Home > Banc of California > Securities
Banc of California, Securities
| 2023-09-30 | Rank | |
| Total securities | $1,243,341,000 | 218 |
| U.S. Government securities | $352,252,000 | 405 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $352,252,000 | 355 |
| Securities issued by states & political subdivisions | $114,202,000 | 373 |
| Other domestic debt securities | $776,887,000 | 70 |
| Privately issued residential mortgage-backed securities | $104,952,000 | 58 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $517,020,000 | 48 |
| Other domestic debt securities - All other | $154,915,000 | 67 |
| 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 | $525,679,000 | 227 |
| Mortgage-backed securities | $448,505,000 | 250 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $76,844,000 | 602 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $41,002,000 | 438 |
| Privately issued | $104,952,000 | 58 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $152,749,000 | 88 |
| Other commercial mortgage-backed securities | $72,958,000 | 150 |
| Held to maturity securities (book value) | $328,287,000 | 188 |
| Available-for-sale securities (fair market value) | $915,054,000 | 209 |
| Total debt securities | $1,243,349,000 | 213 |
| 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 | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $1,250,496,000 | 216 |
| U.S. Government securities | $361,207,000 | 399 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $361,207,000 | 356 |
| Securities issued by states & political subdivisions | $114,203,000 | 399 |
| Other domestic debt securities | $775,086,000 | 65 |
| Privately issued residential mortgage-backed securities | $111,499,000 | 58 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $516,018,000 | 47 |
| Other domestic debt securities - All other | $147,569,000 | 71 |
| 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 | $535,150,000 | 229 |
| Mortgage-backed securities | $463,491,000 | 242 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $81,708,000 | 590 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $42,675,000 | 433 |
| Privately issued | $111,499,000 | 57 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $152,844,000 | 90 |
| Other commercial mortgage-backed securities | $74,765,000 | 144 |
| Held to maturity securities (book value) | $328,405,000 | 182 |
| Available-for-sale securities (fair market value) | $922,091,000 | 210 |
| Total debt securities | $1,250,504,000 | 212 |
| 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 | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $1,286,947,000 | 221 |
| U.S. Government securities | $388,584,000 | 393 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $388,584,000 | 328 |
| Securities issued by states & political subdivisions | $114,203,000 | 418 |
| Other domestic debt securities | $784,160,000 | 69 |
| Privately issued residential mortgage-backed securities | $115,371,000 | 63 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $512,781,000 | 46 |
| Other domestic debt securities - All other | $156,008,000 | 69 |
| 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 | $562,693,000 | 214 |
| Mortgage-backed securities | $473,657,000 | 253 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $84,376,000 | 607 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $44,788,000 | 445 |
| Privately issued | $115,371,000 | 58 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $152,937,000 | 96 |
| Other commercial mortgage-backed securities | $76,185,000 | 150 |
| Held to maturity securities (book value) | $328,520,000 | 191 |
| Available-for-sale securities (fair market value) | $958,427,000 | 215 |
| Total debt securities | $1,286,947,000 | 218 |
| 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 | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $1,196,939,000 | 244 |
| U.S. Government securities | $325,892,000 | 467 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $325,892,000 | 382 |
| Securities issued by states & political subdivisions | $114,204,000 | 431 |
| Other domestic debt securities | $756,843,000 | 75 |
| Privately issued residential mortgage-backed securities | $80,494,000 | 81 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $509,730,000 | 44 |
| Other domestic debt securities - All other | $166,619,000 | 67 |
| 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 | $356,546,000 | 264 |
| Mortgage-backed securities | $395,199,000 | 290 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $40,207,000 | 1,043 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $45,618,000 | 448 |
| Privately issued | $80,494,000 | 74 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $153,034,000 | 96 |
| Other commercial mortgage-backed securities | $75,846,000 | 155 |
| Held to maturity securities (book value) | $328,641,000 | 201 |
| Available-for-sale securities (fair market value) | $868,298,000 | 240 |
| Total debt securities | $1,196,941,000 | 240 |
| 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 | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $1,176,321,000 | 249 |
| U.S. Government securities | $345,413,000 | 446 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $345,413,000 | 368 |
| Securities issued by states & political subdivisions | $114,204,000 | 431 |
| Other domestic debt securities | $716,704,000 | 71 |
| Privately issued residential mortgage-backed securities | $41,514,000 | 123 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $505,775,000 | 40 |
| Other domestic debt securities - All other | $169,415,000 | 70 |
| 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 | $291,625,000 | 301 |
| Mortgage-backed securities | $374,821,000 | 317 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,845 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $26,135,000 | 659 |
| Privately issued | $41,514,000 | 106 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $163,823,000 | 93 |
| Other commercial mortgage-backed securities | $143,349,000 | 119 |
| Held to maturity securities (book value) | $328,757,000 | 196 |
| Available-for-sale securities (fair market value) | $847,564,000 | 242 |
| Total debt securities | $1,176,322,000 | 245 |
| 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 | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $1,194,707,000 | 245 |
| U.S. Government securities | $393,548,000 | 407 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $393,548,000 | 348 |
| Securities issued by states & political subdivisions | $114,204,000 | 455 |
| Other domestic debt securities | $686,955,000 | 66 |
| Privately issued residential mortgage-backed securities | $45,481,000 | 115 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $478,203,000 | 26 |
| Other domestic debt securities - All other | $163,271,000 | 75 |
| 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 | $348,193,000 | 256 |
| Mortgage-backed securities | $425,967,000 | 293 |
| Certificates of participation in pools of residential mortgages | $0 | 3,938 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $73,858,000 | 371 |
| CMOs issued by government agencies or sponsored agencies | $28,377,000 | 631 |
| Privately issued | $45,481,000 | 99 |
| Commercial mortgage-backed securities | $352,109,000 | 124 |
| Commercial mortgage pass-through securities | $164,986,000 | 94 |
| Other commercial mortgage-backed securities | $187,123,000 | 120 |
| Held to maturity securities (book value) | $329,272,000 | 187 |
| Available-for-sale securities (fair market value) | $865,435,000 | 251 |
| Total debt securities | $1,194,706,000 | 241 |
| 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 | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $1,228,155,000 | 242 |
| U.S. Government securities | $407,038,000 | 394 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $407,038,000 | 345 |
| Securities issued by states & political subdivisions | $114,204,000 | 469 |
| Other domestic debt securities | $706,913,000 | 63 |
| Privately issued residential mortgage-backed securities | $50,463,000 | 109 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $49,628,000 | 94 |
| Structured financial products - Total | $438,372,000 | 25 |
| Other domestic debt securities - All other | $168,450,000 | 72 |
| 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 | $28,840,000 | 1,663 |
| Mortgage-backed securities | $443,691,000 | 293 |
| Certificates of participation in pools of residential mortgages | $0 | 3,954 |
| Issued or guaranteed by U.S. | $0 | 3,898 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $81,004,000 | 350 |
| CMOs issued by government agencies or sponsored agencies | $30,541,000 | 613 |
| Privately issued | $50,463,000 | 95 |
| Commercial mortgage-backed securities | $362,687,000 | 117 |
| Commercial mortgage pass-through securities | $165,452,000 | 92 |
| Other commercial mortgage-backed securities | $197,235,000 | 115 |
| Held to maturity securities (book value) | $329,381,000 | 174 |
| Available-for-sale securities (fair market value) | $898,774,000 | 254 |
| Total debt securities | $1,228,155,000 | 239 |
| 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 | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $1,315,703,000 | 231 |
| U.S. Government securities | $448,100,000 | 345 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $448,100,000 | 316 |
| Securities issued by states & political subdivisions | $119,015,000 | 466 |
| Other domestic debt securities | $748,588,000 | 58 |
| Privately issued residential mortgage-backed securities | $56,026,000 | 92 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $49,999,000 | 99 |
| Structured financial products - Total | $468,965,000 | 25 |
| Other domestic debt securities - All other | $173,598,000 | 69 |
| 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 | $28,935,000 | 1,646 |
| Mortgage-backed securities | $489,535,000 | 275 |
| Certificates of participation in pools of residential mortgages | $0 | 3,982 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $89,797,000 | 329 |
| CMOs issued by government agencies or sponsored agencies | $33,771,000 | 551 |
| Privately issued | $56,026,000 | 79 |
| Commercial mortgage-backed securities | $399,738,000 | 115 |
| Commercial mortgage pass-through securities | $191,969,000 | 84 |
| Other commercial mortgage-backed securities | $207,769,000 | 113 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $1,315,703,000 | 199 |
| Total debt securities | $1,315,702,000 | 227 |
| 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 | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $1,303,368,000 | 219 |
| U.S. Government securities | $464,012,000 | 336 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $464,012,000 | 318 |
| Securities issued by states & political subdivisions | $120,417,000 | 435 |
| Other domestic debt securities | $718,939,000 | 53 |
| Privately issued residential mortgage-backed securities | $155,000 | 556 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $549,276,000 | 19 |
| Other domestic debt securities - All other | $169,508,000 | 64 |
| 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 | $28,944,000 | 1,609 |
| Mortgage-backed securities | $448,746,000 | 293 |
| Certificates of participation in pools of residential mortgages | $0 | 4,035 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $38,278,000 | 535 |
| CMOs issued by government agencies or sponsored agencies | $38,123,000 | 504 |
| Privately issued | $155,000 | 387 |
| Commercial mortgage-backed securities | $410,468,000 | 114 |
| Commercial mortgage pass-through securities | $193,286,000 | 88 |
| Other commercial mortgage-backed securities | $217,182,000 | 106 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $1,303,368,000 | 191 |
| Total debt securities | $1,303,368,000 | 216 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $1,353,154,000 | 205 |
| U.S. Government securities | $479,091,000 | 308 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $479,091,000 | 291 |
| Securities issued by states & political subdivisions | $120,980,000 | 411 |
| Other domestic debt securities | $753,083,000 | 50 |
| Privately issued residential mortgage-backed securities | $155,000 | 565 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $584,307,000 | 16 |
| Other domestic debt securities - All other | $168,621,000 | 67 |
| 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 | $28,934,000 | 1,592 |
| Mortgage-backed securities | $463,023,000 | 264 |
| Certificates of participation in pools of residential mortgages | $0 | 4,051 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $42,164,000 | 487 |
| CMOs issued by government agencies or sponsored agencies | $42,009,000 | 460 |
| Privately issued | $155,000 | 378 |
| Commercial mortgage-backed securities | $420,859,000 | 110 |
| Commercial mortgage pass-through securities | $197,684,000 | 82 |
| Other commercial mortgage-backed securities | $223,175,000 | 102 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $1,353,154,000 | 180 |
| Total debt securities | $1,353,155,000 | 200 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $1,270,830,000 | 201 |
| U.S. Government securities | $350,989,000 | 358 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $350,989,000 | 339 |
| Securities issued by states & political subdivisions | $85,538,000 | 589 |
| Other domestic debt securities | $834,303,000 | 46 |
| Privately issued residential mortgage-backed securities | $158,000 | 571 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $683,873,000 | 14 |
| Other domestic debt securities - All other | $150,272,000 | 70 |
| 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 | $43,115,000 | 1,185 |
| Mortgage-backed securities | $334,414,000 | 315 |
| Certificates of participation in pools of residential mortgages | $0 | 4,049 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $45,752,000 | 445 |
| CMOs issued by government agencies or sponsored agencies | $45,594,000 | 411 |
| Privately issued | $158,000 | 372 |
| Commercial mortgage-backed securities | $288,662,000 | 127 |
| Commercial mortgage pass-through securities | $123,300,000 | 98 |
| Other commercial mortgage-backed securities | $165,362,000 | 114 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $1,270,830,000 | 176 |
| Total debt securities | $1,270,830,000 | 199 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $1,231,431,000 | 190 |
| U.S. Government securities | $335,570,000 | 338 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $335,570,000 | 322 |
| Securities issued by states & political subdivisions | $68,623,000 | 704 |
| Other domestic debt securities | $827,238,000 | 41 |
| Privately issued residential mortgage-backed securities | $160,000 | 552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $677,785,000 | 13 |
| Other domestic debt securities - All other | $149,293,000 | 68 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,115,000 | 1,175 |
| Mortgage-backed securities | $318,376,000 | 304 |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $51,508,000 | 400 |
| CMOs issued by government agencies or sponsored agencies | $51,348,000 | 371 |
| Privately issued | $160,000 | 368 |
| Commercial mortgage-backed securities | $266,868,000 | 131 |
| Commercial mortgage pass-through securities | $106,385,000 | 103 |
| Other commercial mortgage-backed securities | $160,483,000 | 114 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $1,231,431,000 | 171 |
| Total debt securities | $1,231,431,000 | 188 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $1,245,867,000 | 178 |
| U.S. Government securities | $343,635,000 | 313 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $343,635,000 | 298 |
| Securities issued by states & political subdivisions | $69,233,000 | 621 |
| Other domestic debt securities | $832,999,000 | 39 |
| Privately issued residential mortgage-backed securities | $162,000 | 550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $685,931,000 | 11 |
| Other domestic debt securities - All other | $146,906,000 | 67 |
| 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 | $43,115,000 | 1,142 |
| Mortgage-backed securities | $325,989,000 | 281 |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $54,203,000 | 396 |
| CMOs issued by government agencies or sponsored agencies | $54,041,000 | 367 |
| Privately issued | $162,000 | 357 |
| Commercial mortgage-backed securities | $271,786,000 | 121 |
| Commercial mortgage pass-through securities | $107,431,000 | 91 |
| Other commercial mortgage-backed securities | $164,355,000 | 111 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $1,245,867,000 | 163 |
| Total debt securities | $1,245,866,000 | 176 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $1,176,029,000 | 180 |
| U.S. Government securities | $306,691,000 | 336 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $306,691,000 | 324 |
| Securities issued by states & political subdivisions | $57,174,000 | 701 |
| Other domestic debt securities | $812,164,000 | 35 |
| Privately issued residential mortgage-backed securities | $164,000 | 533 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $668,353,000 | 11 |
| Other domestic debt securities - All other | $143,647,000 | 61 |
| 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 | $39,936,000 | 1,222 |
| Mortgage-backed securities | $306,855,000 | 291 |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $55,366,000 | 393 |
| CMOs issued by government agencies or sponsored agencies | $55,202,000 | 363 |
| Privately issued | $164,000 | 343 |
| Commercial mortgage-backed securities | $251,489,000 | 124 |
| Commercial mortgage pass-through securities | $105,555,000 | 93 |
| Other commercial mortgage-backed securities | $145,934,000 | 116 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $1,176,029,000 | 161 |
| Total debt securities | $1,176,028,000 | 178 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $969,428,000 | 203 |
| U.S. Government securities | $243,442,000 | 407 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $243,442,000 | 390 |
| Securities issued by states & political subdivisions | $54,385,000 | 661 |
| Other domestic debt securities | $671,601,000 | 36 |
| Privately issued residential mortgage-backed securities | $160,000 | 550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $623,571,000 | 12 |
| Other domestic debt securities - All other | $47,870,000 | 145 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,936,000 | 1,168 |
| Mortgage-backed securities | $243,602,000 | 349 |
| Certificates of participation in pools of residential mortgages | $596,000 | 3,675 |
| Issued or guaranteed by U.S. | $596,000 | 3,581 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $9,597,000 | 1,202 |
| CMOs issued by government agencies or sponsored agencies | $9,437,000 | 1,174 |
| Privately issued | $160,000 | 348 |
| Commercial mortgage-backed securities | $233,409,000 | 128 |
| Commercial mortgage pass-through securities | $103,427,000 | 91 |
| Other commercial mortgage-backed securities | $129,982,000 | 124 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $969,428,000 | 184 |
| Total debt securities | $969,428,000 | 199 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $912,581,000 | 214 |
| U.S. Government securities | $127,756,000 | 682 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $127,756,000 | 634 |
| Securities issued by states & political subdivisions | $52,689,000 | 637 |
| Other domestic debt securities | $732,136,000 | 35 |
| Privately issued residential mortgage-backed securities | $196,000 | 511 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $718,361,000 | 11 |
| Other domestic debt securities - All other | $13,579,000 | 349 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,046,000 | 1,057 |
| Mortgage-backed securities | $127,952,000 | 537 |
| Certificates of participation in pools of residential mortgages | $584,000 | 3,685 |
| Issued or guaranteed by U.S. | $584,000 | 3,599 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $10,001,000 | 1,169 |
| CMOs issued by government agencies or sponsored agencies | $9,805,000 | 1,145 |
| Privately issued | $196,000 | 336 |
| Commercial mortgage-backed securities | $117,367,000 | 180 |
| Commercial mortgage pass-through securities | $35,872,000 | 167 |
| Other commercial mortgage-backed securities | $81,495,000 | 152 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $912,581,000 | 193 |
| Total debt securities | $912,582,000 | 208 |
| 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 | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $775,662,000 | 231 |
| U.S. Government securities | $40,374,000 | 1,699 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $40,374,000 | 1,604 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $735,288,000 | 38 |
| Privately issued residential mortgage-backed securities | $277,000 | 517 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $735,011,000 | 11 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,832,000 | 589 |
| Mortgage-backed securities | $40,651,000 | 1,265 |
| Certificates of participation in pools of residential mortgages | $40,374,000 | 777 |
| Issued or guaranteed by U.S. | $40,374,000 | 754 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $277,000 | 2,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $277,000 | 310 |
| 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) | $775,662,000 | 205 |
| Total debt securities | $775,663,000 | 227 |
| 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 | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $1,167,687,000 | 183 |
| U.S. Government securities | $430,198,000 | 277 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $430,198,000 | 261 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $737,489,000 | 37 |
| Privately issued residential mortgage-backed securities | $285,000 | 479 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $737,204,000 | 11 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,412,000 | 596 |
| Mortgage-backed securities | $429,631,000 | 229 |
| Certificates of participation in pools of residential mortgages | $429,346,000 | 134 |
| Issued or guaranteed by U.S. | $429,346,000 | 133 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $285,000 | 2,697 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $285,000 | 315 |
| 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) | $1,167,687,000 | 162 |
| Total debt securities | $1,167,687,000 | 179 |
| 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 | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $1,471,303,000 | 147 |
| U.S. Government securities | $435,281,000 | 274 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $435,281,000 | 258 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $1,036,022,000 | 30 |
| Privately issued residential mortgage-backed securities | $331,000 | 482 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $1,035,691,000 | 11 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,341,000 | 525 |
| Mortgage-backed securities | $434,792,000 | 227 |
| Certificates of participation in pools of residential mortgages | $434,461,000 | 129 |
| Issued or guaranteed by U.S. | $434,461,000 | 129 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $331,000 | 2,688 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $331,000 | 324 |
| 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) | $1,471,303,000 | 136 |
| Total debt securities | $1,471,303,000 | 146 |
| 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 | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $1,992,500,000 | 126 |
| U.S. Government securities | $438,352,000 | 273 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $438,352,000 | 256 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $1,554,148,000 | 23 |
| Privately issued residential mortgage-backed securities | $427,000 | 433 |
| Commercial mortgage-backed securities - Total | $132,199,000 | 28 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $1,421,522,000 | 8 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $162,993,000 | 380 |
| Mortgage-backed securities | $570,068,000 | 189 |
| Certificates of participation in pools of residential mortgages | $437,442,000 | 129 |
| Issued or guaranteed by U.S. | $437,442,000 | 129 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $427,000 | 2,644 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $427,000 | 306 |
| Commercial mortgage-backed securities | $132,199,000 | 145 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $132,199,000 | 103 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $1,992,500,000 | 112 |
| Total debt securities | $1,992,500,000 | 125 |
| 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 | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $2,059,832,000 | 124 |
| U.S. Government securities | $440,356,000 | 274 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $440,356,000 | 256 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $1,619,476,000 | 23 |
| Privately issued residential mortgage-backed securities | $451,000 | 374 |
| Commercial mortgage-backed securities - Total | $132,704,000 | 26 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $1,486,321,000 | 8 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,796,000 | 422 |
| Mortgage-backed securities | $572,623,000 | 193 |
| Certificates of participation in pools of residential mortgages | $439,468,000 | 131 |
| Issued or guaranteed by U.S. | $439,468,000 | 131 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $451,000 | 2,636 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $451,000 | 301 |
| Commercial mortgage-backed securities | $132,704,000 | 143 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $132,704,000 | 100 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $2,059,832,000 | 105 |
| Total debt securities | $2,059,832,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $2,297,124,000 | 112 |
| U.S. Government securities | $457,757,000 | 266 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $457,757,000 | 251 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $1,839,367,000 | 21 |
| Privately issued residential mortgage-backed securities | $496,000 | 596 |
| Commercial mortgage-backed securities - Total | $158,358,000 | 24 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $1,680,513,000 | 6 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $527,468,000 | 148 |
| Mortgage-backed securities | $615,644,000 | 182 |
| Certificates of participation in pools of residential mortgages | $456,790,000 | 127 |
| Issued or guaranteed by U.S. | $456,790,000 | 126 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $496,000 | 2,636 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $496,000 | 303 |
| Commercial mortgage-backed securities | $158,358,000 | 125 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $158,358,000 | 89 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $2,297,124,000 | 96 |
| Total debt securities | $2,297,124,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $2,424,593,000 | 108 |
| U.S. Government securities | $468,469,000 | 265 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $468,469,000 | 255 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $1,956,124,000 | 21 |
| Privately issued residential mortgage-backed securities | $664,000 | 312 |
| Commercial mortgage-backed securities - Total | $200,721,000 | 22 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $1,754,739,000 | 6 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $571,374,000 | 146 |
| Mortgage-backed securities | $668,884,000 | 170 |
| Certificates of participation in pools of residential mortgages | $467,499,000 | 130 |
| Issued or guaranteed by U.S. | $467,499,000 | 129 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $664,000 | 2,569 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $664,000 | 290 |
| Commercial mortgage-backed securities | $200,721,000 | 101 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $200,721,000 | 73 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $2,424,593,000 | 87 |
| Total debt securities | $2,424,593,000 | 107 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $2,575,469,000 | 101 |
| U.S. Government securities | $477,987,000 | 255 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $477,987,000 | 245 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $2,097,482,000 | 20 |
| Privately issued residential mortgage-backed securities | $756,000 | 304 |
| Commercial mortgage-backed securities - Total | $310,511,000 | 20 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $1,702,318,000 | 8 |
| Other domestic debt securities - All other | $83,897,000 | 76 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $564,415,000 | 143 |
| Mortgage-backed securities | $788,196,000 | 150 |
| Certificates of participation in pools of residential mortgages | $476,929,000 | 123 |
| Issued or guaranteed by U.S. | $476,929,000 | 122 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $756,000 | 2,519 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $756,000 | 284 |
| Commercial mortgage-backed securities | $310,511,000 | 72 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $310,511,000 | 53 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $2,575,469,000 | 86 |
| Total debt securities | $2,575,469,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $2,755,664,000 | 92 |
| U.S. Government securities | $490,182,000 | 245 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $490,182,000 | 240 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $2,265,482,000 | 21 |
| Privately issued residential mortgage-backed securities | $859,000 | 298 |
| Commercial mortgage-backed securities - Total | $310,917,000 | 21 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $1,819,191,000 | 8 |
| Other domestic debt securities - All other | $134,515,000 | 46 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $719,031,000 | 126 |
| Mortgage-backed securities | $800,893,000 | 151 |
| Certificates of participation in pools of residential mortgages | $489,117,000 | 123 |
| Issued or guaranteed by U.S. | $489,117,000 | 121 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $859,000 | 2,480 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $859,000 | 280 |
| Commercial mortgage-backed securities | $310,917,000 | 70 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $310,917,000 | 54 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $2,755,664,000 | 74 |
| Total debt securities | $2,755,664,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $2,915,103,000 | 87 |
| U.S. Government securities | $497,954,000 | 244 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $497,954,000 | 233 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $2,417,149,000 | 22 |
| Privately issued residential mortgage-backed securities | $951,000 | 297 |
| Commercial mortgage-backed securities - Total | $310,118,000 | 21 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $1,847,370,000 | 8 |
| Other domestic debt securities - All other | $258,710,000 | 35 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $767,149,000 | 116 |
| Mortgage-backed securities | $807,874,000 | 151 |
| Certificates of participation in pools of residential mortgages | $496,805,000 | 125 |
| Issued or guaranteed by U.S. | $496,805,000 | 123 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $951,000 | 2,468 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $951,000 | 279 |
| Commercial mortgage-backed securities | $310,118,000 | 71 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $310,118,000 | 54 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $2,915,103,000 | 70 |
| Total debt securities | $2,915,103,000 | 85 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $3,297,810,000 | 76 |
| U.S. Government securities | $796,387,000 | 173 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $796,387,000 | 166 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $2,501,423,000 | 22 |
| Privately issued residential mortgage-backed securities | $116,757,000 | 34 |
| Commercial mortgage-backed securities - Total | $305,742,000 | 21 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $1,819,476,000 | 8 |
| Other domestic debt securities - All other | $259,448,000 | 35 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $997,587,000 | 100 |
| Mortgage-backed securities | $1,217,741,000 | 115 |
| Certificates of participation in pools of residential mortgages | $795,242,000 | 93 |
| Issued or guaranteed by U.S. | $795,242,000 | 92 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $116,757,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $116,757,000 | 31 |
| Commercial mortgage-backed securities | $305,742,000 | 68 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $305,742,000 | 56 |
| Held to maturity securities (book value) | $863,269,000 | 69 |
| Available-for-sale securities (fair market value) | $2,434,541,000 | 82 |
| Total debt securities | $3,297,810,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $3,265,722,000 | 74 |
| U.S. Government securities | $808,494,000 | 165 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $808,494,000 | 159 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $2,457,228,000 | 22 |
| Privately issued residential mortgage-backed securities | $117,177,000 | 37 |
| Commercial mortgage-backed securities - Total | $305,918,000 | 20 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $1,745,095,000 | 8 |
| Other domestic debt securities - All other | $289,038,000 | 33 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $596,775,000 | 135 |
| Mortgage-backed securities | $1,230,368,000 | 109 |
| Certificates of participation in pools of residential mortgages | $807,272,000 | 89 |
| Issued or guaranteed by U.S. | $807,272,000 | 88 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $117,178,000 | 238 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,056 |
| Privately issued | $117,177,000 | 34 |
| Commercial mortgage-backed securities | $305,918,000 | 65 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $305,918,000 | 54 |
| Held to maturity securities (book value) | $884,234,000 | 67 |
| Available-for-sale securities (fair market value) | $2,381,488,000 | 83 |
| Total debt securities | $3,265,722,000 | 73 |
| 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 | $2,903,903,000 | 86 |
| U.S. Government securities | $416,878,000 | 265 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $416,878,000 | 256 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $2,487,025,000 | 21 |
| Privately issued residential mortgage-backed securities | $117,112,000 | 39 |
| Commercial mortgage-backed securities - Total | $306,100,000 | 19 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $1,750,334,000 | 8 |
| Other domestic debt securities - All other | $313,479,000 | 34 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $234,454,000 | 298 |
| Mortgage-backed securities | $838,825,000 | 142 |
| Certificates of participation in pools of residential mortgages | $188,303,000 | 241 |
| Issued or guaranteed by U.S. | $188,303,000 | 240 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $344,422,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $227,310,000 | 141 |
| Privately issued | $117,112,000 | 37 |
| Commercial mortgage-backed securities | $306,100,000 | 59 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $306,100,000 | 50 |
| Held to maturity securities (book value) | $962,315,000 | 65 |
| Available-for-sale securities (fair market value) | $1,941,588,000 | 95 |
| Total debt securities | $2,903,903,000 | 85 |
| 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 | $2,265,067,000 | 104 |
| U.S. Government securities | $287,115,000 | 370 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $287,115,000 | 357 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $1,977,952,000 | 25 |
| Privately issued residential mortgage-backed securities | $1,453,000 | 304 |
| Commercial mortgage-backed securities - Total | $317,683,000 | 21 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $1,359,028,000 | 9 |
| Other domestic debt securities - All other | $299,788,000 | 36 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $191,283,000 | 359 |
| Mortgage-backed securities | $604,835,000 | 178 |
| Certificates of participation in pools of residential mortgages | $37,866,000 | 988 |
| Issued or guaranteed by U.S. | $37,866,000 | 984 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $249,286,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $247,833,000 | 138 |
| Privately issued | $1,453,000 | 286 |
| Commercial mortgage-backed securities | $317,683,000 | 61 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $317,683,000 | 52 |
| Held to maturity securities (book value) | $962,282,000 | 66 |
| Available-for-sale securities (fair market value) | $1,302,785,000 | 122 |
| Total debt securities | $2,265,067,000 | 102 |
| 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 | $2,625,973,000 | 92 |
| U.S. Government securities | $535,456,000 | 224 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $535,456,000 | 216 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $2,090,517,000 | 25 |
| Privately issued residential mortgage-backed securities | $1,595,000 | 300 |
| Commercial mortgage-backed securities - Total | $440,630,000 | 20 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $1,382,636,000 | 9 |
| Other domestic debt securities - All other | $265,656,000 | 38 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $324,012,000 | 230 |
| Mortgage-backed securities | $976,273,000 | 129 |
| Certificates of participation in pools of residential mortgages | $259,279,000 | 178 |
| Issued or guaranteed by U.S. | $259,279,000 | 176 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $276,364,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $274,769,000 | 135 |
| Privately issued | $1,595,000 | 285 |
| Commercial mortgage-backed securities | $440,630,000 | 48 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $440,630,000 | 43 |
| Held to maturity securities (book value) | $962,262,000 | 65 |
| Available-for-sale securities (fair market value) | $1,663,711,000 | 101 |
| Total debt securities | $2,625,973,000 | 92 |
| 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 | $1,795,799,000 | 119 |
| U.S. Government securities | $694,208,000 | 187 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $694,208,000 | 179 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $1,101,591,000 | 32 |
| Privately issued residential mortgage-backed securities | $1,768,000 | 282 |
| Commercial mortgage-backed securities - Total | $306,645,000 | 22 |
| Asset backed securities | $527,752,000 | 24 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $265,426,000 | 40 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,849,000 | 1,164 |
| Mortgage-backed securities | $1,001,117,000 | 121 |
| Certificates of participation in pools of residential mortgages | $335,159,000 | 149 |
| Issued or guaranteed by U.S. | $335,159,000 | 147 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $249,055,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $247,287,000 | 141 |
| Privately issued | $1,768,000 | 269 |
| Commercial mortgage-backed securities | $416,903,000 | 47 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $416,903,000 | 39 |
| Held to maturity securities (book value) | $962,203,000 | 65 |
| Available-for-sale securities (fair market value) | $833,596,000 | 171 |
| Total debt securities | $1,795,799,000 | 119 |
| 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 | $1,222,751,000 | 149 |
| U.S. Government securities | $628,227,000 | 200 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $628,227,000 | 192 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $594,524,000 | 43 |
| Privately issued residential mortgage-backed securities | $1,917,000 | 272 |
| Commercial mortgage-backed securities - Total | $36,828,000 | 40 |
| Asset backed securities | $290,453,000 | 29 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $265,326,000 | 37 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $263,507,000 | 273 |
| Mortgage-backed securities | $663,455,000 | 154 |
| Certificates of participation in pools of residential mortgages | $117,013,000 | 364 |
| Issued or guaranteed by U.S. | $117,013,000 | 363 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $431,208,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $429,291,000 | 99 |
| Privately issued | $1,917,000 | 259 |
| Commercial mortgage-backed securities | $115,234,000 | 86 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $115,234,000 | 72 |
| Held to maturity securities (book value) | $529,532,000 | 92 |
| Available-for-sale securities (fair market value) | $693,219,000 | 203 |
| Total debt securities | $1,222,751,000 | 149 |
| 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 | $540,707,000 | 290 |
| U.S. Government securities | $485,147,000 | 240 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $485,147,000 | 232 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $55,560,000 | 196 |
| Privately issued residential mortgage-backed securities | $2,112,000 | 272 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $34,000 | 379 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $53,414,000 | 129 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,701,000 | 1,563 |
| Mortgage-backed securities | $483,641,000 | 203 |
| Certificates of participation in pools of residential mortgages | $18,763,000 | 1,683 |
| Issued or guaranteed by U.S. | $18,763,000 | 1,683 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $464,878,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $462,766,000 | 98 |
| Privately issued | $2,112,000 | 260 |
| 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) | $53,414,000 | 420 |
| Available-for-sale securities (fair market value) | $487,293,000 | 269 |
| Total debt securities | $540,707,000 | 285 |
| 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 | $393,586,000 | 399 |
| U.S. Government securities | $390,971,000 | 292 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $390,971,000 | 281 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $2,615,000 | 1,192 |
| Privately issued residential mortgage-backed securities | $2,331,000 | 282 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $284,000 | 354 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,220,000 | 1,602 |
| Mortgage-backed securities | $389,666,000 | 235 |
| Certificates of participation in pools of residential mortgages | $20,856,000 | 1,598 |
| Issued or guaranteed by U.S. | $20,856,000 | 1,598 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $368,810,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $366,479,000 | 115 |
| Privately issued | $2,331,000 | 268 |
| 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) | $393,586,000 | 329 |
| Total debt securities | $393,583,000 | 392 |
| 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 | $345,695,000 | 456 |
| U.S. Government securities | $342,527,000 | 325 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $342,527,000 | 314 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $3,168,000 | 1,089 |
| Privately issued residential mortgage-backed securities | $2,688,000 | 267 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $480,000 | 326 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,347,000 | 1,915 |
| Mortgage-backed securities | $341,518,000 | 261 |
| Certificates of participation in pools of residential mortgages | $14,522,000 | 2,056 |
| Issued or guaranteed by U.S. | $14,522,000 | 2,053 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $326,996,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $324,308,000 | 122 |
| Privately issued | $2,688,000 | 252 |
| 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) | $345,695,000 | 378 |
| Total debt securities | $345,695,000 | 449 |
| 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 | $310,385,000 | 494 |
| U.S. Government securities | $306,687,000 | 366 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $306,687,000 | 352 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $3,698,000 | 1,053 |
| Privately issued residential mortgage-backed securities | $2,956,000 | 271 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $742,000 | 308 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,323,000 | 3,508 |
| Mortgage-backed securities | $305,970,000 | 279 |
| Certificates of participation in pools of residential mortgages | $16,431,000 | 1,981 |
| Issued or guaranteed by U.S. | $16,431,000 | 1,980 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $289,539,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $286,583,000 | 133 |
| Privately issued | $2,956,000 | 258 |
| 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) | $310,385,000 | 420 |
| Total debt securities | $310,385,000 | 487 |
| 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 | $233,013,000 | 641 |
| U.S. Government securities | $228,903,000 | 475 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $228,903,000 | 458 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $4,110,000 | 1,025 |
| Privately issued residential mortgage-backed securities | $3,126,000 | 263 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $984,000 | 308 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,457,000 | 3,689 |
| Mortgage-backed securities | $228,304,000 | 356 |
| Certificates of participation in pools of residential mortgages | $17,635,000 | 1,910 |
| Issued or guaranteed by U.S. | $17,635,000 | 1,910 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $210,669,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $207,543,000 | 176 |
| Privately issued | $3,126,000 | 254 |
| 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) | $233,013,000 | 554 |
| Total debt securities | $233,014,000 | 632 |
| 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 | $107,525,000 | 1,390 |
| U.S. Government securities | $102,458,000 | 1,001 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $102,458,000 | 964 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $5,067,000 | 932 |
| Privately issued residential mortgage-backed securities | $3,296,000 | 271 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $1,771,000 | 286 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,840,000 | 3,647 |
| Mortgage-backed securities | $102,094,000 | 676 |
| Certificates of participation in pools of residential mortgages | $16,259,000 | 2,027 |
| Issued or guaranteed by U.S. | $16,259,000 | 2,027 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $85,835,000 | 324 |
| CMOs issued by government agencies or sponsored agencies | $82,539,000 | 313 |
| Privately issued | $3,296,000 | 262 |
| 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) | $107,525,000 | 1,223 |
| Total debt securities | $107,525,000 | 1,370 |
| 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 | $170,022,000 | 905 |
| U.S. Government securities | $155,270,000 | 674 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $155,270,000 | 651 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $14,752,000 | 529 |
| Privately issued residential mortgage-backed securities | $10,124,000 | 162 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $4,628,000 | 203 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,999,000 | 945 |
| Mortgage-backed securities | $161,738,000 | 462 |
| Certificates of participation in pools of residential mortgages | $46,077,000 | 913 |
| Issued or guaranteed by U.S. | $46,077,000 | 913 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $115,661,000 | 267 |
| CMOs issued by government agencies or sponsored agencies | $105,537,000 | 259 |
| Privately issued | $10,124,000 | 155 |
| 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) | $170,022,000 | 775 |
| Total debt securities | $170,022,000 | 893 |
| 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 | $60,658,000 | 2,301 |
| U.S. Government securities | $43,324,000 | 2,139 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $43,324,000 | 2,083 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $17,334,000 | 497 |
| Privately issued residential mortgage-backed securities | $10,851,000 | 166 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $6,483,000 | 182 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $54,175,000 | 1,179 |
| Certificates of participation in pools of residential mortgages | $10,553,000 | 2,589 |
| Issued or guaranteed by U.S. | $10,553,000 | 2,586 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $43,622,000 | 536 |
| CMOs issued by government agencies or sponsored agencies | $32,771,000 | 612 |
| Privately issued | $10,851,000 | 157 |
| 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) | $60,658,000 | 2,083 |
| Total debt securities | $60,657,000 | 2,280 |
| 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 | $105,752,000 | 1,415 |
| U.S. Government securities | $75,988,000 | 1,305 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $75,988,000 | 1,267 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $29,764,000 | 347 |
| Privately issued residential mortgage-backed securities | $20,410,000 | 111 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $9,354,000 | 150 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $96,398,000 | 716 |
| Certificates of participation in pools of residential mortgages | $11,852,000 | 2,426 |
| Issued or guaranteed by U.S. | $11,852,000 | 2,425 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $84,546,000 | 335 |
| CMOs issued by government agencies or sponsored agencies | $64,136,000 | 372 |
| Privately issued | $20,410,000 | 104 |
| 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) | $105,752,000 | 1,266 |
| Total debt securities | $105,749,000 | 1,399 |
| 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 | $97,657,000 | 1,548 |
| U.S. Government securities | $60,165,000 | 1,639 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $60,165,000 | 1,584 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $37,492,000 | 310 |
| Privately issued residential mortgage-backed securities | $25,244,000 | 108 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $12,248,000 | 119 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $85,409,000 | 809 |
| Certificates of participation in pools of residential mortgages | $13,251,000 | 2,310 |
| Issued or guaranteed by U.S. | $13,251,000 | 2,310 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $72,158,000 | 388 |
| CMOs issued by government agencies or sponsored agencies | $46,914,000 | 497 |
| Privately issued | $25,244,000 | 103 |
| 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) | $97,657,000 | 1,397 |
| Total debt securities | $97,655,000 | 1,530 |
| 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 | $115,769,000 | 1,299 |
| U.S. Government securities | $66,920,000 | 1,466 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $66,920,000 | 1,427 |
| Securities issued by states & political subdivisions | $7,003,000 | 3,343 |
| Other domestic debt securities | $41,846,000 | 273 |
| Privately issued residential mortgage-backed securities | $27,565,000 | 103 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $14,281,000 | 105 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,503,000 | 3,961 |
| Mortgage-backed securities | $94,485,000 | 728 |
| Certificates of participation in pools of residential mortgages | $14,347,000 | 2,201 |
| Issued or guaranteed by U.S. | $14,347,000 | 2,200 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $80,138,000 | 378 |
| CMOs issued by government agencies or sponsored agencies | $52,573,000 | 467 |
| Privately issued | $27,565,000 | 96 |
| 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) | $115,769,000 | 1,165 |
| Total debt securities | $115,769,000 | 1,282 |
| 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 | $116,612,000 | 1,301 |
| U.S. Government securities | $59,320,000 | 1,662 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $59,320,000 | 1,611 |
| Securities issued by states & political subdivisions | $7,013,000 | 3,320 |
| Other domestic debt securities | $50,279,000 | 245 |
| Privately issued residential mortgage-backed securities | $33,785,000 | 94 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $16,494,000 | 93 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,858,000 | 3,714 |
| Mortgage-backed securities | $93,105,000 | 782 |
| Certificates of participation in pools of residential mortgages | $16,233,000 | 2,139 |
| Issued or guaranteed by U.S. | $16,233,000 | 2,138 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $76,872,000 | 401 |
| CMOs issued by government agencies or sponsored agencies | $43,087,000 | 561 |
| Privately issued | $33,785,000 | 89 |
| 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) | $116,612,000 | 1,168 |
| Total debt securities | $116,611,000 | 1,287 |
| 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 | $117,008,000 | 1,316 |
| U.S. Government securities | $52,826,000 | 1,822 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $52,826,000 | 1,780 |
| Securities issued by states & political subdivisions | $6,864,000 | 3,292 |
| Other domestic debt securities | $57,318,000 | 218 |
| Privately issued residential mortgage-backed securities | $38,596,000 | 94 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $18,722,000 | 83 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,430,000 | 3,643 |
| Mortgage-backed securities | $91,422,000 | 820 |
| Certificates of participation in pools of residential mortgages | $17,451,000 | 2,075 |
| Issued or guaranteed by U.S. | $17,451,000 | 2,074 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $73,971,000 | 421 |
| CMOs issued by government agencies or sponsored agencies | $35,375,000 | 671 |
| Privately issued | $38,596,000 | 90 |
| 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) | $117,008,000 | 1,187 |
| Total debt securities | $117,007,000 | 1,302 |
| 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 | $100,335,000 | 1,497 |
| U.S. Government securities | $28,807,000 | 2,964 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $28,807,000 | 2,905 |
| Securities issued by states & political subdivisions | $5,753,000 | 3,443 |
| Other domestic debt securities | $65,775,000 | 193 |
| Privately issued residential mortgage-backed securities | $43,847,000 | 92 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $21,928,000 | 75 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,395,000 | 2,879 |
| Mortgage-backed securities | $68,645,000 | 1,065 |
| Certificates of participation in pools of residential mortgages | $8,072,000 | 3,112 |
| Issued or guaranteed by U.S. | $8,072,000 | 3,110 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $60,573,000 | 512 |
| CMOs issued by government agencies or sponsored agencies | $16,726,000 | 1,143 |
| Privately issued | $43,847,000 | 88 |
| 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) | $100,335,000 | 1,363 |
| Total debt securities | $100,336,000 | 1,482 |
| 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 | $99,804,000 | 1,461 |
| U.S. Government securities | $4,038,000 | 6,051 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,038,000 | 5,948 |
| Securities issued by states & political subdivisions | $5,713,000 | 3,410 |
| Other domestic debt securities | $90,053,000 | 173 |
| Privately issued residential mortgage-backed securities | $90,053,000 | 76 |
| 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 | $0 | 1,386 |
| 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 | $90,053,000 | 814 |
| 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 | $90,053,000 | 386 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $90,053,000 | 76 |
| 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) | $1,000 | 2,902 |
| Available-for-sale securities (fair market value) | $99,803,000 | 1,326 |
| Total debt securities | $99,804,000 | 1,442 |
| 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 | $62,226,000 | 2,113 |
| U.S. Government securities | $0 | 7,111 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,028 |
| Securities issued by states & political subdivisions | $3,325,000 | 3,980 |
| Other domestic debt securities | $58,901,000 | 224 |
| Privately issued residential mortgage-backed securities | $58,901,000 | 104 |
| 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 | $0 | 1,426 |
| 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 | $58,901,000 | 1,134 |
| 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 | $58,901,000 | 522 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $58,901,000 | 99 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $62,226,000 | 1,913 |
| Total debt securities | $62,226,000 | 2,093 |
| 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 | $73,549,000 | 1,831 |
| U.S. Government securities | $11,788,000 | 4,758 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,788,000 | 4,640 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $61,761,000 | 220 |
| Privately issued residential mortgage-backed securities | $61,761,000 | 105 |
| 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 | $0 | 1,444 |
| 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 | $61,761,000 | 1,063 |
| 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 | $61,761,000 | 497 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $61,761,000 | 101 |
| 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) | $11,788,000 | 940 |
| Available-for-sale securities (fair market value) | $61,761,000 | 1,925 |
| Total debt securities | $73,549,000 | 1,812 |
| 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 | $60,116,000 | 2,169 |
| U.S. Government securities | $16,722,000 | 4,008 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,722,000 | 3,893 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $43,394,000 | 275 |
| Privately issued residential mortgage-backed securities | $43,394,000 | 144 |
| 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 | $0 | 1,470 |
| 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 | $43,394,000 | 1,353 |
| 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 | $43,394,000 | 632 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $43,394,000 | 140 |
| 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) | $16,722,000 | 764 |
| Available-for-sale securities (fair market value) | $43,394,000 | 2,557 |
| Total debt securities | $60,116,000 | 2,149 |
| 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 | $64,790,000 | 1,957 |
| U.S. Government securities | $5,055,000 | 5,905 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,055,000 | 5,772 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $59,735,000 | 235 |
| Privately issued residential mortgage-backed securities | $59,735,000 | 117 |
| 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 | $0 | 1,492 |
| 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 | $59,735,000 | 1,008 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $59,735,000 | 484 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $59,735,000 | 113 |
| 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) | $5,055,000 | 1,408 |
| Available-for-sale securities (fair market value) | $59,735,000 | 1,901 |
| Total debt securities | $64,790,000 | 1,939 |
| 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 | $71,194,000 | 1,759 |
| U.S. Government securities | $5,092,000 | 5,887 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,092,000 | 5,762 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $66,102,000 | 219 |
| Privately issued residential mortgage-backed securities | $66,102,000 | 114 |
| 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 | $0 | 1,538 |
| 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 | $66,102,000 | 917 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $66,102,000 | 442 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $66,102,000 | 108 |
| 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) | $5,092,000 | 1,451 |
| Available-for-sale securities (fair market value) | $66,102,000 | 1,673 |
| Total debt securities | $71,194,000 | 1,741 |
| 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 | $70,452,000 | 1,774 |
| U.S. Government securities | $5,129,000 | 5,994 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,129,000 | 5,876 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $65,323,000 | 220 |
| Privately issued residential mortgage-backed securities | $65,323,000 | 124 |
| 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 | $0 | 1,578 |
| 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 | $65,323,000 | 905 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $65,323,000 | 451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $65,323,000 | 120 |
| 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) | $5,130,000 | 1,491 |
| Available-for-sale securities (fair market value) | $65,322,000 | 1,678 |
| Total debt securities | $70,452,000 | 1,758 |
| 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 | $70,798,000 | 1,785 |
| U.S. Government securities | $5,150,000 | 6,096 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,150,000 | 5,981 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $65,648,000 | 222 |
| Privately issued residential mortgage-backed securities | $65,648,000 | 126 |
| 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 | $65,648,000 | 929 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $65,648,000 | 442 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $65,648,000 | 121 |
| 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) | $5,151,000 | 1,510 |
| Available-for-sale securities (fair market value) | $65,647,000 | 1,701 |
| Total debt securities | $70,798,000 | 1,765 |
| 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 | $52,304,000 | 2,286 |
| U.S. Government securities | $5,168,000 | 6,043 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,168,000 | 5,944 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $47,136,000 | 292 |
| Privately issued residential mortgage-backed securities | $47,136,000 | 173 |
| 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 | $47,136,000 | 1,251 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $47,136,000 | 548 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $47,136,000 | 169 |
| 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) | $5,168,000 | 1,506 |
| Available-for-sale securities (fair market value) | $47,136,000 | 2,212 |
| Total debt securities | $52,304,000 | 2,263 |
| 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 | $48,751,000 | 2,429 |
| U.S. Government securities | $5,160,000 | 6,108 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,160,000 | 6,020 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $43,591,000 | 335 |
| Privately issued residential mortgage-backed securities | $43,591,000 | 198 |
| 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 | $43,591,000 | 1,363 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $43,591,000 | 573 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $43,591,000 | 196 |
| 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) | $11,036,000 | 1,069 |
| Available-for-sale securities (fair market value) | $37,715,000 | 2,659 |
| Total debt securities | $48,751,000 | 2,396 |
| 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 | $43,542,000 | 2,608 |
| U.S. Government securities | $5,177,000 | 6,107 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,177,000 | 6,019 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $38,365,000 | 388 |
| Privately issued residential mortgage-backed securities | $38,365,000 | 226 |
| 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 | $38,370,000 | 1,505 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,241 |
| Issued or guaranteed by U.S. | $1,000 | 6,219 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $38,369,000 | 593 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,370 |
| Privately issued | $38,365,000 | 215 |
| 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) | $5,173,000 | 1,574 |
| Available-for-sale securities (fair market value) | $38,369,000 | 2,576 |
| Total debt securities | $43,542,000 | 2,586 |
| 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 | $38,395,000 | 2,889 |
| U.S. Government securities | $5,000 | 7,813 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,000 | 7,741 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $38,390,000 | 372 |
| Privately issued residential mortgage-backed securities | $38,390,000 | 246 |
| 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 | $38,395,000 | 1,518 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,307 |
| Issued or guaranteed by U.S. | $1,000 | 6,289 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $38,394,000 | 589 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,368 |
| Privately issued | $38,390,000 | 234 |
| 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) | $1,000 | 3,494 |
| Available-for-sale securities (fair market value) | $38,394,000 | 2,579 |
| Total debt securities | $38,395,000 | 2,858 |
| 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 | $17,565,000 | 4,752 |
| U.S. Government securities | $5,000 | 7,879 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,000 | 7,812 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $17,560,000 | 586 |
| Privately issued residential mortgage-backed securities | $17,560,000 | 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 | $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 | $17,565,000 | 2,524 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,350 |
| Issued or guaranteed by U.S. | $1,000 | 6,328 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $17,564,000 | 940 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,367 |
| Privately issued | $17,560,000 | 353 |
| 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) | $1,000 | 3,507 |
| Available-for-sale securities (fair market value) | $17,564,000 | 4,276 |
| Total debt securities | $17,565,000 | 4,713 |
| 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 | $5,000 | 8,102 |
| U.S. Government securities | $5,000 | 7,927 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,000 | 7,855 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | 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 | $5,000 | 6,546 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,382 |
| Issued or guaranteed by U.S. | $1,000 | 6,362 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,000 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,313 |
| 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) | $1,000 | 3,536 |
| Available-for-sale securities (fair market value) | $4,000 | 7,554 |
| Total debt securities | $5,000 | 8,059 |
| 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 | $5,000 | 8,145 |
| U.S. Government securities | $5,000 | 7,982 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,000 | 7,916 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | 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 | $5,000 | 6,571 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,406 |
| Issued or guaranteed by U.S. | $1,000 | 6,381 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,000 | 3,699 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,344 |
| 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) | $1,000 | 3,569 |
| Available-for-sale securities (fair market value) | $4,000 | 7,603 |
| Total debt securities | $5,000 | 8,093 |
| 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 | $5,000 | 8,184 |
| U.S. Government securities | $5,000 | 8,020 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,000 | 7,959 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | 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 | $5,000 | 6,579 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,404 |
| Issued or guaranteed by U.S. | $1,000 | 6,375 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,000 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,343 |
| 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) | $1,000 | 3,607 |
| Available-for-sale securities (fair market value) | $4,000 | 7,631 |
| Total debt securities | $5,000 | 8,136 |
| 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 | $4,367,000 | 7,240 |
| U.S. Government securities | $4,367,000 | 6,790 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,367,000 | 6,680 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | 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 | $6,000 | 6,520 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,359 |
| Issued or guaranteed by U.S. | $1,000 | 6,338 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,000 | 3,632 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,292 |
| 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) | $4,362,000 | 1,794 |
| Available-for-sale securities (fair market value) | $5,000 | 7,644 |
| Total debt securities | $4,367,000 | 7,184 |
| 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 | $14,208,000 | 5,330 |
| U.S. Government securities | $14,208,000 | 4,517 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,208,000 | 4,420 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| 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 | $6,000 | 6,499 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,328 |
| Issued or guaranteed by U.S. | $1,000 | 6,305 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $5,000 | 3,604 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,254 |
| 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) | $14,203,000 | 1,015 |
| Available-for-sale securities (fair market value) | $5,000 | 7,670 |
| Total debt securities | $14,208,000 | 5,282 |
| 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 | $13,975,000 | 5,380 |
| U.S. Government securities | $13,975,000 | 4,583 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,975,000 | 4,475 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| 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 | $6,000 | 6,533 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,359 |
| Issued or guaranteed by U.S. | $1,000 | 6,339 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,000 | 3,607 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,258 |
| 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) | $13,970,000 | 1,038 |
| Available-for-sale securities (fair market value) | $5,000 | 7,708 |
| Total debt securities | $13,975,000 | 5,342 |
| 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 | $14,086,000 | 5,402 |
| U.S. Government securities | $14,086,000 | 4,580 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,086,000 | 4,460 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| 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 | $7,000 | 6,543 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,389 |
| Issued or guaranteed by U.S. | $1,000 | 6,365 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $6,000 | 3,588 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,260 |
| 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) | $14,080,000 | 1,047 |
| Available-for-sale securities (fair market value) | $6,000 | 7,728 |
| Total debt securities | $14,086,000 | 5,350 |
| 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 | $13,989,000 | 5,442 |
| U.S. Government securities | $13,989,000 | 4,657 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,989,000 | 4,534 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| 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 | $7,000 | 6,565 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,420 |
| Issued or guaranteed by U.S. | $1,000 | 6,394 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $6,000 | 3,598 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,272 |
| 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) | $13,983,000 | 1,082 |
| Available-for-sale securities (fair market value) | $6,000 | 7,783 |
| Total debt securities | $13,989,000 | 5,394 |
| 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 | $13,998,000 | 5,476 |
| U.S. Government securities | $13,998,000 | 4,708 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,998,000 | 4,575 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,000 | 6,618 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,473 |
| Issued or guaranteed by U.S. | $1,000 | 6,446 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $6,000 | 3,593 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,262 |
| 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) | $13,992,000 | 1,114 |
| Available-for-sale securities (fair market value) | $6,000 | 7,844 |
| Total debt securities | $13,998,000 | 5,425 |
| 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 |
| 2006-06-30 | Rank | |
| Total securities | $13,707,000 | 5,543 |
| U.S. Government securities | $13,707,000 | 4,762 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,707,000 | 4,624 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,000 | 6,663 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,544 |
| Issued or guaranteed by U.S. | $1,000 | 6,522 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $7,000 | 3,600 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,251 |
| 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) | $13,700,000 | 1,145 |
| Available-for-sale securities (fair market value) | $7,000 | 7,890 |
| Total debt securities | $13,707,000 | 5,494 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $13,828,000 | 5,566 |
| U.S. Government securities | $13,828,000 | 4,773 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,828,000 | 4,638 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| 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 | $8,000 | 6,700 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,581 |
| Issued or guaranteed by U.S. | $1,000 | 6,562 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,000 | 3,609 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,256 |
| 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) | $13,821,000 | 1,158 |
| Available-for-sale securities (fair market value) | $7,000 | 7,917 |
| Total debt securities | $13,828,000 | 5,514 |
| 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 | $17,781,000 | 4,940 |
| U.S. Government securities | $14,003,000 | 4,722 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,003,000 | 4,583 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $3,778,000 | 1,216 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,267 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,769,000 | 839 |
| 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 | $9,000 | 6,759 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,644 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $1,000 | 214 |
| Collaterized mortgage obligations | $8,000 | 3,632 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $8,000 | 1,167 |
| 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) | $17,773,000 | 1,007 |
| Available-for-sale securities (fair market value) | $8,000 | 7,962 |
| Total debt securities | $17,781,000 | 4,890 |
| 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 | $17,885,000 | 4,913 |
| U.S. Government securities | $14,018,000 | 4,688 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,018,000 | 4,554 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $3,867,000 | 1,224 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,255 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,858,000 | 858 |
| 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 | $9,000 | 6,807 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $1,000 | 223 |
| Collaterized mortgage obligations | $8,000 | 3,637 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $8,000 | 1,149 |
| 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) | $17,877,000 | 999 |
| Available-for-sale securities (fair market value) | $8,000 | 7,998 |
| Total debt securities | $17,885,000 | 4,859 |
| 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 | $18,229,000 | 4,896 |
| U.S. Government securities | $14,262,000 | 4,702 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,262,000 | 4,563 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $3,967,000 | 1,235 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,221 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,957,000 | 877 |
| 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 | $10,000 | 6,837 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,739 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $1,000 | 221 |
| Collaterized mortgage obligations | $9,000 | 3,659 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $9,000 | 1,112 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,220,000 | 979 |
| Available-for-sale securities (fair market value) | $9,000 | 8,017 |
| Total debt securities | $18,229,000 | 4,840 |
| 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 | $18,101,000 | 4,980 |
| U.S. Government securities | $14,034,000 | 4,801 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,034,000 | 4,656 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $4,067,000 | 1,249 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,209 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,056,000 | 905 |
| 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 | $11,000 | 6,913 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,815 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $1,000 | 205 |
| Collaterized mortgage obligations | $10,000 | 3,699 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $10,000 | 1,109 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,091,000 | 1,016 |
| Available-for-sale securities (fair market value) | $10,000 | 8,091 |
| Total debt securities | $18,101,000 | 4,928 |
| 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 | $14,086,000 | 5,663 |
| U.S. Government securities | $9,921,000 | 5,719 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,921,000 | 5,556 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $4,165,000 | 1,257 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,202 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,154,000 | 920 |
| 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 | $11,000 | 6,970 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,865 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $1,000 | 201 |
| Collaterized mortgage obligations | $10,000 | 3,736 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $10,000 | 1,103 |
| 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) | $14,076,000 | 1,203 |
| Available-for-sale securities (fair market value) | $10,000 | 8,121 |
| Total debt securities | $14,086,000 | 5,592 |
| 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 | $13,000 | 8,847 |
| U.S. Government securities | $0 | 8,738 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,656 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $13,000 | 3,528 |
| Privately issued residential mortgage-backed securities | $13,000 | 1,164 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| 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 | $13,000 | 6,999 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,915 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $1,000 | 221 |
| Collaterized mortgage obligations | $12,000 | 3,746 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $12,000 | 1,060 |
| 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) | $1,000 | 4,516 |
| Available-for-sale securities (fair market value) | $12,000 | 8,167 |
| Total debt securities | $13,000 | 8,797 |
| 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 | $5,478,000 | 7,630 |
| U.S. Government securities | $5,452,000 | 7,066 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,452,000 | 6,900 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $26,000 | 3,599 |
| Privately issued residential mortgage-backed securities | $26,000 | 1,118 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| 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 | $26,000 | 6,987 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,990 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $1,000 | 220 |
| Collaterized mortgage obligations | $25,000 | 3,766 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $25,000 | 1,024 |
| 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) | $1,000 | 4,563 |
| Available-for-sale securities (fair market value) | $5,477,000 | 6,818 |
| Total debt securities | $5,478,000 | 7,563 |
| 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 | $5,205,000 | 7,700 |
| U.S. Government securities | $5,019,000 | 7,161 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,019,000 | 7,002 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $186,000 | 3,459 |
| Privately issued residential mortgage-backed securities | $186,000 | 1,013 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| 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 | $186,000 | 6,575 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,973 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $2,000 | 225 |
| Collaterized mortgage obligations | $184,000 | 3,503 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $184,000 | 934 |
| 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) | $1,000 | 4,607 |
| Available-for-sale securities (fair market value) | $5,204,000 | 6,896 |
| Total debt securities | $5,205,000 | 7,622 |
| 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 | $6,389,000 | 7,467 |
| U.S. Government securities | $6,387,000 | 6,791 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,387,000 | 6,610 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $2,000 | 3,851 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,185 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| 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 | $1,357,000 | 5,534 |
| Certificates of participation in pools of residential mortgages | $2,000 | 7,038 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $2,000 | 242 |
| Collaterized mortgage obligations | $1,355,000 | 2,576 |
| CMOs issued by government agencies or sponsored agencies | $1,355,000 | 2,444 |
| 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) | $2,000 | 4,661 |
| Available-for-sale securities (fair market value) | $6,387,000 | 6,648 |
| Total debt securities | $6,389,000 | 7,387 |
| 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 | $8,533,000 | 6,880 |
| U.S. Government securities | $8,531,000 | 6,015 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,531,000 | 5,825 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $2,000 | 3,963 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,270 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| 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 | $3,489,000 | 4,540 |
| Certificates of participation in pools of residential mortgages | $2,000 | 7,076 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $2,000 | 250 |
| Collaterized mortgage obligations | $3,487,000 | 1,902 |
| CMOs issued by government agencies or sponsored agencies | $3,487,000 | 1,778 |
| 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) | $2,000 | 4,689 |
| Available-for-sale securities (fair market value) | $8,531,000 | 6,101 |
| Total debt securities | $8,533,000 | 6,790 |
| 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 | $14,631,000 | 5,547 |
| U.S. Government securities | $14,629,000 | 4,570 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,629,000 | 4,417 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $2,000 | 4,017 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,327 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| 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 | $9,574,000 | 3,130 |
| Certificates of participation in pools of residential mortgages | $2,000 | 7,099 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $2,000 | 248 |
| Collaterized mortgage obligations | $9,572,000 | 1,258 |
| CMOs issued by government agencies or sponsored agencies | $9,572,000 | 1,168 |
| 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) | $2,000 | 4,703 |
| Available-for-sale securities (fair market value) | $14,629,000 | 4,844 |
| Total debt securities | $14,631,000 | 5,446 |
| 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 | $17,193,000 | 5,117 |
| U.S. Government securities | $17,191,000 | 4,118 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,191,000 | 3,953 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $2,000 | 4,083 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,360 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| 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 | $12,124,000 | 2,764 |
| Certificates of participation in pools of residential mortgages | $2,000 | 7,128 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $2,000 | 249 |
| Collaterized mortgage obligations | $12,122,000 | 1,128 |
| CMOs issued by government agencies or sponsored agencies | $12,122,000 | 1,038 |
| 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) | $17,193,000 | 4,433 |
| Total debt securities | $17,193,000 | 5,020 |
| 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 | $18,732,000 | 4,844 |
| U.S. Government securities | $18,730,000 | 3,869 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,730,000 | 3,705 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $2,000 | 4,124 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,380 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| 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 | $13,651,000 | 2,554 |
| Certificates of participation in pools of residential mortgages | $2,000 | 7,124 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $2,000 | 245 |
| Collaterized mortgage obligations | $13,649,000 | 1,052 |
| CMOs issued by government agencies or sponsored agencies | $13,649,000 | 975 |
| 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 | 4,875 |
| Available-for-sale securities (fair market value) | $18,732,000 | 4,174 |
| Total debt securities | $18,732,000 | 4,755 |
| 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 | $13,660,000 | 5,655 |
| U.S. Government securities | $13,658,000 | 4,625 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,658,000 | 4,422 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $2,000 | 4,205 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,493 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| 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 | $13,660,000 | 2,373 |
| Certificates of participation in pools of residential mortgages | $2,000 | 7,154 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $2,000 | 254 |
| Collaterized mortgage obligations | $13,658,000 | 1,072 |
| CMOs issued by government agencies or sponsored agencies | $13,658,000 | 984 |
| 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 | 5,093 |
| Available-for-sale securities (fair market value) | $13,660,000 | 4,833 |
| Total debt securities | $13,660,000 | 5,564 |
| 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 |
| 2000-12-31 | Rank | |
| Total securities | $40,947,000 | 2,639 |
| U.S. Government securities | $28,914,000 | 2,708 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,914,000 | 2,512 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $3,000 | 3,952 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,507 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,030,000 | 441 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,934,000 | 1,444 |
| Certificates of participation in pools of residential mortgages | $3,000 | 7,128 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $3,000 | 300 |
| Collaterized mortgage obligations | $20,931,000 | 656 |
| CMOs issued by government agencies or sponsored agencies | $20,931,000 | 583 |
| 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 | 5,708 |
| Available-for-sale securities (fair market value) | $40,947,000 | 2,096 |
| Total debt securities | $28,917,000 | 3,439 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |