Home > BMW Bank of North America > Securities
BMW Bank of North America, Securities
| 2023-12-31 | Rank | |
| Total securities | $2,227,282,000 | 142 |
| U.S. Government securities | $278,756,000 | 500 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $278,756,000 | 441 |
| Securities issued by states & political subdivisions | $830,000 | 3,569 |
| Other domestic debt securities | $1,947,696,000 | 37 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $1,947,696,000 | 8 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $278,756,000 | 360 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $257,386,000 | 243 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,594,000 | 883 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,776,000 | 569 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $1,947,696,000 | 60 |
| Available-for-sale securities (fair market value) | $279,586,000 | 608 |
| Total debt securities | $2,227,281,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $2,221,224,000 | 138 |
| U.S. Government securities | $264,807,000 | 531 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $264,807,000 | 460 |
| Securities issued by states & political subdivisions | $739,000 | 3,624 |
| Other domestic debt securities | $1,955,678,000 | 36 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $1,955,678,000 | 8 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $264,807,000 | 373 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $247,856,000 | 247 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,964,000 | 889 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,987,000 | 849 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,955,678,000 | 60 |
| Available-for-sale securities (fair market value) | $265,546,000 | 632 |
| Total debt securities | $2,221,223,000 | 135 |
| 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 | $2,243,945,000 | 138 |
| U.S. Government securities | $279,403,000 | 515 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $279,403,000 | 445 |
| Securities issued by states & political subdivisions | $813,000 | 3,647 |
| Other domestic debt securities | $1,963,729,000 | 34 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $1,963,729,000 | 8 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $279,403,000 | 366 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $261,123,000 | 241 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,071,000 | 868 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,209,000 | 818 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $1,963,729,000 | 58 |
| Available-for-sale securities (fair market value) | $280,216,000 | 624 |
| Total debt securities | $2,243,945,000 | 135 |
| 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 | $2,262,425,000 | 144 |
| U.S. Government securities | $291,553,000 | 513 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $291,553,000 | 424 |
| Securities issued by states & political subdivisions | $840,000 | 3,696 |
| Other domestic debt securities | $1,970,032,000 | 35 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $1,970,032,000 | 8 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $291,553,000 | 380 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $272,382,000 | 246 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,906,000 | 869 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,265,000 | 843 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,970,032,000 | 62 |
| Available-for-sale securities (fair market value) | $292,393,000 | 627 |
| Total debt securities | $2,262,424,000 | 142 |
| 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 | $2,273,286,000 | 149 |
| U.S. Government securities | $295,823,000 | 514 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $295,823,000 | 421 |
| Securities issued by states & political subdivisions | $840,000 | 3,734 |
| Other domestic debt securities | $1,976,623,000 | 38 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $1,976,623,000 | 9 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $295,823,000 | 376 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $276,599,000 | 252 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,994,000 | 867 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,230,000 | 850 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $1,976,623,000 | 65 |
| Available-for-sale securities (fair market value) | $296,663,000 | 629 |
| Total debt securities | $2,273,286,000 | 147 |
| 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 | $2,255,378,000 | 154 |
| U.S. Government securities | $260,751,000 | 580 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $260,751,000 | 470 |
| Securities issued by states & political subdivisions | $798,000 | 3,777 |
| Other domestic debt securities | $1,993,829,000 | 38 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $1,993,829,000 | 9 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $260,751,000 | 411 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $240,825,000 | 278 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,665,000 | 861 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,261,000 | 864 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $1,993,829,000 | 66 |
| Available-for-sale securities (fair market value) | $261,549,000 | 713 |
| Total debt securities | $2,255,379,000 | 151 |
| 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 | $2,264,493,000 | 159 |
| U.S. Government securities | $274,123,000 | 564 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $274,123,000 | 469 |
| Securities issued by states & political subdivisions | $1,029,000 | 3,761 |
| Other domestic debt securities | $1,989,341,000 | 33 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $1,989,341,000 | 8 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $274,123,000 | 420 |
| Certificates of participation in pools of residential mortgages | $255,860,000 | 280 |
| Issued or guaranteed by U.S. | $255,860,000 | 279 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $18,263,000 | 915 |
| CMOs issued by government agencies or sponsored agencies | $18,263,000 | 836 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $1,989,341,000 | 63 |
| Available-for-sale securities (fair market value) | $275,152,000 | 702 |
| Total debt securities | $2,264,492,000 | 157 |
| 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 | $2,286,588,000 | 157 |
| U.S. Government securities | $291,535,000 | 535 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $291,535,000 | 450 |
| Securities issued by states & political subdivisions | $1,141,000 | 3,756 |
| Other domestic debt securities | $1,993,912,000 | 33 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $1,993,912,000 | 9 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $291,535,000 | 402 |
| Certificates of participation in pools of residential mortgages | $270,704,000 | 276 |
| Issued or guaranteed by U.S. | $270,704,000 | 276 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $20,831,000 | 835 |
| CMOs issued by government agencies or sponsored agencies | $20,831,000 | 768 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $1,993,912,000 | 58 |
| Available-for-sale securities (fair market value) | $292,676,000 | 675 |
| Total debt securities | $2,286,588,000 | 154 |
| 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 | $2,302,838,000 | 158 |
| U.S. Government securities | $304,761,000 | 485 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $304,761,000 | 434 |
| Securities issued by states & political subdivisions | $1,679,000 | 3,682 |
| Other domestic debt securities | $1,996,398,000 | 34 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,996,398,000 | 9 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $304,761,000 | 393 |
| Certificates of participation in pools of residential mortgages | $280,209,000 | 277 |
| Issued or guaranteed by U.S. | $280,209,000 | 277 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $24,552,000 | 725 |
| CMOs issued by government agencies or sponsored agencies | $24,552,000 | 675 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $1,996,398,000 | 40 |
| Available-for-sale securities (fair market value) | $306,440,000 | 643 |
| Total debt securities | $2,302,837,000 | 157 |
| 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 | $2,311,344,000 | 153 |
| U.S. Government securities | $313,677,000 | 456 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $313,677,000 | 420 |
| Securities issued by states & political subdivisions | $1,689,000 | 3,702 |
| Other domestic debt securities | $1,995,978,000 | 31 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,995,978,000 | 8 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $313,677,000 | 378 |
| Certificates of participation in pools of residential mortgages | $285,133,000 | 263 |
| Issued or guaranteed by U.S. | $285,133,000 | 263 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $28,544,000 | 638 |
| CMOs issued by government agencies or sponsored agencies | $28,544,000 | 605 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $1,995,978,000 | 38 |
| Available-for-sale securities (fair market value) | $315,366,000 | 590 |
| Total debt securities | $2,311,342,000 | 149 |
| 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 | $2,318,651,000 | 142 |
| U.S. Government securities | $320,364,000 | 421 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $320,364,000 | 391 |
| Securities issued by states & political subdivisions | $1,933,000 | 3,681 |
| Other domestic debt securities | $1,996,354,000 | 26 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $1,996,354,000 | 7 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $320,364,000 | 360 |
| Certificates of participation in pools of residential mortgages | $288,290,000 | 249 |
| Issued or guaranteed by U.S. | $288,290,000 | 248 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $32,074,000 | 570 |
| CMOs issued by government agencies or sponsored agencies | $32,074,000 | 539 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $1,996,354,000 | 35 |
| Available-for-sale securities (fair market value) | $322,297,000 | 561 |
| Total debt securities | $2,318,651,000 | 140 |
| 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 | $2,306,474,000 | 133 |
| U.S. Government securities | $307,514,000 | 398 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $307,514,000 | 373 |
| Securities issued by states & political subdivisions | $1,926,000 | 3,686 |
| Other domestic debt securities | $1,997,034,000 | 25 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $1,997,034,000 | 8 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $307,514,000 | 336 |
| Certificates of participation in pools of residential mortgages | $286,330,000 | 233 |
| Issued or guaranteed by U.S. | $286,330,000 | 232 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $21,184,000 | 716 |
| CMOs issued by government agencies or sponsored agencies | $21,184,000 | 674 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $1,997,034,000 | 34 |
| Available-for-sale securities (fair market value) | $309,440,000 | 542 |
| Total debt securities | $2,306,475,000 | 132 |
| 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 | $2,272,641,000 | 134 |
| U.S. Government securities | $275,501,000 | 392 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $275,501,000 | 370 |
| Securities issued by states & political subdivisions | $2,316,000 | 3,603 |
| Other domestic debt securities | $1,994,824,000 | 24 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $1,994,824,000 | 7 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $275,501,000 | 334 |
| Certificates of participation in pools of residential mortgages | $248,657,000 | 229 |
| Issued or guaranteed by U.S. | $248,657,000 | 228 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $26,844,000 | 616 |
| CMOs issued by government agencies or sponsored agencies | $26,844,000 | 587 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $1,994,824,000 | 34 |
| Available-for-sale securities (fair market value) | $277,817,000 | 548 |
| Total debt securities | $2,272,640,000 | 133 |
| 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 | $2,324,272,000 | 131 |
| U.S. Government securities | $324,142,000 | 329 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $324,142,000 | 313 |
| Securities issued by states & political subdivisions | $2,331,000 | 3,547 |
| Other domestic debt securities | $1,997,799,000 | 24 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,997,799,000 | 6 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $324,142,000 | 285 |
| Certificates of participation in pools of residential mortgages | $289,387,000 | 193 |
| Issued or guaranteed by U.S. | $289,387,000 | 192 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $34,755,000 | 520 |
| CMOs issued by government agencies or sponsored agencies | $34,755,000 | 485 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $1,997,799,000 | 32 |
| Available-for-sale securities (fair market value) | $326,473,000 | 436 |
| Total debt securities | $2,324,271,000 | 129 |
| 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 | $2,359,181,000 | 129 |
| U.S. Government securities | $358,395,000 | 299 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $358,395,000 | 285 |
| Securities issued by states & political subdivisions | $2,712,000 | 3,461 |
| Other domestic debt securities | $1,998,074,000 | 23 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,998,074,000 | 8 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $358,395,000 | 255 |
| Certificates of participation in pools of residential mortgages | $315,753,000 | 174 |
| Issued or guaranteed by U.S. | $315,753,000 | 172 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $42,642,000 | 475 |
| CMOs issued by government agencies or sponsored agencies | $42,642,000 | 438 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $1,998,074,000 | 34 |
| Available-for-sale securities (fair market value) | $361,107,000 | 387 |
| Total debt securities | $2,359,179,000 | 127 |
| 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 | $2,395,791,000 | 124 |
| U.S. Government securities | $397,226,000 | 282 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $397,226,000 | 266 |
| Securities issued by states & political subdivisions | $2,788,000 | 3,395 |
| Other domestic debt securities | $1,995,777,000 | 21 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $1,995,777,000 | 8 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $397,226,000 | 245 |
| Certificates of participation in pools of residential mortgages | $348,221,000 | 156 |
| Issued or guaranteed by U.S. | $348,221,000 | 154 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $49,005,000 | 430 |
| CMOs issued by government agencies or sponsored agencies | $49,005,000 | 401 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $1,995,777,000 | 35 |
| Available-for-sale securities (fair market value) | $400,014,000 | 350 |
| Total debt securities | $2,395,793,000 | 122 |
| 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 | $2,404,079,000 | 121 |
| U.S. Government securities | $404,970,000 | 281 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $404,970,000 | 268 |
| Securities issued by states & political subdivisions | $3,445,000 | 3,269 |
| Other domestic debt securities | $1,995,664,000 | 20 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $1,995,664,000 | 6 |
| 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 | $0 | 4,345 |
| Mortgage-backed securities | $404,970,000 | 241 |
| Certificates of participation in pools of residential mortgages | $354,827,000 | 155 |
| Issued or guaranteed by U.S. | $354,827,000 | 154 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $50,143,000 | 433 |
| CMOs issued by government agencies or sponsored agencies | $50,143,000 | 406 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $1,995,664,000 | 40 |
| Available-for-sale securities (fair market value) | $408,415,000 | 328 |
| Total debt securities | $2,404,080,000 | 120 |
| 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 | $2,518,681,000 | 109 |
| U.S. Government securities | $418,890,000 | 278 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $418,890,000 | 264 |
| Securities issued by states & political subdivisions | $3,481,000 | 3,284 |
| Other domestic debt securities | $2,096,310,000 | 20 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,096,310,000 | 5 |
| 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 | $0 | 4,426 |
| Mortgage-backed securities | $418,890,000 | 235 |
| Certificates of participation in pools of residential mortgages | $367,617,000 | 144 |
| Issued or guaranteed by U.S. | $367,617,000 | 143 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $51,273,000 | 416 |
| CMOs issued by government agencies or sponsored agencies | $51,273,000 | 394 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $2,096,310,000 | 44 |
| Available-for-sale securities (fair market value) | $422,371,000 | 320 |
| Total debt securities | $2,518,681,000 | 108 |
| 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 | $2,204,740,000 | 122 |
| U.S. Government securities | $208,909,000 | 466 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $208,909,000 | 442 |
| Securities issued by states & political subdivisions | $3,825,000 | 3,270 |
| Other domestic debt securities | $1,992,006,000 | 20 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,992,006,000 | 6 |
| 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 | $0 | 4,470 |
| Mortgage-backed securities | $208,909,000 | 363 |
| Certificates of participation in pools of residential mortgages | $208,909,000 | 219 |
| Issued or guaranteed by U.S. | $208,909,000 | 219 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $1,992,006,000 | 49 |
| Available-for-sale securities (fair market value) | $212,734,000 | 578 |
| Total debt securities | $2,204,740,000 | 121 |
| 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 | $2,215,371,000 | 119 |
| U.S. Government securities | $209,000,000 | 468 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $209,000,000 | 444 |
| Securities issued by states & political subdivisions | $3,759,000 | 3,347 |
| Other domestic debt securities | $2,002,612,000 | 20 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,002,612,000 | 6 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $209,000,000 | 360 |
| Certificates of participation in pools of residential mortgages | $209,000,000 | 216 |
| Issued or guaranteed by U.S. | $209,000,000 | 215 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $2,002,612,000 | 50 |
| Available-for-sale securities (fair market value) | $212,759,000 | 576 |
| Total debt securities | $2,215,371,000 | 117 |
| 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 | $2,218,934,000 | 121 |
| U.S. Government securities | $211,531,000 | 462 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $211,531,000 | 440 |
| Securities issued by states & political subdivisions | $4,491,000 | 3,279 |
| Other domestic debt securities | $2,002,912,000 | 21 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,002,912,000 | 5 |
| 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 | $0 | 4,567 |
| Mortgage-backed securities | $211,531,000 | 356 |
| Certificates of participation in pools of residential mortgages | $211,531,000 | 213 |
| Issued or guaranteed by U.S. | $211,531,000 | 212 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $2,002,912,000 | 49 |
| Available-for-sale securities (fair market value) | $216,022,000 | 573 |
| Total debt securities | $2,218,935,000 | 120 |
| 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 | $2,216,367,000 | 115 |
| U.S. Government securities | $214,304,000 | 455 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $214,304,000 | 428 |
| Securities issued by states & political subdivisions | $4,455,000 | 3,324 |
| Other domestic debt securities | $1,997,608,000 | 20 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $1,997,608,000 | 6 |
| 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 | $0 | 4,627 |
| Mortgage-backed securities | $214,304,000 | 349 |
| Certificates of participation in pools of residential mortgages | $214,304,000 | 211 |
| Issued or guaranteed by U.S. | $214,304,000 | 209 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $1,997,608,000 | 48 |
| Available-for-sale securities (fair market value) | $218,759,000 | 551 |
| Total debt securities | $2,216,365,000 | 114 |
| 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 | $2,227,257,000 | 115 |
| U.S. Government securities | $223,691,000 | 437 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $223,691,000 | 413 |
| Securities issued by states & political subdivisions | $5,081,000 | 3,263 |
| Other domestic debt securities | $1,998,485,000 | 20 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $1,998,485,000 | 6 |
| 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 | $107,669,000 | 549 |
| Mortgage-backed securities | $223,691,000 | 337 |
| Certificates of participation in pools of residential mortgages | $223,691,000 | 209 |
| Issued or guaranteed by U.S. | $223,691,000 | 207 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $1,998,485,000 | 47 |
| Available-for-sale securities (fair market value) | $228,772,000 | 537 |
| Total debt securities | $2,227,258,000 | 113 |
| 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 | $2,229,099,000 | 114 |
| U.S. Government securities | $225,794,000 | 444 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $225,794,000 | 421 |
| Securities issued by states & political subdivisions | $5,027,000 | 3,315 |
| Other domestic debt securities | $1,998,278,000 | 20 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $1,998,278,000 | 6 |
| 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 | $108,174,000 | 556 |
| Mortgage-backed securities | $225,794,000 | 344 |
| Certificates of participation in pools of residential mortgages | $225,794,000 | 215 |
| Issued or guaranteed by U.S. | $225,794,000 | 213 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $1,998,278,000 | 45 |
| Available-for-sale securities (fair market value) | $230,821,000 | 541 |
| Total debt securities | $2,229,097,000 | 112 |
| 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 | $2,235,064,000 | 111 |
| U.S. Government securities | $232,987,000 | 435 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $232,987,000 | 415 |
| Securities issued by states & political subdivisions | $5,993,000 | 3,229 |
| Other domestic debt securities | $1,996,084,000 | 21 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $1,996,084,000 | 6 |
| 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 | $113,641,000 | 535 |
| Mortgage-backed securities | $232,987,000 | 334 |
| Certificates of participation in pools of residential mortgages | $232,987,000 | 205 |
| Issued or guaranteed by U.S. | $232,987,000 | 203 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $1,996,084,000 | 43 |
| Available-for-sale securities (fair market value) | $238,980,000 | 531 |
| Total debt securities | $2,235,064,000 | 109 |
| 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 | $2,237,977,000 | 108 |
| U.S. Government securities | $235,517,000 | 423 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $235,517,000 | 407 |
| Securities issued by states & political subdivisions | $6,048,000 | 3,247 |
| Other domestic debt securities | $1,996,412,000 | 22 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $1,996,412,000 | 7 |
| 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 | $107,784,000 | 564 |
| Mortgage-backed securities | $235,517,000 | 326 |
| Certificates of participation in pools of residential mortgages | $235,517,000 | 205 |
| Issued or guaranteed by U.S. | $235,517,000 | 203 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $1,996,412,000 | 43 |
| Available-for-sale securities (fair market value) | $241,565,000 | 524 |
| Total debt securities | $2,237,976,000 | 106 |
| 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 | $2,245,775,000 | 108 |
| U.S. Government securities | $241,593,000 | 425 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $241,593,000 | 408 |
| Securities issued by states & political subdivisions | $7,233,000 | 3,102 |
| Other domestic debt securities | $1,996,949,000 | 23 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $1,996,949,000 | 7 |
| 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 | $114,775,000 | 541 |
| Mortgage-backed securities | $241,593,000 | 327 |
| Certificates of participation in pools of residential mortgages | $241,593,000 | 207 |
| Issued or guaranteed by U.S. | $241,593,000 | 205 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $1,996,949,000 | 42 |
| Available-for-sale securities (fair market value) | $248,826,000 | 517 |
| Total debt securities | $2,245,774,000 | 107 |
| 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 | $2,251,858,000 | 108 |
| U.S. Government securities | $249,590,000 | 413 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $249,590,000 | 396 |
| Securities issued by states & political subdivisions | $7,155,000 | 3,151 |
| Other domestic debt securities | $1,995,113,000 | 23 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $1,995,113,000 | 7 |
| 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 | $105,272,000 | 589 |
| Mortgage-backed securities | $249,590,000 | 316 |
| Certificates of participation in pools of residential mortgages | $249,590,000 | 204 |
| Issued or guaranteed by U.S. | $249,590,000 | 202 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $1,995,113,000 | 42 |
| Available-for-sale securities (fair market value) | $256,745,000 | 514 |
| Total debt securities | $2,251,857,000 | 107 |
| 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 | $2,239,126,000 | 106 |
| U.S. Government securities | $257,408,000 | 397 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $257,408,000 | 377 |
| Securities issued by states & political subdivisions | $8,505,000 | 2,991 |
| Other domestic debt securities | $1,973,213,000 | 24 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,973,213,000 | 7 |
| 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 | $107,480,000 | 566 |
| Mortgage-backed securities | $257,408,000 | 303 |
| Certificates of participation in pools of residential mortgages | $257,408,000 | 193 |
| Issued or guaranteed by U.S. | $257,408,000 | 191 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $1,973,213,000 | 43 |
| Available-for-sale securities (fair market value) | $265,913,000 | 491 |
| Total debt securities | $2,239,124,000 | 105 |
| 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 | $2,253,847,000 | 107 |
| U.S. Government securities | $246,349,000 | 410 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $246,349,000 | 394 |
| Securities issued by states & political subdivisions | $9,277,000 | 2,899 |
| Other domestic debt securities | $1,998,221,000 | 23 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,998,221,000 | 7 |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | $246,349,000 | 311 |
| Certificates of participation in pools of residential mortgages | $246,349,000 | 190 |
| Issued or guaranteed by U.S. | $246,349,000 | 189 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $1,998,221,000 | 42 |
| Available-for-sale securities (fair market value) | $255,626,000 | 511 |
| Total debt securities | $2,253,846,000 | 105 |
| 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 | $2,268,214,000 | 103 |
| U.S. Government securities | $261,004,000 | 394 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $261,004,000 | 380 |
| Securities issued by states & political subdivisions | $10,240,000 | 2,783 |
| Other domestic debt securities | $1,996,970,000 | 24 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,996,970,000 | 6 |
| 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 | $0 | 5,199 |
| Mortgage-backed securities | $261,004,000 | 304 |
| Certificates of participation in pools of residential mortgages | $261,004,000 | 180 |
| Issued or guaranteed by U.S. | $261,004,000 | 179 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $1,996,970,000 | 43 |
| Available-for-sale securities (fair market value) | $271,244,000 | 480 |
| Total debt securities | $2,268,215,000 | 101 |
| 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 | $2,266,178,000 | 103 |
| U.S. Government securities | $260,600,000 | 402 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $260,600,000 | 383 |
| Securities issued by states & political subdivisions | $9,953,000 | 2,790 |
| Other domestic debt securities | $1,995,625,000 | 26 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,995,625,000 | 6 |
| 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 | $0 | 5,255 |
| Mortgage-backed securities | $260,600,000 | 303 |
| Certificates of participation in pools of residential mortgages | $260,600,000 | 177 |
| Issued or guaranteed by U.S. | $260,600,000 | 175 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $1,995,625,000 | 41 |
| Available-for-sale securities (fair market value) | $270,553,000 | 488 |
| Total debt securities | $2,266,178,000 | 103 |
| 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 | $2,343,689,000 | 101 |
| U.S. Government securities | $337,518,000 | 330 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $337,518,000 | 314 |
| Securities issued by states & political subdivisions | $10,303,000 | 2,775 |
| Other domestic debt securities | $1,995,868,000 | 23 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,995,868,000 | 6 |
| 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 | $107,439,000 | 580 |
| Mortgage-backed securities | $337,518,000 | 255 |
| Certificates of participation in pools of residential mortgages | $337,518,000 | 148 |
| Issued or guaranteed by U.S. | $337,518,000 | 146 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $1,995,868,000 | 40 |
| Available-for-sale securities (fair market value) | $347,821,000 | 382 |
| Total debt securities | $2,343,689,000 | 101 |
| 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 | $2,362,566,000 | 97 |
| U.S. Government securities | $353,226,000 | 318 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $353,226,000 | 304 |
| Securities issued by states & political subdivisions | $10,578,000 | 2,757 |
| Other domestic debt securities | $1,998,762,000 | 24 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,998,762,000 | 6 |
| 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 | $0 | 5,371 |
| Mortgage-backed securities | $353,226,000 | 249 |
| Certificates of participation in pools of residential mortgages | $353,226,000 | 146 |
| Issued or guaranteed by U.S. | $353,226,000 | 144 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $1,998,762,000 | 40 |
| Available-for-sale securities (fair market value) | $363,804,000 | 360 |
| Total debt securities | $2,362,567,000 | 96 |
| 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 | $2,344,910,000 | 95 |
| U.S. Government securities | $356,579,000 | 308 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $356,579,000 | 297 |
| Securities issued by states & political subdivisions | $7,975,000 | 3,121 |
| Other domestic debt securities | $1,980,356,000 | 24 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $1,980,356,000 | 7 |
| 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 | $0 | 5,428 |
| Mortgage-backed securities | $356,579,000 | 247 |
| Certificates of participation in pools of residential mortgages | $356,579,000 | 141 |
| Issued or guaranteed by U.S. | $356,579,000 | 138 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $1,980,356,000 | 40 |
| Available-for-sale securities (fair market value) | $364,554,000 | 357 |
| Total debt securities | $2,344,909,000 | 95 |
| 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 | $2,474,794,000 | 93 |
| U.S. Government securities | $474,213,000 | 247 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $474,213,000 | 238 |
| Securities issued by states & political subdivisions | $3,975,000 | 3,820 |
| Other domestic debt securities | $1,996,606,000 | 24 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,996,606,000 | 7 |
| 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 | $0 | 5,487 |
| Mortgage-backed securities | $474,213,000 | 205 |
| Certificates of participation in pools of residential mortgages | $474,213,000 | 115 |
| Issued or guaranteed by U.S. | $474,213,000 | 114 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $1,996,606,000 | 39 |
| Available-for-sale securities (fair market value) | $478,188,000 | 275 |
| Total debt securities | $2,474,794,000 | 93 |
| 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 | $2,491,705,000 | 85 |
| U.S. Government securities | $491,061,000 | 237 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $491,061,000 | 231 |
| Securities issued by states & political subdivisions | $4,000,000 | 3,870 |
| Other domestic debt securities | $1,996,644,000 | 23 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,996,644,000 | 7 |
| 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 | $0 | 5,563 |
| Mortgage-backed securities | $491,061,000 | 201 |
| Certificates of participation in pools of residential mortgages | $491,061,000 | 117 |
| Issued or guaranteed by U.S. | $491,061,000 | 116 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $1,996,644,000 | 39 |
| Available-for-sale securities (fair market value) | $495,061,000 | 265 |
| Total debt securities | $2,491,706,000 | 85 |
| 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 | $2,514,676,000 | 83 |
| U.S. Government securities | $514,389,000 | 227 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $514,389,000 | 221 |
| Securities issued by states & political subdivisions | $4,000,000 | 3,912 |
| Other domestic debt securities | $1,996,287,000 | 24 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,996,287,000 | 7 |
| 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 | $309,718,000 | 236 |
| Mortgage-backed securities | $514,389,000 | 191 |
| Certificates of participation in pools of residential mortgages | $514,389,000 | 106 |
| Issued or guaranteed by U.S. | $514,389,000 | 105 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $1,996,287,000 | 39 |
| Available-for-sale securities (fair market value) | $518,389,000 | 252 |
| Total debt securities | $2,514,676,000 | 83 |
| 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 | $2,523,428,000 | 83 |
| U.S. Government securities | $523,380,000 | 221 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $523,380,000 | 216 |
| Securities issued by states & political subdivisions | $4,000,000 | 3,944 |
| Other domestic debt securities | $1,996,048,000 | 23 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,996,048,000 | 7 |
| 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 | $454,916,000 | 158 |
| Mortgage-backed securities | $523,380,000 | 186 |
| Certificates of participation in pools of residential mortgages | $523,380,000 | 102 |
| Issued or guaranteed by U.S. | $523,380,000 | 101 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $1,996,048,000 | 36 |
| Available-for-sale securities (fair market value) | $527,380,000 | 248 |
| Total debt securities | $2,523,428,000 | 81 |
| 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 | $2,476,481,000 | 84 |
| U.S. Government securities | $480,232,000 | 239 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $480,232,000 | 233 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $1,996,249,000 | 25 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,996,249,000 | 8 |
| 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 | $460,606,000 | 159 |
| Mortgage-backed securities | $480,232,000 | 197 |
| Certificates of participation in pools of residential mortgages | $480,232,000 | 109 |
| Issued or guaranteed by U.S. | $480,232,000 | 108 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $1,996,249,000 | 37 |
| Available-for-sale securities (fair market value) | $480,232,000 | 266 |
| Total debt securities | $2,476,481,000 | 82 |
| 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 | $2,484,309,000 | 83 |
| U.S. Government securities | $489,158,000 | 231 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $489,158,000 | 223 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $1,995,151,000 | 25 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,995,151,000 | 7 |
| 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 | $442,551,000 | 161 |
| Mortgage-backed securities | $489,158,000 | 189 |
| Certificates of participation in pools of residential mortgages | $489,158,000 | 107 |
| Issued or guaranteed by U.S. | $489,158,000 | 106 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,995,151,000 | 35 |
| Available-for-sale securities (fair market value) | $489,158,000 | 265 |
| Total debt securities | $2,484,309,000 | 82 |
| 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 | $2,479,370,000 | 86 |
| U.S. Government securities | $483,002,000 | 235 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $483,002,000 | 229 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $1,996,368,000 | 25 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,996,368,000 | 7 |
| 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 | $460,564,000 | 159 |
| Mortgage-backed securities | $483,002,000 | 192 |
| Certificates of participation in pools of residential mortgages | $483,002,000 | 110 |
| Issued or guaranteed by U.S. | $483,002,000 | 108 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,996,368,000 | 33 |
| Available-for-sale securities (fair market value) | $483,002,000 | 269 |
| Total debt securities | $2,479,370,000 | 86 |
| 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 | $2,457,648,000 | 85 |
| U.S. Government securities | $463,988,000 | 246 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $463,988,000 | 240 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $1,993,660,000 | 25 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,993,660,000 | 7 |
| 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 | $440,821,000 | 159 |
| Mortgage-backed securities | $463,988,000 | 205 |
| Certificates of participation in pools of residential mortgages | $463,988,000 | 113 |
| Issued or guaranteed by U.S. | $463,988,000 | 111 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,993,660,000 | 26 |
| Available-for-sale securities (fair market value) | $463,988,000 | 289 |
| Total debt securities | $2,457,648,000 | 85 |
| 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 | $2,472,148,000 | 84 |
| U.S. Government securities | $478,587,000 | 241 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $478,587,000 | 236 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $1,993,561,000 | 27 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,993,561,000 | 7 |
| 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 | $364,871,000 | 198 |
| Mortgage-backed securities | $478,587,000 | 203 |
| Certificates of participation in pools of residential mortgages | $478,587,000 | 112 |
| Issued or guaranteed by U.S. | $478,587,000 | 110 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,993,561,000 | 22 |
| Available-for-sale securities (fair market value) | $478,587,000 | 281 |
| Total debt securities | $2,472,148,000 | 83 |
| 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 | $2,410,504,000 | 87 |
| U.S. Government securities | $408,429,000 | 270 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $408,429,000 | 264 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $2,002,075,000 | 26 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $2,002,075,000 | 7 |
| 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 | $212,276,000 | 317 |
| Mortgage-backed securities | $408,429,000 | 220 |
| Certificates of participation in pools of residential mortgages | $408,429,000 | 126 |
| Issued or guaranteed by U.S. | $408,429,000 | 125 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $2,002,075,000 | 20 |
| Available-for-sale securities (fair market value) | $408,429,000 | 321 |
| Total debt securities | $2,410,505,000 | 87 |
| 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 | $2,426,096,000 | 85 |
| U.S. Government securities | $446,203,000 | 259 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $446,203,000 | 255 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $1,979,893,000 | 28 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,979,893,000 | 5 |
| 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 | $247,850,000 | 278 |
| Mortgage-backed securities | $446,203,000 | 220 |
| Certificates of participation in pools of residential mortgages | $446,203,000 | 127 |
| Issued or guaranteed by U.S. | $446,203,000 | 125 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,979,893,000 | 19 |
| Available-for-sale securities (fair market value) | $446,203,000 | 301 |
| Total debt securities | $2,426,096,000 | 85 |
| 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 | $2,406,133,000 | 85 |
| U.S. Government securities | $421,141,000 | 279 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $421,141,000 | 272 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $1,984,992,000 | 27 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,984,992,000 | 6 |
| 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 | $317,868,000 | 218 |
| Mortgage-backed securities | $421,141,000 | 235 |
| Certificates of participation in pools of residential mortgages | $421,141,000 | 134 |
| Issued or guaranteed by U.S. | $421,141,000 | 132 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,984,992,000 | 22 |
| Available-for-sale securities (fair market value) | $421,141,000 | 324 |
| Total debt securities | $2,406,133,000 | 84 |
| 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 | $2,394,494,000 | 90 |
| U.S. Government securities | $414,336,000 | 293 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $414,336,000 | 284 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $1,980,158,000 | 27 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,980,158,000 | 8 |
| 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 | $99,492,000 | 642 |
| Mortgage-backed securities | $414,336,000 | 242 |
| Certificates of participation in pools of residential mortgages | $414,336,000 | 140 |
| Issued or guaranteed by U.S. | $414,336,000 | 138 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,980,158,000 | 23 |
| Available-for-sale securities (fair market value) | $414,336,000 | 340 |
| Total debt securities | $2,394,495,000 | 90 |
| 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 | $2,275,000,000 | 92 |
| U.S. Government securities | $303,372,000 | 356 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $303,372,000 | 348 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $1,971,628,000 | 26 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,971,628,000 | 9 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $303,372,000 | 292 |
| Certificates of participation in pools of residential mortgages | $303,372,000 | 171 |
| Issued or guaranteed by U.S. | $303,372,000 | 171 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $1,971,628,000 | 24 |
| Available-for-sale securities (fair market value) | $303,372,000 | 451 |
| Total debt securities | $2,275,000,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $2,282,076,000 | 91 |
| U.S. Government securities | $323,042,000 | 323 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $323,042,000 | 315 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $1,959,034,000 | 26 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,959,034,000 | 8 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $323,042,000 | 271 |
| Certificates of participation in pools of residential mortgages | $323,042,000 | 155 |
| Issued or guaranteed by U.S. | $323,042,000 | 154 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $1,959,034,000 | 23 |
| Available-for-sale securities (fair market value) | $323,042,000 | 397 |
| Total debt securities | $2,282,076,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $2,333,077,000 | 90 |
| U.S. Government securities | $334,369,000 | 327 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $334,369,000 | 317 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $1,998,708,000 | 26 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,998,708,000 | 8 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $334,369,000 | 259 |
| Certificates of participation in pools of residential mortgages | $334,369,000 | 146 |
| Issued or guaranteed by U.S. | $334,369,000 | 145 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $1,998,708,000 | 21 |
| Available-for-sale securities (fair market value) | $334,369,000 | 378 |
| Total debt securities | $2,333,075,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $2,327,515,000 | 94 |
| U.S. Government securities | $325,589,000 | 324 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $325,589,000 | 316 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $2,001,926,000 | 27 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $2,001,926,000 | 9 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $325,589,000 | 261 |
| Certificates of participation in pools of residential mortgages | $325,589,000 | 145 |
| Issued or guaranteed by U.S. | $325,589,000 | 144 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $2,001,926,000 | 21 |
| Available-for-sale securities (fair market value) | $325,589,000 | 389 |
| Total debt securities | $2,327,515,000 | 93 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $2,345,978,000 | 90 |
| U.S. Government securities | $345,467,000 | 297 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $345,467,000 | 283 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $2,000,511,000 | 28 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $2,000,511,000 | 11 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $345,467,000 | 237 |
| Certificates of participation in pools of residential mortgages | $345,467,000 | 138 |
| Issued or guaranteed by U.S. | $345,467,000 | 137 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $2,000,511,000 | 18 |
| Available-for-sale securities (fair market value) | $345,467,000 | 364 |
| Total debt securities | $2,345,978,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $2,228,602,000 | 91 |
| U.S. Government securities | $353,888,000 | 273 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $353,888,000 | 264 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $1,874,714,000 | 33 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,874,714,000 | 12 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $353,888,000 | 215 |
| Certificates of participation in pools of residential mortgages | $353,888,000 | 123 |
| Issued or guaranteed by U.S. | $353,888,000 | 122 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $1,874,714,000 | 17 |
| Available-for-sale securities (fair market value) | $353,888,000 | 334 |
| Total debt securities | $2,228,602,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,888,934,000 | 99 |
| U.S. Government securities | $363,444,000 | 264 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $363,444,000 | 255 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $1,525,490,000 | 36 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,525,490,000 | 12 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $363,444,000 | 208 |
| Certificates of participation in pools of residential mortgages | $363,444,000 | 127 |
| Issued or guaranteed by U.S. | $363,444,000 | 125 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $1,525,490,000 | 19 |
| Available-for-sale securities (fair market value) | $363,444,000 | 313 |
| Total debt securities | $1,888,935,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,648,705,000 | 107 |
| U.S. Government securities | $412,843,000 | 241 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $412,843,000 | 230 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $1,235,862,000 | 37 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,235,862,000 | 13 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $412,843,000 | 192 |
| Certificates of participation in pools of residential mortgages | $412,843,000 | 118 |
| Issued or guaranteed by U.S. | $412,843,000 | 115 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $1,235,862,000 | 22 |
| Available-for-sale securities (fair market value) | $412,843,000 | 282 |
| Total debt securities | $1,648,705,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $797,673,000 | 176 |
| U.S. Government securities | $396,527,000 | 242 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $396,527,000 | 235 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $401,146,000 | 76 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $401,146,000 | 27 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $396,527,000 | 202 |
| Certificates of participation in pools of residential mortgages | $396,527,000 | 126 |
| Issued or guaranteed by U.S. | $396,527,000 | 125 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $401,146,000 | 56 |
| Available-for-sale securities (fair market value) | $396,527,000 | 291 |
| Total debt securities | $797,673,000 | 174 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $441,252,000 | 310 |
| U.S. Government securities | $417,481,000 | 226 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $417,481,000 | 221 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $23,771,000 | 511 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $23,771,000 | 192 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $417,481,000 | 199 |
| Certificates of participation in pools of residential mortgages | $417,481,000 | 125 |
| Issued or guaranteed by U.S. | $417,481,000 | 123 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $23,771,000 | 659 |
| Available-for-sale securities (fair market value) | $417,481,000 | 279 |
| Total debt securities | $441,252,000 | 300 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $443,857,000 | 301 |
| U.S. Government securities | $443,857,000 | 212 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $443,857,000 | 206 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $443,857,000 | 193 |
| Certificates of participation in pools of residential mortgages | $443,857,000 | 122 |
| Issued or guaranteed by U.S. | $443,857,000 | 120 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $443,857,000 | 258 |
| Total debt securities | $443,858,000 | 287 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $512,853,000 | 270 |
| U.S. Government securities | $512,853,000 | 207 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $512,853,000 | 204 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $512,853,000 | 185 |
| Certificates of participation in pools of residential mortgages | $512,853,000 | 116 |
| Issued or guaranteed by U.S. | $512,853,000 | 114 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $512,853,000 | 232 |
| Total debt securities | $512,851,000 | 260 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $536,386,000 | 255 |
| U.S. Government securities | $536,386,000 | 192 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $536,386,000 | 192 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $536,386,000 | 168 |
| Certificates of participation in pools of residential mortgages | $536,386,000 | 109 |
| Issued or guaranteed by U.S. | $536,386,000 | 107 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $536,386,000 | 218 |
| Total debt securities | $536,386,000 | 249 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $495,361,000 | 262 |
| U.S. Government securities | $495,361,000 | 188 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $495,361,000 | 187 |
| 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 | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $495,361,000 | 169 |
| Certificates of participation in pools of residential mortgages | $495,361,000 | 107 |
| Issued or guaranteed by U.S. | $495,361,000 | 103 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $495,361,000 | 223 |
| Total debt securities | $495,361,000 | 259 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $445,896,000 | 288 |
| U.S. Government securities | $445,896,000 | 200 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $445,896,000 | 199 |
| 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 | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $445,896,000 | 189 |
| Certificates of participation in pools of residential mortgages | $445,896,000 | 117 |
| Issued or guaranteed by U.S. | $445,896,000 | 111 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $445,896,000 | 245 |
| Total debt securities | $445,896,000 | 283 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $447,045,000 | 299 |
| U.S. Government securities | $447,045,000 | 210 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $447,045,000 | 204 |
| 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 | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $447,045,000 | 186 |
| Certificates of participation in pools of residential mortgages | $447,045,000 | 117 |
| Issued or guaranteed by U.S. | $447,045,000 | 113 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $447,045,000 | 252 |
| Total debt securities | $447,045,000 | 288 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $427,550,000 | 303 |
| U.S. Government securities | $427,550,000 | 215 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $427,550,000 | 211 |
| 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 | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $427,550,000 | 186 |
| Certificates of participation in pools of residential mortgages | $427,550,000 | 111 |
| Issued or guaranteed by U.S. | $427,550,000 | 109 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $427,550,000 | 260 |
| Total debt securities | $427,550,000 | 292 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $384,922,000 | 346 |
| U.S. Government securities | $384,922,000 | 242 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $384,922,000 | 234 |
| 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 | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $384,922,000 | 195 |
| Certificates of participation in pools of residential mortgages | $384,922,000 | 124 |
| Issued or guaranteed by U.S. | $384,922,000 | 119 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $384,922,000 | 290 |
| Total debt securities | $384,922,000 | 335 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $308,904,000 | 410 |
| U.S. Government securities | $308,904,000 | 304 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $308,904,000 | 295 |
| 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 | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $308,904,000 | 230 |
| Certificates of participation in pools of residential mortgages | $308,904,000 | 151 |
| Issued or guaranteed by U.S. | $308,904,000 | 143 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $308,904,000 | 349 |
| Total debt securities | $308,904,000 | 398 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $210,180,000 | 602 |
| U.S. Government securities | $210,180,000 | 431 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $210,180,000 | 420 |
| 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 | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $210,180,000 | 303 |
| Certificates of participation in pools of residential mortgages | $210,180,000 | 201 |
| Issued or guaranteed by U.S. | $210,180,000 | 194 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $210,180,000 | 499 |
| Total debt securities | $210,180,000 | 580 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $187,904,000 | 670 |
| U.S. Government securities | $187,904,000 | 490 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $187,904,000 | 473 |
| 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 | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $187,904,000 | 345 |
| Certificates of participation in pools of residential mortgages | $187,904,000 | 229 |
| Issued or guaranteed by U.S. | $187,904,000 | 219 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $187,904,000 | 549 |
| Total debt securities | $187,904,000 | 651 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $134,838,000 | 921 |
| U.S. Government securities | $134,838,000 | 695 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $134,838,000 | 677 |
| 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 | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $134,838,000 | 449 |
| Certificates of participation in pools of residential mortgages | $134,838,000 | 310 |
| Issued or guaranteed by U.S. | $134,838,000 | 301 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $134,838,000 | 774 |
| Total debt securities | $134,838,000 | 898 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $84,584,000 | 1,429 |
| U.S. Government securities | $84,584,000 | 1,079 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $84,584,000 | 1,041 |
| 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 | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $84,584,000 | 623 |
| Certificates of participation in pools of residential mortgages | $84,584,000 | 444 |
| Issued or guaranteed by U.S. | $84,584,000 | 441 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $84,584,000 | 1,233 |
| Total debt securities | $84,584,000 | 1,397 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $39,442,000 | 2,894 |
| U.S. Government securities | $39,442,000 | 2,229 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $39,442,000 | 2,153 |
| 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 | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $39,442,000 | 1,136 |
| Certificates of participation in pools of residential mortgages | $39,442,000 | 829 |
| Issued or guaranteed by U.S. | $39,442,000 | 821 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $39,442,000 | 2,488 |
| Total debt securities | $39,442,000 | 2,844 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $32,788,000 | 3,316 |
| U.S. Government securities | $32,788,000 | 2,582 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $32,788,000 | 2,502 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $32,788,000 | 1,293 |
| Certificates of participation in pools of residential mortgages | $32,788,000 | 946 |
| Issued or guaranteed by U.S. | $32,788,000 | 940 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $32,788,000 | 2,864 |
| Total debt securities | $32,788,000 | 3,270 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $34,902,000 | 3,136 |
| U.S. Government securities | $34,902,000 | 2,431 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $34,902,000 | 2,359 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $34,902,000 | 1,250 |
| Certificates of participation in pools of residential mortgages | $34,902,000 | 919 |
| Issued or guaranteed by U.S. | $34,902,000 | 913 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $34,902,000 | 2,703 |
| Total debt securities | $34,902,000 | 3,082 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $18,980,000 | 4,778 |
| U.S. Government securities | $18,980,000 | 3,923 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $18,980,000 | 3,795 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $18,980,000 | 1,910 |
| Certificates of participation in pools of residential mortgages | $18,980,000 | 1,480 |
| Issued or guaranteed by U.S. | $18,980,000 | 1,467 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $18,980,000 | 4,136 |
| Total debt securities | $18,980,000 | 4,720 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $19,572,000 | 4,762 |
| U.S. Government securities | $19,572,000 | 3,931 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,572,000 | 3,795 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $19,572,000 | 1,938 |
| Certificates of participation in pools of residential mortgages | $19,572,000 | 1,490 |
| Issued or guaranteed by U.S. | $19,572,000 | 1,478 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $19,572,000 | 4,143 |
| Total debt securities | $19,572,000 | 4,712 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $20,459,000 | 4,659 |
| U.S. Government securities | $20,459,000 | 3,827 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $20,459,000 | 3,691 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $20,459,000 | 1,911 |
| Certificates of participation in pools of residential mortgages | $20,459,000 | 1,467 |
| Issued or guaranteed by U.S. | $20,459,000 | 1,455 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $20,459,000 | 4,047 |
| Total debt securities | $20,459,000 | 4,596 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $17,949,000 | 5,016 |
| U.S. Government securities | $17,949,000 | 4,095 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $17,949,000 | 3,949 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $17,949,000 | 2,077 |
| Certificates of participation in pools of residential mortgages | $17,949,000 | 1,617 |
| Issued or guaranteed by U.S. | $17,949,000 | 1,607 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $17,949,000 | 4,367 |
| Total debt securities | $17,949,000 | 4,944 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $10,166,000 | 6,546 |
| U.S. Government securities | $10,166,000 | 5,725 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $10,166,000 | 5,563 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $10,166,000 | 2,966 |
| Certificates of participation in pools of residential mortgages | $10,166,000 | 2,389 |
| Issued or guaranteed by U.S. | $10,166,000 | 2,380 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $10,166,000 | 5,790 |
| Total debt securities | $10,166,000 | 6,472 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $11,142,000 | 6,334 |
| U.S. Government securities | $11,142,000 | 5,472 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $11,142,000 | 5,322 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $11,142,000 | 2,857 |
| Certificates of participation in pools of residential mortgages | $11,142,000 | 2,259 |
| Issued or guaranteed by U.S. | $11,142,000 | 2,250 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $11,142,000 | 5,599 |
| Total debt securities | $11,142,000 | 6,251 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $12,257,000 | 6,161 |
| U.S. Government securities | $12,257,000 | 5,263 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $12,257,000 | 5,098 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $12,257,000 | 2,705 |
| Certificates of participation in pools of residential mortgages | $12,257,000 | 2,167 |
| Issued or guaranteed by U.S. | $12,257,000 | 2,151 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $12,257,000 | 5,426 |
| Total debt securities | $12,257,000 | 6,074 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $13,978,000 | 5,725 |
| U.S. Government securities | $13,978,000 | 4,735 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $13,978,000 | 4,573 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $13,978,000 | 2,506 |
| Certificates of participation in pools of residential mortgages | $13,978,000 | 1,972 |
| Issued or guaranteed by U.S. | $13,978,000 | 1,963 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $13,978,000 | 5,018 |
| Total debt securities | $13,978,000 | 5,636 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $13,005,000 | 5,869 |
| U.S. Government securities | $13,005,000 | 4,889 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $13,005,000 | 4,727 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $13,005,000 | 2,646 |
| Certificates of participation in pools of residential mortgages | $13,005,000 | 2,035 |
| Issued or guaranteed by U.S. | $13,005,000 | 2,025 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $13,005,000 | 5,133 |
| Total debt securities | $13,005,000 | 5,777 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $12,685,000 | 5,939 |
| U.S. Government securities | $12,685,000 | 4,948 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $12,685,000 | 4,769 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $12,685,000 | 2,704 |
| Certificates of participation in pools of residential mortgages | $12,685,000 | 2,050 |
| Issued or guaranteed by U.S. | $12,685,000 | 2,042 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $12,685,000 | 5,192 |
| Total debt securities | $12,685,000 | 5,840 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $14,163,000 | 5,612 |
| U.S. Government securities | $14,163,000 | 4,630 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $14,163,000 | 4,454 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $14,163,000 | 2,498 |
| Certificates of participation in pools of residential mortgages | $14,163,000 | 1,861 |
| Issued or guaranteed by U.S. | $14,163,000 | 1,853 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $14,163,000 | 4,870 |
| Total debt securities | $14,163,000 | 5,515 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $13,707,000 | 5,640 |
| U.S. Government securities | $13,277,000 | 4,704 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $13,277,000 | 4,499 |
| Securities issued by states & political subdivisions | $430,000 | 6,046 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $13,277,000 | 2,427 |
| Certificates of participation in pools of residential mortgages | $13,277,000 | 1,757 |
| Issued or guaranteed by U.S. | $13,277,000 | 1,746 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $13,707,000 | 4,819 |
| Total debt securities | $13,707,000 | 5,550 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $16,411,000 | 5,286 |
| U.S. Government securities | $15,719,000 | 4,375 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $15,719,000 | 4,077 |
| Securities issued by states & political subdivisions | $435,000 | 6,198 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $257,000 | 5,301 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $15,719,000 | 1,750 |
| Certificates of participation in pools of residential mortgages | $15,719,000 | 1,262 |
| Issued or guaranteed by U.S. | $15,719,000 | 1,254 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $16,411,000 | 4,347 |
| Total debt securities | $16,154,000 | 5,213 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $9,900,000 | 7,108 |
| U.S. Government securities | $9,900,000 | 6,126 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $9,900,000 | 5,627 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $9,900,000 | 2,527 |
| Certificates of participation in pools of residential mortgages | $9,900,000 | 1,885 |
| Issued or guaranteed by U.S. | $9,900,000 | 1,875 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $9,900,000 | 5,895 |
| Total debt securities | $9,900,000 | 6,985 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |