | $677,000 | 2,498 |
| Privately issued | $10,559,000 | 110 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $86,644,000 | 1,385 |
| Total debt securities | $83,663,000 | 1,552 |
| Structured notes | ||
| Amortized cost | $8,989,000 | 145 |
| Fair value | $8,918,000 | 142 |
| 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 | $86,175,000 | 1,559 |
| U.S. Government securities | $11,626,000 | 3,619 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $11,626,000 | 3,485 |
| Securities issued by states & political subdivisions | $51,008,000 | 791 |
| Other domestic debt securities | $23,008,000 | 365 |
| Privately issued residential mortgage-backed securities | $12,250,000 | 113 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $7,317,000 | 129 |
| Structured financial products - Total | $11,000 | 215 |
| Other domestic debt securities - All other | $3,430,000 | 790 |
| Foreign debt securities | $82,000 | 340 |
| Equity securities | $451,000 | 653 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,702,000 | 2,634 |
| Mortgage-backed securities | $13,215,000 | 2,466 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,591 |
| Issued or guaranteed by U.S. | $1,000 | 4,585 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,214,000 | 964 |
| CMOs issued by government agencies or sponsored agencies | $964,000 | 2,399 |
| Privately issued | $12,250,000 | 108 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $86,175,000 | 1,412 |
| Total debt securities | $85,724,000 | 1,545 |
| Structured notes | ||
| Amortized cost | $7,988,000 | 168 |
| Fair value | $7,942,000 | 165 |
| 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 | $86,931,000 | 1,562 |
| U.S. Government securities | $11,904,000 | 3,637 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $11,904,000 | 3,502 |
| Securities issued by states & political subdivisions | $49,837,000 | 819 |
| Other domestic debt securities | $24,177,000 | 368 |
| Privately issued residential mortgage-backed securities | $12,949,000 | 109 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $7,833,000 | 135 |
| Structured financial products - Total | $12,000 | 217 |
| Other domestic debt securities - All other | $3,383,000 | 814 |
| Foreign debt securities | $109,000 | 335 |
| Equity securities | $904,000 | 543 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,468,000 | 2,701 |
| Mortgage-backed securities | $13,791,000 | 2,457 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,641 |
| Issued or guaranteed by U.S. | $2,000 | 4,636 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,789,000 | 947 |
| CMOs issued by government agencies or sponsored agencies | $840,000 | 2,486 |
| Privately issued | $12,949,000 | 105 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $86,931,000 | 1,409 |
| Total debt securities | $86,028,000 | 1,553 |
| Structured notes | ||
| Amortized cost | $8,009,000 | 176 |
| Fair value | $7,871,000 | 180 |
| 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 | $87,051,000 | 1,566 |
| U.S. Government securities | $11,015,000 | 3,724 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,015,000 | 3,579 |
| Securities issued by states & political subdivisions | $50,608,000 | 804 |
| Other domestic debt securities | $24,782,000 | 349 |
| Privately issued residential mortgage-backed securities | $15,493,000 | 103 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $6,743,000 | 137 |
| Structured financial products - Total | $22,000 | 222 |
| Other domestic debt securities - All other | $2,524,000 | 920 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $646,000 | 588 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,562,000 | 2,676 |
| Mortgage-backed securities | $16,463,000 | 2,238 |
| Certificates of participation in pools of residential mortgages | $5,000 | 4,649 |
| Issued or guaranteed by U.S. | $5,000 | 4,643 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $16,458,000 | 837 |
| CMOs issued by government agencies or sponsored agencies | $965,000 | 2,437 |
| Privately issued | $15,493,000 | 98 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $87,051,000 | 1,404 |
| Total debt securities | $86,406,000 | 1,545 |
| Structured notes | ||
| Amortized cost | $5,784,000 | 224 |
| Fair value | $5,638,000 | 222 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $84,786,000 | 1,580 |
| U.S. Government securities | $8,333,000 | 4,080 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $8,333,000 | 3,957 |
| Securities issued by states & political subdivisions | $47,961,000 | 854 |
| Other domestic debt securities | $26,095,000 | 333 |
| Privately issued residential mortgage-backed securities | $15,468,000 | 104 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $6,961,000 | 136 |
| Structured financial products - Total | $27,000 | 224 |
| Other domestic debt securities - All other | $3,639,000 | 782 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $2,397,000 | 354 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,097,000 | 2,725 |
| Mortgage-backed securities | $16,000,000 | 2,269 |
| Certificates of participation in pools of residential mortgages | $7,000 | 4,674 |
| Issued or guaranteed by U.S. | $7,000 | 4,670 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $15,993,000 | 870 |
| CMOs issued by government agencies or sponsored agencies | $525,000 | 2,650 |
| Privately issued | $15,468,000 | 101 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $84,786,000 | 1,423 |
| Total debt securities | $82,388,000 | 1,588 |
| Structured notes | ||
| Amortized cost | $5,783,000 | 214 |
| Fair value | $5,813,000 | 211 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $87,165,000 | 1,568 |
| U.S. Government securities | $9,042,000 | 4,080 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $9,042,000 | 3,953 |
| Securities issued by states & political subdivisions | $48,091,000 | 856 |
| Other domestic debt securities | $27,856,000 | 325 |
| Privately issued residential mortgage-backed securities | $15,203,000 | 114 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $7,205,000 | 135 |
| Structured financial products - Total | $30,000 | 232 |
| Other domestic debt securities - All other | $5,418,000 | 616 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $2,176,000 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,308,000 | 2,760 |
| Mortgage-backed securities | $15,276,000 | 2,362 |
| Certificates of participation in pools of residential mortgages | $10,000 | 4,726 |
| Issued or guaranteed by U.S. | $10,000 | 4,720 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $15,266,000 | 909 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 2,995 |
| Privately issued | $15,203,000 | 104 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $87,165,000 | 1,411 |
| Total debt securities | $84,988,000 | 1,578 |
| Structured notes | ||
| Amortized cost | $6,283,000 | 227 |
| Fair value | $6,330,000 | 228 |
| 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 | $86,021,000 | 1,599 |
| U.S. Government securities | $11,982,000 | 3,814 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $11,982,000 | 3,685 |
| Securities issued by states & political subdivisions | $43,672,000 | 918 |
| Other domestic debt securities | $29,499,000 | 313 |
| Privately issued residential mortgage-backed securities | $16,383,000 | 111 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $7,834,000 | 132 |
| Structured financial products - Total | $34,000 | 230 |
| Other domestic debt securities - All other | $5,248,000 | 632 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $868,000 | 571 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,641,000 | 2,677 |
| Mortgage-backed securities | $16,519,000 | 2,289 |
| Certificates of participation in pools of residential mortgages | $13,000 | 4,752 |
| Issued or guaranteed by U.S. | $13,000 | 4,748 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $16,506,000 | 884 |
| CMOs issued by government agencies or sponsored agencies | $123,000 | 2,975 |
| Privately issued | $16,383,000 | 105 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $86,021,000 | 1,432 |
| Total debt securities | $85,154,000 | 1,585 |
| Structured notes | ||
| Amortized cost | $6,185,000 | 263 |
| Fair value | $6,208,000 | 264 |
| 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 | $82,709,000 | 1,671 |
| U.S. Government securities | $7,960,000 | 4,391 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,960,000 | 4,268 |
| Securities issued by states & political subdivisions | $45,657,000 | 891 |
| Other domestic debt securities | $28,143,000 | 317 |
| Privately issued residential mortgage-backed securities | $16,176,000 | 98 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $8,210,000 | 134 |
| Structured financial products - Total | $46,000 | 229 |
| Other domestic debt securities - All other | $3,711,000 | 776 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $949,000 | 569 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,713,000 | 2,782 |
| Mortgage-backed securities | $16,355,000 | 2,306 |
| Certificates of participation in pools of residential mortgages | $17,000 | 4,774 |
| Issued or guaranteed by U.S. | $17,000 | 4,770 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $16,338,000 | 893 |
| CMOs issued by government agencies or sponsored agencies | $162,000 | 2,980 |
| Privately issued | $16,176,000 | 91 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $82,709,000 | 1,503 |
| Total debt securities | $81,761,000 | 1,658 |
| Structured notes | ||
| Amortized cost | $4,683,000 | 419 |
| Fair value | $4,720,000 | 419 |
| 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 | $83,507,000 | 1,649 |
| U.S. Government securities | $7,139,000 | 4,612 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $7,139,000 | 4,498 |
| Securities issued by states & political subdivisions | $45,438,000 | 877 |
| Other domestic debt securities | $29,227,000 | 309 |
| Privately issued residential mortgage-backed securities | $16,702,000 | 97 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $8,721,000 | 136 |
| Structured financial products - Total | $50,000 | 228 |
| Other domestic debt securities - All other | $3,754,000 | 777 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $1,703,000 | 453 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,592,000 | 3,059 |
| Mortgage-backed securities | $16,922,000 | 2,298 |
| Certificates of participation in pools of residential mortgages | $20,000 | 4,824 |
| Issued or guaranteed by U.S. | $20,000 | 4,819 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $16,902,000 | 872 |
| CMOs issued by government agencies or sponsored agencies | $200,000 | 3,000 |
| Privately issued | $16,702,000 | 92 |
| 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) | $50,000 | 2,304 |
| Available-for-sale securities (fair market value) | $83,457,000 | 1,478 |
| Total debt securities | $81,805,000 | 1,659 |
| Structured notes | ||
| Amortized cost | $3,232,000 | 641 |
| Fair value | $3,269,000 | 639 |
| 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 | $86,175,000 | 1,637 |
| U.S. Government securities | $8,114,000 | 4,582 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $8,114,000 | 4,478 |
| Securities issued by states & political subdivisions | $43,751,000 | 889 |
| Other domestic debt securities | $31,608,000 | 288 |
| Privately issued residential mortgage-backed securities | $17,917,000 | 96 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $10,392,000 | 124 |
| Structured financial products - Total | $55,000 | 233 |
| Other domestic debt securities - All other | $3,244,000 | 829 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,702,000 | 353 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,087,000 | 3,153 |
| Mortgage-backed securities | $18,250,000 | 2,271 |
| Certificates of participation in pools of residential mortgages | $23,000 | 4,886 |
| Issued or guaranteed by U.S. | $23,000 | 4,883 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $18,227,000 | 873 |
| CMOs issued by government agencies or sponsored agencies | $310,000 | 2,967 |
| Privately issued | $17,917,000 | 92 |
| 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) | $50,000 | 2,348 |
| Available-for-sale securities (fair market value) | $86,125,000 | 1,457 |
| Total debt securities | $83,476,000 | 1,669 |
| Structured notes | ||
| Amortized cost | $4,229,000 | 611 |
| Fair value | $4,190,000 | 611 |
| 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 | $83,212,000 | 1,709 |
| U.S. Government securities | $5,019,000 | 5,132 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $5,019,000 | 5,023 |
| Securities issued by states & political subdivisions | $44,283,000 | 866 |
| Other domestic debt securities | $33,448,000 | 275 |
| Privately issued residential mortgage-backed securities | $19,141,000 | 93 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $10,925,000 | 131 |
| Structured financial products - Total | $61,000 | 227 |
| Other domestic debt securities - All other | $3,321,000 | 816 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $462,000 | 722 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,675,000 | 3,111 |
| Mortgage-backed securities | $19,474,000 | 2,235 |
| Certificates of participation in pools of residential mortgages | $26,000 | 4,936 |
| Issued or guaranteed by U.S. | $26,000 | 4,929 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $19,448,000 | 872 |
| CMOs issued by government agencies or sponsored agencies | $307,000 | 2,993 |
| Privately issued | $19,141,000 | 88 |
| 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) | $50,000 | 2,359 |
| Available-for-sale securities (fair market value) | $83,162,000 | 1,534 |
| Total debt securities | $82,751,000 | 1,690 |
| Structured notes | ||
| Amortized cost | $1,834,000 | 1,121 |
| Fair value | $1,864,000 | 1,119 |
| 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 | $80,090,000 | 1,772 |
| U.S. Government securities | $5,206,000 | 5,193 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $5,206,000 | 5,073 |
| Securities issued by states & political subdivisions | $42,764,000 | 909 |
| Other domestic debt securities | $31,095,000 | 293 |
| Privately issued residential mortgage-backed securities | $16,441,000 | 102 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $11,281,000 | 128 |
| Structured financial products - Total | $76,000 | 226 |
| Other domestic debt securities - All other | $3,297,000 | 821 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,025,000 | 548 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,660,000 | 3,002 |
| Mortgage-backed securities | $17,400,000 | 2,385 |
| Certificates of participation in pools of residential mortgages | $29,000 | 5,005 |
| Issued or guaranteed by U.S. | $29,000 | 4,998 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $17,371,000 | 948 |
| CMOs issued by government agencies or sponsored agencies | $930,000 | 2,718 |
| Privately issued | $16,441,000 | 95 |
| 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) | $50,000 | 2,392 |
| Available-for-sale securities (fair market value) | $80,040,000 | 1,593 |
| Total debt securities | $79,064,000 | 1,774 |
| Structured notes | ||
| Amortized cost | $2,410,000 | 998 |
| Fair value | $2,434,000 | 992 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $79,727,000 | 1,811 |
| U.S. Government securities | $5,378,000 | 5,254 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,378,000 | 5,134 |
| Securities issued by states & political subdivisions | $43,379,000 | 890 |
| Other domestic debt securities | $30,179,000 | 296 |
| Privately issued residential mortgage-backed securities | $14,988,000 | 107 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $11,771,000 | 128 |
| Structured financial products - Total | $83,000 | 242 |
| Other domestic debt securities - All other | $3,337,000 | 831 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $791,000 | 634 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,380,000 | 3,493 |
| Mortgage-backed securities | $16,089,000 | 2,560 |
| Certificates of participation in pools of residential mortgages | $33,000 | 5,084 |
| Issued or guaranteed by U.S. | $33,000 | 5,079 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $16,056,000 | 1,024 |
| CMOs issued by government agencies or sponsored agencies | $1,068,000 | 2,680 |
| Privately issued | $14,988,000 | 99 |
| 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) | $99,000 | 2,388 |
| Available-for-sale securities (fair market value) | $79,628,000 | 1,622 |
| Total debt securities | $78,937,000 | 1,806 |
| Structured notes | ||
| Amortized cost | $992,000 | 1,682 |
| Fair value | $1,036,000 | 1,523 |
| 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 | $78,908,000 | 1,837 |
| U.S. Government securities | $4,978,000 | 5,389 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $4,978,000 | 5,276 |
| Securities issued by states & political subdivisions | $44,140,000 | 865 |
| Other domestic debt securities | $29,162,000 | 319 |
| Privately issued residential mortgage-backed securities | $14,398,000 | 116 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $11,328,000 | 137 |
| Structured financial products - Total | $89,000 | 247 |
| Other domestic debt securities - All other | $3,347,000 | 853 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $628,000 | 680 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,366,000 | 3,525 |
| Mortgage-backed securities | $15,602,000 | 2,627 |
| Certificates of participation in pools of residential mortgages | $38,000 | 5,123 |
| Issued or guaranteed by U.S. | $38,000 | 5,117 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $15,564,000 | 1,057 |
| CMOs issued by government agencies or sponsored agencies | $1,166,000 | 2,684 |
| Privately issued | $14,398,000 | 111 |
| 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) | $99,000 | 2,404 |
| Available-for-sale securities (fair market value) | $78,809,000 | 1,649 |
| Total debt securities | $78,279,000 | 1,827 |
| Structured notes | ||
| Amortized cost | $494,000 | 2,027 |
| Fair value | $546,000 | 1,886 |
| 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 | $75,890,000 | 1,925 |
| U.S. Government securities | $5,148,000 | 5,407 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,148,000 | 5,297 |
| Securities issued by states & political subdivisions | $41,609,000 | 932 |
| Other domestic debt securities | $27,254,000 | 343 |
| Privately issued residential mortgage-backed securities | $12,526,000 | 131 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $12,466,000 | 133 |
| Structured financial products - Total | $113,000 | 252 |
| Other domestic debt securities - All other | $2,149,000 | 1,083 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $1,879,000 | 471 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,420,000 | 3,536 |
| Mortgage-backed securities | $13,604,000 | 2,801 |
| Certificates of participation in pools of residential mortgages | $46,000 | 5,165 |
| Issued or guaranteed by U.S. | $46,000 | 5,158 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $13,558,000 | 1,157 |
| CMOs issued by government agencies or sponsored agencies | $1,032,000 | 2,766 |
| Privately issued | $12,526,000 | 125 |
| 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) | $99,000 | 2,419 |
| Available-for-sale securities (fair market value) | $75,791,000 | 1,724 |
| Total debt securities | $74,013,000 | 1,943 |
| Structured notes | ||
| Amortized cost | $849,000 | 1,806 |
| Fair value | $905,000 | 1,783 |
| 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 | $74,521,000 | 1,946 |
| U.S. Government securities | $3,820,000 | 5,649 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,820,000 | 5,552 |
| Securities issued by states & political subdivisions | $37,788,000 | 1,011 |
| Other domestic debt securities | $30,802,000 | 329 |
| Privately issued residential mortgage-backed securities | $14,611,000 | 120 |
| Commercial mortgage-backed securities - Total | $683,000 | 112 |
| Asset backed securities | $12,986,000 | 130 |
| Structured financial products - Total | $135,000 | 273 |
| Other domestic debt securities - All other | $2,387,000 | 1,064 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $2,111,000 | 422 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,594,000 | 3,197 |
| Mortgage-backed securities | $16,642,000 | 2,568 |
| Certificates of participation in pools of residential mortgages | $56,000 | 5,196 |
| Issued or guaranteed by U.S. | $56,000 | 5,189 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $15,903,000 | 1,049 |
| CMOs issued by government agencies or sponsored agencies | $1,292,000 | 2,632 |
| Privately issued | $14,611,000 | 114 |
| Commercial mortgage-backed securities | $683,000 | 774 |
| Commercial mortgage pass-through securities | $683,000 | 530 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $99,000 | 2,450 |
| Available-for-sale securities (fair market value) | $74,422,000 | 1,752 |
| Total debt securities | $72,409,000 | 1,971 |
| Structured notes | ||
| Amortized cost | $1,971,000 | 1,309 |
| Fair value | $2,008,000 | 1,190 |
| 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 | $76,579,000 | 1,930 |
| U.S. Government securities | $4,417,000 | 5,601 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,417,000 | 5,498 |
| Securities issued by states & political subdivisions | $38,564,000 | 992 |
| Other domestic debt securities | $30,701,000 | 339 |
| Privately issued residential mortgage-backed securities | $14,614,000 | 139 |
| Commercial mortgage-backed securities - Total | $674,000 | 111 |
| Asset backed securities | $12,847,000 | 135 |
| Structured financial products - Total | $164,000 | 287 |
| Other domestic debt securities - All other | $2,402,000 | 1,093 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $2,897,000 | 379 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,954,000 | 4,041 |
| Mortgage-backed securities | $17,171,000 | 2,557 |
| Certificates of participation in pools of residential mortgages | $67,000 | 5,225 |
| Issued or guaranteed by U.S. | $67,000 | 5,218 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $16,430,000 | 1,060 |
| CMOs issued by government agencies or sponsored agencies | $1,816,000 | 2,467 |
| Privately issued | $14,614,000 | 129 |
| Commercial mortgage-backed securities | $674,000 | 758 |
| Commercial mortgage pass-through securities | $674,000 | 508 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $138,000 | 2,405 |
| Available-for-sale securities (fair market value) | $76,441,000 | 1,745 |
| Total debt securities | $73,681,000 | 1,954 |
| Structured notes | ||
| Amortized cost | $1,971,000 | 1,297 |
| Fair value | $2,014,000 | 1,171 |
| 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 | $73,123,000 | 1,984 |
| U.S. Government securities | $3,115,000 | 5,850 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,115,000 | 5,745 |
| Securities issued by states & political subdivisions | $37,016,000 | 1,024 |
| Other domestic debt securities | $32,440,000 | 327 |
| Privately issued residential mortgage-backed securities | $15,468,000 | 135 |
| Commercial mortgage-backed securities - Total | $642,000 | 119 |
| Asset backed securities | $13,515,000 | 123 |
| Structured financial products - Total | $196,000 | 280 |
| Other domestic debt securities - All other | $2,619,000 | 1,060 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $552,000 | 720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,538,000 | 4,140 |
| Mortgage-backed securities | $19,225,000 | 2,421 |
| Certificates of participation in pools of residential mortgages | $77,000 | 5,217 |
| Issued or guaranteed by U.S. | $77,000 | 5,209 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $18,506,000 | 995 |
| CMOs issued by government agencies or sponsored agencies | $3,038,000 | 2,181 |
| Privately issued | $15,468,000 | 127 |
| Commercial mortgage-backed securities | $642,000 | 743 |
| Commercial mortgage pass-through securities | $642,000 | 510 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $138,000 | 2,350 |
| Available-for-sale securities (fair market value) | $72,985,000 | 1,792 |
| Total debt securities | $72,572,000 | 1,972 |
| Structured notes | ||
| Amortized cost | $493,000 | 2,069 |
| Fair value | $533,000 | 1,910 |
| 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 | $77,625,000 | 1,906 |
| U.S. Government securities | $4,530,000 | 5,620 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,530,000 | 5,506 |
| Securities issued by states & political subdivisions | $35,433,000 | 1,063 |
| Other domestic debt securities | $35,885,000 | 317 |
| Privately issued residential mortgage-backed securities | $16,705,000 | 141 |
| Commercial mortgage-backed securities - Total | $691,000 | 120 |
| Asset backed securities | $15,562,000 | 106 |
| Structured financial products - Total | $239,000 | 270 |
| Other domestic debt securities - All other | $2,688,000 | 1,030 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,777,000 | 513 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,564,000 | 3,951 |
| Mortgage-backed securities | $21,926,000 | 2,290 |
| Certificates of participation in pools of residential mortgages | $88,000 | 5,249 |
| Issued or guaranteed by U.S. | $88,000 | 5,243 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $21,147,000 | 959 |
| CMOs issued by government agencies or sponsored agencies | $4,442,000 | 1,978 |
| Privately issued | $16,705,000 | 135 |
| Commercial mortgage-backed securities | $691,000 | 655 |
| Commercial mortgage pass-through securities | $691,000 | 459 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $138,000 | 2,349 |
| Available-for-sale securities (fair market value) | $77,487,000 | 1,726 |
| Total debt securities | $75,848,000 | 1,921 |
| Structured notes | ||
| Amortized cost | $493,000 | 2,122 |
| Fair value | $526,000 | 1,957 |
| 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 | $74,771,000 | 1,940 |
| U.S. Government securities | $5,758,000 | 5,420 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,758,000 | 5,305 |
| Securities issued by states & political subdivisions | $31,333,000 | 1,183 |
| Other domestic debt securities | $37,381,000 | 302 |
| Privately issued residential mortgage-backed securities | $17,559,000 | 142 |
| Commercial mortgage-backed securities - Total | $631,000 | 113 |
| Asset backed securities | $16,737,000 | 94 |
| Structured financial products - Total | $284,000 | 268 |
| Other domestic debt securities - All other | $2,170,000 | 1,117 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $299,000 | 833 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,802,000 | 3,506 |
| Mortgage-backed securities | $23,948,000 | 2,182 |
| Certificates of participation in pools of residential mortgages | $98,000 | 5,268 |
| Issued or guaranteed by U.S. | $98,000 | 5,263 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $23,219,000 | 912 |
| CMOs issued by government agencies or sponsored agencies | $5,660,000 | 1,854 |
| Privately issued | $17,559,000 | 135 |
| Commercial mortgage-backed securities | $631,000 | 547 |
| Commercial mortgage pass-through securities | $631,000 | 400 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $138,000 | 2,373 |
| Available-for-sale securities (fair market value) | $74,633,000 | 1,768 |
| Total debt securities | $74,471,000 | 1,924 |
| Structured notes | ||
| Amortized cost | $984,000 | 1,801 |
| Fair value | $1,020,000 | 1,602 |
| 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 | $82,031,000 | 1,796 |
| U.S. Government securities | $6,699,000 | 5,368 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,699,000 | 5,264 |
| Securities issued by states & political subdivisions | $32,449,000 | 1,108 |
| Other domestic debt securities | $40,485,000 | 287 |
| Privately issued residential mortgage-backed securities | $18,269,000 | 148 |
| Commercial mortgage-backed securities - Total | $601,000 | 109 |
| Asset backed securities | $18,682,000 | 91 |
| Structured financial products - Total | $321,000 | 260 |
| Other domestic debt securities - All other | $2,612,000 | 1,061 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,398,000 | 412 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,115,000 | 4,082 |
| Mortgage-backed securities | $25,569,000 | 2,184 |
| Certificates of participation in pools of residential mortgages | $109,000 | 5,358 |
| Issued or guaranteed by U.S. | $109,000 | 5,349 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $24,859,000 | 930 |
| CMOs issued by government agencies or sponsored agencies | $6,590,000 | 1,792 |
| Privately issued | $18,269,000 | 142 |
| Commercial mortgage-backed securities | $601,000 | 521 |
| Commercial mortgage pass-through securities | $601,000 | 368 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $177,000 | 2,392 |
| Available-for-sale securities (fair market value) | $81,854,000 | 1,640 |
| Total debt securities | $79,633,000 | 1,814 |
| Structured notes | ||
| Amortized cost | $1,479,000 | 1,612 |
| Fair value | $1,444,000 | 1,617 |
| 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 | $78,768,000 | 1,846 |
| U.S. Government securities | $7,405,000 | 5,333 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,405,000 | 5,228 |
| Securities issued by states & political subdivisions | $30,936,000 | 1,136 |
| Other domestic debt securities | $39,506,000 | 291 |
| Privately issued residential mortgage-backed securities | $18,265,000 | 155 |
| Commercial mortgage-backed securities - Total | $540,000 | 109 |
| Asset backed securities | $17,709,000 | 84 |
| Structured financial products - Total | $437,000 | 236 |
| Other domestic debt securities - All other | $2,555,000 | 1,078 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $921,000 | 626 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,769,000 | 3,968 |
| Mortgage-backed securities | $26,210,000 | 2,171 |
| Certificates of participation in pools of residential mortgages | $118,000 | 5,383 |
| Issued or guaranteed by U.S. | $118,000 | 5,373 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $25,552,000 | 918 |
| CMOs issued by government agencies or sponsored agencies | $7,287,000 | 1,725 |
| Privately issued | $18,265,000 | 151 |
| Commercial mortgage-backed securities | $540,000 | 494 |
| Commercial mortgage pass-through securities | $540,000 | 342 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $177,000 | 2,424 |
| Available-for-sale securities (fair market value) | $78,591,000 | 1,689 |
| Total debt securities | $77,847,000 | 1,842 |
| Structured notes | ||
| Amortized cost | $1,478,000 | 1,804 |
| Fair value | $1,381,000 | 1,826 |
| 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 | $78,690,000 | 1,861 |
| U.S. Government securities | $8,180,000 | 5,285 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,180,000 | 5,180 |
| Securities issued by states & political subdivisions | $31,251,000 | 1,055 |
| Other domestic debt securities | $37,650,000 | 298 |
| Privately issued residential mortgage-backed securities | $18,365,000 | 164 |
| Commercial mortgage-backed securities - Total | $556,000 | 109 |
| Asset backed securities | $15,710,000 | 79 |
| Structured financial products - Total | $474,000 | 234 |
| Other domestic debt securities - All other | $2,545,000 | 1,054 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $1,609,000 | 464 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,851,000 | 3,951 |
| Mortgage-backed securities | $27,101,000 | 2,132 |
| Certificates of participation in pools of residential mortgages | $129,000 | 5,397 |
| Issued or guaranteed by U.S. | $129,000 | 5,389 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $26,416,000 | 913 |
| CMOs issued by government agencies or sponsored agencies | $8,051,000 | 1,665 |
| Privately issued | $18,365,000 | 158 |
| Commercial mortgage-backed securities | $556,000 | 452 |
| Commercial mortgage pass-through securities | $556,000 | 308 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $177,000 | 2,477 |
| Available-for-sale securities (fair market value) | $78,513,000 | 1,700 |
| Total debt securities | $77,082,000 | 1,869 |
| Structured notes | ||
| Amortized cost | $1,478,000 | 2,005 |
| Fair value | $1,418,000 | 2,022 |
| 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 | $76,042,000 | 1,848 |
| U.S. Government securities | $9,049,000 | 5,091 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $9,049,000 | 4,996 |
| Securities issued by states & political subdivisions | $32,770,000 | 989 |
| Other domestic debt securities | $33,369,000 | 333 |
| Privately issued residential mortgage-backed securities | $16,887,000 | 227 |
| Commercial mortgage-backed securities - Total | $470,000 | 94 |
| Asset backed securities | $13,031,000 | 65 |
| Structured financial products - Total | $496,000 | 211 |
| Other domestic debt securities - All other | $2,485,000 | 1,005 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $854,000 | 604 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,625,000 | 3,627 |
| Mortgage-backed securities | $26,406,000 | 2,074 |
| Certificates of participation in pools of residential mortgages | $139,000 | 5,366 |
| Issued or guaranteed by U.S. | $139,000 | 5,352 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $25,797,000 | 915 |
| CMOs issued by government agencies or sponsored agencies | $8,910,000 | 1,521 |
| Privately issued | $16,887,000 | 220 |
| Commercial mortgage-backed securities | $470,000 | 407 |
| Commercial mortgage pass-through securities | $470,000 | 280 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $177,000 | 2,580 |
| Available-for-sale securities (fair market value) | $75,865,000 | 1,683 |
| Total debt securities | $75,187,000 | 1,841 |
| Structured notes | ||
| Amortized cost | $1,478,000 | 1,960 |
| Fair value | $1,311,000 | 2,000 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $76,421,000 | 1,795 |
| U.S. Government securities | $9,589,000 | 4,969 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,589,000 | 4,873 |
| Securities issued by states & political subdivisions | $35,379,000 | 861 |
| Other domestic debt securities | $30,866,000 | 350 |
| Privately issued residential mortgage-backed securities | $15,852,000 | 241 |
| Commercial mortgage-backed securities - Total | $453,000 | 77 |
| Asset backed securities | $11,465,000 | 65 |
| Structured financial products - Total | $516,000 | 213 |
| Other domestic debt securities - All other | $2,580,000 | 960 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $587,000 | 699 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,493,000 | 3,272 |
| Mortgage-backed securities | $25,894,000 | 2,041 |
| Certificates of participation in pools of residential mortgages | $161,000 | 5,357 |
| Issued or guaranteed by U.S. | $161,000 | 5,341 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $25,280,000 | 909 |
| CMOs issued by government agencies or sponsored agencies | $9,428,000 | 1,473 |
| Privately issued | $15,852,000 | 234 |
| Commercial mortgage-backed securities | $453,000 | 362 |
| Commercial mortgage pass-through securities | $453,000 | 257 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $216,000 | 2,554 |
| Available-for-sale securities (fair market value) | $76,205,000 | 1,634 |
| Total debt securities | $75,834,000 | 1,792 |
| Structured notes | ||
| Amortized cost | $1,477,000 | 2,061 |
| Fair value | $1,445,000 | 2,072 |
| 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 | $76,567,000 | 1,770 |
| U.S. Government securities | $9,775,000 | 5,074 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,775,000 | 4,956 |
| Securities issued by states & political subdivisions | $33,625,000 | 859 |
| Other domestic debt securities | $29,723,000 | 348 |
| Privately issued residential mortgage-backed securities | $17,256,000 | 239 |
| Commercial mortgage-backed securities - Total | $535,000 | 70 |
| Asset backed securities | $9,332,000 | 65 |
| Structured financial products - Total | $584,000 | 218 |
| Other domestic debt securities - All other | $2,016,000 | 1,021 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $3,444,000 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,639,000 | 3,263 |
| Mortgage-backed securities | $27,566,000 | 1,922 |
| Certificates of participation in pools of residential mortgages | $172,000 | 5,362 |
| Issued or guaranteed by U.S. | $172,000 | 5,350 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $26,859,000 | 863 |
| CMOs issued by government agencies or sponsored agencies | $9,603,000 | 1,417 |
| Privately issued | $17,256,000 | 231 |
| Commercial mortgage-backed securities | $535,000 | 336 |
| Commercial mortgage pass-through securities | $535,000 | 243 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $215,000 | 2,598 |
| Available-for-sale securities (fair market value) | $76,352,000 | 1,612 |
| Total debt securities | $73,122,000 | 1,825 |
| Structured notes | ||
| Amortized cost | $984,000 | 2,610 |
| Fair value | $960,000 | 2,612 |
| 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 | $77,045,000 | 1,746 |
| U.S. Government securities | $10,372,000 | 4,951 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $10,372,000 | 4,832 |
| Securities issued by states & political subdivisions | $34,508,000 | 803 |
| Other domestic debt securities | $31,986,000 | 332 |
| Privately issued residential mortgage-backed securities | $17,450,000 | 258 |
| Commercial mortgage-backed securities - Total | $576,000 | 68 |
| Asset backed securities | $10,854,000 | 58 |
| Structured financial products - Total | $614,000 | 206 |
| Other domestic debt securities - All other | $2,492,000 | 934 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $179,000 | 925 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,610,000 | 3,287 |
| Mortgage-backed securities | $28,398,000 | 1,857 |
| Certificates of participation in pools of residential mortgages | $184,000 | 5,341 |
| Issued or guaranteed by U.S. | $184,000 | 5,327 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $27,638,000 | 830 |
| CMOs issued by government agencies or sponsored agencies | $10,188,000 | 1,320 |
| Privately issued | $17,450,000 | 251 |
| Commercial mortgage-backed securities | $576,000 | 317 |
| Commercial mortgage pass-through securities | $576,000 | 228 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $215,000 | 2,607 |
| Available-for-sale securities (fair market value) | $76,830,000 | 1,588 |
| Total debt securities | $76,866,000 | 1,736 |
| Structured notes | ||
| Amortized cost | $1,538,000 | 2,224 |
| Fair value | $1,486,000 | 2,283 |
| 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 | $78,698,000 | 1,642 |
| U.S. Government securities | $20,193,000 | 3,456 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $20,193,000 | 3,359 |
| Securities issued by states & political subdivisions | $28,051,000 | 998 |
| Other domestic debt securities | $28,884,000 | 399 |
| Privately issued residential mortgage-backed securities | $17,466,000 | 282 |
| Commercial mortgage-backed securities - Total | $539,000 | 298 |
| Asset backed securities | $6,785,000 | 68 |
| Structured financial products - Total | $658,000 | 203 |
| Other domestic debt securities - All other | $3,436,000 | 780 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,570,000 | 480 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,876,000 | 2,888 |
| Mortgage-backed securities | $30,198,000 | 1,725 |
| Certificates of participation in pools of residential mortgages | $208,000 | 5,294 |
| Issued or guaranteed by U.S. | $208,000 | 5,281 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $29,451,000 | 791 |
| CMOs issued by government agencies or sponsored agencies | $11,985,000 | 1,175 |
| Privately issued | $17,466,000 | 272 |
| Commercial mortgage-backed securities | $539,000 | 298 |
| Commercial mortgage pass-through securities | $539,000 | 222 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $225,000 | 2,636 |
| Available-for-sale securities (fair market value) | $78,473,000 | 1,478 |
| Total debt securities | $77,129,000 | 1,650 |
| Structured notes | ||
| Amortized cost | $1,538,000 | 2,079 |
| Fair value | $1,464,000 | 2,154 |
| 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 | $79,743,000 | 1,602 |
| U.S. Government securities | $21,912,000 | 3,243 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $21,912,000 | 3,138 |
| Securities issued by states & political subdivisions | $29,797,000 | 905 |
| Other domestic debt securities | $27,362,000 | 405 |
| Privately issued residential mortgage-backed securities | $15,215,000 | 326 |
| Commercial mortgage-backed securities - Total | $447,000 | 284 |
| Asset backed securities | $6,494,000 | 67 |
| Structured financial products - Total | $680,000 | 220 |
| Other domestic debt securities - All other | $4,526,000 | 648 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $672,000 | 722 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,043,000 | 3,051 |
| Mortgage-backed securities | $29,574,000 | 1,742 |
| Certificates of participation in pools of residential mortgages | $221,000 | 5,295 |
| Issued or guaranteed by U.S. | $221,000 | 5,283 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $28,906,000 | 801 |
| CMOs issued by government agencies or sponsored agencies | $13,691,000 | 1,067 |
| Privately issued | $15,215,000 | 312 |
| Commercial mortgage-backed securities | $447,000 | 284 |
| Commercial mortgage pass-through securities | $447,000 | 208 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $254,000 | 2,669 |
| Available-for-sale securities (fair market value) | $79,489,000 | 1,440 |
| Total debt securities | $79,070,000 | 1,595 |
| Structured notes | ||
| Amortized cost | $1,537,000 | 2,123 |
| Fair value | $1,467,000 | 2,228 |
| 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 | $64,612,000 | 1,913 |
| U.S. Government securities | $12,371,000 | 4,508 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $12,371,000 | 4,399 |
| Securities issued by states & political subdivisions | $26,709,000 | 951 |
| Other domestic debt securities | $24,048,000 | 434 |
| Privately issued residential mortgage-backed securities | $12,149,000 | 386 |
| Commercial mortgage-backed securities - Total | $408,000 | 281 |
| Asset backed securities | $6,262,000 | 63 |
| Structured financial products - Total | $714,000 | 222 |
| Other domestic debt securities - All other | $4,515,000 | 614 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,484,000 | 566 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,831,000 | 3,109 |
| Mortgage-backed securities | $24,928,000 | 1,910 |
| Certificates of participation in pools of residential mortgages | $279,000 | 5,295 |
| Issued or guaranteed by U.S. | $279,000 | 5,284 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $24,241,000 | 859 |
| CMOs issued by government agencies or sponsored agencies | $12,092,000 | 1,069 |
| Privately issued | $12,149,000 | 370 |
| Commercial mortgage-backed securities | $408,000 | 281 |
| Commercial mortgage pass-through securities | $408,000 | 205 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $263,000 | 2,727 |
| Available-for-sale securities (fair market value) | $64,349,000 | 1,713 |
| Total debt securities | $63,127,000 | 1,928 |
| Structured notes | ||
| Amortized cost | $1,043,000 | 2,440 |
| Fair value | $924,000 | 2,681 |
| 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 | $75,353,000 | 1,698 |
| U.S. Government securities | $27,035,000 | 2,908 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $27,035,000 | 2,829 |
| Securities issued by states & political subdivisions | $26,544,000 | 922 |
| Other domestic debt securities | $20,582,000 | 501 |
| Privately issued residential mortgage-backed securities | $10,686,000 | 439 |
| Commercial mortgage-backed securities - Total | $366,000 | 297 |
| Asset backed securities | $3,917,000 | 80 |
| Structured financial products - Total | $737,000 | 228 |
| Other domestic debt securities - All other | $4,876,000 | 600 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,192,000 | 601 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,696,000 | 3,062 |
| Mortgage-backed securities | $26,087,000 | 1,892 |
| Certificates of participation in pools of residential mortgages | $294,000 | 5,395 |
| Issued or guaranteed by U.S. | $294,000 | 5,384 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $25,427,000 | 816 |
| CMOs issued by government agencies or sponsored agencies | $14,741,000 | 947 |
| Privately issued | $10,686,000 | 420 |
| Commercial mortgage-backed securities | $366,000 | 297 |
| Commercial mortgage pass-through securities | $366,000 | 215 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $263,000 | 2,782 |
| Available-for-sale securities (fair market value) | $75,090,000 | 1,506 |
| Total debt securities | $74,159,000 | 1,697 |
| Structured notes | ||
| Amortized cost | $1,307,000 | 2,147 |
| Fair value | $1,354,000 | 2,138 |
| 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 | $66,507,000 | 1,878 |
| U.S. Government securities | $19,225,000 | 3,613 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $19,225,000 | 3,536 |
| Securities issued by states & political subdivisions | $27,779,000 | 879 |
| Other domestic debt securities | $18,664,000 | 552 |
| Privately issued residential mortgage-backed securities | $9,279,000 | 500 |
| Commercial mortgage-backed securities - Total | $332,000 | 294 |
| Asset backed securities | $3,732,000 | 89 |
| Structured financial products - Total | $792,000 | 234 |
| Other domestic debt securities - All other | $4,529,000 | 651 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $839,000 | 720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,420,000 | 2,866 |
| Mortgage-backed securities | $28,836,000 | 1,789 |
| Certificates of participation in pools of residential mortgages | $307,000 | 5,457 |
| Issued or guaranteed by U.S. | $307,000 | 5,444 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $28,197,000 | 768 |
| CMOs issued by government agencies or sponsored agencies | $18,918,000 | 797 |
| Privately issued | $9,279,000 | 482 |
| Commercial mortgage-backed securities | $332,000 | 294 |
| Commercial mortgage pass-through securities | $332,000 | 216 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $263,000 | 2,836 |
| Available-for-sale securities (fair market value) | $66,244,000 | 1,670 |
| Total debt securities | $65,666,000 | 1,867 |
| Structured notes | ||
| Amortized cost | $1,007,000 | 1,963 |
| Fair value | $1,003,000 | 1,997 |
| 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 | $65,432,000 | 1,891 |
| U.S. Government securities | $20,734,000 | 3,420 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $20,734,000 | 3,347 |
| Securities issued by states & political subdivisions | $25,426,000 | 960 |
| Other domestic debt securities | $18,773,000 | 594 |
| Privately issued residential mortgage-backed securities | $11,698,000 | 473 |
| Commercial mortgage-backed securities - Total | $307,000 | 317 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $6,768,000 | 512 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $499,000 | 928 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,766,000 | 2,915 |
| Mortgage-backed securities | $32,739,000 | 1,662 |
| Certificates of participation in pools of residential mortgages | $318,000 | 5,515 |
| Issued or guaranteed by U.S. | $318,000 | 5,499 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $32,114,000 | 684 |
| CMOs issued by government agencies or sponsored agencies | $20,416,000 | 719 |
| Privately issued | $11,698,000 | 452 |
| Commercial mortgage-backed securities | $307,000 | 317 |
| Commercial mortgage pass-through securities | $307,000 | 221 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $306,000 | 2,868 |
| Available-for-sale securities (fair market value) | $65,126,000 | 1,674 |
| Total debt securities | $64,933,000 | 1,872 |
| Structured notes | ||
| Amortized cost | $1,004,000 | 1,521 |
| Fair value | $1,017,000 | 1,528 |
| 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 | $61,403,000 | 1,979 |
| U.S. Government securities | $20,022,000 | 3,470 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $20,022,000 | 3,393 |
| Securities issued by states & political subdivisions | $23,057,000 | 1,022 |
| Other domestic debt securities | $16,668,000 | 668 |
| Privately issued residential mortgage-backed securities | $4,837,000 | 716 |
| Commercial mortgage-backed securities - Total | $199,000 | 273 |
| Asset backed securities | $1,537,000 | 141 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $10,095,000 | 385 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $1,656,000 | 646 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,194,000 | 2,897 |
| Mortgage-backed securities | $25,058,000 | 2,041 |
| Certificates of participation in pools of residential mortgages | $328,000 | 5,577 |
| Issued or guaranteed by U.S. | $328,000 | 5,560 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $24,531,000 | 793 |
| CMOs issued by government agencies or sponsored agencies | $19,694,000 | 716 |
| Privately issued | $4,837,000 | 689 |
| Commercial mortgage-backed securities | $199,000 | 273 |
| Commercial mortgage pass-through securities | $199,000 | 175 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $306,000 | 2,906 |
| Available-for-sale securities (fair market value) | $61,097,000 | 1,742 |
| Total debt securities | $59,581,000 | 2,000 |
| Structured notes | ||
| Amortized cost | $1,160,000 | 1,066 |
| Fair value | $1,144,000 | 1,070 |
| 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 | $64,994,000 | 1,861 |
| U.S. Government securities | $22,298,000 | 3,278 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $22,298,000 | 3,213 |
| Securities issued by states & political subdivisions | $21,105,000 | 1,069 |
| Other domestic debt securities | $16,566,000 | 648 |
| Privately issued residential mortgage-backed securities | $3,740,000 | 803 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,552,000 | 187 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,274,000 | 350 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $5,025,000 | 355 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,327,000 | 2,796 |
| Mortgage-backed securities | $26,038,000 | 2,011 |
| Certificates of participation in pools of residential mortgages | $1,296,000 | 5,033 |
| Issued or guaranteed by U.S. | $1,296,000 | 5,016 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $24,742,000 | 792 |
| CMOs issued by government agencies or sponsored agencies | $21,002,000 | 674 |
| Privately issued | $3,740,000 | 770 |
| 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) | $305,000 | 2,946 |
| Available-for-sale securities (fair market value) | $64,689,000 | 1,644 |
| Total debt securities | $59,694,000 | 1,985 |
| Structured notes | ||
| Amortized cost | $2,066,000 | 566 |
| Fair value | $1,964,000 | 658 |
| 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 | $57,290,000 | 2,061 |
| U.S. Government securities | $24,404,000 | 3,077 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $24,404,000 | 3,016 |
| Securities issued by states & political subdivisions | $17,132,000 | 1,324 |
| Other domestic debt securities | $11,080,000 | 778 |
| Privately issued residential mortgage-backed securities | $1,021,000 | 1,161 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,654,000 | 169 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,405,000 | 437 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $4,674,000 | 340 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,068,000 | 2,979 |
| Mortgage-backed securities | $24,831,000 | 2,036 |
| Certificates of participation in pools of residential mortgages | $1,521,000 | 4,927 |
| Issued or guaranteed by U.S. | $1,521,000 | 4,914 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $23,310,000 | 797 |
| CMOs issued by government agencies or sponsored agencies | $22,289,000 | 619 |
| Privately issued | $1,021,000 | 1,109 |
| 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) | $305,000 | 2,978 |
| Available-for-sale securities (fair market value) | $56,985,000 | 1,813 |
| Total debt securities | $52,403,000 | 2,195 |
| Structured notes | ||
| Amortized cost | $2,714,000 | 516 |
| Fair value | $2,407,000 | 550 |
| 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 | $60,288,000 | 1,929 |
| U.S. Government securities | $31,757,000 | 2,476 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $31,757,000 | 2,422 |
| Securities issued by states & political subdivisions | $15,257,000 | 1,456 |
| Other domestic debt securities | $9,102,000 | 865 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,586,000 | 148 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,516,000 | 521 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $4,172,000 | 378 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,777,000 | 3,326 |
| Mortgage-backed securities | $23,357,000 | 2,027 |
| Certificates of participation in pools of residential mortgages | $1,697,000 | 4,832 |
| Issued or guaranteed by U.S. | $1,697,000 | 4,817 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $21,660,000 | 790 |
| CMOs issued by government agencies or sponsored agencies | $21,660,000 | 584 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $344,000 | 2,975 |
| Available-for-sale securities (fair market value) | $59,944,000 | 1,697 |
| Total debt securities | $55,990,000 | 2,023 |
| Structured notes | ||
| Amortized cost | $3,022,000 | 437 |
| Fair value | $1,891,000 | 690 |
| 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 | $52,847,000 | 2,203 |
| U.S. Government securities | $21,440,000 | 3,385 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $21,440,000 | 3,317 |
| Securities issued by states & political subdivisions | $14,167,000 | 1,566 |
| Other domestic debt securities | $8,666,000 | 930 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,503,000 | 147 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,163,000 | 613 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $8,574,000 | 308 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,429,000 | 2,542 |
| Mortgage-backed securities | $19,540,000 | 2,278 |
| Certificates of participation in pools of residential mortgages | $378,000 | 5,609 |
| Issued or guaranteed by U.S. | $378,000 | 5,585 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $19,162,000 | 841 |
| CMOs issued by government agencies or sponsored agencies | $19,162,000 | 627 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $357,000 | 2,975 |
| Available-for-sale securities (fair market value) | $52,490,000 | 1,942 |
| Total debt securities | $44,273,000 | 2,509 |
| Structured notes | ||
| Amortized cost | $3,456,000 | 428 |
| Fair value | $3,271,000 | 445 |
| 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 | $57,157,000 | 2,040 |
| U.S. Government securities | $31,103,000 | 2,554 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $31,103,000 | 2,497 |
| Securities issued by states & political subdivisions | $14,804,000 | 1,513 |
| Other domestic debt securities | $9,594,000 | 859 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,935,000 | 148 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,659,000 | 576 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,656,000 | 877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,465,000 | 2,347 |
| Mortgage-backed securities | $21,103,000 | 2,092 |
| Certificates of participation in pools of residential mortgages | $401,000 | 5,566 |
| Issued or guaranteed by U.S. | $401,000 | 5,536 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $20,702,000 | 782 |
| CMOs issued by government agencies or sponsored agencies | $20,702,000 | 575 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $357,000 | 3,011 |
| Available-for-sale securities (fair market value) | $56,800,000 | 1,802 |
| Total debt securities | $55,501,000 | 2,056 |
| Structured notes | ||
| Amortized cost | $2,955,000 | 533 |
| Fair value | $2,710,000 | 565 |
| 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 | $55,938,000 | 2,078 |
| U.S. Government securities | $31,471,000 | 2,563 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $31,471,000 | 2,505 |
| Securities issued by states & political subdivisions | $11,404,000 | 1,849 |
| Other domestic debt securities | $11,132,000 | 750 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,301,000 | 134 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,831,000 | 555 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,931,000 | 792 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,572,000 | 2,522 |
| Mortgage-backed securities | $15,969,000 | 2,242 |
| Certificates of participation in pools of residential mortgages | $408,000 | 5,420 |
| Issued or guaranteed by U.S. | $408,000 | 5,399 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $15,561,000 | 868 |
| CMOs issued by government agencies or sponsored agencies | $15,561,000 | 675 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $371,000 | 3,054 |
| Available-for-sale securities (fair market value) | $55,567,000 | 1,829 |
| Total debt securities | $54,008,000 | 2,109 |
| Structured notes | ||
| Amortized cost | $2,954,000 | 831 |
| Fair value | $2,560,000 | 891 |
| 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 | $53,438,000 | 2,159 |
| U.S. Government securities | $30,521,000 | 2,662 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $30,521,000 | 2,608 |
| Securities issued by states & political subdivisions | $10,100,000 | 2,004 |
| Other domestic debt securities | $9,528,000 | 769 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,104,000 | 137 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,424,000 | 555 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $3,289,000 | 585 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,970,000 | 2,929 |
| Mortgage-backed securities | $13,012,000 | 2,369 |
| Certificates of participation in pools of residential mortgages | $416,000 | 5,330 |
| Issued or guaranteed by U.S. | $416,000 | 5,311 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $12,596,000 | 955 |
| CMOs issued by government agencies or sponsored agencies | $12,596,000 | 743 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $415,000 | 3,073 |
| Available-for-sale securities (fair market value) | $53,023,000 | 1,885 |
| Total debt securities | $50,149,000 | 2,243 |
| Structured notes | ||
| Amortized cost | $2,953,000 | 992 |
| Fair value | $2,520,000 | 1,072 |
| 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 | $51,609,000 | 2,237 |
| U.S. Government securities | $30,275,000 | 2,659 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $30,275,000 | 2,593 |
| Securities issued by states & political subdivisions | $12,842,000 | 1,628 |
| Other domestic debt securities | $8,298,000 | 799 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,003,000 | 134 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,295,000 | 593 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $194,000 | 1,476 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,236,000 | 3,055 |
| Mortgage-backed securities | $10,798,000 | 2,573 |
| Certificates of participation in pools of residential mortgages | $422,000 | 5,339 |
| Issued or guaranteed by U.S. | $422,000 | 5,321 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $10,376,000 | 1,043 |
| CMOs issued by government agencies or sponsored agencies | $10,376,000 | 831 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $414,000 | 3,106 |
| Available-for-sale securities (fair market value) | $51,195,000 | 1,943 |
| Total debt securities | $51,413,000 | 2,200 |
| Structured notes | ||
| Amortized cost | $2,952,000 | 1,051 |
| Fair value | $2,458,000 | 1,163 |
| 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 | $55,988,000 | 2,067 |
| U.S. Government securities | $31,530,000 | 2,583 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $31,530,000 | 2,510 |
| Securities issued by states & political subdivisions | $16,283,000 | 1,274 |
| Other domestic debt securities | $7,995,000 | 829 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,032,000 | 132 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,963,000 | 655 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $180,000 | 1,513 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,400,000 | 2,894 |
| Mortgage-backed securities | $11,454,000 | 2,461 |
| Certificates of participation in pools of residential mortgages | $437,000 | 5,329 |
| Issued or guaranteed by U.S. | $437,000 | 5,307 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $11,017,000 | 1,000 |
| CMOs issued by government agencies or sponsored agencies | $11,017,000 | 793 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $413,000 | 3,169 |
| Available-for-sale securities (fair market value) | $55,575,000 | 1,792 |
| Total debt securities | $55,808,000 | 2,031 |
| Structured notes | ||
| Amortized cost | $1,961,000 | 1,458 |
| Fair value | $1,469,000 | 1,685 |
| 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 | $52,238,000 | 2,239 |
| U.S. Government securities | $26,237,000 | 3,039 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $26,237,000 | 2,956 |
| Securities issued by states & political subdivisions | $17,727,000 | 1,156 |
| Other domestic debt securities | $8,147,000 | 801 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,181,000 | 121 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,966,000 | 668 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $127,000 | 1,597 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,611,000 | 2,860 |
| Mortgage-backed securities | $9,145,000 | 2,768 |
| Certificates of participation in pools of residential mortgages | $447,000 | 5,314 |
| Issued or guaranteed by U.S. | $447,000 | 5,295 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $8,698,000 | 1,137 |
| CMOs issued by government agencies or sponsored agencies | $8,698,000 | 935 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $412,000 | 3,238 |
| Available-for-sale securities (fair market value) | $51,826,000 | 1,955 |
| Total debt securities | $52,111,000 | 2,207 |
| Structured notes | ||
| Amortized cost | $1,960,000 | 1,553 |
| Fair value | $1,530,000 | 1,690 |
| 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 | $48,793,000 | 2,387 |
| U.S. Government securities | $19,206,000 | 3,875 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $19,206,000 | 3,776 |
| Securities issued by states & political subdivisions | $19,272,000 | 1,048 |
| Other domestic debt securities | $10,315,000 | 696 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,219,000 | 124 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,096,000 | 515 |
| 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 | $10,598,000 | 3,323 |
| Mortgage-backed securities | $8,116,000 | 2,910 |
| Certificates of participation in pools of residential mortgages | $465,000 | 5,318 |
| Issued or guaranteed by U.S. | $465,000 | 5,295 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $7,651,000 | 1,183 |
| CMOs issued by government agencies or sponsored agencies | $7,651,000 | 991 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $450,000 | 3,282 |
| Available-for-sale securities (fair market value) | $48,343,000 | 2,077 |
| Total debt securities | $48,793,000 | 2,343 |
| Structured notes | ||
| Amortized cost | $1,959,000 | 1,646 |
| Fair value | $1,575,000 | 1,754 |
| 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 | $43,399,000 | 2,644 |
| U.S. Government securities | $14,782,000 | 4,555 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $14,782,000 | 4,416 |
| Securities issued by states & political subdivisions | $18,968,000 | 1,044 |
| Other domestic debt securities | $9,649,000 | 728 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,817,000 | 135 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,832,000 | 558 |
| 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 | $8,663,000 | 3,664 |
| Mortgage-backed securities | $6,202,000 | 3,314 |
| Certificates of participation in pools of residential mortgages | $530,000 | 5,272 |
| Issued or guaranteed by U.S. | $530,000 | 5,250 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,672,000 | 1,385 |
| CMOs issued by government agencies or sponsored agencies | $5,672,000 | 1,177 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $454,000 | 3,327 |
| Available-for-sale securities (fair market value) | $42,945,000 | 2,289 |
| Total debt securities | $43,399,000 | 2,604 |
| Structured notes | ||
| Amortized cost | $1,959,000 | 1,691 |
| Fair value | $1,575,000 | 1,809 |
| 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 | $45,301,000 | 2,582 |
| U.S. Government securities | $18,962,000 | 3,960 |
| U.S. Treasury securities | $2,998,000 | 725 |
| U.S. Government agency obligations | $15,964,000 | 4,267 |
| Securities issued by states & political subdivisions | $16,471,000 | 1,222 |
| Other domestic debt securities | $9,867,000 | 737 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,002,000 | 125 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,865,000 | 570 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,000 | 2,036 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,341,000 | 3,732 |
| Mortgage-backed securities | $6,880,000 | 3,193 |
| Certificates of participation in pools of residential mortgages | $551,000 | 5,275 |
| Issued or guaranteed by U.S. | $551,000 | 5,257 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,329,000 | 1,319 |
| CMOs issued by government agencies or sponsored agencies | $6,329,000 | 1,116 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $553,000 | 3,285 |
| Available-for-sale securities (fair market value) | $44,748,000 | 2,231 |
| Total debt securities | $45,301,000 | 2,534 |
| Structured notes | ||
| Amortized cost | $1,958,000 | 1,691 |
| Fair value | $1,535,000 | 1,828 |
| 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 | $47,948,000 | 2,459 |
| U.S. Government securities | $18,863,000 | 3,968 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $18,863,000 | 3,834 |
| Securities issued by states & political subdivisions | $19,035,000 | 1,036 |
| Other domestic debt securities | $10,049,000 | 734 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,043,000 | 128 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,006,000 | 585 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,000 | 2,060 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,594,000 | 3,275 |
| Mortgage-backed securities | $7,875,000 | 3,030 |
| Certificates of participation in pools of residential mortgages | $600,000 | 5,266 |
| Issued or guaranteed by U.S. | $600,000 | 5,246 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $7,275,000 | 1,210 |
| CMOs issued by government agencies or sponsored agencies | $7,275,000 | 1,018 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $550,000 | 3,355 |
| Available-for-sale securities (fair market value) | $47,398,000 | 2,122 |
| Total debt securities | $47,947,000 | 2,415 |
| Structured notes | ||
| Amortized cost | $1,957,000 | 1,691 |
| Fair value | $1,688,000 | 1,769 |
| 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 | $52,172,000 | 2,238 |
| U.S. Government securities | $14,781,000 | 4,527 |
| U.S. Treasury securities | $3,499,000 | 680 |
| U.S. Government agency obligations | $11,282,000 | 5,113 |
| Securities issued by states & political subdivisions | $23,920,000 | 787 |
| Other domestic debt securities | $13,470,000 | 633 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,916,000 | 103 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,554,000 | 570 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,000 | 2,083 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,560,000 | 2,938 |
| Mortgage-backed securities | $9,346,000 | 2,826 |
| Certificates of participation in pools of residential mortgages | $639,000 | 5,273 |
| Issued or guaranteed by U.S. | $639,000 | 5,255 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,707,000 | 1,099 |
| CMOs issued by government agencies or sponsored agencies | $8,707,000 | 936 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $637,000 | 3,345 |
| Available-for-sale securities (fair market value) | $51,535,000 | 1,912 |
| Total debt securities | $52,171,000 | 2,201 |
| Structured notes | ||
| Amortized cost | $1,956,000 | 1,670 |
| Fair value | $1,779,000 | 1,704 |
| 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 | $57,142,000 | 2,090 |
| U.S. Government securities | $19,669,000 | 3,840 |
| U.S. Treasury securities | $6,991,000 | 439 |
| U.S. Government agency obligations | $12,678,000 | 4,851 |
| Securities issued by states & political subdivisions | $23,643,000 | 793 |
| Other domestic debt securities | $13,829,000 | 634 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,032,000 | 105 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,797,000 | 568 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,000 | 2,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,391,000 | 2,557 |
| Mortgage-backed securities | $10,718,000 | 2,728 |
| Certificates of participation in pools of residential mortgages | $686,000 | 5,279 |
| Issued or guaranteed by U.S. | $686,000 | 5,256 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $10,032,000 | 1,053 |
| CMOs issued by government agencies or sponsored agencies | $10,032,000 | 905 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $639,000 | 3,401 |
| Available-for-sale securities (fair market value) | $56,503,000 | 1,773 |
| Total debt securities | $57,139,000 | 2,046 |
| Structured notes | ||
| Amortized cost | $1,940,000 | 1,680 |
| Fair value | $1,955,000 | 1,665 |
| 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 | $48,004,000 | 2,464 |
| U.S. Government securities | $10,787,000 | 5,508 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,787,000 | 5,362 |
| Securities issued by states & political subdivisions | $23,042,000 | 814 |
| Other domestic debt securities | $14,175,000 | 640 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,045,000 | 106 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,130,000 | 591 |
| 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 | $6,259,000 | 4,211 |
| Mortgage-backed securities | $8,863,000 | 3,058 |
| Certificates of participation in pools of residential mortgages | $706,000 | 5,337 |
| Issued or guaranteed by U.S. | $706,000 | 5,320 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,157,000 | 1,211 |
| CMOs issued by government agencies or sponsored agencies | $8,157,000 | 1,049 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $636,000 | 3,447 |
| Available-for-sale securities (fair market value) | $47,368,000 | 2,095 |
| Total debt securities | $48,004,000 | 2,427 |
| Structured notes | ||
| Amortized cost | $1,954,000 | 1,649 |
| Fair value | $1,945,000 | 1,627 |
| 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 | $58,033,000 | 2,135 |
| U.S. Government securities | $19,342,000 | 3,956 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,342,000 | 3,823 |
| Securities issued by states & political subdivisions | $25,146,000 | 754 |
| Other domestic debt securities | $13,545,000 | 681 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,081,000 | 105 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,464,000 | 650 |
| 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 | $6,964,000 | 4,025 |
| Mortgage-backed securities | $10,389,000 | 2,877 |
| Certificates of participation in pools of residential mortgages | $732,000 | 5,351 |
| Issued or guaranteed by U.S. | $732,000 | 5,334 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $9,657,000 | 1,120 |
| CMOs issued by government agencies or sponsored agencies | $9,657,000 | 971 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $633,000 | 3,488 |
| Available-for-sale securities (fair market value) | $57,400,000 | 1,812 |
| Total debt securities | $58,033,000 | 2,075 |
| Structured notes | ||
| Amortized cost | $1,954,000 | 1,612 |
| Fair value | $1,940,000 | 1,613 |
| 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 | $61,888,000 | 1,998 |
| U.S. Government securities | $22,804,000 | 3,530 |
| U.S. Treasury securities | $7,991,000 | 437 |
| U.S. Government agency obligations | $14,813,000 | 4,512 |
| Securities issued by states & political subdivisions | $26,922,000 | 674 |
| Other domestic debt securities | $12,161,000 | 718 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,843,000 | 115 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,318,000 | 744 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $1,000 | 2,215 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,393,000 | 3,894 |
| Mortgage-backed securities | $12,817,000 | 2,568 |
| Certificates of participation in pools of residential mortgages | $769,000 | 5,340 |
| Issued or guaranteed by U.S. | $769,000 | 5,327 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $12,048,000 | 995 |
| CMOs issued by government agencies or sponsored agencies | $12,048,000 | 863 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $725,000 | 3,486 |
| Available-for-sale securities (fair market value) | $61,163,000 | 1,689 |
| Total debt securities | $61,887,000 | 1,946 |
| 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 | $54,820,000 | 2,251 |
| U.S. Government securities | $19,243,000 | 4,002 |
| U.S. Treasury securities | $4,000,000 | 750 |
| U.S. Government agency obligations | $15,243,000 | 4,490 |
| Securities issued by states & political subdivisions | $26,221,000 | 682 |
| Other domestic debt securities | $9,355,000 | 846 |
| Privately issued residential mortgage-backed securities | $1,681,000 | 615 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,432,000 | 179 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,242,000 | 775 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $1,000 | 2,259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,320,000 | 3,881 |
| Mortgage-backed securities | $15,016,000 | 2,364 |
| Certificates of participation in pools of residential mortgages | $851,000 | 5,344 |
| Issued or guaranteed by U.S. | $851,000 | 5,329 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $14,165,000 | 914 |
| CMOs issued by government agencies or sponsored agencies | $12,484,000 | 850 |
| Privately issued | $1,681,000 | 575 |
| 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) | $732,000 | 3,514 |
| Available-for-sale securities (fair market value) | $54,088,000 | 1,929 |
| Total debt securities | $54,821,000 | 2,197 |
| 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 | $59,094,000 | 2,087 |
| U.S. Government securities | $22,608,000 | 3,533 |
| U.S. Treasury securities | $11,500,000 | 346 |
| U.S. Government agency obligations | $11,108,000 | 5,335 |
| Securities issued by states & political subdivisions | $27,029,000 | 676 |
| Other domestic debt securities | $9,456,000 | 890 |
| Privately issued residential mortgage-backed securities | $1,625,000 | 653 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,531,000 | 176 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,300,000 | 831 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,000 | 2,280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,167,000 | 3,872 |
| Mortgage-backed securities | $12,733,000 | 2,659 |
| Certificates of participation in pools of residential mortgages | $936,000 | 5,324 |
| Issued or guaranteed by U.S. | $936,000 | 5,306 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $11,797,000 | 1,041 |
| CMOs issued by government agencies or sponsored agencies | $10,172,000 | 999 |
| Privately issued | $1,625,000 | 611 |
| 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) | $759,000 | 3,529 |
| Available-for-sale securities (fair market value) | $58,335,000 | 1,819 |
| Total debt securities | $59,093,000 | 2,029 |
| 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 | $60,877,000 | 2,102 |
| U.S. Government securities | $24,188,000 | 3,414 |
| U.S. Treasury securities | $12,000,000 | 354 |
| U.S. Government agency obligations | $12,188,000 | 5,112 |
| Securities issued by states & political subdivisions | $27,752,000 | 651 |
| Other domestic debt securities | $8,937,000 | 916 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,371,000 | 204 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,566,000 | 787 |
| 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 | $5,974,000 | 4,132 |
| Mortgage-backed securities | $12,188,000 | 2,713 |
| Certificates of participation in pools of residential mortgages | $1,043,000 | 5,249 |
| Issued or guaranteed by U.S. | $1,043,000 | 5,227 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $11,145,000 | 1,056 |
| CMOs issued by government agencies or sponsored agencies | $11,145,000 | 982 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $781,000 | 3,558 |
| Available-for-sale securities (fair market value) | $60,096,000 | 1,786 |
| Total debt securities | $60,877,000 | 2,043 |
| 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 | $60,478,000 | 2,092 |
| U.S. Government securities | $23,178,000 | 3,437 |
| U.S. Treasury securities | $8,500,000 | 458 |
| U.S. Government agency obligations | $14,678,000 | 4,439 |
| Securities issued by states & political subdivisions | $27,663,000 | 647 |
| Other domestic debt securities | $9,611,000 | 895 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,512,000 | 214 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,099,000 | 808 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $26,000 | 2,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,070,000 | 4,395 |
| Mortgage-backed securities | $14,678,000 | 2,443 |
| Certificates of participation in pools of residential mortgages | $1,133,000 | 5,174 |
| Issued or guaranteed by U.S. | $1,133,000 | 5,151 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $13,545,000 | 963 |
| CMOs issued by government agencies or sponsored agencies | $13,545,000 | 895 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $889,000 | 3,515 |
| Available-for-sale securities (fair market value) | $59,589,000 | 1,786 |
| Total debt securities | $60,452,000 | 2,025 |
| 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 | $72,005,000 | 1,736 |
| U.S. Government securities | $35,056,000 | 2,417 |
| U.S. Treasury securities | $19,992,000 | 252 |
| U.S. Government agency obligations | $15,064,000 | 4,333 |
| Securities issued by states & political subdivisions | $27,147,000 | 647 |
| Other domestic debt securities | $9,801,000 | 916 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,584,000 | 217 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,217,000 | 794 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,000 | 2,384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,439,000 | 4,222 |
| Mortgage-backed securities | $15,064,000 | 2,437 |
| Certificates of participation in pools of residential mortgages | $1,214,000 | 5,173 |
| Issued or guaranteed by U.S. | $1,214,000 | 5,152 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $13,850,000 | 1,018 |
| CMOs issued by government agencies or sponsored agencies | $13,850,000 | 948 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $900,000 | 3,538 |
| Available-for-sale securities (fair market value) | $71,105,000 | 1,496 |
| Total debt securities | $72,003,000 | 1,682 |
| 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 | $70,982,000 | 1,727 |
| U.S. Government securities | $26,338,000 | 3,000 |
| U.S. Treasury securities | $21,981,000 | 242 |
| U.S. Government agency obligations | $4,357,000 | 7,189 |
| Securities issued by states & political subdivisions | $26,702,000 | 628 |
| Other domestic debt securities | $7,615,000 | 1,099 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,615,000 | 867 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $10,327,000 | 409 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,562,000 | 4,218 |
| Mortgage-backed securities | $4,357,000 | 4,369 |
| Certificates of participation in pools of residential mortgages | $1,435,000 | 5,016 |
| Issued or guaranteed by U.S. | $1,435,000 | 5,001 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,922,000 | 2,265 |
| CMOs issued by government agencies or sponsored agencies | $2,922,000 | 2,146 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $981,000 | 3,543 |
| Available-for-sale securities (fair market value) | $70,001,000 | 1,497 |
| Total debt securities | $60,655,000 | 1,935 |
| 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 | $72,735,000 | 1,690 |
| U.S. Government securities | $32,852,000 | 2,513 |
| U.S. Treasury securities | $12,500,000 | 373 |
| U.S. Government agency obligations | $20,352,000 | 3,484 |
| Securities issued by states & political subdivisions | $22,255,000 | 767 |
| Other domestic debt securities | $7,296,000 | 1,132 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,296,000 | 903 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $10,332,000 | 406 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,530,000 | 4,609 |
| Mortgage-backed securities | $5,252,000 | 4,067 |
| Certificates of participation in pools of residential mortgages | $1,689,000 | 4,837 |
| Issued or guaranteed by U.S. | $1,689,000 | 4,820 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,563,000 | 2,113 |
| CMOs issued by government agencies or sponsored agencies | $3,563,000 | 2,011 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,493,000 | 3,266 |
| Available-for-sale securities (fair market value) | $71,242,000 | 1,452 |
| Total debt securities | $62,402,000 | 1,868 |
| 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 | $71,026,000 | 1,579 |
| U.S. Government securities | $55,948,000 | 1,452 |
| U.S. Treasury securities | $21,381,000 | 250 |
| U.S. Government agency obligations | $34,567,000 | 2,126 |
| Securities issued by states & political subdivisions | $15,077,000 | 1,123 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| 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 | $1,000 | 2,381 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,075,000 | 3,398 |
| Mortgage-backed securities | $33,095,000 | 1,297 |
| Certificates of participation in pools of residential mortgages | $2,175,000 | 4,366 |
| Issued or guaranteed by U.S. | $2,175,000 | 4,348 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $30,920,000 | 620 |
| CMOs issued by government agencies or sponsored agencies | $30,920,000 | 558 |
| Privately issued | $0 | 1,359 |
| 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) | $1,783,000 | 3,325 |
| Available-for-sale securities (fair market value) | $69,243,000 | 1,341 |
| Total debt securities | $71,025,000 | 1,525 |
| 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 | $63,396,000 | 1,740 |
| U.S. Government securities | $47,935,000 | 1,659 |
| U.S. Treasury securities | $4,932,000 | 1,104 |
| U.S. Government agency obligations | $43,003,000 | 1,725 |
| Securities issued by states & political subdivisions | $15,461,000 | 1,058 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| 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 | 3,386 |
| Foreign debt securities | $0 | 313 |
| 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 | $7,084,000 | 3,890 |
| Mortgage-backed securities | $40,895,000 | 906 |
| Certificates of participation in pools of residential mortgages | $2,431,000 | 3,683 |
| Issued or guaranteed by U.S. | $2,431,000 | 3,669 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $38,464,000 | 443 |
| CMOs issued by government agencies or sponsored agencies | $38,464,000 | 389 |
| Privately issued | $0 | 1,355 |
| 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) | $2,688,000 | 3,549 |
| Available-for-sale securities (fair market value) | $60,708,000 | 1,409 |
| Total debt securities | $63,396,000 | 1,657 |
| 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 | $53,350,000 | 2,128 |
| U.S. Government securities | $39,625,000 | 2,116 |
| U.S. Treasury securities | $4,973,000 | 1,596 |
| U.S. Government agency obligations | $34,652,000 | 2,151 |
| Securities issued by states & political subdivisions | $13,725,000 | 1,230 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| 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 | 3,254 |
| Foreign debt securities | $0 | 343 |
| 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 | $5,775,000 | 4,344 |
| Mortgage-backed securities | $33,838,000 | 1,129 |
| Certificates of participation in pools of residential mortgages | $2,883,000 | 3,642 |
| Issued or guaranteed by U.S. | $2,883,000 | 3,626 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $30,955,000 | 552 |
| CMOs issued by government agencies or sponsored agencies | $30,955,000 | 493 |
| Privately issued | $0 | 1,450 |
| 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) | $3,093,000 | 3,727 |
| Available-for-sale securities (fair market value) | $50,257,000 | 1,718 |
| Total debt securities | $53,350,000 | 2,044 |
| 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 | $64,089,000 | 1,828 |
| U.S. Government securities | $46,210,000 | 1,896 |
| U.S. Treasury securities | $4,944,000 | 2,298 |
| U.S. Government agency obligations | $41,266,000 | 1,784 |
| Securities issued by states & political subdivisions | $17,878,000 | 910 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| 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 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,000 | 8,224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,089,000 | 2,790 |
| Mortgage-backed securities | $40,543,000 | 1,062 |
| Certificates of participation in pools of residential mortgages | $3,941,000 | 3,378 |
| Issued or guaranteed by U.S. | $3,941,000 | 3,360 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $36,602,000 | 504 |
| CMOs issued by government agencies or sponsored agencies | $36,602,000 | 449 |
| Privately issued | $0 | 1,474 |
| 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) | $4,199,000 | 3,703 |
| Available-for-sale securities (fair market value) | $59,890,000 | 1,450 |
| Total debt securities | $64,088,000 | 1,765 |
| 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 | $32,151,000 | 3,421 |
| U.S. Government securities | $14,295,000 | 5,214 |
| U.S. Treasury securities | $4,976,000 | 3,257 |
| U.S. Government agency obligations | $9,319,000 | 5,462 |
| Securities issued by states & political subdivisions | $14,612,000 | 961 |
| Other domestic debt securities | $1,767,000 | 1,448 |
| Privately issued residential mortgage-backed securities | $1,767,000 | 486 |
| 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 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,477,000 | 1,801 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,575,000 | 4,700 |
| Mortgage-backed securities | $8,037,000 | 2,993 |
| Certificates of participation in pools of residential mortgages | $8,037,000 | 2,224 |
| Issued or guaranteed by U.S. | $6,270,000 | 2,564 |
| Privately issued | $1,767,000 | 171 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| 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) | $7,265,000 | 3,421 |
| Available-for-sale securities (fair market value) | $24,886,000 | 3,058 |
| Total debt securities | $30,674,000 | 3,458 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $33,871,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $26,687,000 | 4,295 |
| U.S. Government securities | $7,762,000 | 7,952 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $7,762,000 | 6,380 |
| Securities issued by states & political subdivisions | $18,923,000 | 680 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| 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 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $2,000 | 8,367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,182,000 | 2,323 |
| Mortgage-backed securities | $7,762,000 | 3,353 |
| Certificates of participation in pools of residential mortgages | $6,982,000 | 2,682 |
| Issued or guaranteed by U.S. | $6,982,000 | 2,660 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $780,000 | 4,097 |
| CMOs issued by government agencies or sponsored agencies | $780,000 | 3,940 |
| Privately issued | $0 | 1,788 |
| 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) | $4,788,000 | 4,788 |
| Available-for-sale securities (fair market value) | $21,899,000 | 3,567 |
| Total debt securities | $26,685,000 | 4,188 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $31,333,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $44,287,000 | 2,846 |
| U.S. Government securities | $26,373,000 | 3,738 |
| U.S. Treasury securities | $16,000,000 | 1,766 |
| U.S. Government agency obligations | $10,373,000 | 5,359 |
| Securities issued by states & political subdivisions | $17,912,000 | 701 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| 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 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $2,000 | 8,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,087,000 | 3,773 |
| Mortgage-backed securities | $10,373,000 | 3,025 |
| Certificates of participation in pools of residential mortgages | $8,299,000 | 2,431 |
| Issued or guaranteed by U.S. | $8,299,000 | 2,406 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,074,000 | 3,363 |
| CMOs issued by government agencies or sponsored agencies | $2,074,000 | 3,206 |
| Privately issued | $0 | 2,213 |
| 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) | $6,256,000 | 4,495 |
| Available-for-sale securities (fair market value) | $38,031,000 | 2,252 |
| Total debt securities | $44,285,000 | 2,775 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $28,287,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $39,873,000 | 3,300 |
| U.S. Government securities | $23,206,000 | 4,383 |
| U.S. Treasury securities | $13,671,000 | 2,574 |
| U.S. Government agency obligations | $9,535,000 | 5,541 |
| Securities issued by states & political subdivisions | $16,667,000 | 776 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| 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 | 4,515 |
| Foreign debt securities | $0 | 600 |
| 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 | $12,946,000 | 2,350 |
| Mortgage-backed securities | $9,535,000 | 3,326 |
| Certificates of participation in pools of residential mortgages | $8,608,000 | 2,472 |
| Issued or guaranteed by U.S. | $8,608,000 | 2,459 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $927,000 | 4,649 |
| CMOs issued by government agencies or sponsored agencies | $927,000 | 4,455 |
| Privately issued | $0 | 2,507 |
| 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) | $10,262,000 | 5,585 |
| Available-for-sale securities (fair market value) | $29,611,000 | 1,949 |
| Total debt securities | $39,873,000 | 3,237 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $15,789,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $83,664,000 | 1,644 |
| U.S. Government securities | $68,000,000 | 1,633 |
| U.S. Treasury securities | $10,932,000 | 3,284 |
| U.S. Government agency obligations | $57,068,000 | 1,280 |
| Securities issued by states & political subdivisions | $15,664,000 | 868 |
| 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 | $0 | 649 |
| 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 | $6,898,000 | 3,706 |
| Mortgage-backed securities | $57,068,000 | 1,016 |
| Certificates of participation in pools of residential mortgages | $13,838,000 | 1,969 |
| Issued or guaranteed by U.S. | $13,838,000 | 1,933 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $43,230,000 | 580 |
| CMOs issued by government agencies or sponsored agencies | $43,230,000 | 532 |
| 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 | $83,664,000 | 1,590 |
| 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 | $83,126,000 | 1,611 |
| U.S. Government securities | $63,538,000 | 1,708 |
| U.S. Treasury securities | $8,977,000 | 3,838 |
| U.S. Government agency obligations | $54,561,000 | 1,286 |
| Securities issued by states & political subdivisions | $19,020,000 | 605 |
| Other domestic debt securities | $568,000 | 4,892 |
| 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 | $568,000 | 3,634 |
| Foreign debt securities | $0 | 699 |
| 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 | $7,329,000 | 3,427 |
| Mortgage-backed securities | $54,561,000 | 1,054 |
| Certificates of participation in pools of residential mortgages | $19,913,000 | 1,518 |
| Issued or guaranteed by U.S. | $19,913,000 | 1,481 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $34,648,000 | 667 |
| CMOs issued by government agencies or sponsored agencies | $34,648,000 | 592 |
| 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 | $83,126,000 | 1,570 |
| 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 |