Home > Colorado Federal Savings Bank > Securities
Colorado Federal Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $239,918,000 | 845 |
| U.S. Government securities | $208,202,000 | 643 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $208,202,000 | 564 |
| Securities issued by states & political subdivisions | $7,821,000 | 2,635 |
| Other domestic debt securities | $23,895,000 | 654 |
| Privately issued residential mortgage-backed securities | $4,759,000 | 374 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $19,136,000 | 416 |
| 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 | $59,091,000 | 1,331 |
| Mortgage-backed securities | $212,961,000 | 436 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $172,557,000 | 337 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $4,759,000 | 287 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,682,000 | 353 |
| Other commercial mortgage-backed securities | $19,963,000 | 327 |
| Held to maturity securities (book value) | $90,311,000 | 400 |
| Available-for-sale securities (fair market value) | $149,607,000 | 1,090 |
| Total debt securities | $239,919,000 | 836 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $299,648,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,892,000 | 132 |
| 2023-09-30 | Rank | |
| Total securities | $246,157,000 | 811 |
| U.S. Government securities | $214,306,000 | 633 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $214,306,000 | 548 |
| Securities issued by states & political subdivisions | $7,612,000 | 2,667 |
| Other domestic debt securities | $24,239,000 | 644 |
| Privately issued residential mortgage-backed securities | $5,128,000 | 344 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $19,111,000 | 412 |
| 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 | $59,728,000 | 1,265 |
| Mortgage-backed securities | $219,434,000 | 424 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $176,549,000 | 321 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $5,128,000 | 269 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,258,000 | 345 |
| Other commercial mortgage-backed securities | $22,499,000 | 300 |
| Held to maturity securities (book value) | $91,713,000 | 411 |
| Available-for-sale securities (fair market value) | $154,444,000 | 1,056 |
| Total debt securities | $246,157,000 | 798 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $194,083,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $256,481,000 | 790 |
| U.S. Government securities | $223,939,000 | 612 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $223,939,000 | 534 |
| Securities issued by states & political subdivisions | $7,802,000 | 2,693 |
| Other domestic debt securities | $24,740,000 | 638 |
| Privately issued residential mortgage-backed securities | $5,719,000 | 344 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $19,021,000 | 414 |
| 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 | $62,295,000 | 1,206 |
| Mortgage-backed securities | $229,658,000 | 420 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $185,108,000 | 322 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $5,719,000 | 264 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,519,000 | 349 |
| Other commercial mortgage-backed securities | $23,312,000 | 300 |
| Held to maturity securities (book value) | $93,387,000 | 399 |
| Available-for-sale securities (fair market value) | $163,094,000 | 1,043 |
| Total debt securities | $256,481,000 | 781 |
| 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 | $266,092,000 | 802 |
| U.S. Government securities | $231,927,000 | 627 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $231,927,000 | 521 |
| Securities issued by states & political subdivisions | $7,976,000 | 2,737 |
| Other domestic debt securities | $26,189,000 | 650 |
| Privately issued residential mortgage-backed securities | $6,788,000 | 336 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $19,401,000 | 430 |
| 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 | $64,247,000 | 1,134 |
| Mortgage-backed securities | $238,715,000 | 433 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $192,379,000 | 327 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $6,788,000 | 256 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,865,000 | 361 |
| Other commercial mortgage-backed securities | $23,683,000 | 308 |
| Held to maturity securities (book value) | $94,927,000 | 413 |
| Available-for-sale securities (fair market value) | $171,165,000 | 1,045 |
| Total debt securities | $266,090,000 | 793 |
| 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 | $270,889,000 | 803 |
| U.S. Government securities | $235,008,000 | 623 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $235,008,000 | 517 |
| Securities issued by states & political subdivisions | $7,978,000 | 2,772 |
| Other domestic debt securities | $27,903,000 | 640 |
| Privately issued residential mortgage-backed securities | $7,830,000 | 327 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $20,073,000 | 430 |
| 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 | $16,824,000 | 2,294 |
| Mortgage-backed securities | $242,838,000 | 433 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $195,533,000 | 328 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $7,830,000 | 239 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,643,000 | 366 |
| Other commercial mortgage-backed securities | $23,832,000 | 304 |
| Held to maturity securities (book value) | $96,021,000 | 420 |
| Available-for-sale securities (fair market value) | $174,868,000 | 1,040 |
| Total debt securities | $270,889,000 | 793 |
| 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 | $278,612,000 | 780 |
| U.S. Government securities | $241,176,000 | 612 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $241,176,000 | 502 |
| Securities issued by states & political subdivisions | $7,815,000 | 2,806 |
| Other domestic debt securities | $29,621,000 | 585 |
| Privately issued residential mortgage-backed securities | $9,715,000 | 273 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $19,906,000 | 435 |
| 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 | $17,035,000 | 2,227 |
| Mortgage-backed securities | $250,891,000 | 425 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $200,444,000 | 320 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $9,715,000 | 215 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,695,000 | 370 |
| Other commercial mortgage-backed securities | $25,037,000 | 320 |
| Held to maturity securities (book value) | $97,448,000 | 406 |
| Available-for-sale securities (fair market value) | $181,164,000 | 1,015 |
| Total debt securities | $278,612,000 | 772 |
| 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 | $301,892,000 | 754 |
| U.S. Government securities | $257,048,000 | 590 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $257,048,000 | 489 |
| Securities issued by states & political subdivisions | $8,106,000 | 2,831 |
| Other domestic debt securities | $36,738,000 | 472 |
| Privately issued residential mortgage-backed securities | $11,342,000 | 257 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $25,396,000 | 378 |
| 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 | $18,696,000 | 2,123 |
| Mortgage-backed securities | $268,390,000 | 426 |
| Certificates of participation in pools of residential mortgages | $213,926,000 | 316 |
| Issued or guaranteed by U.S. | $213,926,000 | 314 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $11,342,000 | 1,145 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $11,342,000 | 200 |
| Commercial mortgage-backed securities | $43,122,000 | 391 |
| Commercial mortgage pass-through securities | $16,509,000 | 367 |
| Other commercial mortgage-backed securities | $26,613,000 | 346 |
| Held to maturity securities (book value) | $99,094,000 | 369 |
| Available-for-sale securities (fair market value) | $202,798,000 | 934 |
| Total debt securities | $301,892,000 | 745 |
| 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 | $230,023,000 | 950 |
| U.S. Government securities | $173,319,000 | 794 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $173,319,000 | 666 |
| Securities issued by states & political subdivisions | $8,272,000 | 2,818 |
| Other domestic debt securities | $48,432,000 | 386 |
| Privately issued residential mortgage-backed securities | $13,933,000 | 219 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $34,499,000 | 279 |
| 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 | $20,695,000 | 1,980 |
| Mortgage-backed securities | $187,252,000 | 546 |
| Certificates of participation in pools of residential mortgages | $127,745,000 | 482 |
| Issued or guaranteed by U.S. | $127,745,000 | 478 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $13,933,000 | 1,034 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $13,933,000 | 172 |
| Commercial mortgage-backed securities | $45,574,000 | 385 |
| Commercial mortgage pass-through securities | $17,084,000 | 362 |
| Other commercial mortgage-backed securities | $28,490,000 | 334 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $230,023,000 | 847 |
| Total debt securities | $230,024,000 | 940 |
| 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 | $235,070,000 | 901 |
| U.S. Government securities | $188,696,000 | 705 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $188,696,000 | 623 |
| Securities issued by states & political subdivisions | $8,784,000 | 2,810 |
| Other domestic debt securities | $37,590,000 | 453 |
| Privately issued residential mortgage-backed securities | $15,357,000 | 193 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $22,233,000 | 384 |
| 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 | $72,503,000 | 855 |
| Mortgage-backed securities | $204,053,000 | 507 |
| Certificates of participation in pools of residential mortgages | $139,209,000 | 448 |
| Issued or guaranteed by U.S. | $139,209,000 | 445 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $15,357,000 | 942 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $15,357,000 | 138 |
| Commercial mortgage-backed securities | $49,487,000 | 370 |
| Commercial mortgage pass-through securities | $18,157,000 | 345 |
| Other commercial mortgage-backed securities | $31,330,000 | 317 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $235,070,000 | 824 |
| Total debt securities | $235,070,000 | 893 |
| 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 | $231,272,000 | 862 |
| U.S. Government securities | $183,230,000 | 681 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $183,230,000 | 622 |
| Securities issued by states & political subdivisions | $8,887,000 | 2,802 |
| Other domestic debt securities | $39,155,000 | 418 |
| Privately issued residential mortgage-backed securities | $16,808,000 | 165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $22,347,000 | 365 |
| 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 | $25,492,000 | 1,744 |
| Mortgage-backed securities | $200,038,000 | 499 |
| Certificates of participation in pools of residential mortgages | $129,370,000 | 455 |
| Issued or guaranteed by U.S. | $129,370,000 | 453 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $16,808,000 | 886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $16,808,000 | 117 |
| Commercial mortgage-backed securities | $53,860,000 | 345 |
| Commercial mortgage pass-through securities | $18,527,000 | 330 |
| Other commercial mortgage-backed securities | $35,333,000 | 297 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $231,272,000 | 784 |
| Total debt securities | $231,274,000 | 851 |
| 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 | $257,347,000 | 756 |
| U.S. Government securities | $205,568,000 | 586 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $205,568,000 | 539 |
| Securities issued by states & political subdivisions | $9,030,000 | 2,772 |
| Other domestic debt securities | $42,749,000 | 376 |
| Privately issued residential mortgage-backed securities | $20,315,000 | 140 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $22,434,000 | 343 |
| 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 | $27,547,000 | 1,647 |
| Mortgage-backed securities | $225,883,000 | 440 |
| Certificates of participation in pools of residential mortgages | $143,035,000 | 396 |
| Issued or guaranteed by U.S. | $143,035,000 | 392 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $20,315,000 | 758 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $20,315,000 | 96 |
| Commercial mortgage-backed securities | $62,533,000 | 299 |
| Commercial mortgage pass-through securities | $18,801,000 | 310 |
| Other commercial mortgage-backed securities | $43,732,000 | 260 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $257,347,000 | 690 |
| Total debt securities | $257,348,000 | 750 |
| 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 | $284,555,000 | 642 |
| U.S. Government securities | $228,753,000 | 493 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $228,753,000 | 465 |
| Securities issued by states & political subdivisions | $9,058,000 | 2,730 |
| Other domestic debt securities | $46,744,000 | 335 |
| Privately issued residential mortgage-backed securities | $24,345,000 | 126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $22,399,000 | 330 |
| 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 | $30,485,000 | 1,504 |
| Mortgage-backed securities | $253,098,000 | 385 |
| Certificates of participation in pools of residential mortgages | $161,458,000 | 340 |
| Issued or guaranteed by U.S. | $161,458,000 | 337 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $24,345,000 | 653 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $24,345,000 | 87 |
| Commercial mortgage-backed securities | $67,295,000 | 277 |
| Commercial mortgage pass-through securities | $18,628,000 | 295 |
| Other commercial mortgage-backed securities | $48,667,000 | 229 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $284,555,000 | 585 |
| Total debt securities | $284,555,000 | 631 |
| 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 | $319,768,000 | 531 |
| U.S. Government securities | $260,845,000 | 407 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $260,845,000 | 389 |
| Securities issued by states & political subdivisions | $9,240,000 | 2,689 |
| Other domestic debt securities | $49,683,000 | 310 |
| Privately issued residential mortgage-backed securities | $27,251,000 | 108 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $22,432,000 | 317 |
| 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 | $33,464,000 | 1,403 |
| Mortgage-backed securities | $288,096,000 | 325 |
| Certificates of participation in pools of residential mortgages | $180,046,000 | 281 |
| Issued or guaranteed by U.S. | $180,046,000 | 280 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $27,251,000 | 612 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $27,251,000 | 84 |
| Commercial mortgage-backed securities | $80,799,000 | 227 |
| Commercial mortgage pass-through securities | $19,231,000 | 270 |
| Other commercial mortgage-backed securities | $61,568,000 | 188 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $319,768,000 | 477 |
| Total debt securities | $319,768,000 | 520 |
| 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 | $367,238,000 | 439 |
| U.S. Government securities | $304,237,000 | 346 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $304,237,000 | 329 |
| Securities issued by states & political subdivisions | $9,243,000 | 2,554 |
| Other domestic debt securities | $53,758,000 | 279 |
| Privately issued residential mortgage-backed securities | $31,232,000 | 106 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $22,526,000 | 298 |
| 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 | $45,804,000 | 1,093 |
| Mortgage-backed securities | $335,469,000 | 272 |
| Certificates of participation in pools of residential mortgages | $212,411,000 | 244 |
| Issued or guaranteed by U.S. | $212,411,000 | 243 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $31,232,000 | 558 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $31,232,000 | 77 |
| Commercial mortgage-backed securities | $91,826,000 | 206 |
| Commercial mortgage pass-through securities | $24,962,000 | 222 |
| Other commercial mortgage-backed securities | $66,864,000 | 171 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $367,238,000 | 391 |
| Total debt securities | $367,238,000 | 432 |
| 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 | $415,349,000 | 385 |
| U.S. Government securities | $349,559,000 | 305 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $349,559,000 | 291 |
| Securities issued by states & political subdivisions | $9,255,000 | 2,493 |
| Other domestic debt securities | $56,535,000 | 262 |
| Privately issued residential mortgage-backed securities | $34,123,000 | 93 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $22,412,000 | 294 |
| 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 | $52,755,000 | 984 |
| Mortgage-backed securities | $383,682,000 | 245 |
| Certificates of participation in pools of residential mortgages | $250,446,000 | 213 |
| Issued or guaranteed by U.S. | $250,446,000 | 211 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $34,123,000 | 546 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $34,123,000 | 73 |
| Commercial mortgage-backed securities | $99,113,000 | 198 |
| Commercial mortgage pass-through securities | $25,788,000 | 212 |
| Other commercial mortgage-backed securities | $73,325,000 | 162 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $415,349,000 | 344 |
| Total debt securities | $415,350,000 | 379 |
| 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 | $449,922,000 | 357 |
| U.S. Government securities | $382,394,000 | 286 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $382,394,000 | 272 |
| Securities issued by states & political subdivisions | $8,714,000 | 2,457 |
| Other domestic debt securities | $58,814,000 | 236 |
| Privately issued residential mortgage-backed securities | $36,224,000 | 88 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $22,590,000 | 271 |
| 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 | $117,677,000 | 497 |
| Mortgage-backed securities | $418,618,000 | 236 |
| Certificates of participation in pools of residential mortgages | $282,795,000 | 192 |
| Issued or guaranteed by U.S. | $282,795,000 | 190 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $36,224,000 | 536 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $36,224,000 | 66 |
| Commercial mortgage-backed securities | $99,599,000 | 198 |
| Commercial mortgage pass-through securities | $25,853,000 | 204 |
| Other commercial mortgage-backed securities | $73,746,000 | 165 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $449,922,000 | 314 |
| Total debt securities | $449,922,000 | 351 |
| 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 | $490,886,000 | 330 |
| U.S. Government securities | $418,053,000 | 277 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $418,053,000 | 259 |
| Securities issued by states & political subdivisions | $9,011,000 | 2,400 |
| Other domestic debt securities | $63,822,000 | 222 |
| Privately issued residential mortgage-backed securities | $40,987,000 | 79 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $22,835,000 | 249 |
| 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 | $120,468,000 | 480 |
| Mortgage-backed securities | $434,063,000 | 230 |
| Certificates of participation in pools of residential mortgages | $295,634,000 | 178 |
| Issued or guaranteed by U.S. | $295,634,000 | 178 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $40,987,000 | 483 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $40,987,000 | 62 |
| Commercial mortgage-backed securities | $97,442,000 | 195 |
| Commercial mortgage pass-through securities | $24,930,000 | 217 |
| Other commercial mortgage-backed securities | $72,512,000 | 163 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $490,886,000 | 287 |
| Total debt securities | $490,887,000 | 324 |
| 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 | $531,580,000 | 307 |
| U.S. Government securities | $453,502,000 | 267 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $453,502,000 | 249 |
| Securities issued by states & political subdivisions | $9,061,000 | 2,410 |
| Other domestic debt securities | $69,017,000 | 209 |
| Privately issued residential mortgage-backed securities | $46,449,000 | 69 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $22,568,000 | 246 |
| 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 | $131,400,000 | 441 |
| Mortgage-backed securities | $475,003,000 | 219 |
| Certificates of participation in pools of residential mortgages | $325,464,000 | 156 |
| Issued or guaranteed by U.S. | $325,464,000 | 156 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $46,449,000 | 439 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $46,449,000 | 51 |
| Commercial mortgage-backed securities | $103,090,000 | 188 |
| Commercial mortgage pass-through securities | $28,995,000 | 199 |
| Other commercial mortgage-backed securities | $74,095,000 | 158 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $531,580,000 | 272 |
| Total debt securities | $531,579,000 | 303 |
| 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 | $530,201,000 | 308 |
| U.S. Government securities | $478,239,000 | 262 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $478,239,000 | 246 |
| Securities issued by states & political subdivisions | $8,995,000 | 2,476 |
| Other domestic debt securities | $42,967,000 | 275 |
| Privately issued residential mortgage-backed securities | $20,402,000 | 96 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $22,565,000 | 241 |
| 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 | $197,471,000 | 312 |
| Mortgage-backed securities | $473,803,000 | 220 |
| Certificates of participation in pools of residential mortgages | $351,023,000 | 155 |
| Issued or guaranteed by U.S. | $351,023,000 | 155 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $20,402,000 | 785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $20,402,000 | 81 |
| Commercial mortgage-backed securities | $102,378,000 | 181 |
| Commercial mortgage pass-through securities | $28,671,000 | 195 |
| Other commercial mortgage-backed securities | $73,707,000 | 155 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $530,201,000 | 270 |
| Total debt securities | $530,202,000 | 304 |
| 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 | $552,032,000 | 305 |
| U.S. Government securities | $498,055,000 | 260 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $498,055,000 | 245 |
| Securities issued by states & political subdivisions | $8,908,000 | 2,566 |
| Other domestic debt securities | $45,069,000 | 245 |
| Privately issued residential mortgage-backed securities | $22,788,000 | 90 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $22,281,000 | 237 |
| 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 | $310,792,000 | 223 |
| Mortgage-backed securities | $496,444,000 | 215 |
| Certificates of participation in pools of residential mortgages | $372,766,000 | 143 |
| Issued or guaranteed by U.S. | $372,766,000 | 143 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $22,788,000 | 707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $22,788,000 | 75 |
| Commercial mortgage-backed securities | $100,890,000 | 173 |
| Commercial mortgage pass-through securities | $28,425,000 | 189 |
| Other commercial mortgage-backed securities | $72,465,000 | 146 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $552,032,000 | 267 |
| Total debt securities | $552,032,000 | 300 |
| 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 | $570,690,000 | 293 |
| U.S. Government securities | $515,768,000 | 252 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $515,768,000 | 237 |
| Securities issued by states & political subdivisions | $8,644,000 | 2,663 |
| Other domestic debt securities | $46,278,000 | 234 |
| Privately issued residential mortgage-backed securities | $24,095,000 | 82 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $22,183,000 | 231 |
| 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 | $326,909,000 | 221 |
| Mortgage-backed securities | $515,796,000 | 205 |
| Certificates of participation in pools of residential mortgages | $390,779,000 | 137 |
| Issued or guaranteed by U.S. | $390,779,000 | 137 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $24,095,000 | 678 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $24,095,000 | 73 |
| Commercial mortgage-backed securities | $100,922,000 | 170 |
| Commercial mortgage pass-through securities | $28,797,000 | 176 |
| Other commercial mortgage-backed securities | $72,125,000 | 148 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $570,690,000 | 257 |
| Total debt securities | $570,690,000 | 289 |
| 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 | $593,183,000 | 284 |
| U.S. Government securities | $536,519,000 | 243 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $536,519,000 | 228 |
| Securities issued by states & political subdivisions | $8,528,000 | 2,708 |
| Other domestic debt securities | $48,136,000 | 225 |
| Privately issued residential mortgage-backed securities | $25,625,000 | 74 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $22,511,000 | 227 |
| 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 | $320,751,000 | 227 |
| Mortgage-backed securities | $538,436,000 | 199 |
| Certificates of participation in pools of residential mortgages | $410,120,000 | 137 |
| Issued or guaranteed by U.S. | $410,120,000 | 137 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $25,625,000 | 639 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $25,625,000 | 68 |
| Commercial mortgage-backed securities | $102,691,000 | 166 |
| Commercial mortgage pass-through securities | $30,414,000 | 169 |
| Other commercial mortgage-backed securities | $72,277,000 | 142 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $593,183,000 | 250 |
| Total debt securities | $593,182,000 | 280 |
| 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 | $627,994,000 | 270 |
| U.S. Government securities | $568,908,000 | 235 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $568,908,000 | 222 |
| Securities issued by states & political subdivisions | $8,654,000 | 2,741 |
| Other domestic debt securities | $50,432,000 | 224 |
| Privately issued residential mortgage-backed securities | $27,784,000 | 95 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $22,648,000 | 226 |
| 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 | $354,002,000 | 211 |
| Mortgage-backed securities | $573,067,000 | 192 |
| Certificates of participation in pools of residential mortgages | $441,359,000 | 133 |
| Issued or guaranteed by U.S. | $441,359,000 | 132 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $27,784,000 | 602 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $27,784,000 | 68 |
| Commercial mortgage-backed securities | $103,924,000 | 154 |
| Commercial mortgage pass-through securities | $30,869,000 | 163 |
| Other commercial mortgage-backed securities | $73,055,000 | 136 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $627,994,000 | 238 |
| Total debt securities | $627,994,000 | 265 |
| 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 | $693,697,000 | 258 |
| U.S. Government securities | $632,209,000 | 211 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $632,209,000 | 203 |
| Securities issued by states & political subdivisions | $8,715,000 | 2,771 |
| Other domestic debt securities | $52,773,000 | 208 |
| Privately issued residential mortgage-backed securities | $30,013,000 | 69 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $22,760,000 | 232 |
| 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 | $386,036,000 | 198 |
| Mortgage-backed securities | $638,315,000 | 180 |
| Certificates of participation in pools of residential mortgages | $503,925,000 | 121 |
| Issued or guaranteed by U.S. | $503,925,000 | 119 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $30,013,000 | 574 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $30,013,000 | 66 |
| Commercial mortgage-backed securities | $104,377,000 | 148 |
| Commercial mortgage pass-through securities | $30,186,000 | 142 |
| Other commercial mortgage-backed securities | $74,191,000 | 135 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $693,697,000 | 226 |
| Total debt securities | $693,697,000 | 250 |
| 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 | $724,248,000 | 240 |
| U.S. Government securities | $660,247,000 | 201 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $660,247,000 | 192 |
| Securities issued by states & political subdivisions | $8,960,000 | 2,799 |
| Other domestic debt securities | $55,041,000 | 198 |
| Privately issued residential mortgage-backed securities | $31,990,000 | 67 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $23,051,000 | 227 |
| 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 | $456,690,000 | 179 |
| Mortgage-backed securities | $668,054,000 | 169 |
| Certificates of participation in pools of residential mortgages | $529,477,000 | 114 |
| Issued or guaranteed by U.S. | $529,477,000 | 113 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $31,990,000 | 549 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $31,990,000 | 65 |
| Commercial mortgage-backed securities | $106,587,000 | 138 |
| Commercial mortgage pass-through securities | $30,887,000 | 137 |
| Other commercial mortgage-backed securities | $75,700,000 | 125 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $724,248,000 | 211 |
| Total debt securities | $724,248,000 | 233 |
| 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 | $754,824,000 | 229 |
| U.S. Government securities | $700,478,000 | 190 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $700,478,000 | 180 |
| Securities issued by states & political subdivisions | $8,882,000 | 2,850 |
| Other domestic debt securities | $45,464,000 | 221 |
| Privately issued residential mortgage-backed securities | $22,528,000 | 83 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $22,936,000 | 239 |
| 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 | $484,182,000 | 173 |
| Mortgage-backed securities | $698,572,000 | 164 |
| Certificates of participation in pools of residential mortgages | $562,164,000 | 113 |
| Issued or guaranteed by U.S. | $562,164,000 | 112 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $22,528,000 | 678 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $22,528,000 | 79 |
| Commercial mortgage-backed securities | $113,880,000 | 132 |
| Commercial mortgage pass-through securities | $31,720,000 | 137 |
| Other commercial mortgage-backed securities | $82,160,000 | 113 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $754,824,000 | 202 |
| Total debt securities | $754,824,000 | 224 |
| 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 | $797,600,000 | 221 |
| U.S. Government securities | $745,614,000 | 183 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $745,614,000 | 176 |
| Securities issued by states & political subdivisions | $9,007,000 | 2,855 |
| Other domestic debt securities | $42,979,000 | 235 |
| Privately issued residential mortgage-backed securities | $24,993,000 | 80 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $17,986,000 | 297 |
| 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 | $511,810,000 | 161 |
| Mortgage-backed securities | $746,465,000 | 159 |
| Certificates of participation in pools of residential mortgages | $605,891,000 | 110 |
| Issued or guaranteed by U.S. | $605,891,000 | 109 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $24,993,000 | 644 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $24,993,000 | 77 |
| Commercial mortgage-backed securities | $115,581,000 | 127 |
| Commercial mortgage pass-through securities | $33,067,000 | 133 |
| Other commercial mortgage-backed securities | $82,514,000 | 109 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $797,600,000 | 194 |
| Total debt securities | $797,600,000 | 216 |
| 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 | $900,800,000 | 202 |
| U.S. Government securities | $855,561,000 | 162 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $855,561,000 | 155 |
| Securities issued by states & political subdivisions | $8,786,000 | 2,919 |
| Other domestic debt securities | $36,453,000 | 272 |
| Privately issued residential mortgage-backed securities | $27,016,000 | 78 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $9,437,000 | 462 |
| 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 | $498,242,000 | 164 |
| Mortgage-backed securities | $804,392,000 | 150 |
| Certificates of participation in pools of residential mortgages | $657,583,000 | 106 |
| Issued or guaranteed by U.S. | $657,583,000 | 105 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $27,016,000 | 618 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $27,016,000 | 74 |
| Commercial mortgage-backed securities | $119,793,000 | 122 |
| Commercial mortgage pass-through securities | $37,079,000 | 124 |
| Other commercial mortgage-backed securities | $82,714,000 | 106 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $900,800,000 | 171 |
| Total debt securities | $900,800,000 | 198 |
| 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 | $885,103,000 | 200 |
| U.S. Government securities | $842,076,000 | 157 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $842,076,000 | 151 |
| Securities issued by states & political subdivisions | $4,256,000 | 3,658 |
| Other domestic debt securities | $38,771,000 | 260 |
| Privately issued residential mortgage-backed securities | $29,342,000 | 75 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $9,429,000 | 451 |
| 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 | $518,013,000 | 154 |
| Mortgage-backed securities | $822,402,000 | 144 |
| Certificates of participation in pools of residential mortgages | $687,703,000 | 99 |
| Issued or guaranteed by U.S. | $687,703,000 | 98 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $29,342,000 | 582 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $29,342,000 | 72 |
| Commercial mortgage-backed securities | $105,357,000 | 130 |
| Commercial mortgage pass-through securities | $105,357,000 | 53 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $885,103,000 | 169 |
| Total debt securities | $885,103,000 | 195 |
| 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 | $903,396,000 | 195 |
| U.S. Government securities | $857,229,000 | 154 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $857,229,000 | 147 |
| Securities issued by states & political subdivisions | $4,250,000 | 3,680 |
| Other domestic debt securities | $41,917,000 | 245 |
| Privately issued residential mortgage-backed securities | $32,608,000 | 76 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $9,309,000 | 457 |
| 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 | $482,379,000 | 155 |
| Mortgage-backed securities | $864,832,000 | 137 |
| Certificates of participation in pools of residential mortgages | $746,230,000 | 89 |
| Issued or guaranteed by U.S. | $746,230,000 | 88 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $32,608,000 | 553 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $32,608,000 | 74 |
| Commercial mortgage-backed securities | $85,994,000 | 143 |
| Commercial mortgage pass-through securities | $85,994,000 | 59 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $903,396,000 | 164 |
| Total debt securities | $903,396,000 | 190 |
| 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 | $894,490,000 | 199 |
| U.S. Government securities | $846,853,000 | 158 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $846,853,000 | 152 |
| Securities issued by states & political subdivisions | $4,256,000 | 3,703 |
| Other domestic debt securities | $43,381,000 | 249 |
| Privately issued residential mortgage-backed securities | $34,275,000 | 75 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $9,106,000 | 460 |
| 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 | $510,963,000 | 153 |
| Mortgage-backed securities | $881,128,000 | 136 |
| Certificates of participation in pools of residential mortgages | $804,721,000 | 86 |
| Issued or guaranteed by U.S. | $804,721,000 | 84 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $34,275,000 | 549 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $34,275,000 | 70 |
| Commercial mortgage-backed securities | $42,132,000 | 198 |
| Commercial mortgage pass-through securities | $42,132,000 | 97 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $894,490,000 | 168 |
| Total debt securities | $894,490,000 | 194 |
| 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 | $944,719,000 | 191 |
| U.S. Government securities | $900,161,000 | 152 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $900,161,000 | 148 |
| Securities issued by states & political subdivisions | $4,252,000 | 3,704 |
| Other domestic debt securities | $40,306,000 | 256 |
| Privately issued residential mortgage-backed securities | $31,235,000 | 77 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $9,071,000 | 465 |
| 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 | $520,774,000 | 152 |
| Mortgage-backed securities | $931,396,000 | 131 |
| Certificates of participation in pools of residential mortgages | $858,577,000 | 82 |
| Issued or guaranteed by U.S. | $858,577,000 | 81 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $31,235,000 | 594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $31,235,000 | 75 |
| Commercial mortgage-backed securities | $41,584,000 | 185 |
| Commercial mortgage pass-through securities | $41,584,000 | 93 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $944,719,000 | 159 |
| Total debt securities | $944,717,000 | 187 |
| 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 | $812,959,000 | 210 |
| U.S. Government securities | $808,723,000 | 163 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $808,723,000 | 155 |
| Securities issued by states & political subdivisions | $4,236,000 | 3,731 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $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 | $557,198,000 | 140 |
| Mortgage-backed securities | $808,723,000 | 140 |
| Certificates of participation in pools of residential mortgages | $785,784,000 | 82 |
| Issued or guaranteed by U.S. | $785,784,000 | 81 |
| 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 | $22,939,000 | 242 |
| Commercial mortgage pass-through securities | $22,939,000 | 133 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $812,959,000 | 176 |
| Total debt securities | $812,959,000 | 207 |
| 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 | $698,133,000 | 235 |
| U.S. Government securities | $693,884,000 | 183 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $693,884,000 | 175 |
| Securities issued by states & political subdivisions | $4,249,000 | 3,765 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $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 | $189,208,000 | 375 |
| Mortgage-backed securities | $693,884,000 | 147 |
| Certificates of participation in pools of residential mortgages | $670,333,000 | 91 |
| Issued or guaranteed by U.S. | $670,333,000 | 90 |
| 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 | $23,551,000 | 228 |
| Commercial mortgage pass-through securities | $23,551,000 | 120 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $698,133,000 | 201 |
| Total debt securities | $698,132,000 | 229 |
| 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 | $489,640,000 | 317 |
| U.S. Government securities | $485,390,000 | 238 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $485,390,000 | 230 |
| Securities issued by states & political subdivisions | $4,250,000 | 3,775 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $99,891,000 | 634 |
| Mortgage-backed securities | $485,390,000 | 202 |
| Certificates of participation in pools of residential mortgages | $479,339,000 | 114 |
| Issued or guaranteed by U.S. | $479,339,000 | 113 |
| 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 | $6,051,000 | 457 |
| Commercial mortgage pass-through securities | $6,051,000 | 255 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $489,640,000 | 267 |
| Total debt securities | $489,640,000 | 308 |
| 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 | $409,796,000 | 384 |
| U.S. Government securities | $409,796,000 | 281 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $409,796,000 | 271 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $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 | $131,468,000 | 516 |
| Mortgage-backed securities | $409,796,000 | 224 |
| Certificates of participation in pools of residential mortgages | $403,531,000 | 132 |
| Issued or guaranteed by U.S. | $403,531,000 | 131 |
| 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 | $6,265,000 | 432 |
| Commercial mortgage pass-through securities | $6,265,000 | 243 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $409,796,000 | 318 |
| Total debt securities | $409,796,000 | 377 |
| 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 | $543,598,000 | 282 |
| U.S. Government securities | $543,598,000 | 219 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $543,598,000 | 217 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $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 | $325,044,000 | 224 |
| Mortgage-backed securities | $543,598,000 | 182 |
| Certificates of participation in pools of residential mortgages | $543,598,000 | 102 |
| Issued or guaranteed by U.S. | $543,598,000 | 101 |
| 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) | $543,598,000 | 87 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $543,598,000 | 276 |
| 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 | $556,732,000 | 272 |
| U.S. Government securities | $556,732,000 | 213 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $556,732,000 | 210 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $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 | $334,503,000 | 214 |
| Mortgage-backed securities | $556,732,000 | 178 |
| Certificates of participation in pools of residential mortgages | $556,732,000 | 99 |
| Issued or guaranteed by U.S. | $556,732,000 | 98 |
| 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) | $556,732,000 | 84 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $556,732,000 | 266 |
| 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 | $574,726,000 | 266 |
| U.S. Government securities | $574,726,000 | 203 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $574,726,000 | 199 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $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 | $345,253,000 | 205 |
| Mortgage-backed securities | $574,726,000 | 175 |
| Certificates of participation in pools of residential mortgages | $574,726,000 | 98 |
| Issued or guaranteed by U.S. | $574,726,000 | 97 |
| 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) | $574,726,000 | 82 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $574,726,000 | 261 |
| 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 | $419,705,000 | 385 |
| U.S. Government securities | $419,705,000 | 270 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $419,705,000 | 263 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $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 | $205,595,000 | 344 |
| Mortgage-backed securities | $419,705,000 | 223 |
| Certificates of participation in pools of residential mortgages | $419,705,000 | 122 |
| Issued or guaranteed by U.S. | $419,705,000 | 120 |
| 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) | $419,705,000 | 91 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $419,704,000 | 377 |
| 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 | $425,858,000 | 370 |
| U.S. Government securities | $425,858,000 | 263 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $425,858,000 | 257 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $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 | $211,996,000 | 313 |
| Mortgage-backed securities | $425,858,000 | 217 |
| Certificates of participation in pools of residential mortgages | $425,858,000 | 119 |
| Issued or guaranteed by U.S. | $425,858,000 | 117 |
| 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) | $425,858,000 | 91 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $425,858,000 | 361 |
| 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 | $368,654,000 | 417 |
| U.S. Government securities | $368,654,000 | 295 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $368,654,000 | 286 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $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 | $88,941,000 | 693 |
| Mortgage-backed securities | $368,654,000 | 238 |
| Certificates of participation in pools of residential mortgages | $368,654,000 | 131 |
| Issued or guaranteed by U.S. | $368,654,000 | 130 |
| 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) | $368,654,000 | 86 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $368,654,000 | 412 |
| 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 | $5,325,000 | 60 |
| 2013-06-30 | Rank | |
| Total securities | $407,189,000 | 375 |
| U.S. Government securities | $407,189,000 | 268 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $407,189,000 | 262 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $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 | $99,911,000 | 620 |
| Mortgage-backed securities | $407,189,000 | 223 |
| Certificates of participation in pools of residential mortgages | $407,189,000 | 126 |
| Issued or guaranteed by U.S. | $407,189,000 | 125 |
| 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) | $407,189,000 | 73 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $407,189,000 | 369 |
| 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 | $5,224,000 | 57 |
| 2013-03-31 | Rank | |
| Total securities | $477,469,000 | 324 |
| U.S. Government securities | $477,469,000 | 243 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $477,469,000 | 238 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $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 | $125,470,000 | 528 |
| Mortgage-backed securities | $477,469,000 | 204 |
| Certificates of participation in pools of residential mortgages | $477,469,000 | 113 |
| Issued or guaranteed by U.S. | $477,469,000 | 111 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $477,469,000 | 283 |
| Total debt securities | $477,469,000 | 313 |
| 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 | $557,131,000 | 273 |
| U.S. Government securities | $557,131,000 | 204 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $557,131,000 | 200 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $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 | $152,277,000 | 434 |
| Mortgage-backed securities | $557,131,000 | 172 |
| Certificates of participation in pools of residential mortgages | $557,131,000 | 103 |
| Issued or guaranteed by U.S. | $557,131,000 | 102 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $557,131,000 | 239 |
| Total debt securities | $557,131,000 | 268 |
| 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 | $511,118,000 | 305 |
| U.S. Government securities | $511,118,000 | 228 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $511,118,000 | 225 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $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 | $172,885,000 | 381 |
| Mortgage-backed securities | $511,118,000 | 192 |
| Certificates of participation in pools of residential mortgages | $511,118,000 | 115 |
| Issued or guaranteed by U.S. | $511,118,000 | 113 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $511,118,000 | 268 |
| Total debt securities | $511,117,000 | 294 |
| 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 | $592,320,000 | 265 |
| U.S. Government securities | $592,320,000 | 193 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $592,320,000 | 189 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| 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 | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $302,332,000 | 228 |
| Mortgage-backed securities | $592,320,000 | 166 |
| Certificates of participation in pools of residential mortgages | $592,320,000 | 105 |
| Issued or guaranteed by U.S. | $592,320,000 | 104 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $592,320,000 | 236 |
| Total debt securities | $592,320,000 | 260 |
| 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 | $676,985,000 | 233 |
| U.S. Government securities | $676,985,000 | 178 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $676,985,000 | 173 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| 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 | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $239,899,000 | 287 |
| Mortgage-backed securities | $676,985,000 | 151 |
| Certificates of participation in pools of residential mortgages | $676,985,000 | 96 |
| Issued or guaranteed by U.S. | $676,985,000 | 95 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $676,985,000 | 203 |
| Total debt securities | $676,985,000 | 230 |
| 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 | $680,326,000 | 226 |
| U.S. Government securities | $680,326,000 | 167 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $680,326,000 | 165 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $680,326,000 | 150 |
| Certificates of participation in pools of residential mortgages | $680,326,000 | 92 |
| Issued or guaranteed by U.S. | $680,326,000 | 91 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $680,326,000 | 194 |
| Total debt securities | $680,326,000 | 223 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $732,038,000 | 214 |
| U.S. Government securities | $732,038,000 | 159 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $732,038,000 | 155 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $732,038,000 | 139 |
| Certificates of participation in pools of residential mortgages | $732,038,000 | 91 |
| Issued or guaranteed by U.S. | $732,038,000 | 89 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $732,038,000 | 187 |
| Total debt securities | $732,038,000 | 211 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $533,782,000 | 283 |
| U.S. Government securities | $533,782,000 | 217 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $533,782,000 | 208 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $533,782,000 | 172 |
| Certificates of participation in pools of residential mortgages | $533,782,000 | 108 |
| Issued or guaranteed by U.S. | $533,782,000 | 107 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $533,782,000 | 248 |
| Total debt securities | $533,782,000 | 277 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $0 | 7,399 |
| U.S. Government securities | $0 | 7,252 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,165 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,094 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $0 | 7,361 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $0 | 7,465 |
| U.S. Government securities | $0 | 7,301 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,211 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,134 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $0 | 7,426 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $0 | 7,553 |
| U.S. Government securities | $0 | 7,375 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,288 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $0 | 7,511 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $0 | 7,629 |
| U.S. Government securities | $0 | 7,469 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,387 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $0 | 7,586 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $0 | 7,722 |
| U.S. Government securities | $0 | 7,572 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,484 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $0 | 7,680 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $0 | 7,776 |
| U.S. Government securities | $0 | 7,608 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,522 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $0 | 7,735 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $0 | 7,856 |
| U.S. Government securities | $0 | 7,692 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,608 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $0 | 7,809 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $0 | 7,935 |
| U.S. Government securities | $0 | 7,759 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,687 |
| 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 | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $0 | 7,893 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $0 | 8,001 |
| U.S. Government securities | $0 | 7,829 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,762 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| 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) | $0 | 7,481 |
| Total debt securities | $0 | 7,959 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $0 | 8,058 |
| U.S. Government securities | $0 | 7,896 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,832 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| 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) | $0 | 7,524 |
| Total debt securities | $0 | 8,014 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $0 | 8,112 |
| U.S. Government securities | $0 | 7,941 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,874 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| 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) | $0 | 7,569 |
| Total debt securities | $0 | 8,066 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $0 | 8,159 |
| U.S. Government securities | $0 | 7,997 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,934 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| 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) | $0 | 7,617 |
| Total debt securities | $0 | 8,104 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $0 | 8,194 |
| U.S. Government securities | $0 | 8,032 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,976 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| 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) | $0 | 7,643 |
| Total debt securities | $0 | 8,143 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $0 | 8,234 |
| U.S. Government securities | $0 | 8,104 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,029 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| 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) | $0 | 7,657 |
| Total debt securities | $0 | 8,190 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $0 | 8,282 |
| U.S. Government securities | $0 | 8,160 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,083 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| 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) | $0 | 7,682 |
| Total debt securities | $0 | 8,239 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $0 | 8,331 |
| U.S. Government securities | $0 | 8,206 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,127 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| 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) | $0 | 7,721 |
| Total debt securities | $0 | 8,291 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $0 | 8,365 |
| U.S. Government securities | $0 | 8,244 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,164 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| 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) | $0 | 7,742 |
| Total debt securities | $0 | 8,320 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $0 | 8,416 |
| U.S. Government securities | $0 | 8,295 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,217 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $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) | $0 | 7,796 |
| Total debt securities | $0 | 8,369 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $0 | 8,496 |
| U.S. Government securities | $0 | 8,377 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,301 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $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) | $0 | 7,856 |
| Total debt securities | $0 | 8,450 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $0 | 8,539 |
| U.S. Government securities | $0 | 8,430 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,348 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $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) | $0 | 7,901 |
| Total debt securities | $0 | 8,496 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $0 | 8,575 |
| U.S. Government securities | $0 | 8,475 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,395 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $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) | $0 | 7,929 |
| Total debt securities | $0 | 8,534 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $0 | 8,634 |
| U.S. Government securities | $0 | 8,522 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,437 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $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) | $0 | 7,975 |
| Total debt securities | $0 | 8,589 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $0 | 8,672 |
| U.S. Government securities | $0 | 8,563 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,485 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $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) | $0 | 8,010 |
| Total debt securities | $0 | 8,624 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $0 | 8,693 |
| U.S. Government securities | $0 | 8,590 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,507 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $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) | $0 | 8,027 |
| Total debt securities | $0 | 8,648 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $0 | 8,768 |
| U.S. Government securities | $0 | 8,658 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,569 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $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) | $0 | 8,105 |
| Total debt securities | $0 | 8,720 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $0 | 8,814 |
| U.S. Government securities | $0 | 8,690 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,609 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $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) | $0 | 8,136 |
| Total debt securities | $0 | 8,758 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $0 | 8,861 |
| U.S. Government securities | $0 | 8,738 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,656 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $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) | $0 | 8,182 |
| Total debt securities | $0 | 8,812 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $0 | 8,921 |
| U.S. Government securities | $0 | 8,803 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,720 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $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) | $0 | 8,240 |
| Total debt securities | $0 | 8,873 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $0 | 8,960 |
| U.S. Government securities | $0 | 8,825 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,741 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $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) | $0 | 8,255 |
| Total debt securities | $0 | 8,907 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $7,000 | 9,016 |
| U.S. Government securities | $7,000 | 8,877 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,000 | 8,778 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,000 | 7,214 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $7,000 | 3,979 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,773 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $7,000 | 8,310 |
| Total debt securities | $7,000 | 8,963 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $70,000 | 9,032 |
| U.S. Government securities | $70,000 | 8,877 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $70,000 | 8,759 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $70,000 | 6,906 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $70,000 | 3,857 |
| CMOs issued by government agencies or sponsored agencies | $70,000 | 3,661 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $70,000 | 8,319 |
| Total debt securities | $70,000 | 8,972 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $208,000 | 9,015 |
| U.S. Government securities | $208,000 | 8,843 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $208,000 | 8,718 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $208,000 | 6,671 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $208,000 | 3,781 |
| CMOs issued by government agencies or sponsored agencies | $208,000 | 3,603 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $208,000 | 8,284 |
| Total debt securities | $208,000 | 8,949 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $373,000 | 9,026 |
| U.S. Government securities | $373,000 | 8,844 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $373,000 | 8,712 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $373,000 | 6,480 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $373,000 | 3,702 |
| CMOs issued by government agencies or sponsored agencies | $373,000 | 3,537 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $373,000 | 8,275 |
| Total debt securities | $373,000 | 8,958 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $545,000 | 9,035 |
| U.S. Government securities | $545,000 | 8,832 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $545,000 | 8,690 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $545,000 | 6,294 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $545,000 | 3,541 |
| CMOs issued by government agencies or sponsored agencies | $545,000 | 3,387 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $545,000 | 8,225 |
| Total debt securities | $545,000 | 8,966 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $1,002,000 | 9,154 |
| U.S. Government securities | $1,002,000 | 8,896 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,002,000 | 8,731 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,002,000 | 5,892 |
| Certificates of participation in pools of residential mortgages | $13,000 | 6,974 |
| Issued or guaranteed by U.S. | $13,000 | 6,951 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $989,000 | 3,326 |
| CMOs issued by government agencies or sponsored agencies | $989,000 | 3,159 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $1,002,000 | 8,248 |
| Total debt securities | $1,002,000 | 9,079 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $952,000 | 9,543 |
| U.S. Government securities | $952,000 | 9,352 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $952,000 | 9,123 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $952,000 | 5,587 |
| Certificates of participation in pools of residential mortgages | $20,000 | 6,868 |
| Issued or guaranteed by U.S. | $20,000 | 6,846 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $932,000 | 2,929 |
| CMOs issued by government agencies or sponsored agencies | $932,000 | 2,777 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $952,000 | 8,551 |
| Total debt securities | $952,000 | 9,449 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $944,000 | 9,878 |
| U.S. Government securities | $944,000 | 9,706 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $944,000 | 9,400 |
| 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 | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $944,000 | 5,906 |
| Certificates of participation in pools of residential mortgages | $26,000 | 7,171 |
| Issued or guaranteed by U.S. | $26,000 | 7,152 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $918,000 | 3,124 |
| CMOs issued by government agencies or sponsored agencies | $918,000 | 2,976 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $944,000 | 8,806 |
| Total debt securities | $944,000 | 9,787 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $1,250,000 | 9,996 |
| U.S. Government securities | $1,250,000 | 9,746 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,250,000 | 9,181 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,051,000 | 6,043 |
| Certificates of participation in pools of residential mortgages | $71,000 | 7,136 |
| Issued or guaranteed by U.S. | $71,000 | 7,118 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $980,000 | 3,312 |
| CMOs issued by government agencies or sponsored agencies | $980,000 | 3,163 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $1,250,000 | 8,761 |
| Total debt securities | $1,250,000 | 9,883 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $1,469,000 | 10,465 |
| U.S. Government securities | $1,469,000 | 10,253 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,469,000 | 9,411 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,123,000 | 6,191 |
| Certificates of participation in pools of residential mortgages | $87,000 | 7,375 |
| Issued or guaranteed by U.S. | $87,000 | 7,349 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,036,000 | 3,354 |
| CMOs issued by government agencies or sponsored agencies | $1,036,000 | 3,224 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $1,469,000 | 8,983 |
| Total debt securities | $1,469,000 | 10,376 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $2,001,000 | 10,871 |
| U.S. Government securities | $2,000,000 | 10,605 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,000,000 | 9,478 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-1,000 | 732 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,150,000 | 6,652 |
| Certificates of participation in pools of residential mortgages | $121,000 | 7,768 |
| Issued or guaranteed by U.S. | $121,000 | 7,748 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,029,000 | 3,771 |
| CMOs issued by government agencies or sponsored agencies | $1,029,000 | 3,616 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 8,059 |
| Available-for-sale securities (fair market value) | $2,000,000 | 9,022 |
| Total debt securities | $2,000,000 | 10,771 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $2,061,000 | 11,358 |
| U.S. Government securities | $2,057,000 | 11,063 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $2,057,000 | 9,681 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-4,000 | 807 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,229,000 | 7,012 |
| Certificates of participation in pools of residential mortgages | $179,000 | 7,929 |
| Issued or guaranteed by U.S. | $179,000 | 7,897 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,050,000 | 4,151 |
| CMOs issued by government agencies or sponsored agencies | $1,050,000 | 3,984 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,000 | 8,441 |
| Available-for-sale securities (fair market value) | $2,057,000 | 9,371 |
| Total debt securities | $2,057,000 | 11,258 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $2,021,000 | 12,042 |
| U.S. Government securities | $2,024,000 | 11,757 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $2,024,000 | 9,895 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $3,000 | 370 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,232,000 | 7,461 |
| Certificates of participation in pools of residential mortgages | $199,000 | 8,353 |
| Issued or guaranteed by U.S. | $199,000 | 8,327 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,033,000 | 4,452 |
| CMOs issued by government agencies or sponsored agencies | $1,033,000 | 4,258 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,021,000 | 10,008 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $2,024,000 | 11,941 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $445,000 | 13,051 |
| U.S. Government securities | $449,000 | 12,888 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $449,000 | 11,767 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $4,000 | 344 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $449,000 | 9,358 |
| Certificates of participation in pools of residential mortgages | $269,000 | 8,753 |
| Issued or guaranteed by U.S. | $269,000 | 8,699 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $180,000 | 6,423 |
| CMOs issued by government agencies or sponsored agencies | $180,000 | 6,124 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $449,000 | 12,936 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $1,164,000 | 13,397 |
| U.S. Government securities | $1,170,000 | 13,144 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $1,170,000 | 11,378 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $6,000 | 485 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,170,000 | 8,678 |
| Certificates of participation in pools of residential mortgages | $168,000 | 9,570 |
| Issued or guaranteed by U.S. | $168,000 | 9,497 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,002,000 | 5,051 |
| CMOs issued by government agencies or sponsored agencies | $1,002,000 | 4,672 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,170,000 | 13,287 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |