Home > Independence Bank of Kentucky > Securities
Independence Bank of Kentucky, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,484,196,000 | 186 |
| U.S. Government securities | $683,034,000 | 236 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $683,034,000 | 222 |
| Securities issued by states & political subdivisions | $641,103,000 | 52 |
| Other domestic debt securities | $160,059,000 | 186 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $160,059,000 | 63 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,286,222,000 | 129 |
| Mortgage-backed securities | $426,340,000 | 259 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $266,000 | 3,457 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $405,892,000 | 104 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $20,182,000 | 291 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $1,299,805,000 | 75 |
| Available-for-sale securities (fair market value) | $184,391,000 | 888 |
| Total debt securities | $1,484,196,000 | 183 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 302 |
| Fair value | $3,541,000 | 394 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $1,499,366,000 | 187 |
| U.S. Government securities | $692,189,000 | 236 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $692,189,000 | 224 |
| Securities issued by states & political subdivisions | $647,673,000 | 54 |
| Other domestic debt securities | $159,504,000 | 197 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $159,504,000 | 65 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,295,857,000 | 123 |
| Mortgage-backed securities | $435,495,000 | 253 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $279,000 | 3,470 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $415,772,000 | 105 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $19,444,000 | 291 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,300,595,000 | 75 |
| Available-for-sale securities (fair market value) | $198,771,000 | 807 |
| Total debt securities | $1,499,366,000 | 184 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 312 |
| Fair value | $3,285,000 | 422 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $1,519,848,000 | 187 |
| U.S. Government securities | $697,337,000 | 234 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $697,337,000 | 223 |
| Securities issued by states & political subdivisions | $662,783,000 | 51 |
| Other domestic debt securities | $159,728,000 | 185 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $159,728,000 | 62 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,370,388,000 | 117 |
| Mortgage-backed securities | $440,644,000 | 251 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $292,000 | 3,478 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $420,096,000 | 103 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $20,256,000 | 286 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $1,309,159,000 | 71 |
| Available-for-sale securities (fair market value) | $210,689,000 | 804 |
| Total debt securities | $1,519,848,000 | 183 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 335 |
| Fair value | $3,544,000 | 435 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $1,556,707,000 | 193 |
| U.S. Government securities | $730,788,000 | 241 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $730,788,000 | 217 |
| Securities issued by states & political subdivisions | $666,199,000 | 57 |
| Other domestic debt securities | $159,720,000 | 200 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $159,720,000 | 64 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,358,652,000 | 114 |
| Mortgage-backed securities | $444,097,000 | 263 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $309,000 | 3,515 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $423,116,000 | 107 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $20,672,000 | 302 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,343,066,000 | 73 |
| Available-for-sale securities (fair market value) | $213,641,000 | 836 |
| Total debt securities | $1,556,707,000 | 189 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 358 |
| Fair value | $3,375,000 | 474 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $1,425,657,000 | 213 |
| U.S. Government securities | $582,480,000 | 289 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $582,480,000 | 250 |
| Securities issued by states & political subdivisions | $683,631,000 | 62 |
| Other domestic debt securities | $159,546,000 | 208 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $159,546,000 | 74 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,066,982,000 | 108 |
| Mortgage-backed securities | $434,646,000 | 273 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $325,000 | 3,544 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $413,923,000 | 111 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $20,398,000 | 304 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $1,205,371,000 | 88 |
| Available-for-sale securities (fair market value) | $220,286,000 | 819 |
| Total debt securities | $1,425,657,000 | 210 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 380 |
| Fair value | $3,301,000 | 497 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $1,434,923,000 | 211 |
| U.S. Government securities | $588,016,000 | 295 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $588,016,000 | 252 |
| Securities issued by states & political subdivisions | $687,587,000 | 62 |
| Other domestic debt securities | $159,320,000 | 198 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $159,320,000 | 73 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,011,159,000 | 108 |
| Mortgage-backed securities | $440,183,000 | 274 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $358,000 | 3,543 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $419,533,000 | 113 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $20,292,000 | 311 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $1,214,631,000 | 85 |
| Available-for-sale securities (fair market value) | $220,292,000 | 833 |
| Total debt securities | $1,434,923,000 | 209 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 379 |
| Fair value | $3,721,000 | 451 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $1,457,061,000 | 214 |
| U.S. Government securities | $593,822,000 | 296 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $593,822,000 | 258 |
| Securities issued by states & political subdivisions | $698,192,000 | 67 |
| Other domestic debt securities | $165,047,000 | 183 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $165,047,000 | 74 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,031,991,000 | 111 |
| Mortgage-backed securities | $445,990,000 | 280 |
| Certificates of participation in pools of residential mortgages | $381,000 | 3,654 |
| Issued or guaranteed by U.S. | $381,000 | 3,571 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $424,204,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $424,204,000 | 116 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $21,405,000 | 599 |
| Commercial mortgage pass-through securities | $21,405,000 | 301 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $1,227,009,000 | 78 |
| Available-for-sale securities (fair market value) | $230,052,000 | 828 |
| Total debt securities | $1,457,061,000 | 212 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 360 |
| Fair value | $3,510,000 | 475 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $1,411,088,000 | 220 |
| U.S. Government securities | $583,959,000 | 295 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $583,959,000 | 265 |
| Securities issued by states & political subdivisions | $681,286,000 | 69 |
| Other domestic debt securities | $145,843,000 | 192 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $145,843,000 | 81 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $944,660,000 | 117 |
| Mortgage-backed securities | $446,128,000 | 290 |
| Certificates of participation in pools of residential mortgages | $441,000 | 3,650 |
| Issued or guaranteed by U.S. | $441,000 | 3,566 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $423,693,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $423,693,000 | 121 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $21,994,000 | 587 |
| Commercial mortgage pass-through securities | $21,994,000 | 300 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $1,196,367,000 | 71 |
| Available-for-sale securities (fair market value) | $214,721,000 | 903 |
| Total debt securities | $1,411,088,000 | 219 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 317 |
| Fair value | $4,013,000 | 375 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $1,384,371,000 | 223 |
| U.S. Government securities | $568,918,000 | 298 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $568,918,000 | 276 |
| Securities issued by states & political subdivisions | $667,882,000 | 69 |
| Other domestic debt securities | $147,571,000 | 185 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $147,571,000 | 81 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $937,775,000 | 116 |
| Mortgage-backed securities | $431,087,000 | 298 |
| Certificates of participation in pools of residential mortgages | $466,000 | 3,651 |
| Issued or guaranteed by U.S. | $466,000 | 3,564 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $404,087,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $404,087,000 | 124 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $26,534,000 | 520 |
| Commercial mortgage pass-through securities | $26,534,000 | 269 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $1,149,611,000 | 67 |
| Available-for-sale securities (fair market value) | $234,760,000 | 825 |
| Total debt securities | $1,384,371,000 | 221 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 268 |
| Fair value | $4,613,000 | 299 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $1,298,429,000 | 221 |
| U.S. Government securities | $567,496,000 | 291 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $567,496,000 | 276 |
| Securities issued by states & political subdivisions | $602,783,000 | 73 |
| Other domestic debt securities | $128,150,000 | 187 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $128,150,000 | 88 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $893,298,000 | 117 |
| Mortgage-backed securities | $449,667,000 | 290 |
| Certificates of participation in pools of residential mortgages | $531,000 | 3,675 |
| Issued or guaranteed by U.S. | $531,000 | 3,593 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $422,238,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $422,238,000 | 117 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $26,898,000 | 513 |
| Commercial mortgage pass-through securities | $26,898,000 | 254 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $1,072,178,000 | 64 |
| Available-for-sale securities (fair market value) | $226,251,000 | 799 |
| Total debt securities | $1,298,429,000 | 218 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 221 |
| Fair value | $4,606,000 | 245 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $1,239,432,000 | 220 |
| U.S. Government securities | $561,657,000 | 278 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $561,657,000 | 261 |
| Securities issued by states & political subdivisions | $559,506,000 | 73 |
| Other domestic debt securities | $118,269,000 | 193 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $118,269,000 | 96 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $934,021,000 | 110 |
| Mortgage-backed securities | $429,828,000 | 279 |
| Certificates of participation in pools of residential mortgages | $662,000 | 3,651 |
| Issued or guaranteed by U.S. | $662,000 | 3,557 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $401,986,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $401,986,000 | 122 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $27,180,000 | 492 |
| Commercial mortgage pass-through securities | $27,180,000 | 245 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $1,027,623,000 | 59 |
| Available-for-sale securities (fair market value) | $211,809,000 | 814 |
| Total debt securities | $1,239,432,000 | 217 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 191 |
| Fair value | $4,666,000 | 217 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $1,198,189,000 | 213 |
| U.S. Government securities | $543,705,000 | 267 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $543,705,000 | 255 |
| Securities issued by states & political subdivisions | $536,217,000 | 71 |
| Other domestic debt securities | $118,267,000 | 179 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $118,267,000 | 88 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $915,689,000 | 109 |
| Mortgage-backed securities | $446,877,000 | 256 |
| Certificates of participation in pools of residential mortgages | $724,000 | 3,631 |
| Issued or guaranteed by U.S. | $724,000 | 3,541 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $419,154,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $419,154,000 | 114 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $26,999,000 | 462 |
| Commercial mortgage pass-through securities | $26,999,000 | 237 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $1,007,543,000 | 59 |
| Available-for-sale securities (fair market value) | $190,646,000 | 817 |
| Total debt securities | $1,198,188,000 | 208 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 110 |
| Fair value | $4,747,000 | 129 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $1,164,140,000 | 205 |
| U.S. Government securities | $506,020,000 | 257 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $506,020,000 | 248 |
| Securities issued by states & political subdivisions | $539,135,000 | 70 |
| Other domestic debt securities | $118,985,000 | 161 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $118,985,000 | 81 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $943,110,000 | 109 |
| Mortgage-backed securities | $437,026,000 | 242 |
| Certificates of participation in pools of residential mortgages | $810,000 | 3,591 |
| Issued or guaranteed by U.S. | $810,000 | 3,504 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $408,167,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $408,167,000 | 112 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $28,049,000 | 429 |
| Commercial mortgage pass-through securities | $28,049,000 | 223 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $966,623,000 | 56 |
| Available-for-sale securities (fair market value) | $197,517,000 | 730 |
| Total debt securities | $1,164,140,000 | 200 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 23 |
| Fair value | $29,842,000 | 24 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $1,139,591,000 | 188 |
| U.S. Government securities | $501,515,000 | 254 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $501,515,000 | 242 |
| Securities issued by states & political subdivisions | $529,245,000 | 62 |
| Other domestic debt securities | $108,831,000 | 173 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $108,831,000 | 82 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $903,993,000 | 112 |
| Mortgage-backed securities | $447,522,000 | 224 |
| Certificates of participation in pools of residential mortgages | $840,000 | 3,579 |
| Issued or guaranteed by U.S. | $840,000 | 3,486 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $418,200,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $418,200,000 | 109 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $28,482,000 | 409 |
| Commercial mortgage pass-through securities | $28,482,000 | 207 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $947,691,000 | 54 |
| Available-for-sale securities (fair market value) | $191,900,000 | 700 |
| Total debt securities | $1,139,591,000 | 186 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 21 |
| Fair value | $29,942,000 | 21 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $1,108,883,000 | 190 |
| U.S. Government securities | $489,929,000 | 254 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $489,929,000 | 239 |
| Securities issued by states & political subdivisions | $505,115,000 | 64 |
| Other domestic debt securities | $113,839,000 | 163 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $113,839,000 | 75 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $953,575,000 | 109 |
| Mortgage-backed securities | $426,529,000 | 231 |
| Certificates of participation in pools of residential mortgages | $961,000 | 3,541 |
| Issued or guaranteed by U.S. | $961,000 | 3,448 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $397,315,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $397,315,000 | 114 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $28,253,000 | 405 |
| Commercial mortgage pass-through securities | $28,253,000 | 199 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $915,644,000 | 53 |
| Available-for-sale securities (fair market value) | $193,239,000 | 678 |
| Total debt securities | $1,108,883,000 | 189 |
| Structured notes | ||
| Amortized cost | $45,000,000 | 16 |
| Fair value | $44,727,000 | 16 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $1,112,887,000 | 183 |
| U.S. Government securities | $533,966,000 | 238 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $533,966,000 | 226 |
| Securities issued by states & political subdivisions | $477,980,000 | 62 |
| Other domestic debt securities | $100,941,000 | 178 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $100,941,000 | 82 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $920,496,000 | 109 |
| Mortgage-backed securities | $458,767,000 | 228 |
| Certificates of participation in pools of residential mortgages | $984,000 | 3,537 |
| Issued or guaranteed by U.S. | $984,000 | 3,436 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $430,177,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $430,177,000 | 109 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $27,606,000 | 410 |
| Commercial mortgage pass-through securities | $27,606,000 | 196 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $920,058,000 | 53 |
| Available-for-sale securities (fair market value) | $192,829,000 | 661 |
| Total debt securities | $1,112,887,000 | 182 |
| Structured notes | ||
| Amortized cost | $60,000,000 | 11 |
| Fair value | $56,817,000 | 11 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $1,069,808,000 | 189 |
| U.S. Government securities | $531,167,000 | 242 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $531,167,000 | 229 |
| Securities issued by states & political subdivisions | $468,641,000 | 62 |
| Other domestic debt securities | $70,000,000 | 209 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $70,000,000 | 102 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $821,869,000 | 110 |
| Mortgage-backed securities | $422,642,000 | 233 |
| Certificates of participation in pools of residential mortgages | $1,014,000 | 3,511 |
| Issued or guaranteed by U.S. | $1,014,000 | 3,416 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $394,549,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $394,549,000 | 116 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $27,079,000 | 405 |
| Commercial mortgage pass-through securities | $27,079,000 | 200 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $894,338,000 | 58 |
| Available-for-sale securities (fair market value) | $175,470,000 | 710 |
| Total debt securities | $1,069,808,000 | 186 |
| Structured notes | ||
| Amortized cost | $60,000,000 | 11 |
| Fair value | $59,232,000 | 11 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $1,046,465,000 | 189 |
| U.S. Government securities | $535,641,000 | 242 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $535,641,000 | 227 |
| Securities issued by states & political subdivisions | $440,824,000 | 61 |
| Other domestic debt securities | $70,000,000 | 205 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $70,000,000 | 96 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $799,533,000 | 108 |
| Mortgage-backed securities | $423,946,000 | 232 |
| Certificates of participation in pools of residential mortgages | $1,051,000 | 3,518 |
| Issued or guaranteed by U.S. | $1,051,000 | 3,428 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $394,455,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $394,455,000 | 115 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $28,440,000 | 393 |
| Commercial mortgage pass-through securities | $28,440,000 | 202 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $847,462,000 | 64 |
| Available-for-sale securities (fair market value) | $199,003,000 | 604 |
| Total debt securities | $1,046,465,000 | 185 |
| Structured notes | ||
| Amortized cost | $60,000,000 | 15 |
| Fair value | $60,121,000 | 15 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $1,019,193,000 | 193 |
| U.S. Government securities | $523,220,000 | 252 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $523,220,000 | 235 |
| Securities issued by states & political subdivisions | $445,973,000 | 58 |
| Other domestic debt securities | $50,000,000 | 237 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $50,000,000 | 126 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $813,152,000 | 110 |
| Mortgage-backed securities | $420,219,000 | 230 |
| Certificates of participation in pools of residential mortgages | $1,131,000 | 3,510 |
| Issued or guaranteed by U.S. | $1,131,000 | 3,428 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $391,037,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $391,037,000 | 115 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $28,051,000 | 388 |
| Commercial mortgage pass-through securities | $28,051,000 | 200 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $822,298,000 | 66 |
| Available-for-sale securities (fair market value) | $196,895,000 | 616 |
| Total debt securities | $1,019,193,000 | 191 |
| Structured notes | ||
| Amortized cost | $70,000,000 | 20 |
| Fair value | $70,000,000 | 20 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $1,008,891,000 | 192 |
| U.S. Government securities | $530,923,000 | 251 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $530,923,000 | 233 |
| Securities issued by states & political subdivisions | $450,960,000 | 57 |
| Other domestic debt securities | $27,008,000 | 337 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $27,008,000 | 198 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $807,614,000 | 111 |
| Mortgage-backed securities | $419,506,000 | 230 |
| Certificates of participation in pools of residential mortgages | $1,174,000 | 3,522 |
| Issued or guaranteed by U.S. | $1,174,000 | 3,436 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $391,043,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $391,043,000 | 115 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $27,289,000 | 381 |
| Commercial mortgage pass-through securities | $27,289,000 | 203 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $810,890,000 | 66 |
| Available-for-sale securities (fair market value) | $198,001,000 | 610 |
| Total debt securities | $1,008,891,000 | 189 |
| Structured notes | ||
| Amortized cost | $68,415,000 | 22 |
| Fair value | $68,487,000 | 22 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $869,175,000 | 212 |
| U.S. Government securities | $411,080,000 | 282 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $411,080,000 | 264 |
| Securities issued by states & political subdivisions | $456,071,000 | 61 |
| Other domestic debt securities | $2,024,000 | 1,235 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,024,000 | 910 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $789,466,000 | 116 |
| Mortgage-backed securities | $377,610,000 | 240 |
| Certificates of participation in pools of residential mortgages | $1,235,000 | 3,516 |
| Issued or guaranteed by U.S. | $1,235,000 | 3,447 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $348,283,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $348,283,000 | 122 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $28,092,000 | 358 |
| Commercial mortgage pass-through securities | $28,092,000 | 183 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $698,168,000 | 74 |
| Available-for-sale securities (fair market value) | $171,007,000 | 692 |
| Total debt securities | $869,175,000 | 208 |
| Structured notes | ||
| Amortized cost | $29,470,000 | 54 |
| Fair value | $29,514,000 | 52 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $833,565,000 | 218 |
| U.S. Government securities | $380,801,000 | 293 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $380,801,000 | 276 |
| Securities issued by states & political subdivisions | $450,723,000 | 64 |
| Other domestic debt securities | $2,041,000 | 1,179 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $2,041,000 | 898 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $749,888,000 | 116 |
| Mortgage-backed securities | $371,801,000 | 241 |
| Certificates of participation in pools of residential mortgages | $1,361,000 | 3,516 |
| Issued or guaranteed by U.S. | $1,361,000 | 3,487 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $342,656,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $342,656,000 | 123 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $27,784,000 | 353 |
| Commercial mortgage pass-through securities | $27,784,000 | 181 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $679,987,000 | 71 |
| Available-for-sale securities (fair market value) | $153,578,000 | 776 |
| Total debt securities | $833,565,000 | 213 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $786,575,000 | 233 |
| U.S. Government securities | $340,266,000 | 323 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $340,266,000 | 306 |
| Securities issued by states & political subdivisions | $444,252,000 | 69 |
| Other domestic debt securities | $2,057,000 | 1,325 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $2,057,000 | 898 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $740,895,000 | 112 |
| Mortgage-backed securities | $340,266,000 | 261 |
| Certificates of participation in pools of residential mortgages | $1,455,000 | 3,537 |
| Issued or guaranteed by U.S. | $1,455,000 | 3,371 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $312,529,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $312,529,000 | 127 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $26,282,000 | 347 |
| Commercial mortgage pass-through securities | $26,282,000 | 190 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $682,818,000 | 69 |
| Available-for-sale securities (fair market value) | $103,757,000 | 1,142 |
| Total debt securities | $786,575,000 | 227 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $801,224,000 | 224 |
| U.S. Government securities | $342,167,000 | 321 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $342,167,000 | 306 |
| Securities issued by states & political subdivisions | $453,976,000 | 68 |
| Other domestic debt securities | $5,081,000 | 819 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $5,081,000 | 617 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $747,640,000 | 116 |
| Mortgage-backed securities | $342,167,000 | 258 |
| Certificates of participation in pools of residential mortgages | $28,105,000 | 1,099 |
| Issued or guaranteed by U.S. | $28,105,000 | 1,097 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $314,062,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $314,062,000 | 127 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $714,541,000 | 69 |
| Available-for-sale securities (fair market value) | $86,683,000 | 1,349 |
| Total debt securities | $801,224,000 | 217 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $796,782,000 | 222 |
| U.S. Government securities | $340,688,000 | 317 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $340,688,000 | 304 |
| Securities issued by states & political subdivisions | $450,976,000 | 70 |
| Other domestic debt securities | $5,118,000 | 811 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $5,118,000 | 610 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $762,748,000 | 117 |
| Mortgage-backed securities | $340,688,000 | 252 |
| Certificates of participation in pools of residential mortgages | $29,151,000 | 1,102 |
| Issued or guaranteed by U.S. | $29,151,000 | 1,102 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $311,537,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $311,537,000 | 124 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $717,105,000 | 70 |
| Available-for-sale securities (fair market value) | $79,677,000 | 1,470 |
| Total debt securities | $796,782,000 | 216 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $824,348,000 | 215 |
| U.S. Government securities | $365,418,000 | 306 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $365,418,000 | 296 |
| Securities issued by states & political subdivisions | $453,776,000 | 66 |
| Other domestic debt securities | $5,154,000 | 825 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $5,154,000 | 627 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $765,156,000 | 122 |
| Mortgage-backed securities | $365,418,000 | 244 |
| Certificates of participation in pools of residential mortgages | $29,658,000 | 1,096 |
| Issued or guaranteed by U.S. | $29,658,000 | 1,095 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $335,760,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $335,760,000 | 115 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $744,576,000 | 70 |
| Available-for-sale securities (fair market value) | $79,772,000 | 1,488 |
| Total debt securities | $824,348,000 | 210 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $851,702,000 | 209 |
| U.S. Government securities | $394,387,000 | 295 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $394,387,000 | 282 |
| Securities issued by states & political subdivisions | $452,124,000 | 68 |
| Other domestic debt securities | $5,191,000 | 833 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $5,191,000 | 631 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $764,760,000 | 117 |
| Mortgage-backed securities | $394,387,000 | 237 |
| Certificates of participation in pools of residential mortgages | $29,950,000 | 1,112 |
| Issued or guaranteed by U.S. | $29,950,000 | 1,111 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $364,437,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $364,437,000 | 109 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $771,244,000 | 71 |
| Available-for-sale securities (fair market value) | $80,458,000 | 1,502 |
| Total debt securities | $851,702,000 | 206 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $860,829,000 | 209 |
| U.S. Government securities | $408,177,000 | 282 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $408,177,000 | 270 |
| Securities issued by states & political subdivisions | $447,425,000 | 70 |
| Other domestic debt securities | $5,227,000 | 849 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $5,227,000 | 642 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $765,632,000 | 118 |
| Mortgage-backed securities | $408,177,000 | 231 |
| Certificates of participation in pools of residential mortgages | $29,586,000 | 1,156 |
| Issued or guaranteed by U.S. | $29,586,000 | 1,155 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $378,591,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $378,591,000 | 107 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $781,602,000 | 72 |
| Available-for-sale securities (fair market value) | $79,227,000 | 1,527 |
| Total debt securities | $860,829,000 | 205 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $813,387,000 | 221 |
| U.S. Government securities | $376,303,000 | 296 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $376,303,000 | 284 |
| Securities issued by states & political subdivisions | $428,807,000 | 70 |
| Other domestic debt securities | $8,277,000 | 661 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $8,277,000 | 490 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $743,804,000 | 117 |
| Mortgage-backed securities | $376,303,000 | 238 |
| Certificates of participation in pools of residential mortgages | $30,858,000 | 1,108 |
| Issued or guaranteed by U.S. | $30,858,000 | 1,107 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $345,445,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $345,445,000 | 113 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $738,791,000 | 74 |
| Available-for-sale securities (fair market value) | $74,596,000 | 1,603 |
| Total debt securities | $813,387,000 | 217 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $776,952,000 | 220 |
| U.S. Government securities | $376,162,000 | 292 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $376,162,000 | 279 |
| Securities issued by states & political subdivisions | $392,462,000 | 74 |
| Other domestic debt securities | $8,328,000 | 659 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $8,328,000 | 490 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $663,910,000 | 123 |
| Mortgage-backed securities | $376,162,000 | 235 |
| Certificates of participation in pools of residential mortgages | $26,045,000 | 1,289 |
| Issued or guaranteed by U.S. | $26,045,000 | 1,288 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $350,117,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $350,117,000 | 114 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $698,272,000 | 72 |
| Available-for-sale securities (fair market value) | $78,680,000 | 1,522 |
| Total debt securities | $776,952,000 | 216 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $786,934,000 | 223 |
| U.S. Government securities | $401,151,000 | 280 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $401,151,000 | 268 |
| Securities issued by states & political subdivisions | $377,403,000 | 78 |
| Other domestic debt securities | $8,380,000 | 669 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $8,380,000 | 492 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $683,917,000 | 122 |
| Mortgage-backed securities | $391,144,000 | 235 |
| Certificates of participation in pools of residential mortgages | $20,920,000 | 1,515 |
| Issued or guaranteed by U.S. | $20,920,000 | 1,511 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $370,224,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $370,224,000 | 110 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $712,695,000 | 73 |
| Available-for-sale securities (fair market value) | $74,239,000 | 1,610 |
| Total debt securities | $786,934,000 | 218 |
| Structured notes | ||
| Amortized cost | $10,007,000 | 151 |
| Fair value | $10,003,000 | 154 |
| 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 | $782,476,000 | 225 |
| U.S. Government securities | $404,977,000 | 283 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $404,977,000 | 271 |
| Securities issued by states & political subdivisions | $369,068,000 | 76 |
| Other domestic debt securities | $8,431,000 | 663 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $8,431,000 | 492 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $640,760,000 | 128 |
| Mortgage-backed securities | $377,472,000 | 239 |
| Certificates of participation in pools of residential mortgages | $20,488,000 | 1,542 |
| Issued or guaranteed by U.S. | $20,488,000 | 1,541 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $356,984,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $356,984,000 | 117 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $711,366,000 | 77 |
| Available-for-sale securities (fair market value) | $71,110,000 | 1,700 |
| Total debt securities | $782,476,000 | 220 |
| Structured notes | ||
| Amortized cost | $10,007,000 | 168 |
| Fair value | $9,983,000 | 181 |
| 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 | $725,614,000 | 233 |
| U.S. Government securities | $375,931,000 | 299 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $375,931,000 | 287 |
| Securities issued by states & political subdivisions | $340,184,000 | 81 |
| Other domestic debt securities | $9,499,000 | 610 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $9,499,000 | 434 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $613,462,000 | 133 |
| Mortgage-backed securities | $337,039,000 | 256 |
| Certificates of participation in pools of residential mortgages | $20,490,000 | 1,541 |
| Issued or guaranteed by U.S. | $20,490,000 | 1,540 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $316,549,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $316,549,000 | 122 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $657,419,000 | 84 |
| Available-for-sale securities (fair market value) | $68,195,000 | 1,787 |
| Total debt securities | $725,614,000 | 227 |
| Structured notes | ||
| Amortized cost | $11,500,000 | 190 |
| Fair value | $11,505,000 | 190 |
| 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 | $657,758,000 | 252 |
| U.S. Government securities | $339,229,000 | 325 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $339,229,000 | 313 |
| Securities issued by states & political subdivisions | $308,978,000 | 86 |
| Other domestic debt securities | $9,551,000 | 614 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $9,551,000 | 435 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $543,740,000 | 137 |
| Mortgage-backed securities | $291,837,000 | 283 |
| Certificates of participation in pools of residential mortgages | $15,253,000 | 1,863 |
| Issued or guaranteed by U.S. | $15,253,000 | 1,863 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $276,584,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $276,584,000 | 128 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $593,647,000 | 88 |
| Available-for-sale securities (fair market value) | $64,111,000 | 1,891 |
| Total debt securities | $657,758,000 | 244 |
| Structured notes | ||
| Amortized cost | $17,000,000 | 151 |
| Fair value | $17,194,000 | 150 |
| 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 | $614,903,000 | 268 |
| U.S. Government securities | $325,644,000 | 337 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $325,644,000 | 323 |
| Securities issued by states & political subdivisions | $279,657,000 | 93 |
| Other domestic debt securities | $9,602,000 | 600 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $9,602,000 | 419 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $529,131,000 | 146 |
| Mortgage-backed securities | $287,105,000 | 285 |
| Certificates of participation in pools of residential mortgages | $8,305,000 | 2,650 |
| Issued or guaranteed by U.S. | $8,305,000 | 2,646 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $278,800,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $278,800,000 | 134 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $560,191,000 | 85 |
| Available-for-sale securities (fair market value) | $54,712,000 | 2,160 |
| Total debt securities | $614,903,000 | 262 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 522 |
| Fair value | $4,881,000 | 550 |
| 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 | $579,477,000 | 275 |
| U.S. Government securities | $315,099,000 | 344 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $315,099,000 | 333 |
| Securities issued by states & political subdivisions | $254,725,000 | 95 |
| Other domestic debt securities | $9,653,000 | 593 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $9,653,000 | 419 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $534,817,000 | 147 |
| Mortgage-backed securities | $268,554,000 | 306 |
| Certificates of participation in pools of residential mortgages | $8,965,000 | 2,607 |
| Issued or guaranteed by U.S. | $8,965,000 | 2,604 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $259,589,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $259,589,000 | 146 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $522,008,000 | 88 |
| Available-for-sale securities (fair market value) | $57,469,000 | 2,109 |
| Total debt securities | $579,477,000 | 269 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 337 |
| Fair value | $10,229,000 | 333 |
| 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 | $565,783,000 | 271 |
| U.S. Government securities | $308,117,000 | 359 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $308,117,000 | 343 |
| Securities issued by states & political subdivisions | $246,901,000 | 96 |
| Other domestic debt securities | $10,765,000 | 566 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $10,765,000 | 389 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $515,119,000 | 148 |
| Mortgage-backed securities | $264,572,000 | 317 |
| Certificates of participation in pools of residential mortgages | $8,927,000 | 2,660 |
| Issued or guaranteed by U.S. | $8,927,000 | 2,658 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $255,645,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $255,645,000 | 146 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $516,059,000 | 91 |
| Available-for-sale securities (fair market value) | $49,724,000 | 2,370 |
| Total debt securities | $565,783,000 | 266 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 489 |
| Fair value | $6,941,000 | 495 |
| 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 | $528,545,000 | 287 |
| U.S. Government securities | $276,875,000 | 403 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $276,875,000 | 389 |
| Securities issued by states & political subdivisions | $240,854,000 | 95 |
| Other domestic debt securities | $10,816,000 | 579 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $10,816,000 | 397 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $509,538,000 | 146 |
| Mortgage-backed securities | $237,331,000 | 346 |
| Certificates of participation in pools of residential mortgages | $9,060,000 | 2,713 |
| Issued or guaranteed by U.S. | $9,060,000 | 2,711 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $228,271,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $228,271,000 | 161 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $479,368,000 | 89 |
| Available-for-sale securities (fair market value) | $49,177,000 | 2,430 |
| Total debt securities | $528,545,000 | 280 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $501,365,000 | 302 |
| U.S. Government securities | $253,813,000 | 438 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $253,813,000 | 427 |
| Securities issued by states & political subdivisions | $236,685,000 | 96 |
| Other domestic debt securities | $10,867,000 | 597 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $10,867,000 | 407 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $467,158,000 | 153 |
| Mortgage-backed securities | $214,269,000 | 370 |
| Certificates of participation in pools of residential mortgages | $9,307,000 | 2,731 |
| Issued or guaranteed by U.S. | $9,307,000 | 2,731 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $204,962,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $204,962,000 | 177 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $451,371,000 | 92 |
| Available-for-sale securities (fair market value) | $49,994,000 | 2,427 |
| Total debt securities | $501,365,000 | 294 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $493,959,000 | 309 |
| U.S. Government securities | $250,012,000 | 445 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $250,012,000 | 432 |
| Securities issued by states & political subdivisions | $233,030,000 | 97 |
| Other domestic debt securities | $10,917,000 | 620 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $10,917,000 | 418 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $465,803,000 | 155 |
| Mortgage-backed securities | $213,468,000 | 383 |
| Certificates of participation in pools of residential mortgages | $7,217,000 | 3,056 |
| Issued or guaranteed by U.S. | $7,217,000 | 3,056 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $206,251,000 | 187 |
| CMOs issued by government agencies or sponsored agencies | $206,251,000 | 173 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $446,047,000 | 89 |
| Available-for-sale securities (fair market value) | $47,912,000 | 2,519 |
| Total debt securities | $493,959,000 | 301 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $489,162,000 | 311 |
| U.S. Government securities | $246,316,000 | 446 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $246,316,000 | 432 |
| Securities issued by states & political subdivisions | $228,957,000 | 100 |
| Other domestic debt securities | $13,889,000 | 555 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $13,889,000 | 369 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $439,204,000 | 164 |
| Mortgage-backed securities | $206,772,000 | 392 |
| Certificates of participation in pools of residential mortgages | $7,485,000 | 3,023 |
| Issued or guaranteed by U.S. | $7,485,000 | 3,021 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $199,287,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $199,287,000 | 174 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $441,149,000 | 88 |
| Available-for-sale securities (fair market value) | $48,013,000 | 2,527 |
| Total debt securities | $489,162,000 | 305 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 977 |
| Fair value | $3,000,000 | 965 |
| 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 | $471,660,000 | 327 |
| U.S. Government securities | $234,256,000 | 472 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $234,256,000 | 458 |
| Securities issued by states & political subdivisions | $223,465,000 | 97 |
| Other domestic debt securities | $13,939,000 | 581 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $13,939,000 | 377 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $393,803,000 | 178 |
| Mortgage-backed securities | $197,712,000 | 404 |
| Certificates of participation in pools of residential mortgages | $5,763,000 | 3,337 |
| Issued or guaranteed by U.S. | $5,763,000 | 3,334 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $191,949,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $191,949,000 | 181 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $426,362,000 | 81 |
| Available-for-sale securities (fair market value) | $45,298,000 | 2,649 |
| Total debt securities | $471,660,000 | 322 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $450,812,000 | 342 |
| U.S. Government securities | $238,732,000 | 464 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $238,732,000 | 446 |
| Securities issued by states & political subdivisions | $198,297,000 | 107 |
| Other domestic debt securities | $13,783,000 | 586 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $13,783,000 | 384 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $292,817,000 | 229 |
| Mortgage-backed securities | $202,188,000 | 395 |
| Certificates of participation in pools of residential mortgages | $6,834,000 | 3,117 |
| Issued or guaranteed by U.S. | $6,834,000 | 3,115 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $195,354,000 | 194 |
| CMOs issued by government agencies or sponsored agencies | $195,354,000 | 179 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $275,262,000 | 95 |
| Available-for-sale securities (fair market value) | $175,550,000 | 778 |
| Total debt securities | $450,812,000 | 335 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $425,894,000 | 357 |
| U.S. Government securities | $227,789,000 | 492 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $227,789,000 | 477 |
| Securities issued by states & political subdivisions | $183,827,000 | 127 |
| Other domestic debt securities | $14,278,000 | 569 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $14,278,000 | 370 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $283,193,000 | 242 |
| Mortgage-backed securities | $205,392,000 | 395 |
| Certificates of participation in pools of residential mortgages | $7,960,000 | 2,967 |
| Issued or guaranteed by U.S. | $7,960,000 | 2,966 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $197,432,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $197,432,000 | 183 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $255,598,000 | 96 |
| Available-for-sale securities (fair market value) | $170,296,000 | 813 |
| Total debt securities | $425,894,000 | 349 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| 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 | $395,978,000 | 379 |
| U.S. Government securities | $209,399,000 | 516 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $209,399,000 | 496 |
| Securities issued by states & political subdivisions | $172,387,000 | 134 |
| Other domestic debt securities | $14,192,000 | 562 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $14,192,000 | 363 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $293,639,000 | 244 |
| Mortgage-backed securities | $193,999,000 | 416 |
| Certificates of participation in pools of residential mortgages | $9,419,000 | 2,736 |
| Issued or guaranteed by U.S. | $9,419,000 | 2,734 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $184,580,000 | 208 |
| CMOs issued by government agencies or sponsored agencies | $184,580,000 | 193 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $231,066,000 | 103 |
| Available-for-sale securities (fair market value) | $164,912,000 | 819 |
| Total debt securities | $395,978,000 | 372 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $398,405,000 | 383 |
| U.S. Government securities | $215,274,000 | 514 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $215,274,000 | 498 |
| Securities issued by states & political subdivisions | $169,138,000 | 130 |
| Other domestic debt securities | $13,993,000 | 589 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $13,993,000 | 382 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $262,261,000 | 267 |
| Mortgage-backed securities | $204,110,000 | 414 |
| Certificates of participation in pools of residential mortgages | $10,697,000 | 2,699 |
| Issued or guaranteed by U.S. | $10,697,000 | 2,696 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $193,413,000 | 207 |
| CMOs issued by government agencies or sponsored agencies | $193,413,000 | 193 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $230,142,000 | 102 |
| Available-for-sale securities (fair market value) | $168,263,000 | 817 |
| Total debt securities | $398,405,000 | 378 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $391,332,000 | 395 |
| U.S. Government securities | $220,332,000 | 501 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $220,332,000 | 485 |
| Securities issued by states & political subdivisions | $160,634,000 | 129 |
| Other domestic debt securities | $10,366,000 | 702 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $10,366,000 | 464 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $273,875,000 | 252 |
| Mortgage-backed securities | $216,046,000 | 394 |
| Certificates of participation in pools of residential mortgages | $12,314,000 | 2,553 |
| Issued or guaranteed by U.S. | $12,314,000 | 2,550 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $203,732,000 | 206 |
| CMOs issued by government agencies or sponsored agencies | $203,732,000 | 189 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $217,605,000 | 105 |
| Available-for-sale securities (fair market value) | $173,727,000 | 788 |
| Total debt securities | $391,332,000 | 386 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| 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 | $375,223,000 | 406 |
| U.S. Government securities | $216,602,000 | 516 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $216,602,000 | 499 |
| Securities issued by states & political subdivisions | $150,448,000 | 138 |
| Other domestic debt securities | $8,173,000 | 819 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $8,173,000 | 545 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $266,027,000 | 259 |
| Mortgage-backed securities | $211,602,000 | 405 |
| Certificates of participation in pools of residential mortgages | $13,716,000 | 2,390 |
| Issued or guaranteed by U.S. | $13,716,000 | 2,386 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $197,886,000 | 222 |
| CMOs issued by government agencies or sponsored agencies | $197,886,000 | 206 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $203,280,000 | 114 |
| Available-for-sale securities (fair market value) | $171,943,000 | 799 |
| Total debt securities | $375,223,000 | 402 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $358,400,000 | 415 |
| U.S. Government securities | $207,851,000 | 520 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $207,851,000 | 504 |
| Securities issued by states & political subdivisions | $142,746,000 | 142 |
| Other domestic debt securities | $7,803,000 | 833 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $7,803,000 | 523 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $230,964,000 | 271 |
| Mortgage-backed securities | $204,863,000 | 405 |
| Certificates of participation in pools of residential mortgages | $14,736,000 | 2,204 |
| Issued or guaranteed by U.S. | $14,736,000 | 2,198 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $190,127,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $190,127,000 | 193 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $176,464,000 | 128 |
| Available-for-sale securities (fair market value) | $181,936,000 | 730 |
| Total debt securities | $358,400,000 | 412 |
| Structured notes | ||
| Amortized cost | $2,988,000 | 1,421 |
| Fair value | $3,002,000 | 1,387 |
| 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 | $359,323,000 | 398 |
| U.S. Government securities | $221,500,000 | 481 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $221,500,000 | 468 |
| Securities issued by states & political subdivisions | $132,823,000 | 143 |
| Other domestic debt securities | $5,000,000 | 1,045 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $5,000,000 | 665 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $244,605,000 | 256 |
| Mortgage-backed securities | $213,513,000 | 378 |
| Certificates of participation in pools of residential mortgages | $15,998,000 | 2,031 |
| Issued or guaranteed by U.S. | $15,998,000 | 2,025 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $197,515,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $197,515,000 | 189 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $202,566,000 | 108 |
| Available-for-sale securities (fair market value) | $156,757,000 | 820 |
| Total debt securities | $359,323,000 | 395 |
| Structured notes | ||
| Amortized cost | $7,987,000 | 710 |
| Fair value | $7,992,000 | 717 |
| 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 | $338,826,000 | 426 |
| U.S. Government securities | $213,700,000 | 505 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $213,700,000 | 485 |
| Securities issued by states & political subdivisions | $120,126,000 | 158 |
| Other domestic debt securities | $5,000,000 | 1,019 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $5,000,000 | 621 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $288,426,000 | 211 |
| Mortgage-backed securities | $195,206,000 | 392 |
| Certificates of participation in pools of residential mortgages | $17,293,000 | 1,873 |
| Issued or guaranteed by U.S. | $17,293,000 | 1,871 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $177,913,000 | 223 |
| CMOs issued by government agencies or sponsored agencies | $177,913,000 | 192 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $208,765,000 | 105 |
| Available-for-sale securities (fair market value) | $130,061,000 | 986 |
| Total debt securities | $338,826,000 | 419 |
| Structured notes | ||
| Amortized cost | $4,996,000 | 1,186 |
| Fair value | $5,024,000 | 1,161 |
| 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 | $298,957,000 | 484 |
| U.S. Government securities | $184,095,000 | 568 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $184,095,000 | 545 |
| Securities issued by states & political subdivisions | $109,862,000 | 177 |
| Other domestic debt securities | $5,000,000 | 1,049 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $5,000,000 | 612 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,305,000 | 267 |
| Mortgage-backed securities | $164,123,000 | 441 |
| Certificates of participation in pools of residential mortgages | $18,143,000 | 1,768 |
| Issued or guaranteed by U.S. | $18,143,000 | 1,765 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $145,980,000 | 255 |
| CMOs issued by government agencies or sponsored agencies | $145,980,000 | 215 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $176,901,000 | 122 |
| Available-for-sale securities (fair market value) | $122,056,000 | 1,043 |
| Total debt securities | $298,957,000 | 478 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,986 |
| Fair value | $1,978,000 | 2,072 |
| 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 | $257,695,000 | 548 |
| U.S. Government securities | $158,498,000 | 638 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $158,498,000 | 612 |
| Securities issued by states & political subdivisions | $94,197,000 | 204 |
| Other domestic debt securities | $5,000,000 | 1,113 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $5,000,000 | 609 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $224,844,000 | 270 |
| Mortgage-backed securities | $146,922,000 | 473 |
| Certificates of participation in pools of residential mortgages | $19,889,000 | 1,564 |
| Issued or guaranteed by U.S. | $19,889,000 | 1,558 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $127,033,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $127,033,000 | 235 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $136,985,000 | 157 |
| Available-for-sale securities (fair market value) | $120,710,000 | 1,013 |
| Total debt securities | $257,695,000 | 539 |
| Structured notes | ||
| Amortized cost | $4,600,000 | 1,194 |
| Fair value | $4,560,000 | 1,200 |
| 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 | $247,981,000 | 544 |
| U.S. Government securities | $150,302,000 | 651 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $150,302,000 | 622 |
| Securities issued by states & political subdivisions | $92,679,000 | 203 |
| Other domestic debt securities | $5,000,000 | 1,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $5,000,000 | 604 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,071,000 | 290 |
| Mortgage-backed securities | $141,707,000 | 477 |
| Certificates of participation in pools of residential mortgages | $22,408,000 | 1,405 |
| Issued or guaranteed by U.S. | $22,408,000 | 1,401 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $119,299,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $119,299,000 | 244 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $108,806,000 | 170 |
| Available-for-sale securities (fair market value) | $139,175,000 | 851 |
| Total debt securities | $247,980,000 | 538 |
| Structured notes | ||
| Amortized cost | $4,619,000 | 1,203 |
| Fair value | $4,619,000 | 1,205 |
| 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 | $260,033,000 | 512 |
| U.S. Government securities | $170,033,000 | 575 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $170,033,000 | 548 |
| Securities issued by states & political subdivisions | $85,000,000 | 207 |
| Other domestic debt securities | $5,000,000 | 1,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $5,000,000 | 572 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $237,355,000 | 254 |
| Mortgage-backed securities | $151,058,000 | 440 |
| Certificates of participation in pools of residential mortgages | $24,564,000 | 1,307 |
| Issued or guaranteed by U.S. | $24,564,000 | 1,302 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $126,494,000 | 271 |
| CMOs issued by government agencies or sponsored agencies | $126,494,000 | 225 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $116,586,000 | 169 |
| Available-for-sale securities (fair market value) | $143,447,000 | 818 |
| Total debt securities | $260,033,000 | 507 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 657 |
| Fair value | $9,975,000 | 685 |
| 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 | $256,265,000 | 514 |
| U.S. Government securities | $172,349,000 | 555 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $172,349,000 | 527 |
| Securities issued by states & political subdivisions | $78,916,000 | 218 |
| Other domestic debt securities | $5,000,000 | 1,189 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $5,000,000 | 590 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $206,081,000 | 304 |
| Mortgage-backed securities | $149,375,000 | 470 |
| Certificates of participation in pools of residential mortgages | $29,107,000 | 1,217 |
| Issued or guaranteed by U.S. | $29,107,000 | 1,213 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $120,268,000 | 283 |
| CMOs issued by government agencies or sponsored agencies | $120,268,000 | 223 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $112,005,000 | 169 |
| Available-for-sale securities (fair market value) | $144,260,000 | 805 |
| Total debt securities | $256,265,000 | 509 |
| Structured notes | ||
| Amortized cost | $11,999,000 | 454 |
| Fair value | $11,974,000 | 451 |
| 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 | $202,284,000 | 638 |
| U.S. Government securities | $129,669,000 | 717 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $129,669,000 | 690 |
| Securities issued by states & political subdivisions | $67,615,000 | 274 |
| Other domestic debt securities | $5,000,000 | 1,236 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $5,000,000 | 610 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $167,481,000 | 370 |
| Mortgage-backed securities | $113,702,000 | 592 |
| Certificates of participation in pools of residential mortgages | $31,780,000 | 1,166 |
| Issued or guaranteed by U.S. | $31,780,000 | 1,159 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $81,922,000 | 364 |
| CMOs issued by government agencies or sponsored agencies | $81,922,000 | 284 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $104,017,000 | 179 |
| Available-for-sale securities (fair market value) | $98,267,000 | 1,155 |
| Total debt securities | $202,284,000 | 622 |
| Structured notes | ||
| Amortized cost | $4,992,000 | 828 |
| Fair value | $4,905,000 | 827 |
| 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 | $191,159,000 | 677 |
| U.S. Government securities | $126,463,000 | 713 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $126,463,000 | 686 |
| Securities issued by states & political subdivisions | $59,696,000 | 330 |
| Other domestic debt securities | $5,000,000 | 1,303 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $5,000,000 | 643 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,852,000 | 369 |
| Mortgage-backed securities | $115,471,000 | 585 |
| Certificates of participation in pools of residential mortgages | $30,876,000 | 1,233 |
| Issued or guaranteed by U.S. | $30,876,000 | 1,224 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $84,595,000 | 351 |
| CMOs issued by government agencies or sponsored agencies | $84,595,000 | 265 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $84,361,000 | 240 |
| Available-for-sale securities (fair market value) | $106,798,000 | 1,048 |
| Total debt securities | $191,159,000 | 662 |
| Structured notes | ||
| Amortized cost | $4,992,000 | 588 |
| Fair value | $4,992,000 | 584 |
| 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 | $175,625,000 | 724 |
| U.S. Government securities | $122,420,000 | 716 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $122,420,000 | 689 |
| Securities issued by states & political subdivisions | $48,205,000 | 419 |
| Other domestic debt securities | $5,000,000 | 1,337 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $5,000,000 | 677 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,966,000 | 377 |
| Mortgage-backed securities | $108,414,000 | 616 |
| Certificates of participation in pools of residential mortgages | $32,328,000 | 1,207 |
| Issued or guaranteed by U.S. | $32,328,000 | 1,197 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $76,086,000 | 364 |
| CMOs issued by government agencies or sponsored agencies | $76,086,000 | 269 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $69,528,000 | 281 |
| Available-for-sale securities (fair market value) | $106,097,000 | 1,024 |
| Total debt securities | $175,625,000 | 709 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 153 |
| Fair value | $9,813,000 | 166 |
| 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 | $173,315,000 | 725 |
| U.S. Government securities | $122,446,000 | 722 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $122,446,000 | 696 |
| Securities issued by states & political subdivisions | $45,869,000 | 426 |
| Other domestic debt securities | $5,000,000 | 1,245 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,000,000 | 656 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,658,000 | 396 |
| Mortgage-backed securities | $115,417,000 | 584 |
| Certificates of participation in pools of residential mortgages | $37,564,000 | 1,114 |
| Issued or guaranteed by U.S. | $37,564,000 | 1,101 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $77,853,000 | 370 |
| CMOs issued by government agencies or sponsored agencies | $77,853,000 | 256 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $59,112,000 | 319 |
| Available-for-sale securities (fair market value) | $114,203,000 | 949 |
| Total debt securities | $173,315,000 | 707 |
| Structured notes | ||
| Amortized cost | $16,299,000 | 65 |
| Fair value | $15,571,000 | 67 |
| 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 | $165,874,000 | 739 |
| U.S. Government securities | $130,199,000 | 675 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $130,199,000 | 664 |
| Securities issued by states & political subdivisions | $35,675,000 | 545 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,862,000 | 494 |
| Mortgage-backed securities | $111,895,000 | 594 |
| Certificates of participation in pools of residential mortgages | $39,443,000 | 1,022 |
| Issued or guaranteed by U.S. | $39,443,000 | 1,012 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $72,452,000 | 381 |
| CMOs issued by government agencies or sponsored agencies | $72,452,000 | 268 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $50,433,000 | 355 |
| Available-for-sale securities (fair market value) | $115,441,000 | 914 |
| Total debt securities | $165,874,000 | 729 |
| Structured notes | ||
| Amortized cost | $20,290,000 | 59 |
| Fair value | $20,023,000 | 62 |
| 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 | $122,679,000 | 978 |
| U.S. Government securities | $97,836,000 | 836 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $97,836,000 | 818 |
| Securities issued by states & political subdivisions | $24,843,000 | 853 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,818,000 | 499 |
| Mortgage-backed securities | $81,574,000 | 736 |
| Certificates of participation in pools of residential mortgages | $36,405,000 | 1,052 |
| Issued or guaranteed by U.S. | $36,405,000 | 1,041 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $45,169,000 | 491 |
| CMOs issued by government agencies or sponsored agencies | $45,169,000 | 339 |
| 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) | $16,262,000 | 867 |
| Available-for-sale securities (fair market value) | $106,417,000 | 969 |
| Total debt securities | $122,679,000 | 967 |
| Structured notes | ||
| Amortized cost | $16,262,000 | 65 |
| Fair value | $16,135,000 | 66 |
| 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 | $115,078,000 | 1,058 |
| U.S. Government securities | $96,788,000 | 864 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $96,788,000 | 847 |
| Securities issued by states & political subdivisions | $18,290,000 | 1,214 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,357,000 | 530 |
| Mortgage-backed securities | $80,525,000 | 740 |
| Certificates of participation in pools of residential mortgages | $36,685,000 | 1,035 |
| Issued or guaranteed by U.S. | $36,685,000 | 1,024 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $43,840,000 | 496 |
| CMOs issued by government agencies or sponsored agencies | $43,840,000 | 341 |
| 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) | $16,263,000 | 856 |
| Available-for-sale securities (fair market value) | $98,815,000 | 1,054 |
| Total debt securities | $115,078,000 | 1,040 |
| Structured notes | ||
| Amortized cost | $16,263,000 | 74 |
| Fair value | $16,243,000 | 71 |
| 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 | $111,278,000 | 1,102 |
| U.S. Government securities | $98,005,000 | 855 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $98,005,000 | 833 |
| Securities issued by states & political subdivisions | $13,273,000 | 1,659 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,931,000 | 602 |
| Mortgage-backed securities | $83,691,000 | 695 |
| Certificates of participation in pools of residential mortgages | $39,141,000 | 939 |
| Issued or guaranteed by U.S. | $39,141,000 | 930 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $44,550,000 | 477 |
| CMOs issued by government agencies or sponsored agencies | $44,550,000 | 330 |
| 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) | $14,314,000 | 932 |
| Available-for-sale securities (fair market value) | $96,964,000 | 1,094 |
| Total debt securities | $111,279,000 | 1,074 |
| Structured notes | ||
| Amortized cost | $14,314,000 | 84 |
| Fair value | $14,340,000 | 85 |
| 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 | $92,541,000 | 1,298 |
| U.S. Government securities | $82,957,000 | 1,004 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $82,957,000 | 969 |
| Securities issued by states & political subdivisions | $9,584,000 | 2,141 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,363,000 | 621 |
| Mortgage-backed securities | $58,358,000 | 873 |
| Certificates of participation in pools of residential mortgages | $37,675,000 | 863 |
| Issued or guaranteed by U.S. | $37,675,000 | 854 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $20,683,000 | 722 |
| CMOs issued by government agencies or sponsored agencies | $20,683,000 | 543 |
| 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) | $9,315,000 | 1,239 |
| Available-for-sale securities (fair market value) | $83,226,000 | 1,239 |
| Total debt securities | $92,541,000 | 1,261 |
| Structured notes | ||
| Amortized cost | $9,315,000 | 251 |
| Fair value | $9,163,000 | 254 |
| 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 | $84,815,000 | 1,408 |
| U.S. Government securities | $77,138,000 | 1,108 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $77,138,000 | 1,080 |
| Securities issued by states & political subdivisions | $7,677,000 | 2,429 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,549,000 | 652 |
| Mortgage-backed securities | $52,018,000 | 889 |
| Certificates of participation in pools of residential mortgages | $38,268,000 | 809 |
| Issued or guaranteed by U.S. | $38,268,000 | 801 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $13,750,000 | 901 |
| CMOs issued by government agencies or sponsored agencies | $13,750,000 | 692 |
| 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) | $5,000,000 | 1,748 |
| Available-for-sale securities (fair market value) | $79,815,000 | 1,293 |
| Total debt securities | $84,815,000 | 1,376 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $83,783,000 | 1,417 |
| U.S. Government securities | $76,289,000 | 1,154 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $76,289,000 | 1,126 |
| Securities issued by states & political subdivisions | $7,494,000 | 2,464 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,512,000 | 721 |
| Mortgage-backed securities | $51,592,000 | 890 |
| Certificates of participation in pools of residential mortgages | $38,344,000 | 804 |
| Issued or guaranteed by U.S. | $38,344,000 | 794 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $13,248,000 | 895 |
| CMOs issued by government agencies or sponsored agencies | $13,248,000 | 694 |
| 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) | $5,000,000 | 1,758 |
| Available-for-sale securities (fair market value) | $78,783,000 | 1,307 |
| Total debt securities | $83,783,000 | 1,392 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $97,751,000 | 1,237 |
| U.S. Government securities | $94,302,000 | 922 |
| U.S. Treasury securities | $19,984,000 | 155 |
| U.S. Government agency obligations | $74,318,000 | 1,140 |
| Securities issued by states & political subdivisions | $3,449,000 | 3,623 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,253,000 | 792 |
| Mortgage-backed securities | $54,162,000 | 852 |
| Certificates of participation in pools of residential mortgages | $40,316,000 | 770 |
| Issued or guaranteed by U.S. | $40,316,000 | 760 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $13,846,000 | 865 |
| CMOs issued by government agencies or sponsored agencies | $13,846,000 | 681 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $97,751,000 | 1,075 |
| Total debt securities | $97,751,000 | 1,203 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $98,659,000 | 1,259 |
| U.S. Government securities | $93,004,000 | 960 |
| U.S. Treasury securities | $29,986,000 | 116 |
| U.S. Government agency obligations | $63,018,000 | 1,368 |
| Securities issued by states & political subdivisions | $5,655,000 | 2,927 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,310,000 | 778 |
| Mortgage-backed securities | $3,135,000 | 4,223 |
| Certificates of participation in pools of residential mortgages | $1,150,000 | 4,684 |
| Issued or guaranteed by U.S. | $1,150,000 | 4,667 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,985,000 | 2,117 |
| CMOs issued by government agencies or sponsored agencies | $1,985,000 | 1,845 |
| 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) | $43,000 | 3,758 |
| Available-for-sale securities (fair market value) | $98,616,000 | 1,083 |
| Total debt securities | $98,659,000 | 1,225 |
| Structured notes | ||
| Amortized cost | $8,038,000 | 468 |
| Fair value | $7,986,000 | 466 |
| 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 | $66,779,000 | 1,787 |
| U.S. Government securities | $62,593,000 | 1,429 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $62,593,000 | 1,392 |
| Securities issued by states & political subdivisions | $4,186,000 | 3,347 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,887,000 | 794 |
| Mortgage-backed securities | $3,173,000 | 4,211 |
| Certificates of participation in pools of residential mortgages | $1,093,000 | 4,741 |
| Issued or guaranteed by U.S. | $1,093,000 | 4,715 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,080,000 | 2,051 |
| CMOs issued by government agencies or sponsored agencies | $2,080,000 | 1,793 |
| 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) | $48,000 | 3,838 |
| Available-for-sale securities (fair market value) | $66,731,000 | 1,534 |
| Total debt securities | $66,779,000 | 1,754 |
| Structured notes | ||
| Amortized cost | $6,639,000 | 608 |
| Fair value | $6,556,000 | 610 |
| 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 | $66,363,000 | 1,805 |
| U.S. Government securities | $62,100,000 | 1,455 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $62,100,000 | 1,422 |
| Securities issued by states & political subdivisions | $4,263,000 | 3,314 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,187,000 | 824 |
| Mortgage-backed securities | $3,359,000 | 4,128 |
| Certificates of participation in pools of residential mortgages | $1,078,000 | 4,783 |
| Issued or guaranteed by U.S. | $1,078,000 | 4,759 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,281,000 | 1,994 |
| CMOs issued by government agencies or sponsored agencies | $2,281,000 | 1,740 |
| 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) | $52,000 | 3,880 |
| Available-for-sale securities (fair market value) | $66,311,000 | 1,540 |
| Total debt securities | $66,363,000 | 1,772 |
| Structured notes | ||
| Amortized cost | $6,243,000 | 685 |
| Fair value | $6,107,000 | 674 |
| 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 | $68,080,000 | 1,784 |
| U.S. Government securities | $64,077,000 | 1,426 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $64,077,000 | 1,382 |
| Securities issued by states & political subdivisions | $4,003,000 | 3,403 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,134,000 | 776 |
| Mortgage-backed securities | $3,798,000 | 4,011 |
| Certificates of participation in pools of residential mortgages | $1,150,000 | 4,762 |
| Issued or guaranteed by U.S. | $1,150,000 | 4,743 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,648,000 | 1,904 |
| CMOs issued by government agencies or sponsored agencies | $2,648,000 | 1,662 |
| 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) | $57,000 | 3,944 |
| Available-for-sale securities (fair market value) | $68,023,000 | 1,523 |
| Total debt securities | $68,080,000 | 1,749 |
| Structured notes | ||
| Amortized cost | $6,241,000 | 702 |
| Fair value | $6,141,000 | 694 |
| 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 | $68,743,000 | 1,762 |
| U.S. Government securities | $64,736,000 | 1,403 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $64,736,000 | 1,354 |
| Securities issued by states & political subdivisions | $4,007,000 | 3,426 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,202,000 | 770 |
| Mortgage-backed securities | $4,056,000 | 3,947 |
| Certificates of participation in pools of residential mortgages | $1,173,000 | 4,791 |
| Issued or guaranteed by U.S. | $1,173,000 | 4,771 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,883,000 | 1,847 |
| CMOs issued by government agencies or sponsored agencies | $2,883,000 | 1,613 |
| 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) | $62,000 | 4,008 |
| Available-for-sale securities (fair market value) | $68,681,000 | 1,507 |
| Total debt securities | $68,743,000 | 1,723 |
| Structured notes | ||
| Amortized cost | $6,239,000 | 709 |
| Fair value | $6,157,000 | 703 |
| 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 | $56,013,000 | 2,113 |
| U.S. Government securities | $51,949,000 | 1,724 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $51,949,000 | 1,660 |
| Securities issued by states & political subdivisions | $4,064,000 | 3,389 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,676,000 | 922 |
| Mortgage-backed securities | $4,294,000 | 3,918 |
| Certificates of participation in pools of residential mortgages | $3,231,000 | 3,707 |
| Issued or guaranteed by U.S. | $3,231,000 | 3,693 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,063,000 | 2,474 |
| CMOs issued by government agencies or sponsored agencies | $1,063,000 | 2,207 |
| 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) | $69,000 | 4,058 |
| Available-for-sale securities (fair market value) | $55,944,000 | 1,777 |
| Total debt securities | $56,013,000 | 2,067 |
| Structured notes | ||
| Amortized cost | $6,042,000 | 702 |
| Fair value | $6,020,000 | 697 |
| 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 | $52,730,000 | 2,269 |
| U.S. Government securities | $48,440,000 | 1,851 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $48,440,000 | 1,782 |
| Securities issued by states & political subdivisions | $4,290,000 | 3,288 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,842,000 | 944 |
| Mortgage-backed securities | $2,534,000 | 4,675 |
| Certificates of participation in pools of residential mortgages | $393,000 | 5,614 |
| Issued or guaranteed by U.S. | $393,000 | 5,588 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,141,000 | 2,064 |
| CMOs issued by government agencies or sponsored agencies | $2,141,000 | 1,833 |
| 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) | $76,000 | 4,085 |
| Available-for-sale securities (fair market value) | $52,654,000 | 1,900 |
| Total debt securities | $52,724,000 | 2,225 |
| Structured notes | ||
| Amortized cost | $6,254,000 | 682 |
| Fair value | $6,149,000 | 688 |
| 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 | $56,498,000 | 2,163 |
| U.S. Government securities | $50,222,000 | 1,829 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $50,222,000 | 1,765 |
| Securities issued by states & political subdivisions | $6,276,000 | 2,665 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,204,000 | 932 |
| Mortgage-backed securities | $2,488,000 | 4,769 |
| Certificates of participation in pools of residential mortgages | $584,000 | 5,442 |
| Issued or guaranteed by U.S. | $584,000 | 5,423 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,904,000 | 2,183 |
| CMOs issued by government agencies or sponsored agencies | $1,904,000 | 1,956 |
| 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) | $80,000 | 4,155 |
| Available-for-sale securities (fair market value) | $56,418,000 | 1,821 |
| Total debt securities | $56,498,000 | 2,114 |
| Structured notes | ||
| Amortized cost | $6,252,000 | 680 |
| Fair value | $6,099,000 | 683 |
| 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 | $61,189,000 | 2,036 |
| U.S. Government securities | $54,769,000 | 1,696 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $54,769,000 | 1,631 |
| Securities issued by states & political subdivisions | $6,420,000 | 2,657 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,420,000 | 865 |
| Mortgage-backed securities | $3,652,000 | 4,372 |
| Certificates of participation in pools of residential mortgages | $751,000 | 5,332 |
| Issued or guaranteed by U.S. | $751,000 | 5,315 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,901,000 | 1,939 |
| CMOs issued by government agencies or sponsored agencies | $2,901,000 | 1,725 |
| 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) | $87,000 | 4,210 |
| Available-for-sale securities (fair market value) | $61,102,000 | 1,706 |
| Total debt securities | $61,189,000 | 1,985 |
| Structured notes | ||
| Amortized cost | $6,476,000 | 650 |
| Fair value | $6,392,000 | 650 |
| 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 | $69,761,000 | 1,776 |
| U.S. Government securities | $63,278,000 | 1,458 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $63,278,000 | 1,401 |
| Securities issued by states & political subdivisions | $6,483,000 | 2,661 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,996,000 | 772 |
| Mortgage-backed securities | $4,397,000 | 4,140 |
| Certificates of participation in pools of residential mortgages | $978,000 | 5,157 |
| Issued or guaranteed by U.S. | $978,000 | 5,145 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,419,000 | 1,817 |
| CMOs issued by government agencies or sponsored agencies | $3,419,000 | 1,615 |
| 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) | $98,000 | 4,240 |
| Available-for-sale securities (fair market value) | $69,663,000 | 1,495 |
| Total debt securities | $69,761,000 | 1,729 |
| Structured notes | ||
| Amortized cost | $7,967,000 | 542 |
| Fair value | $7,910,000 | 542 |
| 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 | $65,203,000 | 1,909 |
| U.S. Government securities | $60,653,000 | 1,563 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $60,653,000 | 1,498 |
| Securities issued by states & political subdivisions | $4,550,000 | 3,209 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,072,000 | 724 |
| Mortgage-backed securities | $5,187,000 | 3,949 |
| Certificates of participation in pools of residential mortgages | $133,000 | 6,265 |
| Issued or guaranteed by U.S. | $133,000 | 6,247 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,054,000 | 1,562 |
| CMOs issued by government agencies or sponsored agencies | $5,054,000 | 1,383 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $106,000 | 4,250 |
| Available-for-sale securities (fair market value) | $65,097,000 | 1,612 |
| Total debt securities | $65,203,000 | 1,852 |
| Structured notes | ||
| Amortized cost | $7,466,000 | 579 |
| Fair value | $7,223,000 | 578 |
| 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 | $60,080,000 | 2,059 |
| U.S. Government securities | $55,783,000 | 1,666 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $55,783,000 | 1,607 |
| Securities issued by states & political subdivisions | $4,297,000 | 3,327 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,593,000 | 967 |
| Mortgage-backed securities | $9,007,000 | 3,190 |
| Certificates of participation in pools of residential mortgages | $144,000 | 6,249 |
| Issued or guaranteed by U.S. | $144,000 | 6,227 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $8,863,000 | 1,222 |
| CMOs issued by government agencies or sponsored agencies | $8,863,000 | 1,071 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $116,000 | 4,283 |
| Available-for-sale securities (fair market value) | $59,964,000 | 1,763 |
| Total debt securities | $60,081,000 | 1,999 |
| Structured notes | ||
| Amortized cost | $3,985,000 | 882 |
| Fair value | $3,996,000 | 879 |
| 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 | $64,161,000 | 2,002 |
| U.S. Government securities | $59,960,000 | 1,619 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $59,960,000 | 1,559 |
| Securities issued by states & political subdivisions | $4,201,000 | 3,360 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $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 | $45,683,000 | 968 |
| Mortgage-backed securities | $10,172,000 | 2,988 |
| Certificates of participation in pools of residential mortgages | $158,000 | 6,267 |
| Issued or guaranteed by U.S. | $158,000 | 6,242 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $10,014,000 | 1,133 |
| CMOs issued by government agencies or sponsored agencies | $10,014,000 | 1,050 |
| 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) | $127,000 | 4,322 |
| Available-for-sale securities (fair market value) | $64,034,000 | 1,693 |
| Total debt securities | $64,161,000 | 1,949 |
| Structured notes | ||
| Amortized cost | $5,983,000 | 546 |
| Fair value | $5,969,000 | 533 |
| 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 | $53,654,000 | 2,315 |
| U.S. Government securities | $49,473,000 | 1,876 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $49,473,000 | 1,810 |
| Securities issued by states & political subdivisions | $4,181,000 | 3,366 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,455,000 | 1,012 |
| Mortgage-backed securities | $8,717,000 | 3,201 |
| Certificates of participation in pools of residential mortgages | $165,000 | 6,301 |
| Issued or guaranteed by U.S. | $165,000 | 6,274 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $8,552,000 | 1,234 |
| CMOs issued by government agencies or sponsored agencies | $8,552,000 | 1,147 |
| 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) | $133,000 | 4,345 |
| Available-for-sale securities (fair market value) | $53,521,000 | 1,967 |
| Total debt securities | $53,654,000 | 2,258 |
| Structured notes | ||
| Amortized cost | $996,000 | 1,579 |
| Fair value | $955,000 | 1,592 |
| 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 | $40,867,000 | 2,823 |
| U.S. Government securities | $38,392,000 | 2,243 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $38,392,000 | 2,161 |
| Securities issued by states & political subdivisions | $2,475,000 | 4,097 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,601,000 | 1,045 |
| Mortgage-backed securities | $8,942,000 | 3,232 |
| Certificates of participation in pools of residential mortgages | $200,000 | 6,266 |
| Issued or guaranteed by U.S. | $200,000 | 6,244 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $8,742,000 | 1,312 |
| CMOs issued by government agencies or sponsored agencies | $8,742,000 | 1,226 |
| 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) | $157,000 | 4,332 |
| Available-for-sale securities (fair market value) | $40,710,000 | 2,441 |
| Total debt securities | $40,867,000 | 2,744 |
| Structured notes | ||
| Amortized cost | $887,000 | 1,421 |
| Fair value | $909,000 | 1,412 |
| 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 | $39,731,000 | 2,851 |
| U.S. Government securities | $36,346,000 | 2,339 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $36,346,000 | 2,244 |
| Securities issued by states & political subdivisions | $2,377,000 | 4,073 |
| Other domestic debt securities | $1,008,000 | 2,794 |
| 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 | $1,008,000 | 2,461 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,050,000 | 1,091 |
| Mortgage-backed securities | $11,254,000 | 2,879 |
| Certificates of participation in pools of residential mortgages | $299,000 | 6,108 |
| Issued or guaranteed by U.S. | $299,000 | 6,090 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $10,955,000 | 1,205 |
| CMOs issued by government agencies or sponsored agencies | $10,955,000 | 1,109 |
| 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) | $178,000 | 4,368 |
| Available-for-sale securities (fair market value) | $39,553,000 | 2,452 |
| Total debt securities | $39,731,000 | 2,771 |
| 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 | $39,468,000 | 2,844 |
| U.S. Government securities | $36,460,000 | 2,317 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $36,460,000 | 2,228 |
| Securities issued by states & political subdivisions | $2,005,000 | 4,304 |
| Other domestic debt securities | $1,003,000 | 2,827 |
| 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 | $1,003,000 | 2,494 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,867,000 | 1,145 |
| Mortgage-backed securities | $10,206,000 | 2,976 |
| Certificates of participation in pools of residential mortgages | $389,000 | 5,972 |
| Issued or guaranteed by U.S. | $389,000 | 5,953 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $9,817,000 | 1,280 |
| CMOs issued by government agencies or sponsored agencies | $9,817,000 | 1,188 |
| 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) | $189,000 | 4,434 |
| Available-for-sale securities (fair market value) | $39,279,000 | 2,425 |
| Total debt securities | $39,468,000 | 2,768 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $36,252,000 | 2,898 |
| U.S. Government securities | $31,673,000 | 2,430 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $31,673,000 | 2,292 |
| Securities issued by states & political subdivisions | $2,504,000 | 4,001 |
| Other domestic debt securities | $2,075,000 | 2,207 |
| Privately issued residential mortgage-backed securities | $191,000 | 1,155 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $894,000 | 337 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $990,000 | 2,554 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,173,000 | 1,584 |
| Mortgage-backed securities | $7,302,000 | 3,373 |
| Certificates of participation in pools of residential mortgages | $1,138,000 | 5,104 |
| Issued or guaranteed by U.S. | $1,138,000 | 5,081 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $6,164,000 | 1,669 |
| CMOs issued by government agencies or sponsored agencies | $5,973,000 | 1,587 |
| Privately issued | $191,000 | 1,036 |
| 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) | $404,000 | 4,401 |
| Available-for-sale securities (fair market value) | $35,848,000 | 2,427 |
| Total debt securities | $36,252,000 | 2,827 |
| 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 | $16,808,000 | 5,208 |
| U.S. Government securities | $14,161,000 | 4,723 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $14,161,000 | 4,414 |
| Securities issued by states & political subdivisions | $1,066,000 | 5,260 |
| 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 | $1,581,000 | 1,855 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,745,000 | 2,671 |
| Mortgage-backed securities | $1,749,000 | 4,932 |
| Certificates of participation in pools of residential mortgages | $457,000 | 5,512 |
| Issued or guaranteed by U.S. | $457,000 | 5,492 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,292,000 | 2,654 |
| CMOs issued by government agencies or sponsored agencies | $1,292,000 | 2,501 |
| 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) | $614,000 | 4,793 |
| Available-for-sale securities (fair market value) | $16,194,000 | 4,391 |
| Total debt securities | $15,227,000 | 5,389 |
| 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 | $10,601,000 | 6,888 |
| U.S. Government securities | $9,551,000 | 6,248 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $9,551,000 | 5,733 |
| Securities issued by states & political subdivisions | $20,000 | 7,557 |
| 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 | NA | NA |
| Equity securities | $1,030,000 | 2,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,354,000 | 3,303 |
| Mortgage-backed securities | $943,000 | 5,907 |
| Certificates of participation in pools of residential mortgages | $578,000 | 5,619 |
| Issued or guaranteed by U.S. | $578,000 | 5,606 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $365,000 | 3,739 |
| CMOs issued by government agencies or sponsored agencies | $365,000 | 3,573 |
| 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) | $742,000 | 5,097 |
| Available-for-sale securities (fair market value) | $9,859,000 | 5,907 |
| Total debt securities | $9,571,000 | 7,092 |
| 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 | $8,481,000 | 7,558 |
| U.S. Government securities | $7,602,000 | 6,910 |
| U.S. Treasury securities | $504,000 | 5,904 |
| U.S. Government agency obligations | $7,098,000 | 6,246 |
| Securities issued by states & political subdivisions | $40,000 | 7,746 |
| 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 | NA | NA |
| Equity securities | $839,000 | 2,634 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,065,000 | 3,543 |
| Mortgage-backed securities | $1,676,000 | 5,540 |
| Certificates of participation in pools of residential mortgages | $841,000 | 5,464 |
| Issued or guaranteed by U.S. | $841,000 | 5,447 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $835,000 | 3,450 |
| CMOs issued by government agencies or sponsored agencies | $835,000 | 3,307 |
| 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) | $1,158,000 | 5,300 |
| Available-for-sale securities (fair market value) | $7,323,000 | 6,575 |
| Total debt securities | $7,642,000 | 7,689 |
| 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 | $5,602,000 | 8,970 |
| U.S. Government securities | $5,364,000 | 8,382 |
| U.S. Treasury securities | $1,008,000 | 6,298 |
| U.S. Government agency obligations | $4,356,000 | 7,648 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| 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 | NA | NA |
| Equity securities | $238,000 | 5,099 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,359,000 | 4,813 |
| Mortgage-backed securities | $99,000 | 7,906 |
| Certificates of participation in pools of residential mortgages | $99,000 | 7,301 |
| Issued or guaranteed by U.S. | $99,000 | 7,274 |
| Privately issued | $0 | 394 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $5,602,000 | 7,222 |
| Total debt securities | $5,364,000 | 8,948 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $4,296,000 | 10,064 |
| U.S. Government securities | $4,103,000 | 9,624 |
| U.S. Treasury securities | $1,013,000 | 7,116 |
| U.S. Government agency obligations | $3,090,000 | 8,751 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| 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 | NA | NA |
| Equity securities | $193,000 | 5,366 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,101,000 | 5,086 |
| Mortgage-backed securities | $361,000 | 7,809 |
| Certificates of participation in pools of residential mortgages | $361,000 | 7,013 |
| Issued or guaranteed by U.S. | $361,000 | 6,994 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $4,296,000 | 8,092 |
| Total debt securities | $4,103,000 | 10,030 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $4,685,000 | 10,351 |
| U.S. Government securities | $4,685,000 | 9,712 |
| U.S. Treasury securities | $2,010,000 | 7,075 |
| U.S. Government agency obligations | $2,675,000 | 9,237 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| 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 | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,719,000 | 5,447 |
| Mortgage-backed securities | $452,000 | 8,087 |
| Certificates of participation in pools of residential mortgages | $452,000 | 7,114 |
| Issued or guaranteed by U.S. | $452,000 | 7,081 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $4,685,000 | 8,186 |
| Total debt securities | $4,685,000 | 10,240 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $7,847,000 | 9,593 |
| U.S. Government securities | $7,847,000 | 8,728 |
| U.S. Treasury securities | $5,627,000 | 5,167 |
| U.S. Government agency obligations | $2,220,000 | 9,720 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| 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 | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,178,000 | 3,784 |
| Mortgage-backed securities | $524,000 | 8,468 |
| Certificates of participation in pools of residential mortgages | $524,000 | 7,324 |
| Issued or guaranteed by U.S. | $524,000 | 7,297 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $1,270,000 | 10,553 |
| Available-for-sale securities (fair market value) | $6,577,000 | 6,076 |
| Total debt securities | $7,847,000 | 9,487 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $3,732,000 | 11,846 |
| U.S. Government securities | $3,697,000 | 11,280 |
| U.S. Treasury securities | $1,807,000 | 8,767 |
| U.S. Government agency obligations | $1,890,000 | 10,369 |
| Securities issued by states & political subdivisions | $35,000 | 9,641 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,148,000 | 6,810 |
| Mortgage-backed securities | $646,000 | 8,972 |
| Certificates of participation in pools of residential mortgages | $626,000 | 7,767 |
| Issued or guaranteed by U.S. | $626,000 | 7,719 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $20,000 | 6,910 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 6,436 |
| 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 | $3,732,000 | 11,719 |
| 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 | $3,136,000 | 12,512 |
| U.S. Government securities | $3,075,000 | 12,039 |
| U.S. Treasury securities | $1,024,000 | 10,221 |
| U.S. Government agency obligations | $2,051,000 | 10,455 |
| Securities issued by states & political subdivisions | $61,000 | 9,528 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,692,000 | 7,549 |
| Mortgage-backed securities | $1,057,000 | 8,822 |
| Certificates of participation in pools of residential mortgages | $865,000 | 7,772 |
| Issued or guaranteed by U.S. | $865,000 | 7,709 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $192,000 | 6,679 |
| CMOs issued by government agencies or sponsored agencies | $192,000 | 6,195 |
| 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 | $3,136,000 | 12,397 |
| 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 |