Home > Northwestern Mutual Wealth Management > Securities
Northwestern Mutual Wealth Management, Securities
| 2023-12-31 | Rank | |
| Total securities | $368,741,000 | 565 |
| U.S. Government securities | $337,161,000 | 422 |
| U.S. Treasury securities | $1,758,000 | 2,370 |
| U.S. Government agency obligations | $335,403,000 | 377 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $276,313,000 | 367 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $195,022,000 | 306 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $81,291,000 | 282 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $337,161,000 | 510 |
| Total debt securities | $337,161,000 | 607 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $445,955,000 | 463 |
| U.S. Government securities | $417,542,000 | 345 |
| U.S. Treasury securities | $1,692,000 | 2,442 |
| U.S. Government agency obligations | $415,850,000 | 315 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $271,974,000 | 364 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $189,860,000 | 302 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $82,114,000 | 278 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $417,542,000 | 401 |
| Total debt securities | $417,542,000 | 493 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $414,105,000 | 518 |
| U.S. Government securities | $384,526,000 | 373 |
| U.S. Treasury securities | $1,707,000 | 2,462 |
| U.S. Government agency obligations | $382,819,000 | 339 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $291,119,000 | 348 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $204,322,000 | 290 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $86,797,000 | 271 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $384,526,000 | 462 |
| Total debt securities | $384,526,000 | 547 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $378,698,000 | 592 |
| U.S. Government securities | $353,768,000 | 440 |
| U.S. Treasury securities | $1,735,000 | 2,537 |
| U.S. Government agency obligations | $352,033,000 | 363 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $305,257,000 | 360 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $214,097,000 | 295 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $91,160,000 | 283 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $353,768,000 | 522 |
| Total debt securities | $353,768,000 | 613 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $349,490,000 | 641 |
| U.S. Government securities | $328,577,000 | 460 |
| U.S. Treasury securities | $1,691,000 | 2,576 |
| U.S. Government agency obligations | $326,886,000 | 381 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $184,410,000 | 521 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $95,121,000 | 570 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $89,289,000 | 287 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $328,577,000 | 575 |
| Total debt securities | $328,577,000 | 671 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $317,621,000 | 709 |
| U.S. Government securities | $296,886,000 | 513 |
| U.S. Treasury securities | $1,674,000 | 2,600 |
| U.S. Government agency obligations | $295,212,000 | 421 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $191,417,000 | 514 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $96,956,000 | 565 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $94,461,000 | 282 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $296,886,000 | 635 |
| Total debt securities | $296,886,000 | 732 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $302,256,000 | 751 |
| U.S. Government securities | $281,025,000 | 552 |
| U.S. Treasury securities | $1,747,000 | 2,553 |
| U.S. Government agency obligations | $279,278,000 | 460 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $209,916,000 | 501 |
| Certificates of participation in pools of residential mortgages | $107,107,000 | 543 |
| Issued or guaranteed by U.S. | $107,107,000 | 539 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $102,809,000 | 310 |
| CMOs issued by government agencies or sponsored agencies | $102,809,000 | 273 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $281,025,000 | 692 |
| Total debt securities | $281,025,000 | 780 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $289,453,000 | 770 |
| U.S. Government securities | $259,462,000 | 582 |
| U.S. Treasury securities | $26,097,000 | 798 |
| U.S. Government agency obligations | $233,365,000 | 538 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $230,265,000 | 485 |
| Certificates of participation in pools of residential mortgages | $118,079,000 | 519 |
| Issued or guaranteed by U.S. | $118,079,000 | 515 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $112,186,000 | 294 |
| CMOs issued by government agencies or sponsored agencies | $112,186,000 | 259 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $259,462,000 | 750 |
| Total debt securities | $259,462,000 | 823 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $383,634,000 | 588 |
| U.S. Government securities | $358,045,000 | 429 |
| U.S. Treasury securities | $132,397,000 | 147 |
| U.S. Government agency obligations | $225,648,000 | 545 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $225,648,000 | 470 |
| Certificates of participation in pools of residential mortgages | $121,645,000 | 510 |
| Issued or guaranteed by U.S. | $121,645,000 | 505 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $104,003,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $104,003,000 | 272 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $358,045,000 | 559 |
| Total debt securities | $358,045,000 | 618 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $348,527,000 | 612 |
| U.S. Government securities | $324,638,000 | 440 |
| U.S. Treasury securities | $99,305,000 | 149 |
| U.S. Government agency obligations | $225,333,000 | 526 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $225,333,000 | 455 |
| Certificates of participation in pools of residential mortgages | $119,705,000 | 486 |
| Issued or guaranteed by U.S. | $119,705,000 | 484 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $105,628,000 | 295 |
| CMOs issued by government agencies or sponsored agencies | $105,628,000 | 272 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $324,638,000 | 579 |
| Total debt securities | $324,638,000 | 641 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $317,874,000 | 632 |
| U.S. Government securities | $290,486,000 | 455 |
| U.S. Treasury securities | $14,224,000 | 623 |
| U.S. Government agency obligations | $276,262,000 | 439 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $233,862,000 | 427 |
| Certificates of participation in pools of residential mortgages | $129,219,000 | 436 |
| Issued or guaranteed by U.S. | $129,219,000 | 432 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $104,643,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $104,643,000 | 262 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $290,486,000 | 619 |
| Total debt securities | $290,486,000 | 669 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $282,461,000 | 647 |
| U.S. Government securities | $252,523,000 | 463 |
| U.S. Treasury securities | $2,993,000 | 1,011 |
| U.S. Government agency obligations | $249,530,000 | 438 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $233,530,000 | 404 |
| Certificates of participation in pools of residential mortgages | $129,272,000 | 406 |
| Issued or guaranteed by U.S. | $129,272,000 | 398 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $104,258,000 | 270 |
| CMOs issued by government agencies or sponsored agencies | $104,258,000 | 250 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $252,523,000 | 636 |
| Total debt securities | $252,523,000 | 688 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $360,036,000 | 468 |
| U.S. Government securities | $340,099,000 | 334 |
| U.S. Treasury securities | $103,004,000 | 89 |
| U.S. Government agency obligations | $237,095,000 | 415 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $225,359,000 | 392 |
| Certificates of participation in pools of residential mortgages | $122,320,000 | 388 |
| Issued or guaranteed by U.S. | $122,320,000 | 384 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $103,039,000 | 270 |
| CMOs issued by government agencies or sponsored agencies | $103,039,000 | 253 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $340,099,000 | 443 |
| Total debt securities | $340,099,000 | 487 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $325,749,000 | 486 |
| U.S. Government securities | $308,812,000 | 342 |
| U.S. Treasury securities | $3,013,000 | 714 |
| U.S. Government agency obligations | $305,799,000 | 327 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $210,575,000 | 387 |
| Certificates of participation in pools of residential mortgages | $132,856,000 | 341 |
| Issued or guaranteed by U.S. | $132,856,000 | 338 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $77,719,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $77,719,000 | 284 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $308,812,000 | 466 |
| Total debt securities | $308,812,000 | 504 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $312,740,000 | 484 |
| U.S. Government securities | $279,824,000 | 363 |
| U.S. Treasury securities | $3,018,000 | 749 |
| U.S. Government agency obligations | $276,806,000 | 350 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $2,952,000 | 1,214 |
| Privately issued residential mortgage-backed securities | $2,952,000 | 290 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $245,835,000 | 348 |
| Certificates of participation in pools of residential mortgages | $174,364,000 | 276 |
| Issued or guaranteed by U.S. | $174,364,000 | 274 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $71,471,000 | 337 |
| CMOs issued by government agencies or sponsored agencies | $68,519,000 | 318 |
| Privately issued | $2,952,000 | 177 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $282,776,000 | 477 |
| Total debt securities | $282,776,000 | 519 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $286,591,000 | 512 |
| U.S. Government securities | $256,192,000 | 393 |
| U.S. Treasury securities | $3,028,000 | 767 |
| U.S. Government agency obligations | $253,164,000 | 379 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $8,046,000 | 778 |
| Privately issued residential mortgage-backed securities | $8,046,000 | 193 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $22,353,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $252,210,000 | 340 |
| Certificates of participation in pools of residential mortgages | $167,890,000 | 290 |
| Issued or guaranteed by U.S. | $167,890,000 | 284 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $84,320,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $76,274,000 | 304 |
| Privately issued | $8,046,000 | 122 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $286,591,000 | 459 |
| Total debt securities | $264,238,000 | 540 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $329,539,000 | 447 |
| U.S. Government securities | $311,368,000 | 330 |
| U.S. Treasury securities | $2,982,000 | 839 |
| U.S. Government agency obligations | $308,386,000 | 317 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $18,171,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $234,769,000 | 345 |
| Certificates of participation in pools of residential mortgages | $175,110,000 | 266 |
| Issued or guaranteed by U.S. | $175,110,000 | 260 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $59,659,000 | 375 |
| CMOs issued by government agencies or sponsored agencies | $59,659,000 | 354 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $329,539,000 | 399 |
| Total debt securities | $311,368,000 | 454 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $299,669,000 | 473 |
| U.S. Government securities | $266,501,000 | 370 |
| U.S. Treasury securities | $2,974,000 | 857 |
| U.S. Government agency obligations | $263,527,000 | 358 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $33,168,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $231,352,000 | 344 |
| Certificates of participation in pools of residential mortgages | $166,067,000 | 263 |
| Issued or guaranteed by U.S. | $166,067,000 | 259 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $65,285,000 | 354 |
| CMOs issued by government agencies or sponsored agencies | $65,285,000 | 335 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $299,669,000 | 421 |
| Total debt securities | $266,501,000 | 521 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $278,023,000 | 497 |
| U.S. Government securities | $263,992,000 | 382 |
| U.S. Treasury securities | $2,966,000 | 870 |
| U.S. Government agency obligations | $261,026,000 | 372 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $14,031,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $233,612,000 | 339 |
| Certificates of participation in pools of residential mortgages | $164,676,000 | 266 |
| Issued or guaranteed by U.S. | $164,676,000 | 266 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $68,936,000 | 340 |
| CMOs issued by government agencies or sponsored agencies | $68,936,000 | 324 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $278,023,000 | 441 |
| Total debt securities | $263,992,000 | 526 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $261,183,000 | 540 |
| U.S. Government securities | $244,096,000 | 412 |
| U.S. Treasury securities | $2,934,000 | 896 |
| U.S. Government agency obligations | $241,162,000 | 400 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| 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 | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $17,087,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $235,562,000 | 333 |
| Certificates of participation in pools of residential mortgages | $163,214,000 | 274 |
| Issued or guaranteed by U.S. | $163,214,000 | 274 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $72,348,000 | 324 |
| CMOs issued by government agencies or sponsored agencies | $72,348,000 | 309 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $261,183,000 | 474 |
| Total debt securities | $244,096,000 | 571 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $256,881,000 | 548 |
| U.S. Government securities | $239,604,000 | 416 |
| U.S. Treasury securities | $2,913,000 | 903 |
| U.S. Government agency obligations | $236,691,000 | 399 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| 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 | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $17,277,000 | 39 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $227,692,000 | 339 |
| Certificates of participation in pools of residential mortgages | $151,901,000 | 288 |
| Issued or guaranteed by U.S. | $151,901,000 | 287 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $75,791,000 | 311 |
| CMOs issued by government agencies or sponsored agencies | $75,791,000 | 294 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $256,881,000 | 483 |
| Total debt securities | $239,604,000 | 577 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $287,220,000 | 498 |
| U.S. Government securities | $268,884,000 | 380 |
| U.S. Treasury securities | $2,879,000 | 881 |
| U.S. Government agency obligations | $266,005,000 | 363 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $18,336,000 | 42 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $232,020,000 | 330 |
| Certificates of participation in pools of residential mortgages | $132,109,000 | 320 |
| Issued or guaranteed by U.S. | $132,109,000 | 319 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $99,911,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $99,911,000 | 244 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $287,220,000 | 438 |
| Total debt securities | $268,884,000 | 524 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $280,348,000 | 513 |
| U.S. Government securities | $258,199,000 | 393 |
| U.S. Treasury securities | $2,887,000 | 851 |
| U.S. Government agency obligations | $255,312,000 | 374 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| 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 | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $22,149,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $248,612,000 | 313 |
| Certificates of participation in pools of residential mortgages | $141,945,000 | 314 |
| Issued or guaranteed by U.S. | $141,945,000 | 313 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $106,667,000 | 250 |
| CMOs issued by government agencies or sponsored agencies | $106,667,000 | 239 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $280,348,000 | 452 |
| Total debt securities | $258,199,000 | 543 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $262,412,000 | 551 |
| U.S. Government securities | $245,638,000 | 418 |
| U.S. Treasury securities | $2,893,000 | 826 |
| U.S. Government agency obligations | $242,745,000 | 404 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $16,774,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $238,545,000 | 328 |
| Certificates of participation in pools of residential mortgages | $151,846,000 | 303 |
| Issued or guaranteed by U.S. | $151,846,000 | 302 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $86,699,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $86,699,000 | 265 |
| 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) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $262,412,000 | 487 |
| Total debt securities | $245,638,000 | 577 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $239,360,000 | 599 |
| U.S. Government securities | $227,982,000 | 438 |
| U.S. Treasury securities | $2,917,000 | 772 |
| U.S. Government agency obligations | $225,065,000 | 422 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $11,378,000 | 126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $203,095,000 | 366 |
| Certificates of participation in pools of residential mortgages | $119,725,000 | 361 |
| Issued or guaranteed by U.S. | $119,725,000 | 360 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $83,370,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $83,370,000 | 275 |
| 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) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $239,360,000 | 528 |
| Total debt securities | $227,982,000 | 625 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $211,804,000 | 665 |
| U.S. Government securities | $198,461,000 | 484 |
| U.S. Treasury securities | $2,941,000 | 745 |
| U.S. Government agency obligations | $195,520,000 | 468 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $13,343,000 | 112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $169,428,000 | 418 |
| Certificates of participation in pools of residential mortgages | $92,898,000 | 445 |
| Issued or guaranteed by U.S. | $92,898,000 | 444 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $74,343,000 | 316 |
| CMOs issued by government agencies or sponsored agencies | $74,343,000 | 297 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $2,187,000 | 978 |
| Commercial mortgage pass-through securities | $2,187,000 | 648 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $211,804,000 | 583 |
| Total debt securities | $198,461,000 | 709 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $205,619,000 | 701 |
| U.S. Government securities | $185,612,000 | 524 |
| U.S. Treasury securities | $2,939,000 | 759 |
| U.S. Government agency obligations | $182,673,000 | 502 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $20,007,000 | 81 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $172,244,000 | 420 |
| Certificates of participation in pools of residential mortgages | $90,570,000 | 456 |
| Issued or guaranteed by U.S. | $90,570,000 | 455 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $79,354,000 | 303 |
| CMOs issued by government agencies or sponsored agencies | $79,354,000 | 281 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $2,320,000 | 938 |
| Commercial mortgage pass-through securities | $2,320,000 | 615 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $205,619,000 | 615 |
| Total debt securities | $185,612,000 | 772 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $193,166,000 | 762 |
| U.S. Government securities | $178,115,000 | 548 |
| U.S. Treasury securities | $2,927,000 | 790 |
| U.S. Government agency obligations | $175,188,000 | 522 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $15,051,000 | 106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $175,188,000 | 415 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $175,188,000 | 181 |
| CMOs issued by government agencies or sponsored agencies | $175,188,000 | 172 |
| 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) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $193,166,000 | 667 |
| Total debt securities | $178,115,000 | 826 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $205,111,000 | 699 |
| U.S. Government securities | $194,076,000 | 503 |
| U.S. Treasury securities | $2,919,000 | 768 |
| U.S. Government agency obligations | $191,157,000 | 477 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $11,035,000 | 137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $169,669,000 | 417 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $169,669,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $169,669,000 | 167 |
| 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) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $205,111,000 | 616 |
| Total debt securities | $194,076,000 | 745 |
| 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 | $200,517,000 | 717 |
| U.S. Government securities | $189,791,000 | 507 |
| U.S. Treasury securities | $3,002,000 | 649 |
| U.S. Government agency obligations | $186,789,000 | 493 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $10,726,000 | 144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $170,616,000 | 422 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $170,616,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $170,616,000 | 175 |
| 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) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $200,517,000 | 631 |
| Total debt securities | $189,791,000 | 757 |
| 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 | $193,232,000 | 755 |
| U.S. Government securities | $175,415,000 | 566 |
| U.S. Treasury securities | $3,021,000 | 673 |
| U.S. Government agency obligations | $172,394,000 | 541 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $17,817,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $169,902,000 | 432 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $169,902,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $169,902,000 | 179 |
| 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) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $193,232,000 | 662 |
| Total debt securities | $175,415,000 | 816 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $189,828,000 | 777 |
| U.S. Government securities | $173,020,000 | 581 |
| U.S. Treasury securities | $4,291,000 | 581 |
| U.S. Government agency obligations | $168,729,000 | 566 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $16,808,000 | 98 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $168,729,000 | 436 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $168,729,000 | 197 |
| CMOs issued by government agencies or sponsored agencies | $168,729,000 | 184 |
| 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) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $189,828,000 | 679 |
| Total debt securities | $173,020,000 | 839 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $198,036,000 | 743 |
| U.S. Government securities | $187,035,000 | 535 |
| U.S. Treasury securities | $5,127,000 | 554 |
| U.S. Government agency obligations | $181,908,000 | 519 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $11,001,000 | 141 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $154,921,000 | 457 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $154,921,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $154,921,000 | 194 |
| 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) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $198,036,000 | 650 |
| Total debt securities | $187,035,000 | 787 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| 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 | $188,763,000 | 788 |
| U.S. Government securities | $175,463,000 | 579 |
| U.S. Treasury securities | $5,150,000 | 515 |
| U.S. Government agency obligations | $170,313,000 | 565 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $13,300,000 | 117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $161,324,000 | 447 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $161,324,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $161,324,000 | 196 |
| 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) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $188,763,000 | 685 |
| Total debt securities | $175,462,000 | 843 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| 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 | $180,366,000 | 837 |
| U.S. Government securities | $167,066,000 | 621 |
| U.S. Treasury securities | $7,307,000 | 452 |
| U.S. Government agency obligations | $159,759,000 | 618 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $13,300,000 | 119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $159,759,000 | 463 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $159,759,000 | 212 |
| CMOs issued by government agencies or sponsored agencies | $159,759,000 | 203 |
| 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) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $180,366,000 | 723 |
| Total debt securities | $167,066,000 | 895 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| 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 | $177,158,000 | 854 |
| U.S. Government securities | $164,977,000 | 644 |
| U.S. Treasury securities | $1,321,000 | 928 |
| U.S. Government agency obligations | $163,656,000 | 618 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $12,181,000 | 132 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $163,656,000 | 459 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $163,656,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $163,656,000 | 198 |
| 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) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $177,158,000 | 738 |
| Total debt securities | $164,977,000 | 909 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $194,092,000 | 772 |
| U.S. Government securities | $184,313,000 | 562 |
| U.S. Treasury securities | $1,324,000 | 947 |
| U.S. Government agency obligations | $182,989,000 | 546 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $9,779,000 | 159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $165,541,000 | 447 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $165,541,000 | 207 |
| CMOs issued by government agencies or sponsored agencies | $165,541,000 | 198 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $194,092,000 | 659 |
| Total debt securities | $184,313,000 | 800 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $184,196,000 | 830 |
| U.S. Government securities | $176,417,000 | 592 |
| U.S. Treasury securities | $1,328,000 | 944 |
| U.S. Government agency obligations | $175,089,000 | 571 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $7,779,000 | 179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $173,390,000 | 432 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $173,390,000 | 206 |
| CMOs issued by government agencies or sponsored agencies | $173,390,000 | 196 |
| 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) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $184,196,000 | 710 |
| Total debt securities | $176,417,000 | 854 |
| 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 | $180,515,000 | 842 |
| U.S. Government securities | $166,630,000 | 635 |
| U.S. Treasury securities | $1,333,000 | 902 |
| U.S. Government agency obligations | $165,297,000 | 611 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $13,885,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $165,297,000 | 456 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $165,297,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $165,297,000 | 199 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $180,515,000 | 725 |
| Total debt securities | $166,630,000 | 916 |
| 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 | $170,233,000 | 908 |
| U.S. Government securities | $155,849,000 | 678 |
| U.S. Treasury securities | $1,335,000 | 805 |
| U.S. Government agency obligations | $154,514,000 | 655 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $14,384,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $154,514,000 | 476 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $154,514,000 | 217 |
| CMOs issued by government agencies or sponsored agencies | $154,514,000 | 204 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $170,233,000 | 785 |
| Total debt securities | $155,849,000 | 985 |
| 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 | $190,763,000 | 800 |
| U.S. Government securities | $182,779,000 | 574 |
| U.S. Treasury securities | $1,338,000 | 772 |
| U.S. Government agency obligations | $181,441,000 | 558 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $7,984,000 | 188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $159,396,000 | 467 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $159,396,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $159,396,000 | 200 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $190,763,000 | 695 |
| Total debt securities | $182,779,000 | 816 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| 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 | $179,583,000 | 854 |
| U.S. Government securities | $168,500,000 | 633 |
| U.S. Treasury securities | $1,342,000 | 750 |
| U.S. Government agency obligations | $167,158,000 | 619 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $11,083,000 | 149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $165,159,000 | 455 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $165,159,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $165,159,000 | 202 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $179,583,000 | 753 |
| Total debt securities | $168,500,000 | 913 |
| 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 | $174,982,000 | 884 |
| U.S. Government securities | $163,800,000 | 639 |
| U.S. Treasury securities | $1,340,000 | 767 |
| U.S. Government agency obligations | $162,460,000 | 623 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $11,182,000 | 144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $162,460,000 | 465 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $162,460,000 | 219 |
| CMOs issued by government agencies or sponsored agencies | $162,460,000 | 204 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $174,982,000 | 783 |
| Total debt securities | $163,800,000 | 934 |
| 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 | $174,395,000 | 893 |
| U.S. Government securities | $161,465,000 | 656 |
| U.S. Treasury securities | $1,356,000 | 782 |
| U.S. Government agency obligations | $160,109,000 | 636 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $12,930,000 | 133 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $160,109,000 | 478 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $160,109,000 | 228 |
| CMOs issued by government agencies or sponsored agencies | $160,109,000 | 214 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $174,395,000 | 798 |
| Total debt securities | $161,465,000 | 955 |
| 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 | $186,893,000 | 815 |
| U.S. Government securities | $179,816,000 | 590 |
| U.S. Treasury securities | $1,358,000 | 764 |
| U.S. Government agency obligations | $178,458,000 | 569 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $7,077,000 | 197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $161,462,000 | 470 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $161,462,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $161,462,000 | 216 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $186,893,000 | 720 |
| Total debt securities | $179,816,000 | 835 |
| 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 | $178,666,000 | 868 |
| U.S. Government securities | $164,393,000 | 645 |
| U.S. Treasury securities | $1,363,000 | 724 |
| U.S. Government agency obligations | $163,030,000 | 633 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $14,273,000 | 116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $163,030,000 | 491 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $163,030,000 | 242 |
| CMOs issued by government agencies or sponsored agencies | $163,030,000 | 226 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $178,666,000 | 771 |
| Total debt securities | $164,393,000 | 929 |
| 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 | $171,663,000 | 896 |
| U.S. Government securities | $89,610,000 | 1,163 |
| U.S. Treasury securities | $1,360,000 | 708 |
| U.S. Government agency obligations | $88,250,000 | 1,139 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $68,986,000 | 189 |
| Privately issued residential mortgage-backed securities | $68,986,000 | 62 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $13,067,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $157,236,000 | 521 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $157,236,000 | 250 |
| CMOs issued by government agencies or sponsored agencies | $88,250,000 | 346 |
| Privately issued | $68,986,000 | 60 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $171,663,000 | 795 |
| Total debt securities | $158,596,000 | 966 |
| 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 | $168,685,000 | 914 |
| U.S. Government securities | $89,954,000 | 1,181 |
| U.S. Treasury securities | $1,349,000 | 768 |
| U.S. Government agency obligations | $88,605,000 | 1,160 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $71,467,000 | 184 |
| Privately issued residential mortgage-backed securities | $71,467,000 | 65 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $7,264,000 | 179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $160,072,000 | 522 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $160,072,000 | 253 |
| CMOs issued by government agencies or sponsored agencies | $88,605,000 | 362 |
| Privately issued | $71,467,000 | 63 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $168,685,000 | 809 |
| Total debt securities | $161,421,000 | 948 |
| 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 | $184,324,000 | 826 |
| U.S. Government securities | $95,409,000 | 1,069 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $95,409,000 | 1,037 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $77,359,000 | 187 |
| Privately issued residential mortgage-backed securities | $77,359,000 | 81 |
| 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 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $11,556,000 | 131 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $151,408,000 | 525 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $151,408,000 | 260 |
| CMOs issued by government agencies or sponsored agencies | $74,049,000 | 391 |
| Privately issued | $77,359,000 | 80 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,556,000 | 496 |
| Available-for-sale securities (fair market value) | $152,768,000 | 866 |
| Total debt securities | $172,768,000 | 863 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $107,857,000 | 1,325 |
| U.S. Government securities | $76,345,000 | 1,298 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $76,345,000 | 1,246 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $28,160,000 | 371 |
| Privately issued residential mortgage-backed securities | $28,160,000 | 174 |
| 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 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,352,000 | 311 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $103,152,000 | 709 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $103,152,000 | 347 |
| CMOs issued by government agencies or sponsored agencies | $74,992,000 | 377 |
| Privately issued | $28,160,000 | 168 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,352,000 | 1,576 |
| Available-for-sale securities (fair market value) | $104,505,000 | 1,237 |
| Total debt securities | $104,505,000 | 1,360 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $109,488,000 | 1,306 |
| U.S. Government securities | $74,467,000 | 1,332 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $74,467,000 | 1,288 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $28,969,000 | 352 |
| Privately issued residential mortgage-backed securities | $28,969,000 | 177 |
| 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 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,052,000 | 207 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $100,830,000 | 713 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $100,830,000 | 346 |
| CMOs issued by government agencies or sponsored agencies | $71,861,000 | 377 |
| Privately issued | $28,969,000 | 170 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,052,000 | 1,300 |
| Available-for-sale securities (fair market value) | $103,436,000 | 1,239 |
| Total debt securities | $103,436,000 | 1,361 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $105,333,000 | 1,338 |
| U.S. Government securities | $64,548,000 | 1,512 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $64,548,000 | 1,454 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $29,834,000 | 357 |
| Privately issued residential mortgage-backed securities | $29,834,000 | 187 |
| 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 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,951,000 | 142 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $93,062,000 | 739 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $93,062,000 | 351 |
| CMOs issued by government agencies or sponsored agencies | $63,228,000 | 404 |
| Privately issued | $29,834,000 | 182 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,951,000 | 980 |
| Available-for-sale securities (fair market value) | $94,382,000 | 1,323 |
| Total debt securities | $94,382,000 | 1,460 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $50,397,000 | 2,406 |
| U.S. Government securities | $17,556,000 | 3,740 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,556,000 | 3,633 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $31,892,000 | 363 |
| Privately issued residential mortgage-backed securities | $31,892,000 | 192 |
| 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 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $949,000 | 607 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $48,113,000 | 1,225 |
| Certificates of participation in pools of residential mortgages | $368,000 | 5,128 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $368,000 | 103 |
| Collaterized mortgage obligations | $47,745,000 | 567 |
| CMOs issued by government agencies or sponsored agencies | $16,221,000 | 978 |
| Privately issued | $31,524,000 | 187 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $949,000 | 2,203 |
| Available-for-sale securities (fair market value) | $49,448,000 | 2,200 |
| Total debt securities | $49,448,000 | 2,412 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $45,697,000 | 2,574 |
| U.S. Government securities | $20,374,000 | 3,390 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,374,000 | 3,297 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $25,025,000 | 426 |
| Privately issued residential mortgage-backed securities | $25,025,000 | 227 |
| 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 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $298,000 | 901 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $44,048,000 | 1,263 |
| Certificates of participation in pools of residential mortgages | $502,000 | 5,024 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $502,000 | 98 |
| Collaterized mortgage obligations | $43,546,000 | 606 |
| CMOs issued by government agencies or sponsored agencies | $19,023,000 | 879 |
| Privately issued | $24,523,000 | 222 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $298,000 | 2,624 |
| Available-for-sale securities (fair market value) | $45,399,000 | 2,334 |
| Total debt securities | $45,399,000 | 2,557 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $42,341,000 | 2,726 |
| U.S. Government securities | $12,137,000 | 4,547 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,137,000 | 4,440 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $26,707,000 | 408 |
| Privately issued residential mortgage-backed securities | $26,707,000 | 231 |
| 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 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,497,000 | 345 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $37,479,000 | 1,410 |
| Certificates of participation in pools of residential mortgages | $631,000 | 5,002 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $631,000 | 99 |
| Collaterized mortgage obligations | $36,848,000 | 654 |
| CMOs issued by government agencies or sponsored agencies | $10,772,000 | 1,160 |
| Privately issued | $26,076,000 | 228 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,497,000 | 1,715 |
| Available-for-sale securities (fair market value) | $38,844,000 | 2,604 |
| Total debt securities | $38,844,000 | 2,873 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $41,963,000 | 2,766 |
| U.S. Government securities | $40,276,000 | 2,145 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,276,000 | 2,068 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $1,687,000 | 1,876 |
| Privately issued residential mortgage-backed securities | $1,687,000 | 917 |
| 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 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $40,588,000 | 1,377 |
| Certificates of participation in pools of residential mortgages | $1,687,000 | 4,553 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $1,687,000 | 76 |
| Collaterized mortgage obligations | $38,901,000 | 632 |
| CMOs issued by government agencies or sponsored agencies | $38,901,000 | 509 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $41,963,000 | 2,473 |
| Total debt securities | $41,963,000 | 2,742 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $43,628,000 | 2,670 |
| U.S. Government securities | $41,754,000 | 2,028 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,754,000 | 1,962 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $1,874,000 | 1,874 |
| Privately issued residential mortgage-backed securities | $1,874,000 | 911 |
| 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 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $42,244,000 | 1,370 |
| Certificates of participation in pools of residential mortgages | $1,874,000 | 4,556 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $1,874,000 | 72 |
| Collaterized mortgage obligations | $40,370,000 | 617 |
| CMOs issued by government agencies or sponsored agencies | $40,370,000 | 485 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $43,628,000 | 2,383 |
| Total debt securities | $43,628,000 | 2,646 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $43,216,000 | 2,689 |
| U.S. Government securities | $41,180,000 | 2,040 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,180,000 | 1,980 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $2,036,000 | 1,899 |
| Privately issued residential mortgage-backed securities | $2,036,000 | 943 |
| 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 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $41,816,000 | 1,402 |
| Certificates of participation in pools of residential mortgages | $2,036,000 | 4,586 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $2,036,000 | 80 |
| Collaterized mortgage obligations | $39,780,000 | 605 |
| CMOs issued by government agencies or sponsored agencies | $39,780,000 | 461 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $43,216,000 | 2,383 |
| Total debt securities | $43,216,000 | 2,656 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $31,860,000 | 3,311 |
| U.S. Government securities | $29,484,000 | 2,661 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,484,000 | 2,595 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $2,376,000 | 1,835 |
| Privately issued residential mortgage-backed securities | $2,376,000 | 926 |
| 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 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $30,458,000 | 1,767 |
| Certificates of participation in pools of residential mortgages | $2,376,000 | 4,511 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $2,376,000 | 81 |
| Collaterized mortgage obligations | $28,082,000 | 720 |
| CMOs issued by government agencies or sponsored agencies | $28,082,000 | 543 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $31,860,000 | 2,958 |
| Total debt securities | $31,860,000 | 3,276 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $34,047,000 | 3,160 |
| U.S. Government securities | $31,727,000 | 2,539 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,727,000 | 2,482 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $2,320,000 | 1,769 |
| Privately issued residential mortgage-backed securities | $2,320,000 | 958 |
| 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 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $32,637,000 | 1,697 |
| Certificates of participation in pools of residential mortgages | $2,320,000 | 4,624 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $2,320,000 | 90 |
| Collaterized mortgage obligations | $30,317,000 | 694 |
| CMOs issued by government agencies or sponsored agencies | $30,317,000 | 505 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $34,047,000 | 2,815 |
| Total debt securities | $34,047,000 | 3,125 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $35,313,000 | 3,063 |
| U.S. Government securities | $32,956,000 | 2,463 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,956,000 | 2,412 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $2,357,000 | 1,708 |
| Privately issued residential mortgage-backed securities | $2,357,000 | 915 |
| 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 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $33,885,000 | 1,588 |
| Certificates of participation in pools of residential mortgages | $2,357,000 | 4,594 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $2,357,000 | 89 |
| Collaterized mortgage obligations | $31,528,000 | 652 |
| CMOs issued by government agencies or sponsored agencies | $31,528,000 | 474 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $35,313,000 | 2,715 |
| Total debt securities | $35,313,000 | 3,021 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $32,757,000 | 3,178 |
| U.S. Government securities | $29,565,000 | 2,625 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,565,000 | 2,571 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $3,192,000 | 1,482 |
| Privately issued residential mortgage-backed securities | $3,192,000 | 820 |
| 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 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $31,385,000 | 1,631 |
| Certificates of participation in pools of residential mortgages | $3,192,000 | 4,218 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $3,192,000 | 87 |
| Collaterized mortgage obligations | $28,193,000 | 667 |
| CMOs issued by government agencies or sponsored agencies | $28,193,000 | 486 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $32,757,000 | 2,825 |
| Total debt securities | $32,757,000 | 3,146 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $30,296,000 | 3,431 |
| U.S. Government securities | $26,855,000 | 2,858 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,855,000 | 2,811 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $3,441,000 | 1,483 |
| Privately issued residential mortgage-backed securities | $3,441,000 | 805 |
| 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 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $28,932,000 | 1,726 |
| Certificates of participation in pools of residential mortgages | $3,441,000 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $3,441,000 | 89 |
| Collaterized mortgage obligations | $25,491,000 | 694 |
| CMOs issued by government agencies or sponsored agencies | $25,491,000 | 505 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $30,296,000 | 3,046 |
| Total debt securities | $30,296,000 | 3,384 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $32,432,000 | 3,253 |
| U.S. Government securities | $28,630,000 | 2,721 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,630,000 | 2,668 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $3,802,000 | 1,356 |
| Privately issued residential mortgage-backed securities | $3,802,000 | 746 |
| 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 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $31,028,000 | 1,572 |
| Certificates of participation in pools of residential mortgages | $3,802,000 | 3,911 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $3,802,000 | 86 |
| Collaterized mortgage obligations | $27,226,000 | 658 |
| CMOs issued by government agencies or sponsored agencies | $27,226,000 | 476 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $32,432,000 | 2,896 |
| Total debt securities | $32,432,000 | 3,207 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $33,383,000 | 3,199 |
| U.S. Government securities | $29,438,000 | 2,718 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,438,000 | 2,658 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $3,945,000 | 1,257 |
| Privately issued residential mortgage-backed securities | $3,945,000 | 680 |
| 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 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $32,015,000 | 1,369 |
| Certificates of participation in pools of residential mortgages | $3,945,000 | 3,550 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $3,945,000 | 81 |
| Collaterized mortgage obligations | $28,070,000 | 602 |
| CMOs issued by government agencies or sponsored agencies | $28,070,000 | 444 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $33,383,000 | 2,810 |
| Total debt securities | $33,383,000 | 3,160 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $34,828,000 | 3,081 |
| U.S. Government securities | $26,278,000 | 2,988 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,278,000 | 2,931 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $8,547,000 | 824 |
| Privately issued residential mortgage-backed securities | $3,157,000 | 691 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,390,000 | 622 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,789 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $28,103,000 | 1,419 |
| Certificates of participation in pools of residential mortgages | $3,157,000 | 3,673 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $3,157,000 | 86 |
| Collaterized mortgage obligations | $24,946,000 | 617 |
| CMOs issued by government agencies or sponsored agencies | $24,946,000 | 469 |
| 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) | $5,390,000 | 1,697 |
| Available-for-sale securities (fair market value) | $29,438,000 | 3,075 |
| Total debt securities | $34,825,000 | 3,039 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $28,254,000 | 3,560 |
| U.S. Government securities | $19,652,000 | 3,691 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,652,000 | 3,602 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $4,456,000 | 1,086 |
| Privately issued residential mortgage-backed securities | $3,654,000 | 620 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $802,000 | 1,463 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,146,000 | 528 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,006,000 | 1,636 |
| Certificates of participation in pools of residential mortgages | $3,654,000 | 3,454 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $3,654,000 | 93 |
| Collaterized mortgage obligations | $18,352,000 | 727 |
| CMOs issued by government agencies or sponsored agencies | $18,352,000 | 562 |
| 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) | $802,000 | 2,869 |
| Available-for-sale securities (fair market value) | $27,452,000 | 3,206 |
| Total debt securities | $24,108,000 | 3,916 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $26,933,000 | 3,700 |
| U.S. Government securities | $17,490,000 | 4,025 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,490,000 | 3,925 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $5,455,000 | 988 |
| Privately issued residential mortgage-backed securities | $3,954,000 | 581 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,501,000 | 1,171 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,988,000 | 545 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,125,000 | 1,731 |
| Certificates of participation in pools of residential mortgages | $3,954,000 | 3,327 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $3,954,000 | 89 |
| Collaterized mortgage obligations | $16,171,000 | 780 |
| CMOs issued by government agencies or sponsored agencies | $16,171,000 | 614 |
| 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) | $1,501,000 | 2,591 |
| Available-for-sale securities (fair market value) | $25,432,000 | 3,389 |
| Total debt securities | $22,945,000 | 4,067 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $28,531,000 | 3,595 |
| U.S. Government securities | $14,519,000 | 4,560 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,519,000 | 4,441 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $14,012,000 | 585 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,012,000 | 317 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,317,000 | 2,166 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $14,317,000 | 856 |
| CMOs issued by government agencies or sponsored agencies | $14,317,000 | 687 |
| 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) | $14,012,000 | 1,078 |
| Available-for-sale securities (fair market value) | $14,519,000 | 4,753 |
| Total debt securities | $28,531,000 | 3,544 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $9,267,000 | 6,373 |
| U.S. Government securities | $7,364,000 | 6,163 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,364,000 | 6,037 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $1,903,000 | 1,570 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,903,000 | 1,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 1,765 |
| Assets held in trading accounts for TFR Reporters | $50,000 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,162,000 | 3,093 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $7,162,000 | 1,228 |
| CMOs issued by government agencies or sponsored agencies | $7,162,000 | 1,028 |
| 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) | $1,903,000 | 2,566 |
| Available-for-sale securities (fair market value) | $7,364,000 | 6,096 |
| Total debt securities | $9,267,000 | 6,309 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $50,000 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $7,594,000 | 6,748 |
| U.S. Government securities | $6,561,000 | 6,417 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,561,000 | 6,282 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $1,033,000 | 1,922 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,033,000 | 1,393 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 1,796 |
| Assets held in trading accounts for TFR Reporters | $50,000 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,561,000 | 3,224 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $6,561,000 | 1,273 |
| CMOs issued by government agencies or sponsored agencies | $6,561,000 | 1,069 |
| 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) | $1,033,000 | 2,924 |
| Available-for-sale securities (fair market value) | $6,561,000 | 6,265 |
| Total debt securities | $7,594,000 | 6,692 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $50,000 | 151 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $7,519,000 | 6,835 |
| U.S. Government securities | $7,095,000 | 6,311 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,095,000 | 6,166 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $424,000 | 2,586 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $424,000 | 2,050 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,095,000 | 3,149 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,095,000 | 1,238 |
| CMOs issued by government agencies or sponsored agencies | $7,095,000 | 1,044 |
| 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) | $424,000 | 3,410 |
| Available-for-sale securities (fair market value) | $7,095,000 | 6,199 |
| Total debt securities | $7,519,000 | 6,786 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $9,882,000 | 6,366 |
| U.S. Government securities | $8,342,000 | 5,976 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,342,000 | 5,819 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $1,540,000 | 1,803 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,540,000 | 1,336 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,342,000 | 2,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $8,342,000 | 1,116 |
| CMOs issued by government agencies or sponsored agencies | $8,342,000 | 935 |
| 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) | $1,540,000 | 2,823 |
| Available-for-sale securities (fair market value) | $8,342,000 | 5,971 |
| Total debt securities | $9,882,000 | 6,309 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $8,521,000 | 6,653 |
| U.S. Government securities | $6,695,000 | 6,434 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,695,000 | 6,310 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $1,826,000 | 1,728 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,826,000 | 1,300 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,695,000 | 3,306 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,695,000 | 1,282 |
| CMOs issued by government agencies or sponsored agencies | $6,695,000 | 1,093 |
| 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) | $1,826,000 | 2,737 |
| Available-for-sale securities (fair market value) | $6,695,000 | 6,322 |
| Total debt securities | $8,521,000 | 6,598 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $8,428,000 | 6,725 |
| U.S. Government securities | $7,072,000 | 6,386 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,072,000 | 6,259 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,356,000 | 1,961 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,356,000 | 1,537 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,072,000 | 3,308 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $7,072,000 | 1,262 |
| CMOs issued by government agencies or sponsored agencies | $7,072,000 | 1,094 |
| 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) | $1,191,000 | 3,061 |
| Available-for-sale securities (fair market value) | $7,237,000 | 6,227 |
| Total debt securities | $8,428,000 | 6,666 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $8,153,000 | 6,847 |
| U.S. Government securities | $6,785,000 | 6,535 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,785,000 | 6,391 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,368,000 | 2,001 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,368,000 | 1,607 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,785,000 | 3,473 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,785,000 | 1,320 |
| CMOs issued by government agencies or sponsored agencies | $6,785,000 | 1,149 |
| 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) | $1,159,000 | 3,120 |
| Available-for-sale securities (fair market value) | $6,994,000 | 6,330 |
| Total debt securities | $8,153,000 | 6,793 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $9,192,000 | 6,635 |
| U.S. Government securities | $6,888,000 | 6,499 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,888,000 | 6,353 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $2,304,000 | 1,688 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,304,000 | 1,309 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,888,000 | 3,486 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $6,888,000 | 1,326 |
| CMOs issued by government agencies or sponsored agencies | $6,888,000 | 1,158 |
| 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) | $1,978,000 | 2,791 |
| Available-for-sale securities (fair market value) | $7,214,000 | 6,298 |
| Total debt securities | $9,192,000 | 6,578 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $9,678,000 | 6,574 |
| U.S. Government securities | $6,749,000 | 6,564 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,749,000 | 6,403 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $2,929,000 | 1,534 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,929,000 | 1,206 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,749,000 | 3,535 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,749,000 | 1,345 |
| CMOs issued by government agencies or sponsored agencies | $6,749,000 | 1,181 |
| 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) | $2,418,000 | 2,670 |
| Available-for-sale securities (fair market value) | $7,260,000 | 6,317 |
| Total debt securities | $9,678,000 | 6,507 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $9,886,000 | 6,606 |
| U.S. Government securities | $7,307,000 | 6,492 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,307,000 | 6,323 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $2,579,000 | 1,682 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,579,000 | 1,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,307,000 | 3,477 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,307,000 | 1,311 |
| CMOs issued by government agencies or sponsored agencies | $7,307,000 | 1,151 |
| 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) | $1,710,000 | 2,947 |
| Available-for-sale securities (fair market value) | $8,176,000 | 6,200 |
| Total debt securities | $9,886,000 | 6,530 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $10,548,000 | 6,456 |
| U.S. Government securities | $7,643,000 | 6,335 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,643,000 | 6,180 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $2,905,000 | 1,693 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,905,000 | 1,349 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,643,000 | 3,431 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $7,643,000 | 1,317 |
| CMOs issued by government agencies or sponsored agencies | $7,643,000 | 1,157 |
| 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) | $3,054,000 | 2,471 |
| Available-for-sale securities (fair market value) | $7,494,000 | 6,345 |
| Total debt securities | $10,548,000 | 6,369 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $11,462,000 | 6,307 |
| U.S. Government securities | $5,661,000 | 7,047 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,661,000 | 6,851 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $5,801,000 | 1,174 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,801,000 | 946 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,661,000 | 3,877 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,661,000 | 1,494 |
| CMOs issued by government agencies or sponsored agencies | $5,661,000 | 1,399 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,597,000 | 2,144 |
| Available-for-sale securities (fair market value) | $6,865,000 | 6,533 |
| Total debt securities | $11,462,000 | 6,221 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $9,006,000 | 6,760 |
| U.S. Government securities | $6,259,000 | 6,715 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,259,000 | 6,534 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $2,747,000 | 1,844 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,747,000 | 1,570 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,259,000 | 3,697 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $6,259,000 | 1,451 |
| CMOs issued by government agencies or sponsored agencies | $6,259,000 | 1,348 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $9,006,000 | 5,996 |
| Total debt securities | $9,006,000 | 6,668 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $9,322,000 | 6,655 |
| U.S. Government securities | $7,092,000 | 6,368 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,092,000 | 6,195 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $2,230,000 | 2,073 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,230,000 | 1,799 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,092,000 | 3,592 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $7,092,000 | 1,479 |
| CMOs issued by government agencies or sponsored agencies | $7,092,000 | 1,376 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $9,322,000 | 5,890 |
| Total debt securities | $9,322,000 | 6,551 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $9,978,000 | 6,507 |
| U.S. Government securities | $6,335,000 | 6,676 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,335,000 | 6,485 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $3,643,000 | 1,688 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,643,000 | 1,409 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,335,000 | 3,794 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $6,335,000 | 1,603 |
| CMOs issued by government agencies or sponsored agencies | $6,335,000 | 1,500 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $9,978,000 | 5,730 |
| Total debt securities | $9,978,000 | 6,411 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $10,640,000 | 6,375 |
| U.S. Government securities | $6,844,000 | 6,522 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,844,000 | 6,332 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $3,796,000 | 1,623 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,796,000 | 1,382 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,844,000 | 3,655 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $6,844,000 | 1,559 |
| CMOs issued by government agencies or sponsored agencies | $6,844,000 | 1,459 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,796,000 | 2,442 |
| Available-for-sale securities (fair market value) | $6,844,000 | 6,488 |
| Total debt securities | $10,640,000 | 6,273 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $13,078,000 | 5,767 |
| U.S. Government securities | $9,225,000 | 5,726 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,225,000 | 5,491 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $3,853,000 | 1,652 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,853,000 | 1,349 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,225,000 | 3,004 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $9,225,000 | 1,349 |
| CMOs issued by government agencies or sponsored agencies | $9,225,000 | 1,257 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,854,000 | 2,541 |
| Available-for-sale securities (fair market value) | $9,224,000 | 5,808 |
| Total debt securities | $13,078,000 | 5,678 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |